{ "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": 0.5714, "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": 0.8071, "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": 34.85858018573739, "above_vwap": true, "amount": 3280149624.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.028161802355333, "last": 89.86, "vwap": 87.60319918018095, "above_vwap": true, "amount": 11241330122.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.275157816561457, "last": 61.01, "vwap": 56.48305164772539, "above_vwap": true, "amount": 2612065219.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.617900172117036, "last": 38.91, "vwap": 37.57946654185499, "above_vwap": true, "amount": 9792148601.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.424216584949896, "last": 518.0, "vwap": 495.3376382050542, "above_vwap": true, "amount": 2976486840.0 }, { "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": 18.600379375585856, "above_vwap": true, "amount": 323443857.0 }, { "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": 41.49548251443815, "above_vwap": true, "amount": 895974608.0 }, { "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": 202.442400189988, "above_vwap": true, "amount": 8396561723.0 }, { "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": 160.3154276134572, "above_vwap": true, "amount": 1687832885.0 }, { "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": 57.45282222919177, "above_vwap": true, "amount": 13665739786.0 }, { "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": 9.773692935543997, "above_vwap": true, "amount": 802293132.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.935414424111944, "last": 102.13, "vwap": 100.31653174870708, "above_vwap": true, "amount": 4523432923.0 } ] }, "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": 0.5714, "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": 0.8071, "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": 34.85858018573739, "above_vwap": true, "amount": 3280149624.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.028161802355333, "last": 89.86, "vwap": 87.60319918018095, "above_vwap": true, "amount": 11241330122.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.275157816561457, "last": 61.01, "vwap": 56.48305164772539, "above_vwap": true, "amount": 2612065219.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.617900172117036, "last": 38.91, "vwap": 37.57946654185499, "above_vwap": true, "amount": 9792148601.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.424216584949896, "last": 518.0, "vwap": 495.3376382050542, "above_vwap": true, "amount": 2976486840.0 }, { "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": 18.600379375585856, "above_vwap": true, "amount": 323443857.0 }, { "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": 41.49548251443815, "above_vwap": true, "amount": 895974608.0 }, { "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": 202.442400189988, "above_vwap": true, "amount": 8396561723.0 }, { "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": 160.3154276134572, "above_vwap": true, "amount": 1687832885.0 }, { "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": 57.45282222919177, "above_vwap": true, "amount": 13665739786.0 }, { "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": 9.773692935543997, "above_vwap": true, "amount": 802293132.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.935414424111944, "last": 102.13, "vwap": 100.31653174870708, "above_vwap": true, "amount": 4523432923.0 } ] }, "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": 0.5714, "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": 0.8071, "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": 34.85858018573739, "above_vwap": true, "amount": 3280149624.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.028161802355333, "last": 89.86, "vwap": 87.60319918018095, "above_vwap": true, "amount": 11241330122.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.275157816561457, "last": 61.01, "vwap": 56.48305164772539, "above_vwap": true, "amount": 2612065219.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.617900172117036, "last": 38.91, "vwap": 37.57946654185499, "above_vwap": true, "amount": 9792148601.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.424216584949896, "last": 518.0, "vwap": 495.3376382050542, "above_vwap": true, "amount": 2976486840.0 }, { "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": 18.600379375585856, "above_vwap": true, "amount": 323443857.0 }, { "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": 41.49548251443815, "above_vwap": true, "amount": 895974608.0 }, { "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": 202.442400189988, "above_vwap": true, "amount": 8396561723.0 }, { "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": 160.3154276134572, "above_vwap": true, "amount": 1687832885.0 }, { "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": 57.45282222919177, "above_vwap": true, "amount": 13665739786.0 }, { "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": 9.773692935543997, "above_vwap": true, "amount": 802293132.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.935414424111944, "last": 102.13, "vwap": 100.31653174870708, "above_vwap": true, "amount": 4523432923.0 } ] }, "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": 0.5714, "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": 0.8071, "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": 34.85858018573739, "above_vwap": true, "amount": 3280149624.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.028161802355333, "last": 89.86, "vwap": 87.60319918018095, "above_vwap": true, "amount": 11241330122.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 13.275157816561457, "last": 61.01, "vwap": 56.48305164772539, "above_vwap": true, "amount": 2612065219.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.617900172117036, "last": 38.91, "vwap": 37.57946654185499, "above_vwap": true, "amount": 9792148601.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.424216584949896, "last": 518.0, "vwap": 495.3376382050542, "above_vwap": true, "amount": 2976486840.0 }, { "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": 18.600379375585856, "above_vwap": true, "amount": 323443857.0 }, { "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": 41.49548251443815, "above_vwap": true, "amount": 895974608.0 }, { "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": 202.442400189988, "above_vwap": true, "amount": 8396561723.0 }, { "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": 160.3154276134572, "above_vwap": true, "amount": 1687832885.0 }, { "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": 57.45282222919177, "above_vwap": true, "amount": 13665739786.0 }, { "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": 9.773692935543997, "above_vwap": true, "amount": 802293132.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 9.935414424111944, "last": 102.13, "vwap": 100.31653174870708, "above_vwap": true, "amount": 4523432923.0 } ] }, "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": "2026-06-29T14:41:35", "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": "2026-06-29T14:41:35", "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": 0.0223, "prev_amount_yi": 0.0092, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0056 }, { "time": "14:40", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0041 }, { "time": "14:41", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:32", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 39194, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300260:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300260:BREAK_PREV_HIGH", "symbol": "SZSE.300260", "name": "新莱应材", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 97.33, "exec_low": 97.33, "exec_high": 100.25, "invalid_price": 94.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 100.3165, "price_vs_vwap_pct": 1.8078, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3382, "prev_amount_yi": 0.1719, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9674, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 101.98, "high": 102.0, "low": 101.98, "close": 102.0, "amount_yi": 0.1063 }, { "time": "14:40", "open": 102.22, "high": 102.22, "low": 102.22, "close": 102.22, "amount_yi": 0.1331 }, { "time": "14:41", "open": 102.1, "high": 102.13, "low": 102.1, "close": 102.13, "amount_yi": 0.0988 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.13, "ts": "2026-06-29T14:41:33", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.08, "ask1": 102.12, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300749:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300749:BREAK_PREV_HIGH", "symbol": "SZSE.300749", "name": "顶固集创", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 28.42, "exec_low": 28.42, "exec_high": 29.27, "invalid_price": 27.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 27.6262, "price_vs_vwap_pct": -1.3979, "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": 0.0482, "prev_amount_yi": 0.0244, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 27.13, "high": 27.13, "low": 27.12, "close": 27.12, "amount_yi": 0.008 }, { "time": "14:40", "open": 27.15, "high": 27.15, "low": 27.15, "close": 27.15, "amount_yi": 0.0063 }, { "time": "14:41", "open": 27.18, "high": 27.24, "low": 27.18, "close": 27.24, "amount_yi": 0.0339 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.24, "ts": "2026-06-29T14:41:33", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.23, "ask1": 27.24, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300088:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300088:BREAK_PREV_HIGH", "symbol": "SZSE.300088", "name": "长信科技", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 12.35, "exec_low": 12.35, "exec_high": 12.72, "invalid_price": 11.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 11.3147, "price_vs_vwap_pct": -2.0743, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.406, "prev_amount_yi": 0.3613, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 11.08, "high": 11.09, "low": 11.08, "close": 11.09, "amount_yi": 0.1244 }, { "time": "14:40", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.1235 }, { "time": "14:41", "open": 11.09, "high": 11.09, "low": 11.08, "close": 11.08, "amount_yi": 0.1581 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.08, "ts": "2026-06-29T14:41:33", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.07, "ask1": 11.08, "bid_qty1": 13, "ask_qty1": 1269 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688392:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688392:BREAK_PREV_HIGH", "symbol": "SHSE.688392", "name": "骄成超声", "side": "BUY", "priority": "P4", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 208.35, "exec_low": 208.35, "exec_high": 214.6, "invalid_price": 202.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1245, "prev_amount_yi": 0.0944, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3189, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:39", "open": 219.88, "high": 219.88, "low": 218.65, "close": 218.65, "amount_yi": 0.025 }, { "time": "14:40", "open": 218.0, "high": 218.0, "low": 218.0, "close": 218.0, "amount_yi": 0.0283 }, { "time": "14:41", "open": 216.14, "high": 217.68, "low": 216.14, "close": 217.68, "amount_yi": 0.0712 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 217.68, "ts": "2026-06-29T14:41:32", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 216.5, "ask1": 217.86, "bid_qty1": 6, "ask_qty1": 16 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605366:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.605366:WATCH_CONFIRM", "symbol": "SHSE.605366", "name": "宏柏新材", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 14.38, "exec_low": 14.38, "exec_high": 14.81, "invalid_price": 13.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 14.0983, "price_vs_vwap_pct": -1.8321, "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": 0.0917, "prev_amount_yi": 0.0796, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 13.89, "high": 13.89, "low": 13.88, "close": 13.88, "amount_yi": 0.0157 }, { "time": "14:40", "open": 13.82, "high": 13.82, "low": 13.82, "close": 13.82, "amount_yi": 0.0564 }, { "time": "14:41", "open": 13.85, "high": 13.85, "low": 13.84, "close": 13.84, "amount_yi": 0.0196 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.84, "ts": "2026-06-29T14:41:34", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.84, "ask1": 13.85, "bid_qty1": 47, "ask_qty1": 59 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002119:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002119:WATCH_CONFIRM", "symbol": "SZSE.002119", "name": "康强电子", "side": "BUY", "priority": "P6", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 37.02, "exec_low": 37.02, "exec_high": 38.13, "invalid_price": 35.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 35.8603, "price_vs_vwap_pct": 0.8079, "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": 0.1844, "prev_amount_yi": 0.2815, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 36.13, "high": 36.29, "low": 36.13, "close": 36.29, "amount_yi": 0.0744 }, { "time": "14:40", "open": 36.11, "high": 36.11, "low": 36.11, "close": 36.11, "amount_yi": 0.0546 }, { "time": "14:41", "open": 36.15, "high": 36.15, "low": 36.15, "close": 36.15, "amount_yi": 0.0554 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.15, "ts": "2026-06-29T14:41:33", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 36.15, "ask1": 36.16, "bid_qty1": 138, "ask_qty1": 623 }, "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": "2026-06-29T14:41:35", "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": 26.8637, "price_vs_vwap_pct": -2.0239, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2248, "prev_amount_yi": 0.8668, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.413, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 25.75, "high": 25.91, "low": 25.75, "close": 25.91, "amount_yi": 0.2085 }, { "time": "14:40", "open": 25.9, "high": 25.9, "low": 25.9, "close": 25.9, "amount_yi": 0.3822 }, { "time": "14:41", "open": 25.93, "high": 26.32, "low": 25.93, "close": 26.32, "amount_yi": 0.6341 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.32, "ts": "2026-06-29T14:41:33", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 26.32, "ask1": 26.33, "bid_qty1": 23, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002559:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002559:WATCH_CONFIRM", "symbol": "SZSE.002559", "name": "亚威股份", "side": "BUY", "priority": "P8", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 12.31, "exec_low": 12.31, "exec_high": 12.68, "invalid_price": 11.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 12.5668, "price_vs_vwap_pct": 4.0838, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1351, "prev_amount_yi": 0.1693, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.798, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 13.0, "high": 13.0, "low": 12.98, "close": 12.98, "amount_yi": 0.0483 }, { "time": "14:40", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0163 }, { "time": "14:41", "open": 13.01, "high": 13.08, "low": 13.01, "close": 13.08, "amount_yi": 0.0705 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.08, "ts": "2026-06-29T14:41:33", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 13.08, "ask1": 13.09, "bid_qty1": 12, "ask_qty1": 206 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600552:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600552:WATCH_CONFIRM", "symbol": "SHSE.600552", "name": "凯盛科技", "side": "BUY", "priority": "P9", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 29.6, "exec_low": 29.6, "exec_high": 30.49, "invalid_price": 28.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 31.0287, "price_vs_vwap_pct": 1.1966, "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": 0.3898, "prev_amount_yi": 0.6667, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5847, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 31.31, "high": 31.34, "low": 31.31, "close": 31.34, "amount_yi": 0.0975 }, { "time": "14:40", "open": 31.3, "high": 31.3, "low": 31.3, "close": 31.3, "amount_yi": 0.0734 }, { "time": "14:41", "open": 31.41, "high": 31.41, "low": 31.4, "close": 31.4, "amount_yi": 0.2189 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.4, "ts": "2026-06-29T14:41:34", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.4, "ask1": 31.42, "bid_qty1": 5, "ask_qty1": 160 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001389:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.001389:WATCH_CONFIRM", "symbol": "SZSE.001389", "name": "广合科技", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 220.88, "exec_low": 220.88, "exec_high": 227.51, "invalid_price": 214.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 221.1635, "price_vs_vwap_pct": -1.4259, "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": 0.155, "prev_amount_yi": 0.1807, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 218.14, "high": 218.18, "low": 218.14, "close": 218.18, "amount_yi": 0.0558 }, { "time": "14:40", "open": 218.27, "high": 218.27, "low": 218.27, "close": 218.27, "amount_yi": 0.0375 }, { "time": "14:41", "open": 218.19, "high": 218.19, "low": 218.01, "close": 218.01, "amount_yi": 0.0617 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.01, "ts": "2026-06-29T14:41:33", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.0, "ask1": 218.02, "bid_qty1": 23, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": null, "intraday_vwap": 58.9694, "price_vs_vwap_pct": -4.035, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2674, "prev_amount_yi": 0.2522, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0603, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 56.35, "high": 56.35, "low": 56.35, "close": 56.35, "amount_yi": 0.0523 }, { "time": "14:40", "open": 56.35, "high": 56.35, "low": 56.35, "close": 56.35, "amount_yi": 0.0506 }, { "time": "14:41", "open": 56.63, "high": 56.63, "low": 56.59, "close": 56.59, "amount_yi": 0.1645 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.59, "ts": "2026-06-29T14:41:33", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.59, "ask1": 56.6, "bid_qty1": 6, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 92.4401, "price_vs_vwap_pct": 1.9579, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.945, "prev_amount_yi": 0.8264, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:39", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.251 }, { "time": "14:40", "open": 94.41, "high": 94.41, "low": 94.41, "close": 94.41, "amount_yi": 0.552 }, { "time": "14:41", "open": 94.17, "high": 94.25, "low": 94.17, "close": 94.25, "amount_yi": 0.142 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130271.4, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.25, "ts": "2026-06-29T14:41:34", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.25, "ask1": 94.26, "bid_qty1": 345, "ask_qty1": 23 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601133:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.601133:WATCH_CONFIRM", "symbol": "SHSE.601133", "name": "柏诚股份", "side": "BUY", "priority": "W0", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 38.28, "exec_low": 38.28, "exec_high": 38.85, "invalid_price": 37.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 41.4955, "price_vs_vwap_pct": 1.4809, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0013, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0003 }, { "time": "14:39", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 }, { "time": "14:40", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 }, { "time": "14:41", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:30", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 31945, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603698:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603698:WATCH_CONFIRM", "symbol": "SHSE.603698", "name": "航天工程", "side": "BUY", "priority": "W1", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 43.55, "exec_low": 43.55, "exec_high": 44.2, "invalid_price": 42.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 41.1237, "price_vs_vwap_pct": -2.5623, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2102, "prev_amount_yi": 0.2032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0344, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 39.9, "close": 39.9, "amount_yi": 0.0524 }, { "time": "14:39", "open": 40.03, "high": 40.07, "low": 40.03, "close": 40.07, "amount_yi": 0.0687 }, { "time": "14:40", "open": 40.09, "high": 40.09, "low": 40.09, "close": 40.09, "amount_yi": 0.0218 }, { "time": "14:41", "open": 40.04, "high": 40.07, "low": 40.04, "close": 40.07, "amount_yi": 0.0468 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.07, "ts": "2026-06-29T14:41:32", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 40.07, "ask1": 40.09, "bid_qty1": 12, "ask_qty1": 25 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002674:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002674:WATCH_CONFIRM", "symbol": "SZSE.002674", "name": "兴业科技", "side": "BUY", "priority": "W2", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 28.83, "exec_low": 28.83, "exec_high": 29.26, "invalid_price": 27.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 29.6932, "price_vs_vwap_pct": 6.5227, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0572, "prev_amount_yi": 0.0649, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 31.65, "low": 31.64, "close": 31.65, "amount_yi": 0.0176 }, { "time": "14:39", "open": 31.67, "high": 31.68, "low": 31.67, "close": 31.68, "amount_yi": 0.011 }, { "time": "14:40", "open": 31.67, "high": 31.67, "low": 31.67, "close": 31.67, "amount_yi": 0.0073 }, { "time": "14:41", "open": 31.66, "high": 31.66, "low": 31.63, "close": 31.63, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.63, "ts": "2026-06-29T14:41:33", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.62, "ask1": 31.63, "bid_qty1": 91, "ask_qty1": 8 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603155:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603155:WATCH_CONFIRM", "symbol": "SHSE.603155", "name": "新亚强", "side": "BUY", "priority": "W3", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 25.34, "exec_low": 25.34, "exec_high": 25.72, "invalid_price": 24.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 26.8297, "price_vs_vwap_pct": 1.3802, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1183, "prev_amount_yi": 0.1071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1046, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 27.17, "close": 27.17, "amount_yi": 0.0289 }, { "time": "14:39", "open": 27.19, "high": 27.2, "low": 27.19, "close": 27.2, "amount_yi": 0.0139 }, { "time": "14:40", "open": 27.2, "high": 27.2, "low": 27.2, "close": 27.2, "amount_yi": 0.0118 }, { "time": "14:41", "open": 27.15, "high": 27.2, "low": 27.15, "close": 27.2, "amount_yi": 0.0514 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:31", "prev_close": 25.34, "open": 26.0, "high": 27.68, "low": 25.3, "bid1": 27.19, "ask1": 27.2, "bid_qty1": 22, "ask_qty1": 47 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000620:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.000620:WATCH_CONFIRM", "symbol": "SZSE.000620", "name": "盈新发展", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 3.42, "exec_low": 3.42, "exec_high": 3.47, "invalid_price": 3.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.2596, "price_vs_vwap_pct": -2.442, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1302, "prev_amount_yi": 0.1809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 3.18, "close": 3.18, "amount_yi": 0.0601 }, { "time": "14:39", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0322 }, { "time": "14:40", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0164 }, { "time": "14:41", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.18, "ts": "2026-06-29T14:41:33", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.18, "ask1": 3.19, "bid_qty1": 12114, "ask_qty1": 12308 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002354:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002354:WATCH_CONFIRM", "symbol": "SZSE.002354", "name": "天娱数科", "side": "BUY", "priority": "W5", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 8.83, "exec_low": 8.83, "exec_high": 8.96, "invalid_price": 8.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 9.2482, "price_vs_vwap_pct": -1.9269, "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": 0.6283, "prev_amount_yi": 0.6502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 9.02, "close": 9.02, "amount_yi": 0.2047 }, { "time": "14:39", "open": 9.03, "high": 9.03, "low": 9.01, "close": 9.01, "amount_yi": 0.0545 }, { "time": "14:40", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.1302 }, { "time": "14:41", "open": 9.05, "high": 9.07, "low": 9.05, "close": 9.07, "amount_yi": 0.2087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.07, "ts": "2026-06-29T14:41:33", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.07, "ask1": 9.08, "bid_qty1": 204, "ask_qty1": 816 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002141:WATCH_CONFIRM:BUY", "plan_id": "20260626:SZSE.002141:WATCH_CONFIRM", "symbol": "SZSE.002141", "name": "贤丰控股", "side": "BUY", "priority": "W6", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 5.76, "exec_low": 5.76, "exec_high": 5.85, "invalid_price": 5.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 5.4415, "price_vs_vwap_pct": -4.8057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0307, "prev_amount_yi": 0.0454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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": 0.0058 }, { "time": "14:39", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.007 }, { "time": "14:40", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0038 }, { "time": "14:41", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 58280 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688359:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688359:BREAK_PREV_HIGH", "symbol": "SHSE.688359", "name": "三孚新科", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 195.88, "exec_low": 195.88, "exec_high": 198.82, "invalid_price": 190.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.0646, "prev_amount_yi": 0.1476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 190.33, "close": 190.33, "amount_yi": 0.0169 }, { "time": "14:39", "open": 190.35, "high": 190.35, "low": 190.35, "close": 190.35, "amount_yi": 0.0165 }, { "time": "14:40", "open": 190.48, "high": 190.48, "low": 190.48, "close": 190.48, "amount_yi": 0.0101 }, { "time": "14:41", "open": 190.53, "high": 190.88, "low": 190.53, "close": 190.88, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.88, "ts": "2026-06-29T14:41:32", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 190.56, "ask1": 190.57, "bid_qty1": 39, "ask_qty1": 2 }, "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": "2026-06-29T14:41:35", "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": 48.2241, "price_vs_vwap_pct": -1.4393, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1555, "prev_amount_yi": 0.97, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 47.69, "close": 47.69, "amount_yi": 0.3253 }, { "time": "14:39", "open": 47.61, "high": 47.68, "low": 47.61, "close": 47.68, "amount_yi": 0.1974 }, { "time": "14:40", "open": 47.68, "high": 47.68, "low": 47.68, "close": 47.68, "amount_yi": 0.2004 }, { "time": "14:41", "open": 47.59, "high": 47.59, "low": 47.53, "close": 47.53, "amount_yi": 0.3134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.53, "ts": "2026-06-29T14:41:33", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.52, "ask1": 47.53, "bid_qty1": 3, "ask_qty1": 28 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603938:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603938:BREAK_PREV_HIGH", "symbol": "SHSE.603938", "name": "三孚股份", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.65, "exec_low": 76.65, "exec_high": 77.8, "invalid_price": 74.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 75.0919, "price_vs_vwap_pct": -0.4553, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4793, "prev_amount_yi": 0.2891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 74.61, "low": 74.59, "close": 74.61, "amount_yi": 0.1183 }, { "time": "14:39", "open": 75.01, "high": 75.01, "low": 75.0, "close": 75.0, "amount_yi": 0.1443 }, { "time": "14:40", "open": 74.85, "high": 74.85, "low": 74.85, "close": 74.85, "amount_yi": 0.0626 }, { "time": "14:41", "open": 74.7, "high": 74.75, "low": 74.7, "close": 74.75, "amount_yi": 0.0993 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.75, "ts": "2026-06-29T14:41:33", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.74, "ask1": 74.75, "bid_qty1": 3, "ask_qty1": 16 }, "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": "2026-06-29T14:41:35", "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": 20.4516, "price_vs_vwap_pct": -3.8217, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0094, "prev_amount_yi": 0.0069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0017 }, { "time": "14:39", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0022 }, { "time": "14:40", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0015 }, { "time": "14:41", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 42404 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600206:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600206:BREAK_PREV_HIGH", "symbol": "SHSE.600206", "name": "有研新材", "side": "BUY", "priority": "W11", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 61.63, "exec_low": 61.63, "exec_high": 62.55, "invalid_price": 59.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 61.8328, "price_vs_vwap_pct": 6.3513, "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": 1.3886, "prev_amount_yi": 1.9796, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 65.02, "close": 65.02, "amount_yi": 0.4814 }, { "time": "14:39", "open": 65.16, "high": 65.43, "low": 65.16, "close": 65.43, "amount_yi": 0.2833 }, { "time": "14:40", "open": 65.65, "high": 65.65, "low": 65.65, "close": 65.65, "amount_yi": 0.1052 }, { "time": "14:41", "open": 65.77, "high": 65.77, "low": 65.76, "close": 65.76, "amount_yi": 0.2822 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.76, "ts": "2026-06-29T14:41:33", "prev_close": 60.76, "open": 58.98, "high": 65.99, "low": 57.6, "bid1": 65.75, "ask1": 65.76, "bid_qty1": 113, "ask_qty1": 424 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300398:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300398:BREAK_PREV_HIGH", "symbol": "SZSE.300398", "name": "飞凯材料", "side": "BUY", "priority": "W12", "status": "OBSERVE", "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": "2026-06-29T14:41:35", "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": 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": 59.7135, "price_vs_vwap_pct": 4.0301, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4719, "prev_amount_yi": 0.6325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3271, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 61.28, "low": 60.99, "close": 61.28, "amount_yi": 0.228 }, { "time": "14:39", "open": 61.45, "high": 61.78, "low": 61.45, "close": 61.78, "amount_yi": 0.2127 }, { "time": "14:40", "open": 61.97, "high": 61.97, "low": 61.97, "close": 61.97, "amount_yi": 0.4493 }, { "time": "14:41", "open": 62.21, "high": 62.21, "low": 62.12, "close": 62.12, "amount_yi": 0.5161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.12, "ts": "2026-06-29T14:41:33", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 62.12, "ask1": 62.16, "bid_qty1": 17, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:41:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "反转股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 23.44, "max_chase_pct": 1.5, "base_exec_high": 23.1, "dynamic_exec_high": null, "entry_zone_low": 22.42, "entry_zone_high": 23.1, "entry_risk_pct": null, "intraday_vwap": 20.4474, "price_vs_vwap_pct": 0.1105, "energy_floor_hint_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": 0.0235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 20.44, "close": 20.44, "amount_yi": 0.0104 }, { "time": "14:39", "open": 20.45, "high": 20.45, "low": 20.43, "close": 20.43, "amount_yi": 0.0018 }, { "time": "14:40", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.002 }, { "time": "14:41", "open": 20.43, "high": 20.47, "low": 20.43, "close": 20.47, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.47, "ts": "2026-06-29T14:41:33", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.45, "ask1": 20.47, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688519:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688519:BREAK_PREV_HIGH", "symbol": "SHSE.688519", "name": "南亚新材", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 439.82, "exec_low": 439.82, "exec_high": 446.42, "invalid_price": 426.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.4752, "prev_amount_yi": 0.3168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 369.69, "low": 369.0, "close": 369.69, "amount_yi": 0.2079 }, { "time": "14:39", "open": 369.74, "high": 369.93, "low": 369.74, "close": 369.93, "amount_yi": 0.0869 }, { "time": "14:40", "open": 369.93, "high": 369.93, "low": 369.93, "close": 369.93, "amount_yi": 0.0357 }, { "time": "14:41", "open": 369.9, "high": 369.94, "low": 369.9, "close": 369.94, "amount_yi": 0.0875 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 369.94, "ts": "2026-06-29T14:41:33", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 369.94, "ask1": 369.95, "bid_qty1": 15, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300666:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300666:BREAK_PREV_HIGH", "symbol": "SZSE.300666", "name": "江丰电子", "side": "BUY", "priority": "W15", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 366.65, "exec_low": 366.65, "exec_high": 372.15, "invalid_price": 355.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 367.0626, "price_vs_vwap_pct": 2.5711, "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": 0.8775, "prev_amount_yi": 1.0723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 377.26, "low": 376.8, "close": 377.26, "amount_yi": 0.3102 }, { "time": "14:39", "open": 377.31, "high": 377.31, "low": 377.0, "close": 377.0, "amount_yi": 0.1788 }, { "time": "14:40", "open": 376.88, "high": 376.88, "low": 376.88, "close": 376.88, "amount_yi": 0.0807 }, { "time": "14:41", "open": 376.56, "high": 376.56, "low": 376.5, "close": 376.5, "amount_yi": 0.2022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 376.5, "ts": "2026-06-29T14:41:33", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 376.0, "ask1": 376.5, "bid_qty1": 12, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301188:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301188:BREAK_PREV_HIGH", "symbol": "SZSE.301188", "name": "力诺药包", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.3, "exec_low": 76.3, "exec_high": 77.44, "invalid_price": 74.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 67.046, "price_vs_vwap_pct": -6.5119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2346, "prev_amount_yi": 0.2026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 62.82, "close": 62.82, "amount_yi": 0.045 }, { "time": "14:39", "open": 62.81, "high": 62.81, "low": 62.75, "close": 62.75, "amount_yi": 0.0181 }, { "time": "14:40", "open": 62.67, "high": 62.67, "low": 62.67, "close": 62.67, "amount_yi": 0.0475 }, { "time": "14:41", "open": 62.76, "high": 62.76, "low": 62.68, "close": 62.68, "amount_yi": 0.0761 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.68, "ts": "2026-06-29T14:41:33", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 62.68, "ask1": 62.7, "bid_qty1": 26, "ask_qty1": 232 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000703:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.000703:BREAK_PREV_HIGH", "symbol": "SZSE.000703", "name": "恒逸石化", "side": "BUY", "priority": "W17", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 17.08, "exec_low": 17.08, "exec_high": 17.34, "invalid_price": 16.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 15.2819, "price_vs_vwap_pct": -1.8447, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0978, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0049 }, { "time": "14:39", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0096 }, { "time": "14:40", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0016 }, { "time": "14:41", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0783 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 119974 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603256:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603256:BREAK_PREV_HIGH", "symbol": "SHSE.603256", "name": "宏和科技", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 304.0, "exec_low": 304.0, "exec_high": 308.56, "invalid_price": 294.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 271.2446, "price_vs_vwap_pct": -1.4543, "energy_floor_hint_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": 0.2578, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:37", "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": 0.0666 }, { "time": "14:39", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0486 }, { "time": "14:40", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0211 }, { "time": "14:41", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0484 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:31", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 399 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688605:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688605:BREAK_PREV_HIGH", "symbol": "SHSE.688605", "name": "先锋精科", "side": "BUY", "priority": "W19", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 101.0, "exec_low": 101.0, "exec_high": 102.51, "invalid_price": 97.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.1357, "prev_amount_yi": 0.1158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 103.46, "close": 103.46, "amount_yi": 0.0412 }, { "time": "14:39", "open": 103.6, "high": 103.76, "low": 103.6, "close": 103.76, "amount_yi": 0.0269 }, { "time": "14:40", "open": 103.79, "high": 103.79, "low": 103.79, "close": 103.79, "amount_yi": 0.0164 }, { "time": "14:41", "open": 103.86, "high": 103.86, "low": 103.6, "close": 103.6, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.6, "ts": "2026-06-29T14:41:33", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.6, "ask1": 103.8, "bid_qty1": 25, "ask_qty1": 73 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600619:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600619:BREAK_PREV_HIGH", "symbol": "SHSE.600619", "name": "海立股份", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 15.52, "exec_low": 15.52, "exec_high": 15.75, "invalid_price": 15.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.8953, "intraday_vwap": 15.3558, "price_vs_vwap_pct": 1.981, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1349, "prev_amount_yi": 0.102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 15.66, "low": 15.65, "close": 15.66, "amount_yi": 0.0299 }, { "time": "14:39", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0382 }, { "time": "14:40", "open": 15.67, "high": 15.67, "low": 15.67, "close": 15.67, "amount_yi": 0.0222 }, { "time": "14:41", "open": 15.66, "high": 15.66, "low": 15.66, "close": 15.66, "amount_yi": 0.0367 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 15.66, "ts": "2026-06-29T14:41:31", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.65, "ask1": 15.66, "bid_qty1": 750, "ask_qty1": 137 }, "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": 271.52, "exec_high": 275.59, "invalid_price": 263.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": null, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 4.0966, "intraday_vwap": 275.8168, "price_vs_vwap_pct": -0.4339, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5299, "prev_amount_yi": 0.4888, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0841, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 275.8, "close": 275.8, "amount_yi": 0.1982 }, { "time": "14:39", "open": 275.5, "high": 275.5, "low": 275.5, "close": 275.5, "amount_yi": 0.0934 }, { "time": "14:40", "open": 274.64, "high": 274.64, "low": 274.64, "close": 274.64, "amount_yi": 0.0559 }, { "time": "14:41", "open": 274.75, "high": 274.75, "low": 274.62, "close": 274.62, "amount_yi": 0.0959 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 274.62, "ts": "2026-06-29T14:41:32", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 274.6, "ask1": 274.62, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-29T14:41:35", "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": 21.2722, "price_vs_vwap_pct": -3.6301, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1249, "prev_amount_yi": 0.5884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2123, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.049 }, { "time": "14:39", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0305 }, { "time": "14:40", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0147 }, { "time": "14:41", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 4166 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601636:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.601636:BREAK_PREV_HIGH", "symbol": "SHSE.601636", "name": "旗滨集团", "side": "BUY", "priority": "W23", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 9.19, "exec_low": 9.19, "exec_high": 9.33, "invalid_price": 8.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.0313, "prev_amount_yi": 0.0159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9686, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0241 }, { "time": "14:39", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0032 }, { "time": "14:40", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.002 }, { "time": "14:41", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:31", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 284314, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH", "symbol": "SHSE.605358", "name": "立昂微", "side": "BUY", "priority": "W24", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.5, "exec_low": 76.5, "exec_high": 77.65, "invalid_price": 74.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 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": 4.443, "intraday_vwap": 75.4807, "price_vs_vwap_pct": 2.874, "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": 1.3757, "prev_amount_yi": 2.5593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 78.36, "low": 78.1, "close": 78.36, "amount_yi": 0.4312 }, { "time": "14:39", "open": 78.48, "high": 78.52, "low": 78.48, "close": 78.52, "amount_yi": 0.2801 }, { "time": "14:40", "open": 78.45, "high": 78.45, "low": 78.45, "close": 78.45, "amount_yi": 0.2085 }, { "time": "14:41", "open": 77.95, "high": 77.95, "low": 77.65, "close": 77.65, "amount_yi": 0.3666 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.65, "ts": "2026-06-29T14:41:33", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 77.6, "ask1": 77.65, "bid_qty1": 6, "ask_qty1": 79 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH", "symbol": "SHSE.603324", "name": "盛剑科技", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.15, "exec_low": 52.15, "exec_high": 52.93, "invalid_price": 50.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 52.9077, "price_vs_vwap_pct": 1.8755, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1804, "prev_amount_yi": 0.2093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 53.57, "low": 53.51, "close": 53.57, "amount_yi": 0.0431 }, { "time": "14:39", "open": 53.55, "high": 53.75, "low": 53.55, "close": 53.75, "amount_yi": 0.0433 }, { "time": "14:40", "open": 53.77, "high": 53.77, "low": 53.77, "close": 53.77, "amount_yi": 0.0586 }, { "time": "14:41", "open": 53.81, "high": 53.9, "low": 53.81, "close": 53.9, "amount_yi": 0.0232 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.9, "ts": "2026-06-29T14:41:32", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.87, "ask1": 53.91, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301138:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.301138:BREAK_PREV_HIGH", "symbol": "SZSE.301138", "name": "华研精机", "side": "BUY", "priority": "W26", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 33.86, "exec_low": 33.86, "exec_high": 34.37, "invalid_price": 32.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 30.2864, "price_vs_vwap_pct": -1.0447, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0166, "prev_amount_yi": 0.0157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 30.05, "low": 30.04, "close": 30.05, "amount_yi": 0.0032 }, { "time": "14:39", "open": 30.05, "high": 30.05, "low": 30.05, "close": 30.05, "amount_yi": 0.0046 }, { "time": "14:40", "open": 30.03, "high": 30.03, "low": 30.03, "close": 30.03, "amount_yi": 0.0047 }, { "time": "14:41", "open": 29.98, "high": 29.98, "low": 29.97, "close": 29.97, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.97, "ts": "2026-06-29T14:41:33", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 29.97, "ask1": 29.98, "bid_qty1": 67, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W27", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 980.0, "exec_low": 980.0, "exec_high": 994.7, "invalid_price": 950.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 935.402, "price_vs_vwap_pct": 3.6977, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.4324, "prev_amount_yi": 1.5302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 965.5, "low": 961.0, "close": 965.5, "amount_yi": 0.794 }, { "time": "14:39", "open": 965.5, "high": 966.17, "low": 965.5, "close": 966.17, "amount_yi": 0.6971 }, { "time": "14:40", "open": 968.0, "high": 968.0, "low": 968.0, "close": 968.0, "amount_yi": 0.1779 }, { "time": "14:41", "open": 969.13, "high": 969.99, "low": 969.13, "close": 969.99, "amount_yi": 0.5951 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 969.99, "ts": "2026-06-29T14:41:33", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 969.97, "ask1": 969.99, "bid_qty1": 2, "ask_qty1": 82 }, "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": "2026-06-29T14:41:35", "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": 27.7506, "price_vs_vwap_pct": 4.214, "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": 1.2255, "prev_amount_yi": 1.2058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.5366 }, { "time": "14:39", "open": 28.96, "high": 28.96, "low": 28.96, "close": 28.96, "amount_yi": 0.2486 }, { "time": "14:40", "open": 28.95, "high": 28.95, "low": 28.95, "close": 28.95, "amount_yi": 0.0991 }, { "time": "14:41", "open": 28.93, "high": 28.93, "low": 28.92, "close": 28.92, "amount_yi": 0.1962 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.92, "ts": "2026-06-29T14:41:33", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.92, "ask1": 28.93, "bid_qty1": 18, "ask_qty1": 40 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "NEAR_TRIGGER", "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": "2026-06-29T14:41:35", "sim_reason": "near_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": 41.3509, "price_vs_vwap_pct": 0.6266, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5005, "prev_amount_yi": 0.4046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 41.52, "low": 41.51, "close": 41.52, "amount_yi": 0.1513 }, { "time": "14:39", "open": 41.59, "high": 41.61, "low": 41.59, "close": 41.61, "amount_yi": 0.1599 }, { "time": "14:40", "open": 41.54, "high": 41.54, "low": 41.54, "close": 41.54, "amount_yi": 0.0355 }, { "time": "14:41", "open": 41.6, "high": 41.61, "low": 41.6, "close": 41.61, "amount_yi": 0.1007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.61, "ts": "2026-06-29T14:41:32", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.61, "ask1": 41.62, "bid_qty1": 20, "ask_qty1": 10 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH", "symbol": "SHSE.688669", "name": "聚石化学", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 98.0, "exec_low": 98.0, "exec_high": 99.47, "invalid_price": 95.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.94, "max_chase_pct": 1.5, "base_exec_high": 99.47, "dynamic_exec_high": null, "entry_zone_low": 96.53, "entry_zone_high": 99.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1477, "prev_amount_yi": 0.1116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 97.8, "close": 97.8, "amount_yi": 0.0447 }, { "time": "14:39", "open": 97.88, "high": 97.88, "low": 97.88, "close": 97.88, "amount_yi": 0.0218 }, { "time": "14:40", "open": 97.15, "high": 97.15, "low": 97.15, "close": 97.15, "amount_yi": 0.0153 }, { "time": "14:41", "open": 97.04, "high": 97.04, "low": 96.8, "close": 96.8, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.8, "ts": "2026-06-29T14:41:33", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.68, "ask1": 96.8, "bid_qty1": 22, "ask_qty1": 21 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 80.3498, "price_vs_vwap_pct": -0.8585, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5914, "prev_amount_yi": 0.448, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3201, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 79.62, "low": 79.6, "close": 79.62, "amount_yi": 0.1166 }, { "time": "14:39", "open": 79.6, "high": 79.61, "low": 79.6, "close": 79.61, "amount_yi": 0.1826 }, { "time": "14:40", "open": 79.57, "high": 79.57, "low": 79.57, "close": 79.57, "amount_yi": 0.0584 }, { "time": "14:41", "open": 79.55, "high": 79.66, "low": 79.55, "close": 79.66, "amount_yi": 0.1479 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.66, "ts": "2026-06-29T14:41:31", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.64, "ask1": 79.65, "bid_qty1": 26, "ask_qty1": 1 }, "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": "2026-06-29T14:41:35", "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": 22.9452, "price_vs_vwap_pct": -2.1582, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0185, "prev_amount_yi": 0.0199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9296, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 0.0064 }, { "time": "14:39", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.005 }, { "time": "14:40", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0007 }, { "time": "14:41", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 161715 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603002:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603002:BREAK_PREV_HIGH", "symbol": "SHSE.603002", "name": "宏昌电子", "side": "BUY", "priority": "W33", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.45, "exec_low": 27.45, "exec_high": 27.86, "invalid_price": 26.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 24.9991, "price_vs_vwap_pct": -3.1565, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3189, "prev_amount_yi": 0.2512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 24.22, "close": 24.22, "amount_yi": 0.0552 }, { "time": "14:39", "open": 24.21, "high": 24.22, "low": 24.21, "close": 24.22, "amount_yi": 0.0863 }, { "time": "14:40", "open": 24.28, "high": 24.28, "low": 24.28, "close": 24.28, "amount_yi": 0.0639 }, { "time": "14:41", "open": 24.24, "high": 24.24, "low": 24.21, "close": 24.21, "amount_yi": 0.0758 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.21, "ts": "2026-06-29T14:41:32", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.21, "ask1": 24.22, "bid_qty1": 99, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300342:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300342:BREAK_PREV_HIGH", "symbol": "SZSE.300342", "name": "天银机电", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 45.56, "exec_low": 45.56, "exec_high": 46.24, "invalid_price": 44.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 43.2271, "price_vs_vwap_pct": -0.6642, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2045, "prev_amount_yi": 0.2827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 43.0, "close": 43.0, "amount_yi": 0.0569 }, { "time": "14:39", "open": 43.08, "high": 43.08, "low": 43.03, "close": 43.03, "amount_yi": 0.0449 }, { "time": "14:40", "open": 43.0, "high": 43.0, "low": 43.0, "close": 43.0, "amount_yi": 0.0287 }, { "time": "14:41", "open": 42.94, "high": 42.94, "low": 42.94, "close": 42.94, "amount_yi": 0.0458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.94, "ts": "2026-06-29T14:41:33", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.94, "ask1": 42.95, "bid_qty1": 20, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002080:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.002080:BREAK_PREV_HIGH", "symbol": "SZSE.002080", "name": "中材科技", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 102.22, "exec_low": 102.22, "exec_high": 103.75, "invalid_price": 99.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 91.9494, "price_vs_vwap_pct": -1.9569, "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": 1.1082, "prev_amount_yi": 1.2086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 90.28, "close": 90.28, "amount_yi": 0.3478 }, { "time": "14:39", "open": 90.27, "high": 90.27, "low": 90.27, "close": 90.27, "amount_yi": 0.1741 }, { "time": "14:40", "open": 90.2, "high": 90.2, "low": 90.2, "close": 90.2, "amount_yi": 0.1935 }, { "time": "14:41", "open": 90.09, "high": 90.15, "low": 90.09, "close": 90.15, "amount_yi": 0.2861 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.15, "ts": "2026-06-29T14:41:33", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.12, "ask1": 90.15, "bid_qty1": 1, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600007:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600007:BREAK_PREV_HIGH", "symbol": "SHSE.600007", "name": "XD中国国", "side": "BUY", "priority": "W36", "status": "NEAR_TRIGGER", "template_key": "BREAK_PREV_HIGH", "trigger_price": 19.46, "exec_low": 19.46, "exec_high": 19.75, "invalid_price": 18.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 19.0722, "price_vs_vwap_pct": 1.1944, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0092, "prev_amount_yi": 0.0106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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": 19.32, "close": 19.32, "amount_yi": 0.0023 }, { "time": "14:39", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.0032 }, { "time": "14:40", "open": 19.31, "high": 19.31, "low": 19.31, "close": 19.31, "amount_yi": 0.0014 }, { "time": "14:41", "open": 19.31, "high": 19.31, "low": 19.3, "close": 19.3, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.3, "ts": "2026-06-29T14:41:25", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.3, "ask1": 19.31, "bid_qty1": 50, "ask_qty1": 41 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600176:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600176:VWAP_RECLAIM", "symbol": "SHSE.600176", "name": "中国巨石", "side": "BUY", "priority": "W37", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.2, "exec_low": 78.36, "exec_high": 78.36, "invalid_price": 74.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 69.9621, "price_vs_vwap_pct": 0.1828, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9597, "prev_amount_yi": 1.4628, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3397, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 70.04, "low": 70.0, "close": 70.04, "amount_yi": 0.5473 }, { "time": "14:39", "open": 69.99, "high": 70.16, "low": 69.99, "close": 70.16, "amount_yi": 0.3573 }, { "time": "14:40", "open": 70.15, "high": 70.15, "low": 70.15, "close": 70.15, "amount_yi": 0.3053 }, { "time": "14:41", "open": 69.99, "high": 70.09, "low": 69.99, "close": 70.09, "amount_yi": 0.5163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.09, "ts": "2026-06-29T14:41:33", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.08, "ask1": 70.09, "bid_qty1": 298, "ask_qty1": 56 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688126:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688126:VWAP_RECLAIM", "symbol": "SHSE.688126", "name": "沪硅产业", "side": "BUY", "priority": "W38", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 36.06, "exec_low": 36.6, "exec_high": 36.6, "invalid_price": 34.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 1.2614, "prev_amount_yi": 1.7049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 38.85, "low": 38.71, "close": 38.85, "amount_yi": 0.4317 }, { "time": "14:39", "open": 38.95, "high": 38.98, "low": 38.95, "close": 38.98, "amount_yi": 0.2889 }, { "time": "14:40", "open": 38.95, "high": 38.95, "low": 38.95, "close": 38.95, "amount_yi": 0.1122 }, { "time": "14:41", "open": 38.92, "high": 38.92, "low": 38.91, "close": 38.91, "amount_yi": 0.2665 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.91, "ts": "2026-06-29T14:41:32", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.91, "ask1": 38.92, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:41:35", "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": 50.5743, "price_vs_vwap_pct": -3.3303, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5864, "prev_amount_yi": 0.4423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 49.05, "low": 48.9, "close": 49.05, "amount_yi": 0.1795 }, { "time": "14:39", "open": 49.14, "high": 49.2, "low": 49.14, "close": 49.2, "amount_yi": 0.099 }, { "time": "14:40", "open": 49.12, "high": 49.12, "low": 49.12, "close": 49.12, "amount_yi": 0.0683 }, { "time": "14:41", "open": 49.05, "high": 49.05, "low": 48.89, "close": 48.89, "amount_yi": 0.114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.89, "ts": "2026-06-29T14:41:31", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.89, "ask1": 48.9, "bid_qty1": 13, "ask_qty1": 57 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300346:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300346:VWAP_RECLAIM", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W40", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 81.0, "exec_low": 82.21, "exec_high": 82.21, "invalid_price": 78.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 87.6032, "price_vs_vwap_pct": 2.5762, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2394, "prev_amount_yi": 1.0978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 89.52, "low": 89.5, "close": 89.52, "amount_yi": 0.4251 }, { "time": "14:39", "open": 89.56, "high": 89.72, "low": 89.56, "close": 89.72, "amount_yi": 0.1503 }, { "time": "14:40", "open": 89.84, "high": 89.84, "low": 89.84, "close": 89.84, "amount_yi": 0.1681 }, { "time": "14:41", "open": 89.79, "high": 89.86, "low": 89.79, "close": 89.86, "amount_yi": 0.3679 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.86, "ts": "2026-06-29T14:41:33", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.86, "ask1": 89.88, "bid_qty1": 2, "ask_qty1": 141 }, "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": "2026-06-29T14:41:35", "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": 46.4049, "price_vs_vwap_pct": -4.2127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2347, "prev_amount_yi": 0.3314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 44.43, "close": 44.43, "amount_yi": 0.072 }, { "time": "14:39", "open": 44.52, "high": 44.52, "low": 44.49, "close": 44.49, "amount_yi": 0.0513 }, { "time": "14:40", "open": 44.49, "high": 44.49, "low": 44.49, "close": 44.49, "amount_yi": 0.0316 }, { "time": "14:41", "open": 44.5, "high": 44.5, "low": 44.45, "close": 44.45, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.45, "ts": "2026-06-29T14:41:32", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.45, "ask1": 44.46, "bid_qty1": 41, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": null, "intraday_vwap": 107.1644, "price_vs_vwap_pct": -1.9077, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.9656, "prev_amount_yi": 1.4619, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 105.88, "close": 105.88, "amount_yi": 0.5132 }, { "time": "14:39", "open": 105.85, "high": 105.85, "low": 105.68, "close": 105.68, "amount_yi": 0.3965 }, { "time": "14:40", "open": 105.52, "high": 105.52, "low": 105.52, "close": 105.52, "amount_yi": 0.5741 }, { "time": "14:41", "open": 105.25, "high": 105.25, "low": 105.12, "close": 105.12, "amount_yi": 0.9995 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.12, "ts": "2026-06-29T14:41:33", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 105.15, "ask1": 105.21, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.387, "prev_amount_yi": 1.0619, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 61.05, "close": 61.05, "amount_yi": 0.1757 }, { "time": "14:39", "open": 61.03, "high": 61.89, "low": 61.03, "close": 61.89, "amount_yi": 0.05 }, { "time": "14:40", "open": 61.58, "high": 61.58, "low": 61.58, "close": 61.58, "amount_yi": 0.0285 }, { "time": "14:41", "open": 61.18, "high": 61.18, "low": 61.01, "close": 61.01, "amount_yi": 0.0441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.01, "ts": "2026-06-29T14:41:34", "prev_close": 53.86, "open": 55.0, "high": 62.89, "low": 51.51, "bid1": 61.01, "ask1": 61.03, "bid_qty1": 7, "ask_qty1": 50 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688525:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688525:VWAP_RECLAIM", "symbol": "SHSE.688525", "name": "佰维存储", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 517.0, "exec_low": 524.75, "exec_high": 524.75, "invalid_price": 501.49, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.5015, "prev_amount_yi": 1.9547, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 508.99, "low": 508.0, "close": 508.99, "amount_yi": 1.0561 }, { "time": "14:39", "open": 510.0, "high": 510.22, "low": 510.0, "close": 510.22, "amount_yi": 1.1262 }, { "time": "14:40", "open": 510.99, "high": 510.99, "low": 510.99, "close": 510.99, "amount_yi": 0.2628 }, { "time": "14:41", "open": 511.12, "high": 511.5, "low": 511.12, "close": 511.5, "amount_yi": 0.8806 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 511.5, "ts": "2026-06-29T14:41:32", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 511.54, "ask1": 511.55, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-06-29T14:41:35", "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": 202.4424, "price_vs_vwap_pct": 2.4785, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.071, "prev_amount_yi": 0.047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5106, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0199 }, { "time": "14:39", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0127 }, { "time": "14:40", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0245 }, { "time": "14:41", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 22493, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603800:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603800:VWAP_RECLAIM", "symbol": "SHSE.603800", "name": "洪田股份", "side": "BUY", "priority": "W46", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 92.23, "exec_low": 93.61, "exec_high": 93.61, "invalid_price": 89.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 82.7232, "price_vs_vwap_pct": -2.4337, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0936, "prev_amount_yi": 0.1152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8125, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 80.45, "close": 80.45, "amount_yi": 0.0184 }, { "time": "14:39", "open": 80.46, "high": 80.47, "low": 80.46, "close": 80.47, "amount_yi": 0.0198 }, { "time": "14:40", "open": 80.47, "high": 80.47, "low": 80.47, "close": 80.47, "amount_yi": 0.0102 }, { "time": "14:41", "open": 80.47, "high": 80.71, "low": 80.47, "close": 80.71, "amount_yi": 0.0425 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.71, "ts": "2026-06-29T14:41:34", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.65, "ask1": 80.67, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "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": "2026-06-29T14:41:35", "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": 76.234, "price_vs_vwap_pct": 3.4971, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1773, "prev_amount_yi": 0.2869, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 78.75, "close": 78.75, "amount_yi": 0.0608 }, { "time": "14:39", "open": 78.75, "high": 78.8, "low": 78.75, "close": 78.8, "amount_yi": 0.0375 }, { "time": "14:40", "open": 78.82, "high": 78.82, "low": 78.82, "close": 78.82, "amount_yi": 0.0282 }, { "time": "14:41", "open": 78.9, "high": 78.9, "low": 78.9, "close": 78.9, "amount_yi": 0.0282 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.9, "ts": "2026-06-29T14:41:33", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 78.9, "ask1": 78.94, "bid_qty1": 34, "ask_qty1": 13 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600895:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600895:VWAP_RECLAIM", "symbol": "SHSE.600895", "name": "张江高科", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.98, "exec_low": 36.52, "exec_high": 36.52, "invalid_price": 34.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 34.414, "price_vs_vwap_pct": 1.0345, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2026, "prev_amount_yi": 0.1982, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 34.73, "low": 34.72, "close": 34.73, "amount_yi": 0.0487 }, { "time": "14:39", "open": 34.75, "high": 34.76, "low": 34.75, "close": 34.76, "amount_yi": 0.0414 }, { "time": "14:40", "open": 34.74, "high": 34.74, "low": 34.74, "close": 34.74, "amount_yi": 0.0213 }, { "time": "14:41", "open": 34.73, "high": 34.77, "low": 34.73, "close": 34.77, "amount_yi": 0.071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.77, "ts": "2026-06-29T14:41:34", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.77, "ask1": 34.78, "bid_qty1": 291, "ask_qty1": 90 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600596:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600596:VWAP_RECLAIM", "symbol": "SHSE.600596", "name": "新安股份", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.39, "exec_low": 18.67, "exec_high": 18.67, "invalid_price": 17.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 16.9115, "price_vs_vwap_pct": -5.2716, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0539, "prev_amount_yi": 0.0728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7404, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0148 }, { "time": "14:39", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0108 }, { "time": "14:40", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0127 }, { "time": "14:41", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:34", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 14363 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300498:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300498:VWAP_RECLAIM", "symbol": "SZSE.300498", "name": "温氏股份", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.5, "exec_low": 12.69, "exec_high": 12.69, "invalid_price": 12.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 12.4719, "price_vs_vwap_pct": 0.8667, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1033, "prev_amount_yi": 0.1358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0237 }, { "time": "14:39", "open": 12.58, "high": 12.59, "low": 12.58, "close": 12.59, "amount_yi": 0.0234 }, { "time": "14:40", "open": 12.59, "high": 12.59, "low": 12.59, "close": 12.59, "amount_yi": 0.0178 }, { "time": "14:41", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": "2026-06-29T14:41:33", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.58, "ask1": 12.59, "bid_qty1": 522, "ask_qty1": 56 }, "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": "2026-06-29T14:41:35", "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": 28.4268, "price_vs_vwap_pct": 1.1721, "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": 0.2866, "prev_amount_yi": 0.3529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 28.63, "low": 28.61, "close": 28.63, "amount_yi": 0.0868 }, { "time": "14:39", "open": 28.66, "high": 28.66, "low": 28.66, "close": 28.66, "amount_yi": 0.0511 }, { "time": "14:40", "open": 28.68, "high": 28.68, "low": 28.68, "close": 28.68, "amount_yi": 0.0606 }, { "time": "14:41", "open": 28.67, "high": 28.76, "low": 28.67, "close": 28.76, "amount_yi": 0.076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.76, "ts": "2026-06-29T14:41:33", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.75, "ask1": 28.76, "bid_qty1": 24, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603688:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603688:VWAP_RECLAIM", "symbol": "SHSE.603688", "name": "石英股份", "side": "BUY", "priority": "W52", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 87.91, "exec_low": 89.23, "exec_high": 89.23, "invalid_price": 85.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 84.7455, "price_vs_vwap_pct": -1.0567, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2455, "prev_amount_yi": 0.2383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 84.25, "close": 84.25, "amount_yi": 0.079 }, { "time": "14:39", "open": 84.18, "high": 84.18, "low": 84.07, "close": 84.07, "amount_yi": 0.0406 }, { "time": "14:40", "open": 83.95, "high": 83.95, "low": 83.95, "close": 83.95, "amount_yi": 0.0229 }, { "time": "14:41", "open": 83.87, "high": 83.87, "low": 83.85, "close": 83.85, "amount_yi": 0.0753 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.85, "ts": "2026-06-29T14:41:33", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 83.9, "ask1": 83.91, "bid_qty1": 5, "ask_qty1": 26 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000725:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.000725:VWAP_RECLAIM", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "W53", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.24, "exec_low": 8.36, "exec_high": 8.36, "invalid_price": 7.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 7.8203, "price_vs_vwap_pct": -1.1547, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.6842, "prev_amount_yi": 3.2409, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 1.0559 }, { "time": "14:39", "open": 7.72, "high": 7.72, "low": 7.71, "close": 7.71, "amount_yi": 0.6013 }, { "time": "14:40", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.3344 }, { "time": "14:41", "open": 7.71, "high": 7.73, "low": 7.71, "close": 7.73, "amount_yi": 0.422 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.73, "ts": "2026-06-29T14:41:33", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.72, "ask1": 7.73, "bid_qty1": 11433, "ask_qty1": 15237 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603773:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603773:VWAP_RECLAIM", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W54", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 188.0, "exec_low": 190.82, "exec_high": 190.82, "invalid_price": 182.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 171.0987, "price_vs_vwap_pct": -4.3827, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5184, "prev_amount_yi": 0.284, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 164.64, "close": 164.64, "amount_yi": 0.1289 }, { "time": "14:39", "open": 164.4, "high": 164.4, "low": 164.04, "close": 164.04, "amount_yi": 0.1332 }, { "time": "14:40", "open": 164.01, "high": 164.01, "low": 164.01, "close": 164.01, "amount_yi": 0.1186 }, { "time": "14:41", "open": 163.8, "high": 163.8, "low": 163.6, "close": 163.6, "amount_yi": 0.1155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 163.6, "ts": "2026-06-29T14:41:32", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 163.5, "ask1": 163.6, "bid_qty1": 24, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300761:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300761:VWAP_RECLAIM", "symbol": "SZSE.300761", "name": "立华股份", "side": "BUY", "priority": "W55", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.85, "exec_low": 17.1, "exec_high": 17.1, "invalid_price": 16.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 16.7246, "price_vs_vwap_pct": 1.5869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0266, "prev_amount_yi": 0.0297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 16.99, "close": 16.99, "amount_yi": 0.0108 }, { "time": "14:39", "open": 17.0, "high": 17.0, "low": 17.0, "close": 17.0, "amount_yi": 0.0068 }, { "time": "14:40", "open": 16.99, "high": 16.99, "low": 16.99, "close": 16.99, "amount_yi": 0.0031 }, { "time": "14:41", "open": 17.0, "high": 17.0, "low": 16.99, "close": 16.99, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 16.99, "ts": "2026-06-29T14:41:30", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 16.99, "ask1": 17.0, "bid_qty1": 281, "ask_qty1": 174 }, "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": "2026-06-29T14:41:35", "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": 20.2266, "price_vs_vwap_pct": -2.3069, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.081, "prev_amount_yi": 0.1142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0151 }, { "time": "14:39", "open": 19.76, "high": 19.77, "low": 19.76, "close": 19.77, "amount_yi": 0.0116 }, { "time": "14:40", "open": 19.78, "high": 19.78, "low": 19.78, "close": 19.78, "amount_yi": 0.0193 }, { "time": "14:41", "open": 19.76, "high": 19.76, "low": 19.76, "close": 19.76, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.76, "ts": "2026-06-29T14:41:33", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.75, "ask1": 19.76, "bid_qty1": 103, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688200:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688200:VWAP_RECLAIM", "symbol": "SHSE.688200", "name": "华峰测控", "side": "BUY", "priority": "W57", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 475.0, "exec_low": 482.12, "exec_high": 482.12, "invalid_price": 460.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.4254, "prev_amount_yi": 0.3728, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.1508 }, { "time": "14:39", "open": 517.8, "high": 517.9, "low": 517.8, "close": 517.9, "amount_yi": 0.0875 }, { "time": "14:40", "open": 517.99, "high": 517.99, "low": 517.99, "close": 517.99, "amount_yi": 0.0431 }, { "time": "14:41", "open": 518.0, "high": 518.0, "low": 518.0, "close": 518.0, "amount_yi": 0.0649 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 518.0, "ts": "2026-06-29T14:41:32", "prev_close": 469.1, "open": 470.5, "high": 518.0, "low": 470.5, "bid1": 517.93, "ask1": 518.0, "bid_qty1": 5, "ask_qty1": 149 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM", "symbol": "SHSE.600857", "name": "宁波中百", "side": "BUY", "priority": "W58", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 19.1, "exec_low": 19.39, "exec_high": 19.39, "invalid_price": 18.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 18.6004, "price_vs_vwap_pct": 5.6967, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0068, "prev_amount_yi": 0.0139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:35", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.001 }, { "time": "14:38", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:39", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0006 }, { "time": "14:40", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:41", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:23", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 31130, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600630:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600630:VWAP_RECLAIM", "symbol": "SHSE.600630", "name": "龙头股份", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.91, "exec_low": 10.06, "exec_high": 10.06, "invalid_price": 9.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 9.7029, "price_vs_vwap_pct": -0.7513, "energy_floor_hint_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": 0.0285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0074 }, { "time": "14:39", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0105 }, { "time": "14:40", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0067 }, { "time": "14:41", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 192, "ask_qty1": 403 }, "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": "2026-06-29T14:41:35", "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": 47.8864, "price_vs_vwap_pct": 0.2372, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1339, "prev_amount_yi": 0.7705, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.0, "low": 47.88, "close": 48.0, "amount_yi": 0.4385 }, { "time": "14:39", "open": 48.2, "high": 48.2, "low": 48.2, "close": 48.2, "amount_yi": 0.3014 }, { "time": "14:40", "open": 48.11, "high": 48.11, "low": 48.11, "close": 48.11, "amount_yi": 0.1714 }, { "time": "14:41", "open": 47.95, "high": 48.0, "low": 47.95, "close": 48.0, "amount_yi": 0.1734 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.0, "ts": "2026-06-29T14:41:31", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 48.0, "ask1": 48.01, "bid_qty1": 47, "ask_qty1": 74 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300347:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300347:VWAP_RECLAIM", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W61", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 45.98, "exec_low": 46.67, "exec_high": 46.67, "invalid_price": 44.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 47.232, "price_vs_vwap_pct": 3.5103, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1303, "prev_amount_yi": 0.1777, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.88, "low": 48.8, "close": 48.88, "amount_yi": 0.0365 }, { "time": "14:39", "open": 48.94, "high": 48.94, "low": 48.94, "close": 48.94, "amount_yi": 0.0253 }, { "time": "14:40", "open": 48.96, "high": 48.96, "low": 48.96, "close": 48.96, "amount_yi": 0.0121 }, { "time": "14:41", "open": 48.94, "high": 48.94, "low": 48.89, "close": 48.89, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.89, "ts": "2026-06-29T14:41:33", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.89, "ask1": 48.9, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603823:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603823:VWAP_RECLAIM", "symbol": "SHSE.603823", "name": "百合花", "side": "BUY", "priority": "W62", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.04, "exec_low": 57.9, "exec_high": 57.9, "invalid_price": 55.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 50.7741, "price_vs_vwap_pct": -2.2927, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0108, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0021 }, { "time": "14:39", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0011 }, { "time": "14:40", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0007 }, { "time": "14:41", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 13187 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688147:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688147:VWAP_RECLAIM", "symbol": "SHSE.688147", "name": "微导纳米", "side": "BUY", "priority": "W63", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 132.87, "exec_low": 134.86, "exec_high": 134.86, "invalid_price": 128.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.2074, "prev_amount_yi": 0.2115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 138.34, "low": 138.13, "close": 138.34, "amount_yi": 0.0749 }, { "time": "14:39", "open": 138.43, "high": 138.49, "low": 138.43, "close": 138.49, "amount_yi": 0.0367 }, { "time": "14:40", "open": 138.34, "high": 138.34, "low": 138.34, "close": 138.34, "amount_yi": 0.0097 }, { "time": "14:41", "open": 138.7, "high": 138.74, "low": 138.7, "close": 138.74, "amount_yi": 0.0582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.74, "ts": "2026-06-29T14:41:34", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 138.58, "ask1": 138.74, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601066:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601066:VWAP_RECLAIM", "symbol": "SHSE.601066", "name": "中信建投", "side": "BUY", "priority": "W64", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 31.4, "exec_low": 31.87, "exec_high": 31.87, "invalid_price": 30.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 29.7608, "price_vs_vwap_pct": -1.3467, "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": 0.272, "prev_amount_yi": 0.3667, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7418, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 29.36, "low": 29.32, "close": 29.36, "amount_yi": 0.0775 }, { "time": "14:39", "open": 29.36, "high": 29.37, "low": 29.36, "close": 29.37, "amount_yi": 0.0644 }, { "time": "14:40", "open": 29.34, "high": 29.34, "low": 29.34, "close": 29.34, "amount_yi": 0.0467 }, { "time": "14:41", "open": 29.34, "high": 29.36, "low": 29.34, "close": 29.36, "amount_yi": 0.0639 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.36, "ts": "2026-06-29T14:41:34", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.36, "ask1": 29.37, "bid_qty1": 25, "ask_qty1": 135 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688627:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688627:VWAP_RECLAIM", "symbol": "SHSE.688627", "name": "精智达", "side": "BUY", "priority": "W65", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 676.0, "exec_low": 686.14, "exec_high": 686.14, "invalid_price": 655.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5139, "prev_amount_yi": 0.3435, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 703.48, "close": 703.48, "amount_yi": 0.0635 }, { "time": "14:39", "open": 704.74, "high": 706.0, "low": 704.74, "close": 706.0, "amount_yi": 0.0896 }, { "time": "14:40", "open": 707.05, "high": 707.05, "low": 707.05, "close": 707.05, "amount_yi": 0.1782 }, { "time": "14:41", "open": 706.0, "high": 706.0, "low": 705.99, "close": 705.99, "amount_yi": 0.1015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 705.99, "ts": "2026-06-29T14:41:32", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 703.78, "ask1": 705.99, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM", "symbol": "SHSE.603156", "name": "养元饮品", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 48.49, "exec_low": 49.22, "exec_high": 49.22, "invalid_price": 47.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 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": 3.2099, "intraday_vwap": 47.4665, "price_vs_vwap_pct": 2.388, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2534, "prev_amount_yi": 0.1845, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.34, "close": 48.34, "amount_yi": 0.0687 }, { "time": "14:39", "open": 48.45, "high": 48.45, "low": 48.4, "close": 48.4, "amount_yi": 0.0505 }, { "time": "14:40", "open": 48.38, "high": 48.38, "low": 48.38, "close": 48.38, "amount_yi": 0.0596 }, { "time": "14:41", "open": 48.37, "high": 48.6, "low": 48.37, "close": 48.6, "amount_yi": 0.0617 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 48.6, "ts": "2026-06-29T14:41:32", "prev_close": 46.69, "open": 47.0, "high": 48.84, "low": 46.2, "bid1": 48.57, "ask1": 48.6, "bid_qty1": 2, "ask_qty1": 55 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300005:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300005:VWAP_RECLAIM", "symbol": "SZSE.300005", "name": "探路者", "side": "BUY", "priority": "W67", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.5, "exec_low": 24.87, "exec_high": 24.87, "invalid_price": 23.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 22.4232, "price_vs_vwap_pct": -0.5048, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1136, "prev_amount_yi": 0.2172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.035 }, { "time": "14:39", "open": 22.35, "high": 22.35, "low": 22.34, "close": 22.34, "amount_yi": 0.027 }, { "time": "14:40", "open": 22.33, "high": 22.33, "low": 22.33, "close": 22.33, "amount_yi": 0.0151 }, { "time": "14:41", "open": 22.31, "high": 22.31, "low": 22.31, "close": 22.31, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.31, "ts": "2026-06-29T14:41:33", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.3, "ask1": 22.31, "bid_qty1": 69, "ask_qty1": 28 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM", "symbol": "SHSE.600497", "name": "驰宏锌锗", "side": "BUY", "priority": "W68", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.22, "exec_low": 13.42, "exec_high": 13.42, "invalid_price": 12.82, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 12.8053, "price_vs_vwap_pct": -2.0718, "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": 0.553, "prev_amount_yi": 0.8197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 12.51, "close": 12.51, "amount_yi": 0.1364 }, { "time": "14:39", "open": 12.52, "high": 12.54, "low": 12.52, "close": 12.54, "amount_yi": 0.1167 }, { "time": "14:40", "open": 12.55, "high": 12.55, "low": 12.55, "close": 12.55, "amount_yi": 0.0881 }, { "time": "14:41", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.1405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.54, "ts": "2026-06-29T14:41:32", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.54, "ask1": 12.55, "bid_qty1": 642, "ask_qty1": 1709 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002821:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002821:VWAP_RECLAIM", "symbol": "SZSE.002821", "name": "凯莱英", "side": "BUY", "priority": "W69", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 158.5, "exec_low": 160.88, "exec_high": 160.88, "invalid_price": 153.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 160.3154, "price_vs_vwap_pct": 4.6375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.036, "prev_amount_yi": 0.0126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0103 }, { "time": "14:39", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0067 }, { "time": "14:40", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0005 }, { "time": "14:41", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 17823, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600246:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600246:VWAP_RECLAIM", "symbol": "SHSE.600246", "name": "万通发展", "side": "BUY", "priority": "W70", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 20.6, "exec_low": 20.91, "exec_high": 20.91, "invalid_price": 19.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 18.9135, "price_vs_vwap_pct": -2.4506, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3744, "prev_amount_yi": 0.3407, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0989, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 18.46, "low": 18.42, "close": 18.46, "amount_yi": 0.152 }, { "time": "14:39", "open": 18.47, "high": 18.47, "low": 18.42, "close": 18.42, "amount_yi": 0.0557 }, { "time": "14:40", "open": 18.43, "high": 18.43, "low": 18.43, "close": 18.43, "amount_yi": 0.0344 }, { "time": "14:41", "open": 18.41, "high": 18.45, "low": 18.41, "close": 18.45, "amount_yi": 0.1171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.45, "ts": "2026-06-29T14:41:32", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.44, "ask1": 18.45, "bid_qty1": 6, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301093:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.301093:VWAP_RECLAIM", "symbol": "SZSE.301093", "name": "华兰股份", "side": "BUY", "priority": "W71", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 133.33, "exec_low": 135.33, "exec_high": 135.33, "invalid_price": 129.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 129.0783, "price_vs_vwap_pct": -3.1828, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0532, "prev_amount_yi": 0.0462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 125.35, "close": 125.35, "amount_yi": 0.0079 }, { "time": "14:39", "open": 125.27, "high": 125.27, "low": 125.27, "close": 125.27, "amount_yi": 0.0238 }, { "time": "14:40", "open": 125.21, "high": 125.21, "low": 125.21, "close": 125.21, "amount_yi": 0.0085 }, { "time": "14:41", "open": 124.76, "high": 124.97, "low": 124.76, "close": 124.97, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 124.97, "ts": "2026-06-29T14:41:33", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 124.88, "ask1": 124.96, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688090:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688090:VWAP_RECLAIM", "symbol": "SHSE.688090", "name": "瑞松科技", "side": "BUY", "priority": "W72", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 113.95, "exec_low": 115.66, "exec_high": 115.66, "invalid_price": 110.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.262, "prev_amount_yi": 0.2655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 104.21, "close": 104.21, "amount_yi": 0.0947 }, { "time": "14:39", "open": 104.43, "high": 104.43, "low": 104.3, "close": 104.3, "amount_yi": 0.0334 }, { "time": "14:40", "open": 104.22, "high": 104.22, "low": 104.22, "close": 104.22, "amount_yi": 0.0295 }, { "time": "14:41", "open": 104.36, "high": 104.54, "low": 104.36, "close": 104.54, "amount_yi": 0.0889 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.54, "ts": "2026-06-29T14:41:34", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.54, "ask1": 104.88, "bid_qty1": 4, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 53.0776, "price_vs_vwap_pct": -1.3331, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2595, "prev_amount_yi": 1.1156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 52.35, "close": 52.35, "amount_yi": 0.2169 }, { "time": "14:39", "open": 52.38, "high": 52.45, "low": 52.38, "close": 52.45, "amount_yi": 0.2859 }, { "time": "14:40", "open": 52.39, "high": 52.39, "low": 52.39, "close": 52.39, "amount_yi": 0.2261 }, { "time": "14:41", "open": 52.34, "high": 52.37, "low": 52.34, "close": 52.37, "amount_yi": 0.4451 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.37, "ts": "2026-06-29T14:41:34", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.37, "ask1": 52.38, "bid_qty1": 230, "ask_qty1": 113 }, "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": "2026-06-29T14:41:35", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": 3.2757, "intraday_vwap": 10.8191, "price_vs_vwap_pct": 1.5796, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0488, "prev_amount_yi": 0.1253, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3895, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.96, "close": 10.96, "amount_yi": 0.0101 }, { "time": "14:39", "open": 10.97, "high": 10.98, "low": 10.97, "close": 10.98, "amount_yi": 0.0076 }, { "time": "14:40", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0086 }, { "time": "14:41", "open": 10.98, "high": 10.99, "low": 10.98, "close": 10.99, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 10.99, "ts": "2026-06-29T14:41:34", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.98, "ask1": 10.99, "bid_qty1": 73, "ask_qty1": 285 }, "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": "2026-06-29T14:41:35", "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": 4.3364, "intraday_vwap": 7.4885, "price_vs_vwap_pct": 1.4889, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0489, "prev_amount_yi": 0.0309, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0117 }, { "time": "14:39", "open": 7.59, "high": 7.6, "low": 7.59, "close": 7.6, "amount_yi": 0.0134 }, { "time": "14:40", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0056 }, { "time": "14:41", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 7.6, "ts": "2026-06-29T14:41:32", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 733, "ask_qty1": 2592 }, "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": "2026-06-29T14:41:35", "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": 123.4501, "price_vs_vwap_pct": 2.1141, "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": 1.5553, "prev_amount_yi": 1.8134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 126.0, "low": 125.93, "close": 126.0, "amount_yi": 0.4488 }, { "time": "14:39", "open": 125.88, "high": 125.88, "low": 125.88, "close": 125.88, "amount_yi": 0.4231 }, { "time": "14:40", "open": 125.91, "high": 125.91, "low": 125.91, "close": 125.91, "amount_yi": 0.1227 }, { "time": "14:41", "open": 125.88, "high": 126.06, "low": 125.88, "close": 126.06, "amount_yi": 0.3813 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.06, "ts": "2026-06-29T14:41:31", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 126.06, "ask1": 126.08, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688456:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688456:VWAP_RECLAIM", "symbol": "SHSE.688456", "name": "有研粉材", "side": "BUY", "priority": "W77", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 151.99, "exec_low": 154.27, "exec_high": 154.27, "invalid_price": 147.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.2293, "prev_amount_yi": 0.23, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 137.75, "close": 137.75, "amount_yi": 0.0832 }, { "time": "14:39", "open": 137.81, "high": 137.81, "low": 137.46, "close": 137.46, "amount_yi": 0.0365 }, { "time": "14:40", "open": 137.27, "high": 137.27, "low": 137.27, "close": 137.27, "amount_yi": 0.0328 }, { "time": "14:41", "open": 137.08, "high": 137.08, "low": 136.83, "close": 136.83, "amount_yi": 0.043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.83, "ts": "2026-06-29T14:41:33", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 136.78, "ask1": 136.83, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:41:35", "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": 11.8428, "price_vs_vwap_pct": -1.2902, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8309, "prev_amount_yi": 0.7373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.68, "low": 11.65, "close": 11.68, "amount_yi": 0.3183 }, { "time": "14:39", "open": 11.69, "high": 11.69, "low": 11.66, "close": 11.66, "amount_yi": 0.2387 }, { "time": "14:40", "open": 11.65, "high": 11.65, "low": 11.65, "close": 11.65, "amount_yi": 0.0707 }, { "time": "14:41", "open": 11.65, "high": 11.69, "low": 11.65, "close": 11.69, "amount_yi": 0.1123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.69, "ts": "2026-06-29T14:41:31", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.68, "ask1": 11.69, "bid_qty1": 1021, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.002185:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.002185:VWAP_RECLAIM", "symbol": "SZSE.002185", "name": "华天科技", "side": "BUY", "priority": "W79", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 23.86, "exec_low": 24.22, "exec_high": 24.22, "invalid_price": 23.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 21.924, "price_vs_vwap_pct": -0.748, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0757, "prev_amount_yi": 0.8665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 21.69, "low": 21.68, "close": 21.69, "amount_yi": 0.2799 }, { "time": "14:39", "open": 21.74, "high": 21.78, "low": 21.74, "close": 21.78, "amount_yi": 0.2638 }, { "time": "14:40", "open": 21.79, "high": 21.79, "low": 21.79, "close": 21.79, "amount_yi": 0.1952 }, { "time": "14:41", "open": 21.77, "high": 21.77, "low": 21.76, "close": 21.76, "amount_yi": 0.2586 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.76, "ts": "2026-06-29T14:41:33", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.76, "ask1": 21.77, "bid_qty1": 112, "ask_qty1": 101 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688056:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688056:VWAP_RECLAIM", "symbol": "SHSE.688056", "name": "莱伯泰科", "side": "BUY", "priority": "W80", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 70.0, "exec_low": 71.05, "exec_high": 71.05, "invalid_price": 67.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 0.0344, "prev_amount_yi": 0.0139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 63.29, "close": 63.29, "amount_yi": 0.007 }, { "time": "14:39", "open": 62.99, "high": 62.99, "low": 62.72, "close": 62.72, "amount_yi": 0.0059 }, { "time": "14:40", "open": 62.62, "high": 62.62, "low": 62.62, "close": 62.62, "amount_yi": 0.005 }, { "time": "14:41", "open": 62.62, "high": 62.62, "low": 62.18, "close": 62.18, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.18, "ts": "2026-06-29T14:41:32", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 62.06, "ask1": 62.18, "bid_qty1": 2, "ask_qty1": 51 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.000021:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.000021:VWAP_RECLAIM", "symbol": "SZSE.000021", "name": "深科技", "side": "BUY", "priority": "W81", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.63, "exec_low": 58.49, "exec_high": 58.49, "invalid_price": 55.9, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 57.4528, "price_vs_vwap_pct": 2.4493, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1658, "prev_amount_yi": 0.2064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8033, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0962 }, { "time": "14:39", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0301 }, { "time": "14:40", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0113 }, { "time": "14:41", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0145 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 103357, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W82", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 25.98, "exec_low": 26.37, "exec_high": 26.37, "invalid_price": 25.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 26.6731, "price_vs_vwap_pct": 0.9257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0.0671, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 26.93, "close": 26.93, "amount_yi": 0.0253 }, { "time": "14:39", "open": 26.95, "high": 26.96, "low": 26.95, "close": 26.96, "amount_yi": 0.0119 }, { "time": "14:40", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0237 }, { "time": "14:41", "open": 26.9, "high": 26.92, "low": 26.9, "close": 26.92, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.92, "ts": "2026-06-29T14:41:33", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.92, "ask1": 26.93, "bid_qty1": 67, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM", "symbol": "SHSE.603713", "name": "密尔克卫", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.87, "exec_low": 79.04, "exec_high": 79.04, "invalid_price": 75.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 73.4581, "price_vs_vwap_pct": -0.7598, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0739, "prev_amount_yi": 0.0463, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 72.92, "low": 72.91, "close": 72.92, "amount_yi": 0.0182 }, { "time": "14:39", "open": 72.98, "high": 72.98, "low": 72.91, "close": 72.91, "amount_yi": 0.013 }, { "time": "14:40", "open": 72.92, "high": 72.92, "low": 72.92, "close": 72.92, "amount_yi": 0.0137 }, { "time": "14:41", "open": 72.93, "high": 72.93, "low": 72.9, "close": 72.9, "amount_yi": 0.0254 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.9, "ts": "2026-06-29T14:41:34", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.88, "ask1": 72.9, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603605:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603605:VWAP_RECLAIM", "symbol": "SHSE.603605", "name": "珀莱雅", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 57.3, "exec_low": 58.16, "exec_high": 58.16, "invalid_price": 55.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.7576, "intraday_vwap": 57.1271, "price_vs_vwap_pct": 1.0554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0226, "prev_amount_yi": 0.032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 57.68, "close": 57.68, "amount_yi": 0.0063 }, { "time": "14:39", "open": 57.69, "high": 57.7, "low": 57.69, "close": 57.7, "amount_yi": 0.0018 }, { "time": "14:40", "open": 57.7, "high": 57.7, "low": 57.7, "close": 57.7, "amount_yi": 0.0094 }, { "time": "14:41", "open": 57.71, "high": 57.73, "low": 57.71, "close": 57.73, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 57.73, "ts": "2026-06-29T14:41:32", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.73, "ask1": 57.75, "bid_qty1": 7, "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": "2026-06-29T14:41:35", "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": 4.9123, "price_vs_vwap_pct": 0.971, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0.1138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6599, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0175 }, { "time": "14:39", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.0269 }, { "time": "14:40", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0163 }, { "time": "14:41", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": "2026-06-29T14:41:31", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 1400, "ask_qty1": 25329 }, "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": "2026-06-29T14:41:35", "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": 15.9715, "price_vs_vwap_pct": -0.1346, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0817, "prev_amount_yi": 0.0572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 15.93, "close": 15.93, "amount_yi": 0.0172 }, { "time": "14:39", "open": 15.93, "high": 15.93, "low": 15.92, "close": 15.92, "amount_yi": 0.0105 }, { "time": "14:40", "open": 15.92, "high": 15.92, "low": 15.92, "close": 15.92, "amount_yi": 0.0105 }, { "time": "14:41", "open": 15.91, "high": 15.95, "low": 15.91, "close": 15.95, "amount_yi": 0.0284 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.95, "ts": "2026-06-29T14:41:32", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.95, "ask1": 15.96, "bid_qty1": 14, "ask_qty1": 155 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601933:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601933:VWAP_RECLAIM", "symbol": "SHSE.601933", "name": "永辉超市", "side": "BUY", "priority": "W87", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.13, "exec_low": 3.18, "exec_high": 3.18, "invalid_price": 3.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 2.9321, "price_vs_vwap_pct": -0.7537, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0933, "prev_amount_yi": 0.0683, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 2.91, "low": 2.9, "close": 2.91, "amount_yi": 0.0213 }, { "time": "14:39", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0371 }, { "time": "14:40", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0105 }, { "time": "14:41", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.91, "ts": "2026-06-29T14:41:34", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 8617, "ask_qty1": 28136 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.301362:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.301362:VWAP_RECLAIM", "symbol": "SZSE.301362", "name": "民爆光电", "side": "BUY", "priority": "W88", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 202.5, "exec_low": 205.54, "exec_high": 205.54, "invalid_price": 196.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 192.8435, "price_vs_vwap_pct": 1.7872, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2, "prev_amount_yi": 0.1334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.081 }, { "time": "14:39", "open": 196.42, "high": 196.42, "low": 196.41, "close": 196.41, "amount_yi": 0.0477 }, { "time": "14:40", "open": 196.36, "high": 196.36, "low": 196.36, "close": 196.36, "amount_yi": 0.0147 }, { "time": "14:41", "open": 196.35, "high": 196.35, "low": 196.29, "close": 196.29, "amount_yi": 0.042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 196.29, "ts": "2026-06-29T14:41:33", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 196.29, "ask1": 196.3, "bid_qty1": 38, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600703:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600703:VWAP_RECLAIM", "symbol": "SHSE.600703", "name": "三安光电", "side": "BUY", "priority": "W89", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 23.18, "exec_low": 23.53, "exec_high": 23.53, "invalid_price": 22.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 21.3541, "price_vs_vwap_pct": -1.8455, "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": 0.9595, "prev_amount_yi": 0.9189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 20.96, "low": 20.95, "close": 20.96, "amount_yi": 0.2417 }, { "time": "14:39", "open": 20.96, "high": 20.98, "low": 20.96, "close": 20.98, "amount_yi": 0.326 }, { "time": "14:40", "open": 20.97, "high": 20.97, "low": 20.97, "close": 20.97, "amount_yi": 0.0906 }, { "time": "14:41", "open": 20.96, "high": 20.96, "low": 20.96, "close": 20.96, "amount_yi": 0.1968 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.96, "ts": "2026-06-29T14:41:34", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.95, "ask1": 20.96, "bid_qty1": 1263, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688082:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688082:VWAP_RECLAIM", "symbol": "SHSE.688082", "name": "盛美上海", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 427.99, "exec_low": 434.41, "exec_high": 434.41, "invalid_price": 415.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1269, "prev_amount_yi": 0.9584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1758, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 443.0, "close": 443.0, "amount_yi": 0.42 }, { "time": "14:39", "open": 444.0, "high": 444.88, "low": 444.0, "close": 444.88, "amount_yi": 0.1847 }, { "time": "14:40", "open": 444.66, "high": 444.66, "low": 444.66, "close": 444.66, "amount_yi": 0.0442 }, { "time": "14:41", "open": 444.95, "high": 444.95, "low": 443.01, "close": 443.01, "amount_yi": 0.1709 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 443.01, "ts": "2026-06-29T14:41:32", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 443.02, "ask1": 443.03, "bid_qty1": 3, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "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": "2026-06-29T14:41:35", "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": 17.9172, "price_vs_vwap_pct": 0.9086, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0584, "prev_amount_yi": 0.0745, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 18.09, "low": 18.08, "close": 18.09, "amount_yi": 0.0226 }, { "time": "14:39", "open": 18.09, "high": 18.1, "low": 18.09, "close": 18.1, "amount_yi": 0.0189 }, { "time": "14:40", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0055 }, { "time": "14:41", "open": 18.07, "high": 18.08, "low": 18.07, "close": 18.08, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": "2026-06-29T14:41:33", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.07, "ask1": 18.08, "bid_qty1": 57, "ask_qty1": 157 }, "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": "2026-06-29T14:41:35", "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": 5.8847, "price_vs_vwap_pct": 0.7698, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0253, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0111 }, { "time": "14:39", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0077 }, { "time": "14:40", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0024 }, { "time": "14:41", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 2401, "ask_qty1": 3710 }, "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": "2026-06-29T14:41:35", "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": 8.777, "price_vs_vwap_pct": 1.2875, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0555, "prev_amount_yi": 0.209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 8.89, "low": 8.88, "close": 8.89, "amount_yi": 0.0121 }, { "time": "14:39", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0076 }, { "time": "14:40", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0059 }, { "time": "14:41", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.89, "ts": "2026-06-29T14:41:34", "prev_close": 8.89, "open": 8.89, "high": 8.91, "low": 8.61, "bid1": 8.89, "ask1": 8.9, "bid_qty1": 1, "ask_qty1": 2388 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601825:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601825:VWAP_RECLAIM", "symbol": "SHSE.601825", "name": "沪农商行", "side": "BUY", "priority": "W94", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.2, "exec_low": 8.32, "exec_high": 8.32, "invalid_price": 7.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 7.7994, "price_vs_vwap_pct": 0.5206, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0332, "prev_amount_yi": 0.0325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.006 }, { "time": "14:39", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0073 }, { "time": "14:40", "open": 7.85, "high": 7.85, "low": 7.85, "close": 7.85, "amount_yi": 0.0032 }, { "time": "14:41", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.84, "ask1": 7.85, "bid_qty1": 74, "ask_qty1": 1376 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688141:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688141:VWAP_RECLAIM", "symbol": "SHSE.688141", "name": "杰华特", "side": "BUY", "priority": "W95", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 153.99, "exec_low": 156.3, "exec_high": 156.3, "invalid_price": 149.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.221, "prev_amount_yi": 0.1719, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2856, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 142.4, "close": 142.4, "amount_yi": 0.0736 }, { "time": "14:39", "open": 142.23, "high": 142.3, "low": 142.23, "close": 142.3, "amount_yi": 0.0409 }, { "time": "14:40", "open": 142.51, "high": 142.51, "low": 142.51, "close": 142.51, "amount_yi": 0.0438 }, { "time": "14:41", "open": 142.3, "high": 142.3, "low": 142.28, "close": 142.28, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.28, "ts": "2026-06-29T14:41:32", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.27, "ask1": 142.28, "bid_qty1": 9, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.48, "exec_low": 58.34, "exec_high": 58.34, "invalid_price": 55.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 52.8326, "price_vs_vwap_pct": -2.333, "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": 0.9341, "prev_amount_yi": 1.0332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 51.66, "low": 51.64, "close": 51.66, "amount_yi": 0.2507 }, { "time": "14:39", "open": 51.66, "high": 51.69, "low": 51.66, "close": 51.69, "amount_yi": 0.1313 }, { "time": "14:40", "open": 51.66, "high": 51.66, "low": 51.66, "close": 51.66, "amount_yi": 0.1029 }, { "time": "14:41", "open": 51.64, "high": 51.64, "low": 51.6, "close": 51.6, "amount_yi": 0.3044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.6, "ts": "2026-06-29T14:41:33", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.59, "ask1": 51.6, "bid_qty1": 374, "ask_qty1": 24 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601939:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601939:VWAP_RECLAIM", "symbol": "SHSE.601939", "name": "建设银行", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.93, "exec_low": 10.08, "exec_high": 10.08, "invalid_price": 9.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 9.7482, "price_vs_vwap_pct": 0.5314, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1031, "prev_amount_yi": 0.1572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6559, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.82, "low": 9.81, "close": 9.82, "amount_yi": 0.0337 }, { "time": "14:39", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0165 }, { "time": "14:40", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0384 }, { "time": "14:41", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.8, "ts": "2026-06-29T14:41:33", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.8, "ask1": 9.81, "bid_qty1": 2517, "ask_qty1": 669 }, "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": "2026-06-29T14:41:35", "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": 42.1863, "price_vs_vwap_pct": 1.9762, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4452, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 43.04, "low": 43.03, "close": 43.04, "amount_yi": 0.0058 }, { "time": "14:39", "open": 43.03, "high": 43.03, "low": 43.03, "close": 43.03, "amount_yi": 0.0023 }, { "time": "14:40", "open": 43.03, "high": 43.03, "low": 43.03, "close": 43.03, "amount_yi": 0.001 }, { "time": "14:41", "open": 43.0, "high": 43.02, "low": 43.0, "close": 43.02, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 43.02, "ts": "2026-06-29T14:41:33", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.0, "ask1": 43.03, "bid_qty1": 8, "ask_qty1": 13 }, "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": "2026-06-29T14:41:35", "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": 4.689, "price_vs_vwap_pct": 0.6611, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1046, "prev_amount_yi": 0.0845, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0062 }, { "time": "14:39", "open": 4.74, "high": 4.74, "low": 4.73, "close": 4.73, "amount_yi": 0.0068 }, { "time": "14:40", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0511 }, { "time": "14:41", "open": 4.73, "high": 4.73, "low": 4.72, "close": 4.72, "amount_yi": 0.0375 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.72, "ts": "2026-06-29T14:41:33", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 9876, "ask_qty1": 5117 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 11.0183, "price_vs_vwap_pct": 1.0138, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2435, "prev_amount_yi": 0.3714, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.14, "low": 11.13, "close": 11.14, "amount_yi": 0.071 }, { "time": "14:39", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0585 }, { "time": "14:40", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.04 }, { "time": "14:41", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 11.09, "open": 11.07, "high": 11.15, "low": 10.79, "bid1": 11.13, "ask1": 11.14, "bid_qty1": 2023, "ask_qty1": 3010 }, "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": "2026-06-29T14:41:35", "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": 3.6994, "intraday_vwap": 43.4647, "price_vs_vwap_pct": -0.586, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.105, "prev_amount_yi": 0.1498, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 43.18, "low": 43.14, "close": 43.18, "amount_yi": 0.0307 }, { "time": "14:39", "open": 43.16, "high": 43.16, "low": 43.08, "close": 43.08, "amount_yi": 0.031 }, { "time": "14:40", "open": 43.17, "high": 43.17, "low": 43.17, "close": 43.17, "amount_yi": 0.0069 }, { "time": "14:41", "open": 43.15, "high": 43.21, "low": 43.15, "close": 43.21, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.21, "ts": "2026-06-29T14:41:33", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.21, "ask1": 43.25, "bid_qty1": 14, "ask_qty1": 1 }, "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": "2026-06-29T14:41:35", "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": 6.293, "price_vs_vwap_pct": 1.3825, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0575, "prev_amount_yi": 0.0478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0125 }, { "time": "14:39", "open": 6.37, "high": 6.38, "low": 6.37, "close": 6.38, "amount_yi": 0.0129 }, { "time": "14:40", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0041 }, { "time": "14:41", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.37, "ask1": 6.38, "bid_qty1": 3455, "ask_qty1": 7 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600901:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600901:VWAP_RECLAIM", "symbol": "SHSE.600901", "name": "江苏金租", "side": "BUY", "priority": "W103", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.96, "exec_low": 6.05, "exec_high": 6.05, "invalid_price": 5.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 5.8958, "price_vs_vwap_pct": 0.7497, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0221, "prev_amount_yi": 0.0567, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0047 }, { "time": "14:39", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.011 }, { "time": "14:40", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0018 }, { "time": "14:41", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 899, "ask_qty1": 266 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601988:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601988:VWAP_RECLAIM", "symbol": "SHSE.601988", "name": "中国银行", "side": "BUY", "priority": "W104", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.89, "exec_low": 5.98, "exec_high": 5.98, "invalid_price": 5.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 5.7439, "price_vs_vwap_pct": 0.8026, "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": 0.3362, "prev_amount_yi": 0.3648, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0857 }, { "time": "14:39", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0802 }, { "time": "14:40", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0368 }, { "time": "14:41", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0789 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:31", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 16838, "ask_qty1": 8321 }, "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": "2026-06-29T14:41:35", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3663, "prev_amount_yi": 0.4128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8874, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 118.03, "close": 118.03, "amount_yi": 0.101 }, { "time": "14:39", "open": 117.93, "high": 118.11, "low": 117.93, "close": 118.11, "amount_yi": 0.0781 }, { "time": "14:40", "open": 118.14, "high": 118.14, "low": 118.14, "close": 118.14, "amount_yi": 0.0784 }, { "time": "14:41", "open": 118.14, "high": 118.14, "low": 118.05, "close": 118.05, "amount_yi": 0.0529 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.05, "ts": "2026-06-29T14:41:33", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 118.0, "ask1": 118.05, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:41:35", "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": 7.1719, "price_vs_vwap_pct": 0.5312, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3587, "prev_amount_yi": 0.3172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 7.21, "close": 7.21, "amount_yi": 0.0597 }, { "time": "14:39", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.043 }, { "time": "14:40", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.1958 }, { "time": "14:41", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.21, "ts": "2026-06-29T14:41:32", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 297, "ask_qty1": 22173 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM", "symbol": "SHSE.600036", "name": "招商银行", "side": "BUY", "priority": "W107", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 36.47, "exec_low": 37.02, "exec_high": 37.02, "invalid_price": 35.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.0419, "intraday_vwap": 36.1773, "price_vs_vwap_pct": 0.8644, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5076, "prev_amount_yi": 0.4435, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0738 }, { "time": "14:39", "open": 36.48, "high": 36.49, "low": 36.48, "close": 36.49, "amount_yi": 0.117 }, { "time": "14:40", "open": 36.48, "high": 36.48, "low": 36.48, "close": 36.48, "amount_yi": 0.1035 }, { "time": "14:41", "open": 36.47, "high": 36.49, "low": 36.47, "close": 36.49, "amount_yi": 0.119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 36.49, "ts": "2026-06-29T14:41:34", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.48, "ask1": 36.49, "bid_qty1": 272, "ask_qty1": 355 }, "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": "2026-06-29T14:41:35", "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": 0.1525, "prev_amount_yi": 0.1586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 112.32, "close": 112.32, "amount_yi": 0.0458 }, { "time": "14:39", "open": 112.31, "high": 112.32, "low": 112.31, "close": 112.32, "amount_yi": 0.0486 }, { "time": "14:40", "open": 112.59, "high": 112.59, "low": 112.59, "close": 112.59, "amount_yi": 0.0139 }, { "time": "14:41", "open": 112.51, "high": 112.53, "low": 112.51, "close": 112.53, "amount_yi": 0.0319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.53, "ts": "2026-06-29T14:41:32", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 112.52, "ask1": 112.53, "bid_qty1": 9, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603335:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603335:VWAP_RECLAIM", "symbol": "SHSE.603335", "name": "迪生力", "side": "BUY", "priority": "W109", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 9.56, "exec_low": 9.7, "exec_high": 9.7, "invalid_price": 9.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 8.4649, "price_vs_vwap_pct": -3.0113, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0384, "prev_amount_yi": 0.0353, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0057 }, { "time": "14:39", "open": 8.27, "high": 8.27, "low": 8.27, "close": 8.27, "amount_yi": 0.0075 }, { "time": "14:40", "open": 8.25, "high": 8.25, "low": 8.25, "close": 8.25, "amount_yi": 0.0088 }, { "time": "14:41", "open": 8.24, "high": 8.24, "low": 8.21, "close": 8.21, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.21, "ts": "2026-06-29T14:41:33", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.21, "ask1": 8.22, "bid_qty1": 113, "ask_qty1": 86 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603986:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603986:VWAP_RECLAIM", "symbol": "SHSE.603986", "name": "兆易创新", "side": "BUY", "priority": "W110", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 779.0, "exec_low": 790.68, "exec_high": 790.68, "invalid_price": 755.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 793.9216, "price_vs_vwap_pct": 6.5609, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 13.3514, "prev_amount_yi": 6.3224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 833.0, "low": 829.84, "close": 833.0, "amount_yi": 3.0003 }, { "time": "14:39", "open": 836.37, "high": 839.0, "low": 836.37, "close": 839.0, "amount_yi": 1.9954 }, { "time": "14:40", "open": 841.0, "high": 841.0, "low": 841.0, "close": 841.0, "amount_yi": 1.2465 }, { "time": "14:41", "open": 844.99, "high": 846.01, "low": 844.99, "close": 846.01, "amount_yi": 2.5033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 846.01, "ts": "2026-06-29T14:41:32", "prev_close": 770.0, "open": 779.0, "high": 846.1, "low": 750.0, "bid1": 846.01, "ask1": 846.1, "bid_qty1": 91, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600690:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600690:VWAP_RECLAIM", "symbol": "SHSE.600690", "name": "海尔智家", "side": "BUY", "priority": "W111", "status": "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": "2026-06-29T14:41:35", "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": 20.2857, "price_vs_vwap_pct": 0.6127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1136, "prev_amount_yi": 0.1231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0275 }, { "time": "14:39", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0217 }, { "time": "14:40", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0305 }, { "time": "14:41", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:32", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.4, "ask1": 20.41, "bid_qty1": 784, "ask_qty1": 192 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603226:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603226:VWAP_RECLAIM", "symbol": "SHSE.603226", "name": "菲林格尔", "side": "BUY", "priority": "W112", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.85, "exec_low": 54.66, "exec_high": 54.66, "invalid_price": 52.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 48.8253, "price_vs_vwap_pct": -1.1578, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0688, "prev_amount_yi": 0.0368, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 48.21, "close": 48.21, "amount_yi": 0.0253 }, { "time": "14:39", "open": 48.19, "high": 48.19, "low": 48.18, "close": 48.18, "amount_yi": 0.0166 }, { "time": "14:40", "open": 48.21, "high": 48.21, "low": 48.21, "close": 48.21, "amount_yi": 0.015 }, { "time": "14:41", "open": 48.25, "high": 48.26, "low": 48.25, "close": 48.26, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.26, "ts": "2026-06-29T14:41:31", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.25, "ask1": 48.26, "bid_qty1": 14, "ask_qty1": 15 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600750:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600750:VWAP_RECLAIM", "symbol": "SHSE.600750", "name": "华润江中", "side": "BUY", "priority": "W113", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.95, "exec_low": 23.29, "exec_high": 23.29, "invalid_price": 22.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 3.6781, "intraday_vwap": 22.7607, "price_vs_vwap_pct": 1.4907, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0151, "prev_amount_yi": 0.0194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7784, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.005 }, { "time": "14:39", "open": 23.11, "high": 23.11, "low": 23.09, "close": 23.09, "amount_yi": 0.0064 }, { "time": "14:40", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0008 }, { "time": "14:41", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.1, "ts": "2026-06-29T14:41:32", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.1, "ask1": 23.11, "bid_qty1": 25, "ask_qty1": 36 }, "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": "2026-06-29T14:41:35", "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": 33.6472, "price_vs_vwap_pct": 1.4349, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0145, "prev_amount_yi": 0.0109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 34.07, "low": 34.04, "close": 34.07, "amount_yi": 0.003 }, { "time": "14:39", "open": 34.07, "high": 34.07, "low": 34.07, "close": 34.07, "amount_yi": 0.0051 }, { "time": "14:40", "open": 34.09, "high": 34.09, "low": 34.09, "close": 34.09, "amount_yi": 0.002 }, { "time": "14:41", "open": 34.11, "high": 34.13, "low": 34.11, "close": 34.13, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.13, "ts": "2026-06-29T14:41:34", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.11, "ask1": 34.12, "bid_qty1": 17, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:41:35", "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": 6.164, "price_vs_vwap_pct": 1.0707, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1701, "prev_amount_yi": 0.3184, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5342, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 6.25, "low": 6.24, "close": 6.25, "amount_yi": 0.0351 }, { "time": "14:39", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0615 }, { "time": "14:40", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0274 }, { "time": "14:41", "open": 6.24, "high": 6.24, "low": 6.23, "close": 6.23, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.23, "ts": "2026-06-29T14:41:33", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 14951, "ask_qty1": 1754 }, "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": "2026-06-29T14:41:35", "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": 3.1534, "intraday_vwap": 20.4825, "price_vs_vwap_pct": 2.136, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0256, "prev_amount_yi": 0.0246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0407, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 20.96, "close": 20.96, "amount_yi": 0.0163 }, { "time": "14:39", "open": 20.95, "high": 20.96, "low": 20.95, "close": 20.96, "amount_yi": 0.0036 }, { "time": "14:40", "open": 20.95, "high": 20.95, "low": 20.95, "close": 20.95, "amount_yi": 0.0015 }, { "time": "14:41", "open": 20.93, "high": 20.93, "low": 20.92, "close": 20.92, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.24, "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": 20.92, "ts": "2026-06-29T14:41:34", "prev_close": 20.68, "open": 20.47, "high": 21.08, "low": 19.85, "bid1": 20.92, "ask1": 20.93, "bid_qty1": 17, "ask_qty1": 5 }, "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": "2026-06-29T14:41:35", "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": 16.7088, "price_vs_vwap_pct": 0.9648, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2488, "prev_amount_yi": 0.251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.066 }, { "time": "14:39", "open": 16.88, "high": 16.89, "low": 16.88, "close": 16.89, "amount_yi": 0.06 }, { "time": "14:40", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0511 }, { "time": "14:41", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0538 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:33", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.86, "ask1": 16.87, "bid_qty1": 1142, "ask_qty1": 1253 }, "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": "2026-06-29T14:41:35", "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": 4.9247, "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": 0.0523, "prev_amount_yi": 0.161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3248, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0146 }, { "time": "14:39", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.0099 }, { "time": "14:40", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0095 }, { "time": "14:41", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:41:32", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 13509, "ask_qty1": 21288 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603816:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603816:VWAP_RECLAIM", "symbol": "SHSE.603816", "name": "顾家家居", "side": "BUY", "priority": "W119", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.27, "exec_low": 23.62, "exec_high": 23.62, "invalid_price": 22.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:41:35", "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": 22.77, "price_vs_vwap_pct": 0.7905, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0279, "prev_amount_yi": 0.0284, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 22.96, "close": 22.96, "amount_yi": 0.01 }, { "time": "14:39", "open": 22.94, "high": 22.97, "low": 22.94, "close": 22.97, "amount_yi": 0.0071 }, { "time": "14:40", "open": 22.94, "high": 22.94, "low": 22.94, "close": 22.94, "amount_yi": 0.0021 }, { "time": "14:41", "open": 22.94, "high": 22.95, "low": 22.94, "close": 22.95, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.48, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.95, "ts": "2026-06-29T14:41:32", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.94, "ask1": 22.95, "bid_qty1": 14, "ask_qty1": 42 }, "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": 540628.0, "total_value": 1085121.0, "unrealized_pnl": 93815.99999999997, "unrealized_pnl_pct_of_initial": 9.381599999999997, "realized_pnl": -8694.99999999997, "realized_pnl_pct_of_initial": -0.869499999999997, "total_pnl": 85121.0, "total_pnl_pct": 8.5121 }, "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": "2026-06-29T14:41:35", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.305346592684135 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 127.5, "market_value": 229500.0, "unrealized_pnl": 34127.999999999985, "unrealized_pnl_pct": 17.468214483139842, "updated_at": "2026-06-29T14:41:35", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.149715100896582 }, { "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": "2026-06-29T14:41:35", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.366847568151386 } ], "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 } }