{ "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": 0.8074, "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": 34.86106653065576, "above_vwap": true, "amount": 3284059302.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.076123282584476, "last": 61.98, "vwap": 56.51717064861065, "above_vwap": true, "amount": 2632364708.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.592933947772636, "last": 89.52, "vwap": 87.62579840561106, "above_vwap": true, "amount": 11358897197.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.790017211703962, "last": 38.97, "vwap": 37.591443757860006, "above_vwap": true, "amount": 9881139247.0 }, { "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": 18.600890990084782, "above_vwap": true, "amount": 323609001.0 }, { "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": 41.497120296723295, "above_vwap": true, "amount": 898404355.0 }, { "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": 202.44536233036473, "above_vwap": true, "amount": 8401644493.0 }, { "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": 160.320085336219, "above_vwap": true, "amount": 1688940035.0 }, { "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": 57.453756334599625, "above_vwap": true, "amount": 13675039666.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.997868258367081, "last": 516.0, "vwap": 495.5007925922525, "above_vwap": true, "amount": 2999540805.0 }, { "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": 9.773760756330939, "above_vwap": true, "amount": 803475460.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.905288082083663, "last": 27.85, "vwap": 26.843254578783775, "above_vwap": true, "amount": 842005788.0 } ] }, "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": 0.8074, "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": 34.86106653065576, "above_vwap": true, "amount": 3284059302.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.076123282584476, "last": 61.98, "vwap": 56.51717064861065, "above_vwap": true, "amount": 2632364708.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.592933947772636, "last": 89.52, "vwap": 87.62579840561106, "above_vwap": true, "amount": 11358897197.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.790017211703962, "last": 38.97, "vwap": 37.591443757860006, "above_vwap": true, "amount": 9881139247.0 }, { "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": 18.600890990084782, "above_vwap": true, "amount": 323609001.0 }, { "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": 41.497120296723295, "above_vwap": true, "amount": 898404355.0 }, { "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": 202.44536233036473, "above_vwap": true, "amount": 8401644493.0 }, { "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": 160.320085336219, "above_vwap": true, "amount": 1688940035.0 }, { "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": 57.453756334599625, "above_vwap": true, "amount": 13675039666.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.997868258367081, "last": 516.0, "vwap": 495.5007925922525, "above_vwap": true, "amount": 2999540805.0 }, { "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": 9.773760756330939, "above_vwap": true, "amount": 803475460.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.905288082083663, "last": 27.85, "vwap": 26.843254578783775, "above_vwap": true, "amount": 842005788.0 } ] }, "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": 0.8074, "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": 34.86106653065576, "above_vwap": true, "amount": 3284059302.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.076123282584476, "last": 61.98, "vwap": 56.51717064861065, "above_vwap": true, "amount": 2632364708.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.592933947772636, "last": 89.52, "vwap": 87.62579840561106, "above_vwap": true, "amount": 11358897197.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.790017211703962, "last": 38.97, "vwap": 37.591443757860006, "above_vwap": true, "amount": 9881139247.0 }, { "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": 18.600890990084782, "above_vwap": true, "amount": 323609001.0 }, { "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": 41.497120296723295, "above_vwap": true, "amount": 898404355.0 }, { "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": 202.44536233036473, "above_vwap": true, "amount": 8401644493.0 }, { "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": 160.320085336219, "above_vwap": true, "amount": 1688940035.0 }, { "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": 57.453756334599625, "above_vwap": true, "amount": 13675039666.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.997868258367081, "last": 516.0, "vwap": 495.5007925922525, "above_vwap": true, "amount": 2999540805.0 }, { "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": 9.773760756330939, "above_vwap": true, "amount": 803475460.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.905288082083663, "last": 27.85, "vwap": 26.843254578783775, "above_vwap": true, "amount": 842005788.0 } ] }, "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": 0.8074, "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": 34.86106653065576, "above_vwap": true, "amount": 3284059302.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 15.076123282584476, "last": 61.98, "vwap": 56.51717064861065, "above_vwap": true, "amount": 2632364708.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.592933947772636, "last": 89.52, "vwap": 87.62579840561106, "above_vwap": true, "amount": 11358897197.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 11.790017211703962, "last": 38.97, "vwap": 37.591443757860006, "above_vwap": true, "amount": 9881139247.0 }, { "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": 18.600890990084782, "above_vwap": true, "amount": 323609001.0 }, { "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": 41.497120296723295, "above_vwap": true, "amount": 898404355.0 }, { "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": 202.44536233036473, "above_vwap": true, "amount": 8401644493.0 }, { "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": 160.320085336219, "above_vwap": true, "amount": 1688940035.0 }, { "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": 57.453756334599625, "above_vwap": true, "amount": 13675039666.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.997868258367081, "last": 516.0, "vwap": 495.5007925922525, "above_vwap": true, "amount": 2999540805.0 }, { "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": 9.773760756330939, "above_vwap": true, "amount": 803475460.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.905288082083663, "last": 27.85, "vwap": 26.843254578783775, "above_vwap": true, "amount": 842005788.0 } ] }, "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": "2026-06-29T14:44:45", "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": "2026-06-29T14:44:45", "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": 0.0392, "prev_amount_yi": 0.0223, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0113 }, { "time": "14:43", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0104 }, { "time": "14:44", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:38", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 38438, "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": "2026-06-29T14:44:45", "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": 100.3308, "price_vs_vwap_pct": 1.7036, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3779, "prev_amount_yi": 0.3382, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1174, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:42", "open": 102.13, "high": 102.13, "low": 102.09, "close": 102.09, "amount_yi": 0.1089 }, { "time": "14:43", "open": 102.07, "high": 102.07, "low": 102.04, "close": 102.04, "amount_yi": 0.1175 }, { "time": "14:44", "open": 102.08, "high": 102.08, "low": 102.04, "close": 102.04, "amount_yi": 0.1515 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.04, "ts": "2026-06-29T14:44:42", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.03, "ask1": 102.04, "bid_qty1": 6, "ask_qty1": 19 }, "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": "2026-06-29T14:44:45", "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": 27.6225, "price_vs_vwap_pct": -1.1313, "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": 0.0431, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8942, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:42", "open": 27.31, "high": 27.31, "low": 27.25, "close": 27.25, "amount_yi": 0.0176 }, { "time": "14:43", "open": 27.3, "high": 27.3, "low": 27.27, "close": 27.27, "amount_yi": 0.0168 }, { "time": "14:44", "open": 27.31, "high": 27.31, "low": 27.31, "close": 27.31, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.31, "ts": "2026-06-29T14:44:42", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.29, "ask1": 27.31, "bid_qty1": 34, "ask_qty1": 8 }, "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": "2026-06-29T14:44:45", "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": 11.313, "price_vs_vwap_pct": -2.3248, "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": 0.3265, "prev_amount_yi": 0.406, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:42", "open": 11.05, "high": 11.05, "low": 11.04, "close": 11.04, "amount_yi": 0.1312 }, { "time": "14:43", "open": 11.04, "high": 11.05, "low": 11.04, "close": 11.05, "amount_yi": 0.0986 }, { "time": "14:44", "open": 11.04, "high": 11.05, "low": 11.04, "close": 11.05, "amount_yi": 0.0967 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.05, "ts": "2026-06-29T14:44:42", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.05, "ask1": 11.06, "bid_qty1": 678, "ask_qty1": 1291 }, "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": "2026-06-29T14:44:45", "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_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1836, "prev_amount_yi": 0.1245, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4747, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:42", "open": 217.95, "high": 218.04, "low": 217.95, "close": 218.04, "amount_yi": 0.0523 }, { "time": "14:43", "open": 218.87, "high": 218.97, "low": 218.87, "close": 218.97, "amount_yi": 0.0424 }, { "time": "14:44", "open": 218.93, "high": 218.93, "low": 218.92, "close": 218.92, "amount_yi": 0.0889 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.92, "ts": "2026-06-29T14:44:41", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 218.03, "ask1": 218.65, "bid_qty1": 14, "ask_qty1": 3 }, "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": "2026-06-29T14:44:45", "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": 14.0967, "price_vs_vwap_pct": -1.8919, "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": 0.092, "prev_amount_yi": 0.0917, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0033, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 13.85, "high": 13.85, "low": 13.85, "close": 13.85, "amount_yi": 0.0289 }, { "time": "14:43", "open": 13.85, "high": 13.86, "low": 13.85, "close": 13.86, "amount_yi": 0.0305 }, { "time": "14:44", "open": 13.85, "high": 13.85, "low": 13.83, "close": 13.83, "amount_yi": 0.0326 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.83, "ts": "2026-06-29T14:44:43", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.83, "ask1": 13.85, "bid_qty1": 185, "ask_qty1": 322 }, "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": "2026-06-29T14:44:45", "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": 35.8613, "price_vs_vwap_pct": 0.4147, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2006, "prev_amount_yi": 0.1844, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 36.16, "high": 36.16, "low": 36.14, "close": 36.14, "amount_yi": 0.0552 }, { "time": "14:43", "open": 36.12, "high": 36.12, "low": 36.09, "close": 36.09, "amount_yi": 0.0625 }, { "time": "14:44", "open": 36.03, "high": 36.03, "low": 36.01, "close": 36.01, "amount_yi": 0.0829 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.01, "ts": "2026-06-29T14:44:42", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 36.0, "ask1": 36.01, "bid_qty1": 162, "ask_qty1": 54 }, "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": "2026-06-29T14:44:45", "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": 26.8483, "price_vs_vwap_pct": -2.4892, "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": 0.8207, "prev_amount_yi": 1.2248, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6701, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 26.06, "high": 26.06, "low": 26.06, "close": 26.06, "amount_yi": 0.3511 }, { "time": "14:43", "open": 26.0, "high": 26.0, "low": 25.96, "close": 25.96, "amount_yi": 0.173 }, { "time": "14:44", "open": 26.28, "high": 26.28, "low": 26.18, "close": 26.18, "amount_yi": 0.2966 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.18, "ts": "2026-06-29T14:44:42", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 26.1, "ask1": 26.17, "bid_qty1": 46, "ask_qty1": 30 }, "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": "2026-06-29T14:44:45", "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": 12.5707, "price_vs_vwap_pct": 3.256, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1673, "prev_amount_yi": 0.1351, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 13.07, "high": 13.11, "low": 13.07, "close": 13.11, "amount_yi": 0.0811 }, { "time": "14:43", "open": 13.08, "high": 13.08, "low": 13.03, "close": 13.03, "amount_yi": 0.0396 }, { "time": "14:44", "open": 13.01, "high": 13.01, "low": 12.98, "close": 12.98, "amount_yi": 0.0466 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-06-29T14:44:42", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 12.98, "ask1": 12.99, "bid_qty1": 211, "ask_qty1": 160 }, "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": "2026-06-29T14:44:45", "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": 31.0303, "price_vs_vwap_pct": 0.5469, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4288, "prev_amount_yi": 0.3898, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1001, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 31.38, "high": 31.38, "low": 31.37, "close": 31.37, "amount_yi": 0.1463 }, { "time": "14:43", "open": 31.3, "high": 31.3, "low": 31.29, "close": 31.29, "amount_yi": 0.1483 }, { "time": "14:44", "open": 31.21, "high": 31.21, "low": 31.2, "close": 31.2, "amount_yi": 0.1342 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.2, "ts": "2026-06-29T14:44:43", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.2, "ask1": 31.21, "bid_qty1": 6, "ask_qty1": 104 }, "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": "2026-06-29T14:44:45", "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": 221.1462, "price_vs_vwap_pct": -1.3006, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2137, "prev_amount_yi": 0.155, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 217.91, "high": 218.06, "low": 217.91, "close": 218.06, "amount_yi": 0.0896 }, { "time": "14:43", "open": 218.01, "high": 218.04, "low": 218.01, "close": 218.04, "amount_yi": 0.0624 }, { "time": "14:44", "open": 218.01, "high": 218.27, "low": 218.01, "close": 218.27, "amount_yi": 0.0617 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.27, "ts": "2026-06-29T14:44:42", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.18, "ask1": 218.26, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600367:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.600367:WATCH_CONFIRM", "symbol": "SHSE.600367", "name": "红星发展", "side": "BUY", "priority": "P11", "status": "CANCELLED", "template_key": "WATCH_CONFIRM", "trigger_price": 58.28, "exec_low": 58.28, "exec_high": 60.03, "invalid_price": 56.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 60.03, "max_chase_pct": 3.0, "base_exec_high": 60.03, "dynamic_exec_high": null, "entry_zone_low": 57.41, "entry_zone_high": 59.15, "entry_risk_pct": null, "intraday_vwap": 58.9577, "price_vs_vwap_pct": -4.5417, "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": 0.1826, "prev_amount_yi": 0.2674, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 56.52, "high": 56.52, "low": 56.47, "close": 56.47, "amount_yi": 0.0486 }, { "time": "14:43", "open": 56.41, "high": 56.41, "low": 56.37, "close": 56.37, "amount_yi": 0.0623 }, { "time": "14:44", "open": 56.31, "high": 56.31, "low": 56.28, "close": 56.28, "amount_yi": 0.0717 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.28, "ts": "2026-06-29T14:44:42", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.26, "ask1": 56.28, "bid_qty1": 21, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603650:WATCH_CONFIRM:BUY", "plan_id": "20260626:SHSE.603650:WATCH_CONFIRM", "symbol": "SHSE.603650", "name": "彤程新材", "side": "BUY", "priority": "P12", "status": "TOUCHED", "template_key": "WATCH_CONFIRM", "trigger_price": 85.83, "exec_low": 85.83, "exec_high": 88.4, "invalid_price": 83.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 92.4564, "price_vs_vwap_pct": 0.8043, "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": 0.6088, "prev_amount_yi": 0.945, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:42", "open": 94.09, "high": 94.09, "low": 94.0, "close": 94.0, "amount_yi": 0.2365 }, { "time": "14:43", "open": 93.85, "high": 93.94, "low": 93.85, "close": 93.94, "amount_yi": 0.1269 }, { "time": "14:44", "open": 93.69, "high": 93.69, "low": 93.2, "close": 93.2, "amount_yi": 0.2454 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130218.84, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 93.2, "ts": "2026-06-29T14:44:43", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 93.18, "ask1": 93.19, "bid_qty1": 16, "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": "2026-06-29T14:44:45", "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": 41.4971, "price_vs_vwap_pct": 1.477, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0252, "prev_amount_yi": 0.0019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 13.2632, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0005 }, { "time": "14:44", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 31605, "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": "2026-06-29T14:44:45", "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": 41.1155, "price_vs_vwap_pct": -2.859, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1874, "prev_amount_yi": 0.2043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 40.1, "high": 40.1, "low": 40.05, "close": 40.05, "amount_yi": 0.0531 }, { "time": "14:43", "open": 40.0, "high": 40.0, "low": 39.98, "close": 39.98, "amount_yi": 0.0298 }, { "time": "14:44", "open": 39.96, "high": 39.96, "low": 39.94, "close": 39.94, "amount_yi": 0.0359 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.94, "ts": "2026-06-29T14:44:41", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 39.93, "ask1": 39.94, "bid_qty1": 3, "ask_qty1": 23 }, "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": "2026-06-29T14:44:45", "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": 29.6978, "price_vs_vwap_pct": 6.6746, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0698, "prev_amount_yi": 0.0568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 31.64, "high": 31.65, "low": 31.64, "close": 31.65, "amount_yi": 0.006 }, { "time": "14:43", "open": 31.67, "high": 31.68, "low": 31.67, "close": 31.68, "amount_yi": 0.0221 }, { "time": "14:44", "open": 31.68, "high": 31.68, "low": 31.68, "close": 31.68, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.68, "ts": "2026-06-29T14:44:42", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.67, "ask1": 31.68, "bid_qty1": 129, "ask_qty1": 16 }, "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": "2026-06-29T14:44:45", "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": 26.8433, "price_vs_vwap_pct": 3.7503, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2338, "prev_amount_yi": 0.0925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 27.31, "high": 27.36, "low": 27.31, "close": 27.36, "amount_yi": 0.0536 }, { "time": "14:43", "open": 27.48, "high": 27.56, "low": 27.48, "close": 27.56, "amount_yi": 0.0473 }, { "time": "14:44", "open": 27.68, "high": 27.85, "low": 27.68, "close": 27.85, "amount_yi": 0.0697 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.85, "ts": "2026-06-29T14:44:43", "prev_close": 25.34, "open": 26.0, "high": 27.85, "low": 25.3, "bid1": 27.84, "ask1": 27.85, "bid_qty1": 33, "ask_qty1": 499 }, "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": "2026-06-29T14:44:45", "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": 3.2592, "price_vs_vwap_pct": -2.43, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1594, "prev_amount_yi": 0.1824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0315 }, { "time": "14:43", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0202 }, { "time": "14:44", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0741 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.18, "ask1": 3.19, "bid_qty1": 16716, "ask_qty1": 1101 }, "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": "2026-06-29T14:44:45", "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": 9.2471, "price_vs_vwap_pct": -2.1315, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6398, "prev_amount_yi": 0.5013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 9.06, "high": 9.06, "low": 9.04, "close": 9.04, "amount_yi": 0.1308 }, { "time": "14:43", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0963 }, { "time": "14:44", "open": 9.05, "high": 9.05, "low": 9.05, "close": 9.05, "amount_yi": 0.0738 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.05, "ts": "2026-06-29T14:44:42", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.04, "ask1": 9.05, "bid_qty1": 616, "ask_qty1": 4088 }, "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": "2026-06-29T14:44:45", "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": 5.4409, "price_vs_vwap_pct": -4.7952, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0397, "prev_amount_yi": 0.0277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "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 }, { "time": "14:42", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0119 }, { "time": "14:43", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0071 }, { "time": "14:44", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 53988 }, "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": "2026-06-29T14:44:45", "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": 0.0831, "prev_amount_yi": 0.1117, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 190.51, "high": 190.51, "low": 190.48, "close": 190.48, "amount_yi": 0.02 }, { "time": "14:43", "open": 190.37, "high": 190.37, "low": 190.31, "close": 190.31, "amount_yi": 0.0138 }, { "time": "14:44", "open": 190.25, "high": 190.25, "low": 190.03, "close": 190.03, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.03, "ts": "2026-06-29T14:44:41", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 190.03, "ask1": 190.29, "bid_qty1": 5, "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": "2026-06-29T14:44:45", "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": 48.215, "price_vs_vwap_pct": -1.4829, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6979, "prev_amount_yi": 1.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 47.49, "high": 47.49, "low": 47.4, "close": 47.4, "amount_yi": 0.3276 }, { "time": "14:43", "open": 47.5, "high": 47.5, "low": 47.45, "close": 47.45, "amount_yi": 0.2968 }, { "time": "14:44", "open": 47.46, "high": 47.5, "low": 47.46, "close": 47.5, "amount_yi": 0.5597 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.5, "ts": "2026-06-29T14:44:42", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.49, "ask1": 47.5, "bid_qty1": 89, "ask_qty1": 2 }, "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": "2026-06-29T14:44:45", "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": 75.088, "price_vs_vwap_pct": -0.7032, "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": 0.3955, "prev_amount_yi": 0.3963, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.998, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 74.6, "high": 74.6, "low": 74.41, "close": 74.41, "amount_yi": 0.081 }, { "time": "14:43", "open": 74.45, "high": 74.45, "low": 74.42, "close": 74.42, "amount_yi": 0.075 }, { "time": "14:44", "open": 74.6, "high": 74.6, "low": 74.56, "close": 74.56, "amount_yi": 0.0776 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.56, "ts": "2026-06-29T14:44:42", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.48, "ask1": 74.55, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603065:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603065:BREAK_PREV_HIGH", "symbol": "SHSE.603065", "name": "宿迁联盛", "side": "BUY", "priority": "W10", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.11, "exec_low": 22.11, "exec_high": 22.44, "invalid_price": 21.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 20.4508, "price_vs_vwap_pct": -3.8179, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.012, "prev_amount_yi": 0.0086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0038 }, { "time": "14:43", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0032 }, { "time": "14:44", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 42108 }, "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": "2026-06-29T14:44:45", "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": 61.8585, "price_vs_vwap_pct": 6.1293, "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": 1.0517, "prev_amount_yi": 2.1306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4936, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 65.65, "high": 65.65, "low": 65.5, "close": 65.5, "amount_yi": 0.2321 }, { "time": "14:43", "open": 65.42, "high": 65.5, "low": 65.42, "close": 65.5, "amount_yi": 0.2044 }, { "time": "14:44", "open": 65.58, "high": 65.65, "low": 65.58, "close": 65.65, "amount_yi": 0.2278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.65, "ts": "2026-06-29T14:44:42", "prev_close": 60.76, "open": 58.98, "high": 65.99, "low": 57.6, "bid1": 65.65, "ask1": 65.66, "bid_qty1": 700, "ask_qty1": 184 }, "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": "2026-06-29T14:44:45", "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": 59.7407, "price_vs_vwap_pct": 3.8823, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.894, "prev_amount_yi": 0.7499, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 61.96, "high": 61.96, "low": 61.89, "close": 61.89, "amount_yi": 0.3411 }, { "time": "14:43", "open": 61.93, "high": 62.05, "low": 61.93, "close": 62.05, "amount_yi": 0.2709 }, { "time": "14:44", "open": 62.09, "high": 62.09, "low": 62.06, "close": 62.06, "amount_yi": 0.3166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.06, "ts": "2026-06-29T14:44:42", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 62.04, "ask1": 62.05, "bid_qty1": 4, "ask_qty1": 1 }, "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": "2026-06-29T14:44:45", "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": 20.4472, "price_vs_vwap_pct": -0.3287, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0217, "prev_amount_yi": 0.0242, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 20.43, "high": 20.43, "low": 20.42, "close": 20.42, "amount_yi": 0.003 }, { "time": "14:43", "open": 20.43, "high": 20.43, "low": 20.4, "close": 20.4, "amount_yi": 0.0072 }, { "time": "14:44", "open": 20.37, "high": 20.38, "low": 20.37, "close": 20.38, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.38, "ts": "2026-06-29T14:44:42", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.37, "ask1": 20.38, "bid_qty1": 23, "ask_qty1": 9 }, "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": "2026-06-29T14:44:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3813, "prev_amount_yi": 0.4875, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 369.93, "high": 370.0, "low": 369.93, "close": 370.0, "amount_yi": 0.1016 }, { "time": "14:43", "open": 370.05, "high": 370.06, "low": 370.05, "close": 370.06, "amount_yi": 0.065 }, { "time": "14:44", "open": 369.69, "high": 369.69, "low": 369.5, "close": 369.5, "amount_yi": 0.0915 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 369.5, "ts": "2026-06-29T14:44:42", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 369.51, "ask1": 369.56, "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.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": "2026-06-29T14:44:45", "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": 367.1214, "price_vs_vwap_pct": 2.413, "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": 1.0256, "prev_amount_yi": 1.0614, "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": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 375.9, "high": 375.91, "low": 375.9, "close": 375.91, "amount_yi": 0.223 }, { "time": "14:43", "open": 375.47, "high": 375.47, "low": 374.98, "close": 374.98, "amount_yi": 0.2722 }, { "time": "14:44", "open": 375.47, "high": 375.98, "low": 375.47, "close": 375.98, "amount_yi": 0.2475 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 375.98, "ts": "2026-06-29T14:44:42", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 375.98, "ask1": 375.99, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-06-29T14:44:45", "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": 66.985, "price_vs_vwap_pct": -6.606, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3562, "prev_amount_yi": 0.2316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.538, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 62.67, "high": 62.67, "low": 62.6, "close": 62.6, "amount_yi": 0.0686 }, { "time": "14:43", "open": 62.59, "high": 62.59, "low": 62.51, "close": 62.51, "amount_yi": 0.11 }, { "time": "14:44", "open": 62.48, "high": 62.56, "low": 62.48, "close": 62.56, "amount_yi": 0.054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.56, "ts": "2026-06-29T14:44:42", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.12, "bid1": 62.56, "ask1": 62.58, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T14:44:45", "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": 15.2809, "price_vs_vwap_pct": -1.8382, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.118, "prev_amount_yi": 0.0441, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6757, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0192 }, { "time": "14:43", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0031 }, { "time": "14:44", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:39", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 118247 }, "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": "2026-06-29T14:44:45", "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": 271.2362, "price_vs_vwap_pct": -1.4512, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1478, "prev_amount_yi": 0.285, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0195 }, { "time": "14:43", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0273 }, { "time": "14:44", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 1020 }, "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": "2026-06-29T14:44:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2069, "prev_amount_yi": 0.1188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7416, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 103.35, "high": 103.35, "low": 103.0, "close": 103.0, "amount_yi": 0.0369 }, { "time": "14:43", "open": 103.75, "high": 103.78, "low": 103.75, "close": 103.78, "amount_yi": 0.0672 }, { "time": "14:44", "open": 103.73, "high": 103.73, "low": 103.55, "close": 103.55, "amount_yi": 0.0423 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.55, "ts": "2026-06-29T14:44:42", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.07, "ask1": 103.55, "bid_qty1": 42, "ask_qty1": 4 }, "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": "2026-06-29T14:44:45", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.99, "max_chase_pct": 1.5, "base_exec_high": 15.75, "dynamic_exec_high": null, "entry_zone_low": 15.29, "entry_zone_high": 15.75, "entry_risk_pct": 4.2011, "intraday_vwap": 15.3587, "price_vs_vwap_pct": 2.2873, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1408, "prev_amount_yi": 0.1199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 15.65, "high": 15.66, "low": 15.65, "close": 15.66, "amount_yi": 0.0239 }, { "time": "14:43", "open": 15.68, "high": 15.69, "low": 15.68, "close": 15.69, "amount_yi": 0.0218 }, { "time": "14:44", "open": 15.7, "high": 15.71, "low": 15.7, "close": 15.71, "amount_yi": 0.0362 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 15.71, "ts": "2026-06-29T14:44:43", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.7, "ask1": 15.71, "bid_qty1": 100, "ask_qty1": 205 }, "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": "2026-06-29T14:44:45", "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": 4.3856, "intraday_vwap": 275.8115, "price_vs_vwap_pct": -0.2543, "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": 0.403, "prev_amount_yi": 0.5535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 274.91, "high": 274.91, "low": 274.63, "close": 274.63, "amount_yi": 0.1085 }, { "time": "14:43", "open": 274.68, "high": 274.96, "low": 274.68, "close": 274.96, "amount_yi": 0.0555 }, { "time": "14:44", "open": 274.99, "high": 275.11, "low": 274.99, "close": 275.11, "amount_yi": 0.0872 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 275.11, "ts": "2026-06-29T14:44:44", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 275.11, "ask1": 275.45, "bid_qty1": 2, "ask_qty1": 29 }, "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": "2026-06-29T14:44:45", "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": 21.2659, "price_vs_vwap_pct": -3.6015, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.245, "prev_amount_yi": 0.1935, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0178 }, { "time": "14:43", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.097 }, { "time": "14:44", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0915 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 372 }, "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": "2026-06-29T14:44:45", "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": 9.7738, "price_vs_vwap_pct": 0.4727, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0148, "prev_amount_yi": 0.0309, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0075 }, { "time": "14:43", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0023 }, { "time": "14:44", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 281228, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605358:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605358:BREAK_PREV_HIGH", "symbol": "SHSE.605358", "name": "立昂微", "side": "BUY", "priority": "W24", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 76.5, "exec_low": 76.5, "exec_high": 77.65, "invalid_price": 74.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 78.8, "max_chase_pct": 1.5, "base_exec_high": 77.65, "dynamic_exec_high": null, "entry_zone_low": 75.35, "entry_zone_high": 77.65, "entry_risk_pct": null, "intraday_vwap": 75.5039, "price_vs_vwap_pct": 3.5576, "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": 1.5112, "prev_amount_yi": 1.5657, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 77.45, "high": 77.68, "low": 77.45, "close": 77.68, "amount_yi": 0.3233 }, { "time": "14:43", "open": 77.88, "high": 78.0, "low": 77.88, "close": 78.0, "amount_yi": 0.2704 }, { "time": "14:44", "open": 78.2, "high": 78.2, "low": 78.19, "close": 78.19, "amount_yi": 0.3424 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.19, "ts": "2026-06-29T14:44:42", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 78.16, "ask1": 78.2, "bid_qty1": 11, "ask_qty1": 122 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603324:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603324:BREAK_PREV_HIGH", "symbol": "SHSE.603324", "name": "盛剑科技", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 52.15, "exec_low": 52.15, "exec_high": 52.93, "invalid_price": 50.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 52.9152, "price_vs_vwap_pct": 1.1241, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1547, "prev_amount_yi": 0.1925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 53.7, "high": 53.7, "low": 53.69, "close": 53.69, "amount_yi": 0.0343 }, { "time": "14:43", "open": 53.61, "high": 53.61, "low": 53.6, "close": 53.6, "amount_yi": 0.0224 }, { "time": "14:44", "open": 53.52, "high": 53.52, "low": 53.51, "close": 53.51, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.51, "ts": "2026-06-29T14:44:41", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.51, "ask1": 53.52, "bid_qty1": 7, "ask_qty1": 5 }, "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": "2026-06-29T14:44:45", "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": 30.2848, "price_vs_vwap_pct": -0.8413, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0133, "prev_amount_yi": 0.0151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 29.98, "high": 29.98, "low": 29.98, "close": 29.98, "amount_yi": 0.0014 }, { "time": "14:43", "open": 29.98, "high": 29.99, "low": 29.98, "close": 29.99, "amount_yi": 0.0032 }, { "time": "14:44", "open": 29.99, "high": 30.03, "low": 29.99, "close": 30.03, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.03, "ts": "2026-06-29T14:44:39", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 30.03, "ask1": 30.04, "bid_qty1": 2, "ask_qty1": 35 }, "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": "2026-06-29T14:44:45", "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": 935.9625, "price_vs_vwap_pct": 2.9251, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.561, "prev_amount_yi": 2.3572, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5107, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 970.58, "high": 970.58, "low": 968.04, "close": 968.04, "amount_yi": 1.584 }, { "time": "14:43", "open": 963.34, "high": 963.34, "low": 959.68, "close": 959.68, "amount_yi": 0.7585 }, { "time": "14:44", "open": 960.99, "high": 963.34, "low": 960.99, "close": 963.34, "amount_yi": 0.4455 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 963.34, "ts": "2026-06-29T14:44:42", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 963.06, "ask1": 963.34, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600667:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.600667:BREAK_PREV_HIGH", "symbol": "SHSE.600667", "name": "太极实业", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 27.84, "exec_low": 27.84, "exec_high": 28.26, "invalid_price": 27.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 27.7586, "price_vs_vwap_pct": 3.7516, "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": 1.2991, "prev_amount_yi": 1.4614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 29.0, "high": 29.0, "low": 28.92, "close": 28.92, "amount_yi": 0.3341 }, { "time": "14:43", "open": 28.76, "high": 28.8, "low": 28.76, "close": 28.8, "amount_yi": 0.3768 }, { "time": "14:44", "open": 28.81, "high": 28.81, "low": 28.8, "close": 28.8, "amount_yi": 0.2929 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.8, "ts": "2026-06-29T14:44:42", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.79, "ask1": 28.8, "bid_qty1": 70, "ask_qty1": 123 }, "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": "2026-06-29T14:44:45", "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": 41.3562, "price_vs_vwap_pct": 0.783, "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": 0.413, "prev_amount_yi": 0.4553, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 41.84, "high": 41.84, "low": 41.81, "close": 41.81, "amount_yi": 0.0916 }, { "time": "14:43", "open": 41.75, "high": 41.75, "low": 41.66, "close": 41.66, "amount_yi": 0.1211 }, { "time": "14:44", "open": 41.68, "high": 41.68, "low": 41.68, "close": 41.68, "amount_yi": 0.0641 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.68, "ts": "2026-06-29T14:44:44", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.68, "ask1": 41.69, "bid_qty1": 2, "ask_qty1": 53 }, "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": "2026-06-29T14:44:45", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 100.94, "max_chase_pct": 1.5, "base_exec_high": 99.47, "dynamic_exec_high": null, "entry_zone_low": 96.53, "entry_zone_high": 99.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1291, "prev_amount_yi": 0.13, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9931, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 96.25, "high": 96.66, "low": 96.25, "close": 96.66, "amount_yi": 0.0286 }, { "time": "14:43", "open": 96.58, "high": 96.58, "low": 96.48, "close": 96.48, "amount_yi": 0.032 }, { "time": "14:44", "open": 96.26, "high": 96.26, "low": 96.21, "close": 96.21, "amount_yi": 0.023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.21, "ts": "2026-06-29T14:44:42", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.22, "ask1": 96.26, "bid_qty1": 43, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603678:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.603678:BREAK_PREV_HIGH", "symbol": "SHSE.603678", "name": "火炬电子", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 81.01, "exec_low": 81.01, "exec_high": 82.23, "invalid_price": 78.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 80.3393, "price_vs_vwap_pct": -1.0074, "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": 0.6337, "prev_amount_yi": 0.6163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0282, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 79.62, "high": 79.62, "low": 79.53, "close": 79.53, "amount_yi": 0.1403 }, { "time": "14:43", "open": 79.41, "high": 79.47, "low": 79.41, "close": 79.47, "amount_yi": 0.1216 }, { "time": "14:44", "open": 79.53, "high": 79.53, "low": 79.53, "close": 79.53, "amount_yi": 0.1655 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.53, "ts": "2026-06-29T14:44:43", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.53, "ask1": 79.54, "bid_qty1": 1, "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": "2026-06-29T14:44:45", "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": 22.9433, "price_vs_vwap_pct": -2.1501, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0187, "prev_amount_yi": 0.0193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0031 }, { "time": "14:43", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0044 }, { "time": "14:44", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 161432 }, "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": "2026-06-29T14:44:45", "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": 24.9895, "price_vs_vwap_pct": -3.6395, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4524, "prev_amount_yi": 0.2765, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6362, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 24.17, "high": 24.17, "low": 24.07, "close": 24.07, "amount_yi": 0.1308 }, { "time": "14:43", "open": 24.11, "high": 24.11, "low": 24.08, "close": 24.08, "amount_yi": 0.1265 }, { "time": "14:44", "open": 24.08, "high": 24.08, "low": 24.08, "close": 24.08, "amount_yi": 0.0554 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.08, "ts": "2026-06-29T14:44:44", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.08, "ask1": 24.09, "bid_qty1": 142, "ask_qty1": 52 }, "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": "2026-06-29T14:44:45", "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": 43.2237, "price_vs_vwap_pct": -0.8414, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1907, "prev_amount_yi": 0.2903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6569, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 42.93, "high": 42.93, "low": 42.89, "close": 42.89, "amount_yi": 0.0578 }, { "time": "14:43", "open": 42.89, "high": 42.89, "low": 42.87, "close": 42.87, "amount_yi": 0.0336 }, { "time": "14:44", "open": 42.83, "high": 42.86, "low": 42.83, "close": 42.86, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.86, "ts": "2026-06-29T14:44:42", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.85, "ask1": 42.86, "bid_qty1": 2, "ask_qty1": 63 }, "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": "2026-06-29T14:44:45", "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": 91.9366, "price_vs_vwap_pct": -2.0303, "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": 1.0301, "prev_amount_yi": 1.1832, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 90.1, "high": 90.1, "low": 90.09, "close": 90.09, "amount_yi": 0.1806 }, { "time": "14:43", "open": 90.01, "high": 90.01, "low": 89.97, "close": 89.97, "amount_yi": 0.1986 }, { "time": "14:44", "open": 89.99, "high": 90.07, "low": 89.99, "close": 90.07, "amount_yi": 0.1713 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.07, "ts": "2026-06-29T14:44:42", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.07, "ask1": 90.08, "bid_qty1": 21, "ask_qty1": 5 }, "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": "2026-06-29T14:44:45", "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": 19.0783, "price_vs_vwap_pct": 1.3193, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0183, "prev_amount_yi": 0.0121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "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 }, { "time": "14:42", "open": 19.35, "high": 19.35, "low": 19.35, "close": 19.35, "amount_yi": 0.0078 }, { "time": "14:43", "open": 19.35, "high": 19.36, "low": 19.35, "close": 19.36, "amount_yi": 0.0025 }, { "time": "14:44", "open": 19.34, "high": 19.34, "low": 19.33, "close": 19.33, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.33, "ts": "2026-06-29T14:44:43", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.32, "ask1": 19.33, "bid_qty1": 17, "ask_qty1": 58 }, "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": "2026-06-29T14:44:45", "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": 69.9628, "price_vs_vwap_pct": 0.0675, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0578, "prev_amount_yi": 1.6598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2398, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 70.09, "high": 70.1, "low": 70.09, "close": 70.1, "amount_yi": 0.4669 }, { "time": "14:43", "open": 70.08, "high": 70.08, "low": 70.06, "close": 70.06, "amount_yi": 0.2989 }, { "time": "14:44", "open": 70.01, "high": 70.01, "low": 70.01, "close": 70.01, "amount_yi": 0.4704 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.01, "ts": "2026-06-29T14:44:42", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.0, "ask1": 70.01, "bid_qty1": 208, "ask_qty1": 111 }, "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": "2026-06-29T14:44:45", "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": 1.2686, "prev_amount_yi": 1.3443, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 38.92, "high": 38.96, "low": 38.92, "close": 38.96, "amount_yi": 0.2579 }, { "time": "14:43", "open": 38.98, "high": 38.98, "low": 38.97, "close": 38.97, "amount_yi": 0.4197 }, { "time": "14:44", "open": 38.95, "high": 38.97, "low": 38.95, "close": 38.97, "amount_yi": 0.2123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.97, "ts": "2026-06-29T14:44:41", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 38.95, "ask1": 38.96, "bid_qty1": 188, "ask_qty1": 14 }, "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": "2026-06-29T14:44:45", "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": 50.5638, "price_vs_vwap_pct": -3.9431, "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": 0.5592, "prev_amount_yi": 0.5693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9823, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 48.76, "high": 48.76, "low": 48.7, "close": 48.7, "amount_yi": 0.1429 }, { "time": "14:43", "open": 48.65, "high": 48.65, "low": 48.62, "close": 48.62, "amount_yi": 0.1325 }, { "time": "14:44", "open": 48.59, "high": 48.59, "low": 48.57, "close": 48.57, "amount_yi": 0.1015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.57, "ts": "2026-06-29T14:44:43", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.55, "ask1": 48.56, "bid_qty1": 118, "ask_qty1": 6 }, "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": "2026-06-29T14:44:45", "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": 87.6258, "price_vs_vwap_pct": 2.1617, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7116, "prev_amount_yi": 1.1766, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4547, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 89.97, "high": 89.97, "low": 89.88, "close": 89.88, "amount_yi": 0.5131 }, { "time": "14:43", "open": 89.91, "high": 89.91, "low": 89.9, "close": 89.9, "amount_yi": 0.367 }, { "time": "14:44", "open": 89.55, "high": 89.55, "low": 89.52, "close": 89.52, "amount_yi": 0.2955 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.52, "ts": "2026-06-29T14:44:42", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.51, "ask1": 89.52, "bid_qty1": 30, "ask_qty1": 20 }, "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": "2026-06-29T14:44:45", "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": 46.3858, "price_vs_vwap_pct": -4.087, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3693, "prev_amount_yi": 0.2689, "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": "14:40", "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 }, { "time": "14:42", "open": 44.43, "high": 44.46, "low": 44.43, "close": 44.46, "amount_yi": 0.1135 }, { "time": "14:43", "open": 44.41, "high": 44.49, "low": 44.41, "close": 44.49, "amount_yi": 0.099 }, { "time": "14:44", "open": 44.49, "high": 44.49, "low": 44.49, "close": 44.49, "amount_yi": 0.0706 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.49, "ts": "2026-06-29T14:44:41", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.48, "ask1": 44.49, "bid_qty1": 1, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 107.1106, "price_vs_vwap_pct": -1.541, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.5931, "prev_amount_yi": 2.3648, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 104.96, "high": 104.96, "low": 104.76, "close": 104.76, "amount_yi": 1.0423 }, { "time": "14:43", "open": 104.81, "high": 104.81, "low": 104.31, "close": 104.31, "amount_yi": 1.0896 }, { "time": "14:44", "open": 105.49, "high": 105.49, "low": 105.46, "close": 105.46, "amount_yi": 0.8876 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.46, "ts": "2026-06-29T14:44:42", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 105.46, "ask1": 105.47, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-06-29T14:44:45", "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": 0.2756, "prev_amount_yi": 0.5979, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4609, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 61.02, "high": 61.03, "low": 61.02, "close": 61.03, "amount_yi": 0.0835 }, { "time": "14:43", "open": 61.2, "high": 61.5, "low": 61.2, "close": 61.5, "amount_yi": 0.0674 }, { "time": "14:44", "open": 61.86, "high": 61.98, "low": 61.86, "close": 61.98, "amount_yi": 0.0521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.98, "ts": "2026-06-29T14:44:43", "prev_close": 53.86, "open": 55.0, "high": 62.89, "low": 51.51, "bid1": 61.95, "ask1": 61.98, "bid_qty1": 51, "ask_qty1": 38 }, "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": "2026-06-29T14:44:45", "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": 3.4689, "prev_amount_yi": 3.068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 511.88, "high": 511.9, "low": 511.88, "close": 511.9, "amount_yi": 0.8369 }, { "time": "14:43", "open": 510.3, "high": 510.3, "low": 507.92, "close": 507.92, "amount_yi": 0.7749 }, { "time": "14:44", "open": 507.51, "high": 507.51, "low": 507.22, "close": 507.22, "amount_yi": 0.7137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 507.22, "ts": "2026-06-29T14:44:44", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 507.22, "ask1": 507.51, "bid_qty1": 3, "ask_qty1": 28 }, "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": "2026-06-29T14:44:45", "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": 202.4454, "price_vs_vwap_pct": 2.477, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0853, "prev_amount_yi": 0.056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0295 }, { "time": "14:43", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0089 }, { "time": "14:44", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 22287, "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": "2026-06-29T14:44:45", "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": 82.7014, "price_vs_vwap_pct": -2.3233, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1455, "prev_amount_yi": 0.1031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 80.73, "high": 80.73, "low": 80.53, "close": 80.53, "amount_yi": 0.048 }, { "time": "14:43", "open": 80.52, "high": 80.52, "low": 80.5, "close": 80.5, "amount_yi": 0.0153 }, { "time": "14:44", "open": 80.51, "high": 80.78, "low": 80.51, "close": 80.78, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.78, "ts": "2026-06-29T14:44:43", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.74, "ask1": 80.78, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-06-29T14:44:45", "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": 76.266, "price_vs_vwap_pct": 3.493, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2441, "prev_amount_yi": 0.2545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 79.0, "high": 79.0, "low": 79.0, "close": 79.0, "amount_yi": 0.0923 }, { "time": "14:43", "open": 79.0, "high": 79.0, "low": 78.98, "close": 78.98, "amount_yi": 0.0507 }, { "time": "14:44", "open": 78.95, "high": 78.95, "low": 78.93, "close": 78.93, "amount_yi": 0.0447 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.93, "ts": "2026-06-29T14:44:42", "prev_close": 76.0, "open": 75.99, "high": 79.43, "low": 71.1, "bid1": 78.93, "ask1": 78.94, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:44:45", "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": 34.4197, "price_vs_vwap_pct": 1.192, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3692, "prev_amount_yi": 0.1858, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 34.79, "high": 34.82, "low": 34.79, "close": 34.82, "amount_yi": 0.0631 }, { "time": "14:43", "open": 34.84, "high": 34.87, "low": 34.84, "close": 34.87, "amount_yi": 0.0486 }, { "time": "14:44", "open": 34.86, "high": 34.86, "low": 34.83, "close": 34.83, "amount_yi": 0.1652 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.83, "ts": "2026-06-29T14:44:43", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.81, "ask1": 34.83, "bid_qty1": 144, "ask_qty1": 105 }, "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": "2026-06-29T14:44:45", "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": 16.9102, "price_vs_vwap_pct": -5.2643, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.055, "prev_amount_yi": 0.0384, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0092 }, { "time": "14:43", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0086 }, { "time": "14:44", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 17880 }, "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": "2026-06-29T14:44:45", "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": 12.4726, "price_vs_vwap_pct": 0.9413, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1127, "prev_amount_yi": 0.113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0283 }, { "time": "14:43", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0281 }, { "time": "14:44", "open": 12.59, "high": 12.59, "low": 12.59, "close": 12.59, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 12.59, "ts": "2026-06-29T14:44:42", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.58, "ask1": 12.59, "bid_qty1": 1161, "ask_qty1": 325 }, "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": "2026-06-29T14:44:45", "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": 28.4292, "price_vs_vwap_pct": 0.9174, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.395, "prev_amount_yi": 0.2545, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5521, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 28.73, "high": 28.73, "low": 28.73, "close": 28.73, "amount_yi": 0.0989 }, { "time": "14:43", "open": 28.74, "high": 28.74, "low": 28.72, "close": 28.72, "amount_yi": 0.0824 }, { "time": "14:44", "open": 28.72, "high": 28.72, "low": 28.69, "close": 28.69, "amount_yi": 0.0771 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.69, "ts": "2026-06-29T14:44:42", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.68, "ask1": 28.69, "bid_qty1": 142, "ask_qty1": 50 }, "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": "2026-06-29T14:44:45", "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": 84.741, "price_vs_vwap_pct": -1.0986, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2388, "prev_amount_yi": 0.2311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 83.86, "high": 83.86, "low": 83.83, "close": 83.83, "amount_yi": 0.0361 }, { "time": "14:43", "open": 83.83, "high": 83.83, "low": 83.82, "close": 83.82, "amount_yi": 0.0402 }, { "time": "14:44", "open": 83.8, "high": 83.81, "low": 83.8, "close": 83.81, "amount_yi": 0.0643 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.81, "ts": "2026-06-29T14:44:42", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 83.8, "ask1": 83.81, "bid_qty1": 42, "ask_qty1": 183 }, "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": "2026-06-29T14:44:45", "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": 7.819, "price_vs_vwap_pct": -1.6498, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.019, "prev_amount_yi": 3.3254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2086, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 1.0464 }, { "time": "14:43", "open": 7.71, "high": 7.71, "low": 7.7, "close": 7.7, "amount_yi": 0.818 }, { "time": "14:44", "open": 7.7, "high": 7.7, "low": 7.69, "close": 7.69, "amount_yi": 1.3982 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.69, "ts": "2026-06-29T14:44:42", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.69, "ask1": 7.7, "bid_qty1": 45269, "ask_qty1": 7529 }, "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": "2026-06-29T14:44:45", "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": 170.9875, "price_vs_vwap_pct": -4.9404, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8214, "prev_amount_yi": 0.418, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 163.15, "high": 163.15, "low": 162.7, "close": 162.7, "amount_yi": 0.1886 }, { "time": "14:43", "open": 162.55, "high": 162.55, "low": 162.5, "close": 162.5, "amount_yi": 0.2399 }, { "time": "14:44", "open": 162.5, "high": 162.54, "low": 162.5, "close": 162.54, "amount_yi": 0.1588 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 162.54, "ts": "2026-06-29T14:44:41", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 162.54, "ask1": 162.55, "bid_qty1": 6, "ask_qty1": 174 }, "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": "2026-06-29T14:44:45", "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": 3.5988, "intraday_vwap": 16.7288, "price_vs_vwap_pct": 1.3223, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.048, "prev_amount_yi": 0.0288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 16.98, "high": 16.98, "low": 16.96, "close": 16.96, "amount_yi": 0.0193 }, { "time": "14:43", "open": 16.98, "high": 16.98, "low": 16.97, "close": 16.97, "amount_yi": 0.0068 }, { "time": "14:44", "open": 16.98, "high": 16.98, "low": 16.95, "close": 16.95, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 16.95, "ts": "2026-06-29T14:44:42", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 16.94, "ask1": 16.95, "bid_qty1": 60, "ask_qty1": 135 }, "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": "2026-06-29T14:44:45", "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": 20.2213, "price_vs_vwap_pct": -2.2813, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1053, "prev_amount_yi": 0.103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0223, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 19.73, "high": 19.74, "low": 19.73, "close": 19.74, "amount_yi": 0.0217 }, { "time": "14:43", "open": 19.73, "high": 19.74, "low": 19.73, "close": 19.74, "amount_yi": 0.029 }, { "time": "14:44", "open": 19.75, "high": 19.76, "low": 19.75, "close": 19.76, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.75, "ask1": 19.76, "bid_qty1": 10, "ask_qty1": 3 }, "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": "2026-06-29T14:44:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3386, "prev_amount_yi": 0.4448, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7612, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 517.9, "high": 517.9, "low": 517.86, "close": 517.86, "amount_yi": 0.0895 }, { "time": "14:43", "open": 517.0, "high": 517.01, "low": 517.0, "close": 517.01, "amount_yi": 0.0681 }, { "time": "14:44", "open": 517.02, "high": 517.02, "low": 516.0, "close": 516.0, "amount_yi": 0.073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 516.0, "ts": "2026-06-29T14:44:41", "prev_close": 469.1, "open": 470.5, "high": 518.0, "low": 470.5, "bid1": 516.01, "ask1": 517.3, "bid_qty1": 21, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600857:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600857:VWAP_RECLAIM", "symbol": "SHSE.600857", "name": "宁波中百", "side": "BUY", "priority": "W58", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 19.1, "exec_low": 19.39, "exec_high": 19.39, "invalid_price": 18.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 18.6009, "price_vs_vwap_pct": 5.6938, "energy_floor_hint_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": 0.0044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5455, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:43", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0013 }, { "time": "14:44", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:35", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 30855, "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": "2026-06-29T14:44:45", "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": 9.7021, "price_vs_vwap_pct": -0.8462, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0471, "prev_amount_yi": 0.0336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 9.62, "high": 9.62, "low": 9.61, "close": 9.61, "amount_yi": 0.0098 }, { "time": "14:43", "open": 9.61, "high": 9.61, "low": 9.6, "close": 9.6, "amount_yi": 0.0104 }, { "time": "14:44", "open": 9.61, "high": 9.62, "low": 9.61, "close": 9.62, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.62, "ts": "2026-06-29T14:44:42", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.61, "ask1": 9.62, "bid_qty1": 38, "ask_qty1": 132 }, "previous_state": "CANCELLED", "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": "2026-06-29T14:44:45", "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": 47.8893, "price_vs_vwap_pct": 0.4609, "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": 1.0014, "prev_amount_yi": 1.1232, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8916, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 48.31, "high": 48.31, "low": 48.08, "close": 48.08, "amount_yi": 0.2509 }, { "time": "14:43", "open": 48.1, "high": 48.1, "low": 48.03, "close": 48.03, "amount_yi": 0.2403 }, { "time": "14:44", "open": 48.08, "high": 48.11, "low": 48.08, "close": 48.11, "amount_yi": 0.1654 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.11, "ts": "2026-06-29T14:44:43", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 48.1, "ask1": 48.11, "bid_qty1": 28, "ask_qty1": 59 }, "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": "2026-06-29T14:44:45", "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": 47.2398, "price_vs_vwap_pct": 3.2392, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1416, "prev_amount_yi": 0.1478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 48.77, "high": 48.8, "low": 48.77, "close": 48.8, "amount_yi": 0.0214 }, { "time": "14:43", "open": 48.8, "high": 48.8, "low": 48.78, "close": 48.78, "amount_yi": 0.0416 }, { "time": "14:44", "open": 48.78, "high": 48.78, "low": 48.77, "close": 48.77, "amount_yi": 0.03 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.77, "ts": "2026-06-29T14:44:42", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.77, "ask1": 48.78, "bid_qty1": 16, "ask_qty1": 55 }, "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": "2026-06-29T14:44:45", "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": 50.7724, "price_vs_vwap_pct": -2.2894, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0172, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0175, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0017 }, { "time": "14:43", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0052 }, { "time": "14:44", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 13075 }, "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": "2026-06-29T14:44:45", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3255, "prev_amount_yi": 0.2411, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3501, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 138.87, "high": 139.57, "low": 138.87, "close": 139.57, "amount_yi": 0.1451 }, { "time": "14:43", "open": 138.97, "high": 138.99, "low": 138.97, "close": 138.99, "amount_yi": 0.0511 }, { "time": "14:44", "open": 138.97, "high": 139.17, "low": 138.97, "close": 139.17, "amount_yi": 0.0614 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 139.17, "ts": "2026-06-29T14:44:43", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 139.02, "ask1": 139.1, "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.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": "2026-06-29T14:44:45", "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": 29.7582, "price_vs_vwap_pct": -1.3381, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2992, "prev_amount_yi": 0.2774, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 29.35, "high": 29.35, "low": 29.35, "close": 29.35, "amount_yi": 0.047 }, { "time": "14:43", "open": 29.33, "high": 29.35, "low": 29.33, "close": 29.35, "amount_yi": 0.0637 }, { "time": "14:44", "open": 29.34, "high": 29.36, "low": 29.34, "close": 29.36, "amount_yi": 0.0779 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.35, "ask1": 29.36, "bid_qty1": 90, "ask_qty1": 91 }, "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": "2026-06-29T14:44:45", "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": 0.4552, "prev_amount_yi": 0.3426, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 706.0, "high": 706.0, "low": 703.55, "close": 703.55, "amount_yi": 0.0853 }, { "time": "14:43", "open": 701.05, "high": 701.05, "low": 701.05, "close": 701.05, "amount_yi": 0.0547 }, { "time": "14:44", "open": 699.99, "high": 699.99, "low": 699.99, "close": 699.99, "amount_yi": 0.0355 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 699.99, "ts": "2026-06-29T14:44:41", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 698.1, "ask1": 699.99, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603156:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603156:VWAP_RECLAIM", "symbol": "SHSE.603156", "name": "养元饮品", "side": "BUY", "priority": "W66", "status": "TOUCHED", "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": "2026-06-29T14:44:45", "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": 49.94, "max_chase_pct": 1.5, "base_exec_high": 49.22, "dynamic_exec_high": null, "entry_zone_low": 47.76, "entry_zone_high": 49.22, "entry_risk_pct": null, "intraday_vwap": 47.5706, "price_vs_vwap_pct": 3.6985, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5843, "prev_amount_yi": 0.1955, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9887, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 48.68, "high": 48.74, "low": 48.68, "close": 48.74, "amount_yi": 0.0742 }, { "time": "14:43", "open": 49.16, "high": 49.28, "low": 49.16, "close": 49.28, "amount_yi": 0.3039 }, { "time": "14:44", "open": 49.2, "high": 49.33, "low": 49.2, "close": 49.33, "amount_yi": 0.0849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.33, "ts": "2026-06-29T14:44:41", "prev_close": 46.69, "open": 47.0, "high": 49.36, "low": 46.2, "bid1": 49.3, "ask1": 49.33, "bid_qty1": 6, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-29T14:44:45", "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": 22.422, "price_vs_vwap_pct": -0.7225, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1242, "prev_amount_yi": 0.1125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 22.26, "high": 22.26, "low": 22.25, "close": 22.25, "amount_yi": 0.0318 }, { "time": "14:43", "open": 22.23, "high": 22.24, "low": 22.23, "close": 22.24, "amount_yi": 0.0429 }, { "time": "14:44", "open": 22.25, "high": 22.26, "low": 22.25, "close": 22.26, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.26, "ts": "2026-06-29T14:44:42", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.26, "ask1": 22.28, "bid_qty1": 16, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600497:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600497:VWAP_RECLAIM", "symbol": "SHSE.600497", "name": "驰宏锌锗", "side": "BUY", "priority": "W68", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.22, "exec_low": 13.42, "exec_high": 13.42, "invalid_price": 12.82, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 12.803, "price_vs_vwap_pct": -2.2885, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7072, "prev_amount_yi": 0.5833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 12.55, "high": 12.55, "low": 12.55, "close": 12.55, "amount_yi": 0.145 }, { "time": "14:43", "open": 12.52, "high": 12.52, "low": 12.51, "close": 12.51, "amount_yi": 0.2447 }, { "time": "14:44", "open": 12.5, "high": 12.51, "low": 12.5, "close": 12.51, "amount_yi": 0.0889 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.51, "ts": "2026-06-29T14:44:41", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.5, "ask1": 12.51, "bid_qty1": 7542, "ask_qty1": 25 }, "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": "2026-06-29T14:44:45", "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": 160.3201, "price_vs_vwap_pct": 4.6344, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0289, "prev_amount_yi": 0.0216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0062 }, { "time": "14:43", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0015 }, { "time": "14:44", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 17821, "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": "2026-06-29T14:44:45", "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": 18.9087, "price_vs_vwap_pct": -2.5845, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4807, "prev_amount_yi": 0.4343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 18.41, "high": 18.41, "low": 18.37, "close": 18.37, "amount_yi": 0.137 }, { "time": "14:43", "open": 18.38, "high": 18.4, "low": 18.38, "close": 18.4, "amount_yi": 0.1025 }, { "time": "14:44", "open": 18.39, "high": 18.42, "low": 18.39, "close": 18.42, "amount_yi": 0.0897 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.42, "ts": "2026-06-29T14:44:41", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.41, "ask1": 18.42, "bid_qty1": 14, "ask_qty1": 1 }, "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": "2026-06-29T14:44:45", "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": 129.0294, "price_vs_vwap_pct": -3.3089, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1004, "prev_amount_yi": 0.0563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 124.94, "high": 124.94, "low": 124.76, "close": 124.76, "amount_yi": 0.0543 }, { "time": "14:43", "open": 124.78, "high": 124.8, "low": 124.78, "close": 124.8, "amount_yi": 0.0094 }, { "time": "14:44", "open": 124.8, "high": 124.8, "low": 124.76, "close": 124.76, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 124.76, "ts": "2026-06-29T14:44:42", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 124.76, "ask1": 124.77, "bid_qty1": 24, "ask_qty1": 6 }, "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": "2026-06-29T14:44:45", "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": 0.2826, "prev_amount_yi": 0.2696, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 104.55, "high": 104.59, "low": 104.55, "close": 104.59, "amount_yi": 0.0539 }, { "time": "14:43", "open": 104.45, "high": 104.45, "low": 104.27, "close": 104.27, "amount_yi": 0.0498 }, { "time": "14:44", "open": 104.18, "high": 104.18, "low": 104.18, "close": 104.18, "amount_yi": 0.0605 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.18, "ts": "2026-06-29T14:44:43", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.24, "ask1": 104.44, "bid_qty1": 10, "ask_qty1": 24 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600460:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600460:VWAP_RECLAIM", "symbol": "SHSE.600460", "name": "士兰微", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 53.8, "exec_low": 54.61, "exec_high": 54.61, "invalid_price": 52.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 55.41, "max_chase_pct": 1.5, "base_exec_high": 54.61, "dynamic_exec_high": null, "entry_zone_low": 52.99, "entry_zone_high": 54.61, "entry_risk_pct": null, "intraday_vwap": 53.0658, "price_vs_vwap_pct": -1.8012, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2307, "prev_amount_yi": 1.0298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 52.29, "high": 52.29, "low": 52.13, "close": 52.13, "amount_yi": 0.5699 }, { "time": "14:43", "open": 52.17, "high": 52.17, "low": 51.92, "close": 51.92, "amount_yi": 0.5801 }, { "time": "14:44", "open": 51.89, "high": 52.11, "low": 51.89, "close": 52.11, "amount_yi": 0.4095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.11, "ts": "2026-06-29T14:44:43", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.1, "ask1": 52.11, "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.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": "2026-06-29T14:44:45", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": 3.1876, "intraday_vwap": 10.8202, "price_vs_vwap_pct": 1.4769, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0502, "prev_amount_yi": 0.1206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0073 }, { "time": "14:43", "open": 10.99, "high": 10.99, "low": 10.99, "close": 10.99, "amount_yi": 0.008 }, { "time": "14:44", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.98, "ts": "2026-06-29T14:44:43", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.97, "ask1": 10.98, "bid_qty1": 273, "ask_qty1": 156 }, "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": "2026-06-29T14:44:45", "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": 7.4899, "price_vs_vwap_pct": 1.6035, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0445, "prev_amount_yi": 0.043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 7.6, "high": 7.61, "low": 7.6, "close": 7.61, "amount_yi": 0.0088 }, { "time": "14:43", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0081 }, { "time": "14:44", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 7.61, "ts": "2026-06-29T14:44:41", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 1531, "ask_qty1": 1579 }, "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": "2026-06-29T14:44:45", "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": 123.474, "price_vs_vwap_pct": 2.0134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6656, "prev_amount_yi": 1.5588, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 126.04, "high": 126.04, "low": 125.9, "close": 125.9, "amount_yi": 0.4348 }, { "time": "14:43", "open": 125.96, "high": 125.96, "low": 125.9, "close": 125.9, "amount_yi": 0.323 }, { "time": "14:44", "open": 125.87, "high": 125.96, "low": 125.87, "close": 125.96, "amount_yi": 0.4038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.96, "ts": "2026-06-29T14:44:43", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 125.96, "ask1": 125.97, "bid_qty1": 16, "ask_qty1": 9 }, "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": "2026-06-29T14:44:45", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2731, "prev_amount_yi": 0.2356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1592, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 137.0, "high": 137.0, "low": 136.57, "close": 136.57, "amount_yi": 0.0783 }, { "time": "14:43", "open": 136.37, "high": 136.37, "low": 136.35, "close": 136.35, "amount_yi": 0.0588 }, { "time": "14:44", "open": 136.54, "high": 136.64, "low": 136.54, "close": 136.64, "amount_yi": 0.0602 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 136.64, "ts": "2026-06-29T14:44:42", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 136.5, "ask1": 136.64, "bid_qty1": 11, "ask_qty1": 15 }, "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": "2026-06-29T14:44:45", "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": 11.8416, "price_vs_vwap_pct": -1.7025, "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": 0.5549, "prev_amount_yi": 1.0213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 11.67, "high": 11.67, "low": 11.66, "close": 11.66, "amount_yi": 0.1379 }, { "time": "14:43", "open": 11.64, "high": 11.64, "low": 11.63, "close": 11.63, "amount_yi": 0.0998 }, { "time": "14:44", "open": 11.62, "high": 11.64, "low": 11.62, "close": 11.64, "amount_yi": 0.1342 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.64, "ts": "2026-06-29T14:44:43", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.64, "ask1": 11.65, "bid_qty1": 21, "ask_qty1": 134 }, "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": "2026-06-29T14:44:45", "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": 21.9225, "price_vs_vwap_pct": -1.4711, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1995, "prev_amount_yi": 0.9208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3027, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 21.74, "high": 21.74, "low": 21.7, "close": 21.7, "amount_yi": 0.2377 }, { "time": "14:43", "open": 21.67, "high": 21.67, "low": 21.66, "close": 21.66, "amount_yi": 0.2153 }, { "time": "14:44", "open": 21.64, "high": 21.64, "low": 21.6, "close": 21.6, "amount_yi": 0.2927 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.6, "ts": "2026-06-29T14:44:42", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.59, "ask1": 21.6, "bid_qty1": 183, "ask_qty1": 428 }, "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": "2026-06-29T14:44:45", "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": 0.0683, "prev_amount_yi": 0.017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.0176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 61.8, "high": 61.95, "low": 61.8, "close": 61.95, "amount_yi": 0.0249 }, { "time": "14:43", "open": 61.96, "high": 61.96, "low": 61.88, "close": 61.88, "amount_yi": 0.0095 }, { "time": "14:44", "open": 61.51, "high": 61.51, "low": 61.5, "close": 61.5, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.5, "ts": "2026-06-29T14:44:44", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 61.43, "ask1": 61.5, "bid_qty1": 9, "ask_qty1": 25 }, "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": "2026-06-29T14:44:45", "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": 57.4538, "price_vs_vwap_pct": 2.4475, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1187, "prev_amount_yi": 0.2312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0172 }, { "time": "14:43", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0257 }, { "time": "14:44", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.05 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 92095, "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": "2026-06-29T14:44:45", "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": 26.6751, "price_vs_vwap_pct": 0.6932, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1039, "prev_amount_yi": 0.0766, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 26.93, "high": 26.93, "low": 26.91, "close": 26.91, "amount_yi": 0.0095 }, { "time": "14:43", "open": 26.92, "high": 26.92, "low": 26.87, "close": 26.87, "amount_yi": 0.0185 }, { "time": "14:44", "open": 26.81, "high": 26.86, "low": 26.81, "close": 26.86, "amount_yi": 0.0407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.86, "ts": "2026-06-29T14:44:42", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.85, "ask1": 26.86, "bid_qty1": 95, "ask_qty1": 6 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603713:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603713:VWAP_RECLAIM", "symbol": "SHSE.603713", "name": "密尔克卫", "side": "BUY", "priority": "W83", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.87, "exec_low": 79.04, "exec_high": 79.04, "invalid_price": 75.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 73.451, "price_vs_vwap_pct": -0.8727, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1093, "prev_amount_yi": 0.042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 72.97, "high": 73.01, "low": 72.97, "close": 73.01, "amount_yi": 0.0395 }, { "time": "14:43", "open": 73.06, "high": 73.06, "low": 72.93, "close": 72.93, "amount_yi": 0.0139 }, { "time": "14:44", "open": 72.81, "high": 72.81, "low": 72.81, "close": 72.81, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.81, "ts": "2026-06-29T14:44:43", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.81, "ask1": 72.82, "bid_qty1": 31, "ask_qty1": 51 }, "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": "2026-06-29T14:44:45", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 59.02, "max_chase_pct": 1.5, "base_exec_high": 58.16, "dynamic_exec_high": null, "entry_zone_low": 56.44, "entry_zone_high": 58.16, "entry_risk_pct": 3.6742, "intraday_vwap": 57.1299, "price_vs_vwap_pct": 0.9804, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0304, "prev_amount_yi": 0.027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:40", "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 }, { "time": "14:42", "open": 57.72, "high": 57.72, "low": 57.71, "close": 57.71, "amount_yi": 0.0082 }, { "time": "14:43", "open": 57.7, "high": 57.7, "low": 57.69, "close": 57.69, "amount_yi": 0.0054 }, { "time": "14:44", "open": 57.67, "high": 57.69, "low": 57.67, "close": 57.69, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.69, "ts": "2026-06-29T14:44:44", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.69, "ask1": 57.7, "bid_qty1": 5, "ask_qty1": 5 }, "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": "2026-06-29T14:44:45", "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": 4.9125, "price_vs_vwap_pct": 0.9669, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0684, "prev_amount_yi": 0.0812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0118 }, { "time": "14:43", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0215 }, { "time": "14:44", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": "2026-06-29T14:44:43", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 360, "ask_qty1": 34662 }, "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": "2026-06-29T14:44:45", "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": 15.971, "price_vs_vwap_pct": -0.3193, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1121, "prev_amount_yi": 0.0679, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.651, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 15.93, "high": 15.93, "low": 15.93, "close": 15.93, "amount_yi": 0.0233 }, { "time": "14:43", "open": 15.93, "high": 15.93, "low": 15.92, "close": 15.92, "amount_yi": 0.0175 }, { "time": "14:44", "open": 15.91, "high": 15.92, "low": 15.91, "close": 15.92, "amount_yi": 0.0324 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.92, "ts": "2026-06-29T14:44:44", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.91, "ask1": 15.92, "bid_qty1": 107, "ask_qty1": 6 }, "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": "2026-06-29T14:44:45", "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": 2.9317, "price_vs_vwap_pct": -0.7402, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1, "prev_amount_yi": 0.0832, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 2.92, "high": 2.92, "low": 2.9, "close": 2.9, "amount_yi": 0.0349 }, { "time": "14:43", "open": 2.91, "high": 2.91, "low": 2.9, "close": 2.9, "amount_yi": 0.0137 }, { "time": "14:44", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.9, "ask1": 2.91, "bid_qty1": 54665, "ask_qty1": 21407 }, "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": "2026-06-29T14:44:45", "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": 192.8697, "price_vs_vwap_pct": 1.6075, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1624, "prev_amount_yi": 0.2123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 196.27, "high": 196.27, "low": 196.18, "close": 196.18, "amount_yi": 0.0277 }, { "time": "14:43", "open": 196.0, "high": 196.0, "low": 195.95, "close": 195.95, "amount_yi": 0.0237 }, { "time": "14:44", "open": 195.97, "high": 195.97, "low": 195.97, "close": 195.97, "amount_yi": 0.0543 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 195.97, "ts": "2026-06-29T14:44:42", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 195.97, "ask1": 195.98, "bid_qty1": 11, "ask_qty1": 17 }, "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": "2026-06-29T14:44:45", "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": 21.3509, "price_vs_vwap_pct": -2.1587, "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": 0.9731, "prev_amount_yi": 0.9775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 20.92, "high": 20.92, "low": 20.87, "close": 20.87, "amount_yi": 0.2365 }, { "time": "14:43", "open": 20.82, "high": 20.82, "low": 20.81, "close": 20.81, "amount_yi": 0.2771 }, { "time": "14:44", "open": 20.84, "high": 20.89, "low": 20.84, "close": 20.89, "amount_yi": 0.1721 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.89, "ts": "2026-06-29T14:44:43", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.89, "ask1": 20.9, "bid_qty1": 6, "ask_qty1": 810 }, "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": "2026-06-29T14:44:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6016, "prev_amount_yi": 1.2749, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 442.0, "high": 442.09, "low": 442.0, "close": 442.09, "amount_yi": 0.1509 }, { "time": "14:43", "open": 442.0, "high": 442.0, "low": 442.0, "close": 442.0, "amount_yi": 0.1308 }, { "time": "14:44", "open": 442.8, "high": 442.8, "low": 441.1, "close": 441.1, "amount_yi": 0.1048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 441.1, "ts": "2026-06-29T14:44:41", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 441.1, "ask1": 441.26, "bid_qty1": 18, "ask_qty1": 1 }, "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": "2026-06-29T14:44:45", "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": 3.0956, "intraday_vwap": 17.9188, "price_vs_vwap_pct": 0.9554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0457, "prev_amount_yi": 0.0722, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.633, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 18.07, "high": 18.07, "low": 18.06, "close": 18.06, "amount_yi": 0.008 }, { "time": "14:43", "open": 18.08, "high": 18.09, "low": 18.08, "close": 18.09, "amount_yi": 0.0184 }, { "time": "14:44", "open": 18.09, "high": 18.09, "low": 18.09, "close": 18.09, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 18.09, "ts": "2026-06-29T14:44:42", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 115, "ask_qty1": 30 }, "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": "2026-06-29T14:44:45", "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": 5.8851, "price_vs_vwap_pct": 0.7629, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0247, "prev_amount_yi": 0.029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8517, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0064 }, { "time": "14:43", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0061 }, { "time": "14:44", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 2046, "ask_qty1": 1759 }, "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": "2026-06-29T14:44:45", "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": 8.7779, "price_vs_vwap_pct": 1.1631, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0633, "prev_amount_yi": 0.19, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 8.89, "high": 8.89, "low": 8.88, "close": 8.88, "amount_yi": 0.0128 }, { "time": "14:43", "open": 8.88, "high": 8.89, "low": 8.88, "close": 8.89, "amount_yi": 0.015 }, { "time": "14:44", "open": 8.89, "high": 8.89, "low": 8.88, "close": 8.88, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.88, "ts": "2026-06-29T14:44:43", "prev_close": 8.89, "open": 8.89, "high": 8.91, "low": 8.61, "bid1": 8.88, "ask1": 8.89, "bid_qty1": 384, "ask_qty1": 799 }, "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": "2026-06-29T14:44:45", "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": 7.7999, "price_vs_vwap_pct": 0.6423, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0407, "prev_amount_yi": 0.0267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0116 }, { "time": "14:43", "open": 7.84, "high": 7.85, "low": 7.84, "close": 7.85, "amount_yi": 0.006 }, { "time": "14:44", "open": 7.84, "high": 7.85, "low": 7.84, "close": 7.85, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.85, "ts": "2026-06-29T14:44:42", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.84, "ask1": 7.85, "bid_qty1": 248, "ask_qty1": 856 }, "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": "2026-06-29T14:44:45", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2592, "prev_amount_yi": 0.2027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 142.11, "high": 142.11, "low": 142.02, "close": 142.02, "amount_yi": 0.0592 }, { "time": "14:43", "open": 141.89, "high": 141.89, "low": 141.78, "close": 141.78, "amount_yi": 0.0355 }, { "time": "14:44", "open": 141.94, "high": 141.94, "low": 141.76, "close": 141.76, "amount_yi": 0.0905 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 141.76, "ts": "2026-06-29T14:44:41", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 141.88, "ask1": 142.0, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-29T14:44:45", "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": 52.8182, "price_vs_vwap_pct": -2.5147, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4483, "prev_amount_yi": 0.8709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 51.57, "high": 51.57, "low": 51.54, "close": 51.54, "amount_yi": 0.2711 }, { "time": "14:43", "open": 51.52, "high": 51.52, "low": 51.51, "close": 51.51, "amount_yi": 0.3454 }, { "time": "14:44", "open": 51.49, "high": 51.49, "low": 51.49, "close": 51.49, "amount_yi": 0.4245 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.49, "ts": "2026-06-29T14:44:42", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.48, "ask1": 51.49, "bid_qty1": 111, "ask_qty1": 49 }, "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": "2026-06-29T14:44:45", "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": 9.7486, "price_vs_vwap_pct": 0.6298, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1228, "prev_amount_yi": 0.1152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.066, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 9.81, "high": 9.81, "low": 9.8, "close": 9.8, "amount_yi": 0.0155 }, { "time": "14:43", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0244 }, { "time": "14:44", "open": 9.8, "high": 9.81, "low": 9.8, "close": 9.81, "amount_yi": 0.0348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.81, "ts": "2026-06-29T14:44:42", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.8, "ask1": 9.81, "bid_qty1": 582, "ask_qty1": 1815 }, "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": "2026-06-29T14:44:45", "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": 3.1846, "intraday_vwap": 42.1939, "price_vs_vwap_pct": 1.9579, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0174, "prev_amount_yi": 0.0108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 43.03, "high": 43.03, "low": 43.01, "close": 43.01, "amount_yi": 0.0026 }, { "time": "14:43", "open": 43.01, "high": 43.02, "low": 43.01, "close": 43.02, "amount_yi": 0.0023 }, { "time": "14:44", "open": 43.01, "high": 43.02, "low": 43.01, "close": 43.02, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": "2026-06-29T14:44:42", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.0, "ask1": 43.02, "bid_qty1": 79, "ask_qty1": 88 }, "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": "2026-06-29T14:44:45", "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": 4.6891, "price_vs_vwap_pct": 0.659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1106, "prev_amount_yi": 0.0332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.3313, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 4.73, "high": 4.73, "low": 4.72, "close": 4.72, "amount_yi": 0.0042 }, { "time": "14:43", "open": 4.73, "high": 4.73, "low": 4.72, "close": 4.72, "amount_yi": 0.0109 }, { "time": "14:44", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 9708, "ask_qty1": 8336 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.59, "max_chase_pct": 1.5, "base_exec_high": 11.42, "dynamic_exec_high": null, "entry_zone_low": 11.08, "entry_zone_high": 11.42, "entry_risk_pct": null, "intraday_vwap": 11.0198, "price_vs_vwap_pct": 1.0908, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2338, "prev_amount_yi": 0.3486, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 11.14, "high": 11.14, "low": 11.13, "close": 11.13, "amount_yi": 0.0844 }, { "time": "14:43", "open": 11.14, "high": 11.14, "low": 11.13, "close": 11.13, "amount_yi": 0.0427 }, { "time": "14:44", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0389 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.14, "ts": "2026-06-29T14:44:42", "prev_close": 11.09, "open": 11.07, "high": 11.15, "low": 10.79, "bid1": 11.13, "ask1": 11.14, "bid_qty1": 668, "ask_qty1": 2156 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM", "symbol": "SZSE.300832", "name": "新产业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 3.6772, "intraday_vwap": 43.4624, "price_vs_vwap_pct": -0.5117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0719, "prev_amount_yi": 0.1344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 43.27, "high": 43.27, "low": 43.24, "close": 43.24, "amount_yi": 0.0173 }, { "time": "14:43", "open": 43.24, "high": 43.24, "low": 43.22, "close": 43.22, "amount_yi": 0.0156 }, { "time": "14:44", "open": 43.2, "high": 43.24, "low": 43.2, "close": 43.24, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 43.24, "ts": "2026-06-29T14:44:42", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.23, "ask1": 43.24, "bid_qty1": 2, "ask_qty1": 7 }, "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": "2026-06-29T14:44:45", "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": 6.2937, "price_vs_vwap_pct": 1.3712, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0528, "prev_amount_yi": 0.0506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.007 }, { "time": "14:43", "open": 6.37, "high": 6.38, "low": 6.37, "close": 6.38, "amount_yi": 0.0106 }, { "time": "14:44", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.37, "ask1": 6.38, "bid_qty1": 3040, "ask_qty1": 134 }, "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": "2026-06-29T14:44:45", "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": 5.8962, "price_vs_vwap_pct": 0.9125, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0188, "prev_amount_yi": 0.0261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.004 }, { "time": "14:43", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0045 }, { "time": "14:44", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.95, "ts": "2026-06-29T14:44:42", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.94, "ask1": 5.95, "bid_qty1": 629, "ask_qty1": 240 }, "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": "2026-06-29T14:44:45", "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": 5.7446, "price_vs_vwap_pct": 0.7903, "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": 0.3786, "prev_amount_yi": 0.3881, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0843 }, { "time": "14:43", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0816 }, { "time": "14:44", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:43", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 9427, "ask_qty1": 7284 }, "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": "2026-06-29T14:44:45", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4101, "prev_amount_yi": 0.4342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 118.0, "high": 118.06, "low": 118.0, "close": 118.06, "amount_yi": 0.1339 }, { "time": "14:43", "open": 118.12, "high": 118.12, "low": 118.01, "close": 118.01, "amount_yi": 0.095 }, { "time": "14:44", "open": 117.85, "high": 117.98, "low": 117.85, "close": 117.98, "amount_yi": 0.0499 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.98, "ts": "2026-06-29T14:44:42", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.98, "ask1": 117.99, "bid_qty1": 37, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601398:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601398:VWAP_RECLAIM", "symbol": "SHSE.601398", "name": "工商银行", "side": "BUY", "priority": "W106", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.25, "exec_low": 7.36, "exec_high": 7.36, "invalid_price": 7.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 7.1722, "price_vs_vwap_pct": 0.6665, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4054, "prev_amount_yi": 0.2132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0384 }, { "time": "14:43", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0442 }, { "time": "14:44", "open": 7.21, "high": 7.22, "low": 7.21, "close": 7.22, "amount_yi": 0.0915 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.22, "ts": "2026-06-29T14:44:44", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 27204, "ask_qty1": 6999 }, "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": "2026-06-29T14:44:45", "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": 36.18, "price_vs_vwap_pct": 0.8568, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5542, "prev_amount_yi": 0.4632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 36.48, "high": 36.48, "low": 36.48, "close": 36.48, "amount_yi": 0.0959 }, { "time": "14:43", "open": 36.47, "high": 36.47, "low": 36.47, "close": 36.47, "amount_yi": 0.1186 }, { "time": "14:44", "open": 36.49, "high": 36.49, "low": 36.49, "close": 36.49, "amount_yi": 0.1172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": "2026-06-29T14:44:43", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.48, "ask1": 36.49, "bid_qty1": 830, "ask_qty1": 12 }, "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": "2026-06-29T14:44:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2009, "prev_amount_yi": 0.152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 112.9, "high": 112.9, "low": 112.79, "close": 112.79, "amount_yi": 0.0538 }, { "time": "14:43", "open": 112.93, "high": 113.37, "low": 112.93, "close": 113.37, "amount_yi": 0.0629 }, { "time": "14:44", "open": 113.61, "high": 113.61, "low": 113.41, "close": 113.41, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 113.41, "ts": "2026-06-29T14:44:44", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 113.41, "ask1": 113.42, "bid_qty1": 4, "ask_qty1": 6 }, "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": "2026-06-29T14:44:45", "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": 8.4625, "price_vs_vwap_pct": -3.2201, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.075, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 8.19, "high": 8.21, "low": 8.19, "close": 8.21, "amount_yi": 0.0253 }, { "time": "14:43", "open": 8.21, "high": 8.21, "low": 8.21, "close": 8.21, "amount_yi": 0.0099 }, { "time": "14:44", "open": 8.19, "high": 8.19, "low": 8.19, "close": 8.19, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.19, "ts": "2026-06-29T14:44:42", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.2, "ask1": 8.21, "bid_qty1": 14, "ask_qty1": 46 }, "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": "2026-06-29T14:44:45", "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": 794.6732, "price_vs_vwap_pct": 5.9064, "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": 10.5826, "prev_amount_yi": 11.5193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 844.01, "high": 844.01, "low": 840.0, "close": 840.0, "amount_yi": 2.788 }, { "time": "14:43", "open": 833.08, "high": 840.17, "low": 833.08, "close": 840.17, "amount_yi": 2.2429 }, { "time": "14:44", "open": 840.51, "high": 841.61, "low": 840.51, "close": 841.61, "amount_yi": 1.8019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 841.61, "ts": "2026-06-29T14:44:44", "prev_close": 770.0, "open": 779.0, "high": 846.66, "low": 750.0, "bid1": 841.56, "ask1": 841.61, "bid_qty1": 1, "ask_qty1": 6 }, "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": "2026-06-29T14:44:45", "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": 20.2868, "price_vs_vwap_pct": 0.5087, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1686, "prev_amount_yi": 0.1144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0245 }, { "time": "14:43", "open": 20.41, "high": 20.41, "low": 20.39, "close": 20.39, "amount_yi": 0.0649 }, { "time": "14:44", "open": 20.39, "high": 20.39, "low": 20.39, "close": 20.39, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.39, "ts": "2026-06-29T14:44:44", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.39, "ask1": 20.4, "bid_qty1": 351, "ask_qty1": 440 }, "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": "2026-06-29T14:44:45", "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": 48.8087, "price_vs_vwap_pct": -0.8783, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0945, "prev_amount_yi": 0.0661, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4297, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 48.27, "high": 48.27, "low": 48.06, "close": 48.06, "amount_yi": 0.0088 }, { "time": "14:43", "open": 48.02, "high": 48.04, "low": 48.02, "close": 48.04, "amount_yi": 0.0288 }, { "time": "14:44", "open": 48.13, "high": 48.38, "low": 48.13, "close": 48.38, "amount_yi": 0.0371 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.38, "ts": "2026-06-29T14:44:43", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.38, "ask1": 48.73, "bid_qty1": 9, "ask_qty1": 1 }, "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": "2026-06-29T14:44:45", "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": 3.7613, "intraday_vwap": 22.7676, "price_vs_vwap_pct": 1.5478, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0208, "prev_amount_yi": 0.0188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 23.11, "high": 23.13, "low": 23.11, "close": 23.13, "amount_yi": 0.0058 }, { "time": "14:43", "open": 23.13, "high": 23.14, "low": 23.13, "close": 23.14, "amount_yi": 0.0055 }, { "time": "14:44", "open": 23.13, "high": 23.13, "low": 23.12, "close": 23.12, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.06, "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": 23.12, "ts": "2026-06-29T14:44:41", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.12, "ask1": 23.13, "bid_qty1": 7, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603014:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603014:VWAP_RECLAIM", "symbol": "SHSE.603014", "name": "威高血净", "side": "BUY", "priority": "W114", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 32.98, "exec_low": 33.47, "exec_high": 33.47, "invalid_price": 31.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 33.6533, "price_vs_vwap_pct": 1.1491, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0213, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 34.11, "high": 34.11, "low": 34.1, "close": 34.1, "amount_yi": 0.003 }, { "time": "14:43", "open": 34.12, "high": 34.12, "low": 34.09, "close": 34.09, "amount_yi": 0.0038 }, { "time": "14:44", "open": 34.08, "high": 34.08, "low": 34.04, "close": 34.04, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.04, "ts": "2026-06-29T14:44:43", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.03, "ask1": 34.04, "bid_qty1": 14, "ask_qty1": 11 }, "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": "NEAR_TRIGGER", "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": "2026-06-29T14:44:45", "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": 6.5, "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": 6.1644, "price_vs_vwap_pct": 1.3886, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.187, "prev_amount_yi": 0.2168, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0615 }, { "time": "14:43", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0319 }, { "time": "14:44", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.25, "ts": "2026-06-29T14:44:42", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.24, "ask1": 6.25, "bid_qty1": 12644, "ask_qty1": 26884 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM", "symbol": "SHSE.603899", "name": "晨光股份", "side": "BUY", "priority": "W116", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 20.9, "exec_low": 21.21, "exec_high": 21.21, "invalid_price": 20.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.53, "max_chase_pct": 1.5, "base_exec_high": 21.21, "dynamic_exec_high": null, "entry_zone_low": 20.59, "entry_zone_high": 21.21, "entry_risk_pct": null, "intraday_vwap": 20.485, "price_vs_vwap_pct": 1.9282, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0131, "prev_amount_yi": 0.0336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 20.92, "high": 20.92, "low": 20.9, "close": 20.9, "amount_yi": 0.0026 }, { "time": "14:43", "open": 20.92, "high": 20.92, "low": 20.89, "close": 20.89, "amount_yi": 0.0032 }, { "time": "14:44", "open": 20.9, "high": 20.9, "low": 20.88, "close": 20.88, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.88, "ts": "2026-06-29T14:44:43", "prev_close": 20.68, "open": 20.47, "high": 21.08, "low": 19.85, "bid1": 20.88, "ask1": 20.89, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM", "symbol": "SHSE.601166", "name": "兴业银行", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.07, "exec_low": 17.33, "exec_high": 17.33, "invalid_price": 16.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:44:45", "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": 16.7101, "price_vs_vwap_pct": 0.9569, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2404, "prev_amount_yi": 0.2549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9431, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 16.87, "high": 16.87, "low": 16.86, "close": 16.86, "amount_yi": 0.0427 }, { "time": "14:43", "open": 16.85, "high": 16.86, "low": 16.85, "close": 16.86, "amount_yi": 0.0591 }, { "time": "14:44", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:42", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.86, "ask1": 16.87, "bid_qty1": 621, "ask_qty1": 971 }, "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": "2026-06-29T14:44:45", "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": 4.9251, "price_vs_vwap_pct": 0.9117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0745, "prev_amount_yi": 0.1281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5816, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.02 }, { "time": "14:43", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.011 }, { "time": "14:44", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0179 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:44:41", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 18594, "ask_qty1": 16856 }, "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": "2026-06-29T14:44:45", "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": 22.7709, "price_vs_vwap_pct": 0.7426, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0192, "prev_amount_yi": 0.0338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:42", "open": 22.94, "high": 22.94, "low": 22.94, "close": 22.94, "amount_yi": 0.0045 }, { "time": "14:43", "open": 22.93, "high": 22.93, "low": 22.93, "close": 22.93, "amount_yi": 0.005 }, { "time": "14:44", "open": 22.94, "high": 22.94, "low": 22.94, "close": 22.94, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.13, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.94, "ts": "2026-06-29T14:44:41", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.93, "ask1": 22.94, "bid_qty1": 68, "ask_qty1": 9 }, "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": 540352.0, "total_value": 1084845.0, "unrealized_pnl": 93540.0, "unrealized_pnl_pct_of_initial": 9.354, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 84845.0, "total_pnl_pct": 8.484500000000006 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.75, "market_value": 241800.0, "unrealized_pnl": 49080.00000000001, "unrealized_pnl_pct": 25.46699875467, "updated_at": "2026-06-29T14:44:45", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.28889841405915 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 127.48, "market_value": 229464.0, "unrealized_pnl": 34091.99999999999, "unrealized_pnl_pct": 17.449788096554265, "updated_at": "2026-06-29T14:44:45", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.1517774428605 }, { "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": "2026-06-29T14:44:45", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.368467384741599 } ], "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 } }