{ "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": 0.8073, "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": 34.86313301826816, "above_vwap": true, "amount": 3287315445.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.556256962495361, "last": 61.7, "vwap": 56.573234004732434, "above_vwap": true, "amount": 2663268210.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.4137224782386, "last": 89.38, "vwap": 87.64288912035728, "above_vwap": true, "amount": 11468545313.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.880091795754446, "last": 39.35, "vwap": 37.613241507693616, "above_vwap": true, "amount": 10036354020.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.36452781922832, "last": 517.72, "vwap": 495.84872942185075, "above_vwap": true, "amount": 3049213828.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.226049515608171, "last": 102.4, "vwap": 100.35683150926724, "above_vwap": true, "amount": 4622445695.0 }, { "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": 18.601189203787982, "above_vwap": true, "amount": 323705335.0 }, { "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": 41.49762095304027, "above_vwap": true, "amount": 899149702.0 }, { "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": 202.4488036879986, "above_vwap": true, "amount": 8407557103.0 }, { "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": 160.33303974150022, "above_vwap": true, "amount": 1692026635.0 }, { "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": 57.456716754877604, "above_vwap": true, "amount": 13704530115.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.984214680347293, "last": 27.87, "vwap": 26.88646123357568, "above_vwap": true, "amount": 880496653.0 } ] }, "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": 0.8073, "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": 34.86313301826816, "above_vwap": true, "amount": 3287315445.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.556256962495361, "last": 61.7, "vwap": 56.573234004732434, "above_vwap": true, "amount": 2663268210.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.4137224782386, "last": 89.38, "vwap": 87.64288912035728, "above_vwap": true, "amount": 11468545313.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.880091795754446, "last": 39.35, "vwap": 37.613241507693616, "above_vwap": true, "amount": 10036354020.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.36452781922832, "last": 517.72, "vwap": 495.84872942185075, "above_vwap": true, "amount": 3049213828.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.226049515608171, "last": 102.4, "vwap": 100.35683150926724, "above_vwap": true, "amount": 4622445695.0 }, { "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": 18.601189203787982, "above_vwap": true, "amount": 323705335.0 }, { "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": 41.49762095304027, "above_vwap": true, "amount": 899149702.0 }, { "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": 202.4488036879986, "above_vwap": true, "amount": 8407557103.0 }, { "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": 160.33303974150022, "above_vwap": true, "amount": 1692026635.0 }, { "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": 57.456716754877604, "above_vwap": true, "amount": 13704530115.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.984214680347293, "last": 27.87, "vwap": 26.88646123357568, "above_vwap": true, "amount": 880496653.0 } ] }, "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": 0.8073, "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": 34.86313301826816, "above_vwap": true, "amount": 3287315445.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.556256962495361, "last": 61.7, "vwap": 56.573234004732434, "above_vwap": true, "amount": 2663268210.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.4137224782386, "last": 89.38, "vwap": 87.64288912035728, "above_vwap": true, "amount": 11468545313.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.880091795754446, "last": 39.35, "vwap": 37.613241507693616, "above_vwap": true, "amount": 10036354020.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.36452781922832, "last": 517.72, "vwap": 495.84872942185075, "above_vwap": true, "amount": 3049213828.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.226049515608171, "last": 102.4, "vwap": 100.35683150926724, "above_vwap": true, "amount": 4622445695.0 }, { "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": 18.601189203787982, "above_vwap": true, "amount": 323705335.0 }, { "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": 41.49762095304027, "above_vwap": true, "amount": 899149702.0 }, { "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": 202.4488036879986, "above_vwap": true, "amount": 8407557103.0 }, { "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": 160.33303974150022, "above_vwap": true, "amount": 1692026635.0 }, { "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": 57.456716754877604, "above_vwap": true, "amount": 13704530115.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.984214680347293, "last": 27.87, "vwap": 26.88646123357568, "above_vwap": true, "amount": 880496653.0 } ] }, "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": 0.8073, "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": 34.86313301826816, "above_vwap": true, "amount": 3287315445.0 }, { "symbol": "SHSE.688783", "name": "西安奕材-U", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.556256962495361, "last": 61.7, "vwap": 56.573234004732434, "above_vwap": true, "amount": 2663268210.0 }, { "symbol": "SZSE.300346", "name": "南大光电", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 14.4137224782386, "last": 89.38, "vwap": 87.64288912035728, "above_vwap": true, "amount": 11468545313.0 }, { "symbol": "SHSE.688126", "name": "沪硅产业", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 12.880091795754446, "last": 39.35, "vwap": 37.613241507693616, "above_vwap": true, "amount": 10036354020.0 }, { "symbol": "SHSE.688200", "name": "华峰测控", "theme": "趋势股", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.36452781922832, "last": 517.72, "vwap": 495.84872942185075, "above_vwap": true, "amount": 3049213828.0 }, { "symbol": "SZSE.300260", "name": "新莱应材", "theme": "业务主题待核对", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 10.226049515608171, "last": 102.4, "vwap": 100.35683150926724, "above_vwap": true, "amount": 4622445695.0 }, { "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": 18.601189203787982, "above_vwap": true, "amount": 323705335.0 }, { "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": 41.49762095304027, "above_vwap": true, "amount": 899149702.0 }, { "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": 202.4488036879986, "above_vwap": true, "amount": 8407557103.0 }, { "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": 160.33303974150022, "above_vwap": true, "amount": 1692026635.0 }, { "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": 57.456716754877604, "above_vwap": true, "amount": 13704530115.0 }, { "symbol": "SHSE.603155", "name": "新亚强", "theme": "业务主题待核对", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 9.984214680347293, "last": 27.87, "vwap": 26.88646123357568, "above_vwap": true, "amount": 880496653.0 } ] }, "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": "2026-06-29T14:48:26", "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": "2026-06-29T14:48:26", "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": 0.0139, "prev_amount_yi": 0.0466, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2983, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0027 }, { "time": "14:47", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.006 }, { "time": "14:48", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.08, "ts": "2026-06-29T14:48:23", "prev_close": 30.9, "open": 32.5, "high": 37.08, "low": 31.53, "bid1": 37.08, "ask1": 0.0, "bid_qty1": 36914, "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": "2026-06-29T14:48:26", "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": 100.3568, "price_vs_vwap_pct": 2.0359, "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": 0.4165, "prev_amount_yi": 0.4647, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 102.48, "high": 102.48, "low": 102.46, "close": 102.46, "amount_yi": 0.1627 }, { "time": "14:47", "open": 102.38, "high": 102.38, "low": 102.38, "close": 102.38, "amount_yi": 0.1802 }, { "time": "14:48", "open": 102.4, "high": 102.4, "low": 102.4, "close": 102.4, "amount_yi": 0.0736 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.4, "ts": "2026-06-29T14:48:21", "prev_close": 92.9, "open": 96.53, "high": 105.36, "low": 94.7, "bid1": 102.39, "ask1": 102.4, "bid_qty1": 34, "ask_qty1": 7 }, "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": "2026-06-29T14:48:26", "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": 27.6169, "price_vs_vwap_pct": -1.1837, "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": 0.0505, "prev_amount_yi": 0.0398, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 27.3, "high": 27.3, "low": 27.29, "close": 27.29, "amount_yi": 0.0179 }, { "time": "14:47", "open": 27.27, "high": 27.27, "low": 27.26, "close": 27.26, "amount_yi": 0.0202 }, { "time": "14:48", "open": 27.29, "high": 27.29, "low": 27.29, "close": 27.29, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.29, "ts": "2026-06-29T14:48:21", "prev_close": 27.49, "open": 28.55, "high": 28.83, "low": 26.65, "bid1": 27.24, "ask1": 27.27, "bid_qty1": 23, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.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": "2026-06-29T14:48:26", "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": 11.3105, "price_vs_vwap_pct": -2.0379, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3733, "prev_amount_yi": 0.3199, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.135 }, { "time": "14:47", "open": 11.07, "high": 11.08, "low": 11.07, "close": 11.08, "amount_yi": 0.1361 }, { "time": "14:48", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.1022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.08, "ts": "2026-06-29T14:48:24", "prev_close": 11.67, "open": 11.72, "high": 12.26, "low": 10.73, "bid1": 11.07, "ask1": 11.08, "bid_qty1": 459, "ask_qty1": 231 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 214.6, "max_chase_pct": 3.0, "base_exec_high": 214.6, "dynamic_exec_high": null, "entry_zone_low": 205.22, "entry_zone_high": 211.48, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1554, "prev_amount_yi": 0.1644, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:46", "open": 219.99, "high": 220.0, "low": 219.99, "close": 220.0, "amount_yi": 0.0737 }, { "time": "14:47", "open": 220.5, "high": 220.5, "low": 219.99, "close": 219.99, "amount_yi": 0.0593 }, { "time": "14:48", "open": 219.01, "high": 219.01, "low": 219.01, "close": 219.01, "amount_yi": 0.0224 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 219.01, "ts": "2026-06-29T14:48:23", "prev_close": 201.99, "open": 195.0, "high": 221.96, "low": 183.0, "bid1": 219.0, "ask1": 219.01, "bid_qty1": 20, "ask_qty1": 6 }, "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": "2026-06-29T14:48:26", "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": 14.0945, "price_vs_vwap_pct": -1.4509, "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": 0.0785, "prev_amount_yi": 0.1286, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 13.89, "high": 13.89, "low": 13.87, "close": 13.87, "amount_yi": 0.0311 }, { "time": "14:47", "open": 13.88, "high": 13.89, "low": 13.88, "close": 13.89, "amount_yi": 0.0378 }, { "time": "14:48", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.89, "ts": "2026-06-29T14:48:22", "prev_close": 14.38, "open": 14.2, "high": 14.9, "low": 13.5, "bid1": 13.88, "ask1": 13.89, "bid_qty1": 424, "ask_qty1": 539 }, "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": "2026-06-29T14:48:26", "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": 35.8646, "price_vs_vwap_pct": 1.6323, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3721, "prev_amount_yi": 0.2336, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 36.1, "high": 36.15, "low": 36.1, "close": 36.15, "amount_yi": 0.1789 }, { "time": "14:47", "open": 36.38, "high": 36.74, "low": 36.38, "close": 36.74, "amount_yi": 0.118 }, { "time": "14:48", "open": 36.45, "high": 36.45, "low": 36.45, "close": 36.45, "amount_yi": 0.0752 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.45, "ts": "2026-06-29T14:48:24", "prev_close": 37.02, "open": 37.93, "high": 39.48, "low": 33.32, "bid1": 36.43, "ask1": 36.45, "bid_qty1": 9, "ask_qty1": 12 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-29T14:48:26", "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": 26.8361, "price_vs_vwap_pct": -2.5566, "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": 0.5042, "prev_amount_yi": 0.7233, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 26.24, "high": 26.24, "low": 26.18, "close": 26.18, "amount_yi": 0.2785 }, { "time": "14:47", "open": 26.15, "high": 26.15, "low": 26.12, "close": 26.12, "amount_yi": 0.1907 }, { "time": "14:48", "open": 26.15, "high": 26.15, "low": 26.15, "close": 26.15, "amount_yi": 0.035 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.15, "ts": "2026-06-29T14:48:24", "prev_close": 28.46, "open": 28.67, "high": 29.77, "low": 25.61, "bid1": 26.15, "ask1": 26.16, "bid_qty1": 17, "ask_qty1": 17 }, "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": "2026-06-29T14:48:26", "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": 12.5735, "price_vs_vwap_pct": 3.4716, "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": 0.105, "prev_amount_yi": 0.1142, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 13.05, "high": 13.05, "low": 13.02, "close": 13.02, "amount_yi": 0.0326 }, { "time": "14:47", "open": 13.02, "high": 13.02, "low": 13.01, "close": 13.01, "amount_yi": 0.0476 }, { "time": "14:48", "open": 13.01, "high": 13.01, "low": 13.01, "close": 13.01, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.01, "ts": "2026-06-29T14:48:24", "prev_close": 12.31, "open": 12.5, "high": 13.54, "low": 11.88, "bid1": 13.0, "ask1": 13.01, "bid_qty1": 741, "ask_qty1": 477 }, "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": "2026-06-29T14:48:26", "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": 31.035, "price_vs_vwap_pct": 2.3683, "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": 0.5108, "prev_amount_yi": 0.5285, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 31.48, "high": 31.53, "low": 31.48, "close": 31.53, "amount_yi": 0.1925 }, { "time": "14:47", "open": 31.58, "high": 31.67, "low": 31.58, "close": 31.67, "amount_yi": 0.179 }, { "time": "14:48", "open": 31.77, "high": 31.77, "low": 31.77, "close": 31.77, "amount_yi": 0.1393 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.77, "ts": "2026-06-29T14:48:22", "prev_close": 29.6, "open": 30.99, "high": 32.56, "low": 29.48, "bid1": 31.76, "ask1": 31.77, "bid_qty1": 2, "ask_qty1": 14 }, "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": "2026-06-29T14:48:26", "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": 221.1236, "price_vs_vwap_pct": -1.2634, "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": 0.2031, "prev_amount_yi": 0.2462, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 218.41, "high": 218.41, "low": 218.35, "close": 218.35, "amount_yi": 0.0854 }, { "time": "14:47", "open": 218.33, "high": 218.38, "low": 218.33, "close": 218.38, "amount_yi": 0.0849 }, { "time": "14:48", "open": 218.33, "high": 218.33, "low": 218.33, "close": 218.33, "amount_yi": 0.0328 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 218.33, "ts": "2026-06-29T14:48:24", "prev_close": 220.88, "open": 225.0, "high": 228.98, "low": 214.0, "bid1": 218.31, "ask1": 218.36, "bid_qty1": 5, "ask_qty1": 51 }, "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": "2026-06-29T14:48:26", "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": 58.9334, "price_vs_vwap_pct": -4.3836, "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": 0.2642, "prev_amount_yi": 0.2519, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 56.43, "high": 56.43, "low": 56.43, "close": 56.43, "amount_yi": 0.0849 }, { "time": "14:47", "open": 56.44, "high": 56.44, "low": 56.37, "close": 56.37, "amount_yi": 0.1383 }, { "time": "14:48", "open": 56.35, "high": 56.35, "low": 56.35, "close": 56.35, "amount_yi": 0.041 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.35, "ts": "2026-06-29T14:48:24", "prev_close": 58.28, "open": 58.71, "high": 61.68, "low": 55.01, "bid1": 56.35, "ask1": 56.36, "bid_qty1": 26, "ask_qty1": 68 }, "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": "2026-06-29T14:48:26", "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": 92.4647, "price_vs_vwap_pct": 1.7902, "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": 0.2903, "prev_amount_yi": 0.5011, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:46", "open": 93.54, "high": 93.63, "low": 93.54, "close": 93.63, "amount_yi": 0.1869 }, { "time": "14:47", "open": 93.75, "high": 93.94, "low": 93.75, "close": 93.94, "amount_yi": 0.0573 }, { "time": "14:48", "open": 94.12, "high": 94.12, "low": 94.12, "close": 94.12, "amount_yi": 0.0461 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130348.44, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.12, "ts": "2026-06-29T14:48:22", "prev_close": 85.83, "open": 90.0, "high": 94.41, "low": 89.9, "bid1": 94.12, "ask1": 94.17, "bid_qty1": 4, "ask_qty1": 1 }, "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": "2026-06-29T14:48:26", "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": 41.4976, "price_vs_vwap_pct": 1.4757, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0312, "prev_amount_yi": 0.0017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 18.3529, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0238 }, { "time": "14:45", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0013 }, { "time": "14:46", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 }, { "time": "14:47", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0055 }, { "time": "14:48", "open": 42.11, "high": 42.11, "low": 42.11, "close": 42.11, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 38.28, "open": 40.66, "high": 42.11, "low": 38.0, "bid1": 42.11, "ask1": 0.0, "bid_qty1": 30880, "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": "2026-06-29T14:48:26", "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": 41.0928, "price_vs_vwap_pct": -3.0487, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3397, "prev_amount_yi": 0.2202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 39.96, "high": 39.96, "low": 39.94, "close": 39.94, "amount_yi": 0.0359 }, { "time": "14:45", "open": 40.0, "high": 40.0, "low": 39.97, "close": 39.97, "amount_yi": 0.054 }, { "time": "14:46", "open": 39.96, "high": 39.96, "low": 39.93, "close": 39.93, "amount_yi": 0.0714 }, { "time": "14:47", "open": 39.91, "high": 39.91, "low": 39.83, "close": 39.83, "amount_yi": 0.1114 }, { "time": "14:48", "open": 39.84, "high": 39.84, "low": 39.84, "close": 39.84, "amount_yi": 0.067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.84, "ts": "2026-06-29T14:48:23", "prev_close": 43.55, "open": 42.73, "high": 44.05, "low": 39.61, "bid1": 39.83, "ask1": 39.84, "bid_qty1": 10, "ask_qty1": 3 }, "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": "2026-06-29T14:48:26", "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": 29.7096, "price_vs_vwap_pct": 6.6659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1323, "prev_amount_yi": 0.0636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 31.68, "high": 31.68, "low": 31.68, "close": 31.68, "amount_yi": 0.0172 }, { "time": "14:45", "open": 31.7, "high": 31.71, "low": 31.7, "close": 31.71, "amount_yi": 0.0329 }, { "time": "14:46", "open": 31.71, "high": 31.71, "low": 31.71, "close": 31.71, "amount_yi": 0.0203 }, { "time": "14:47", "open": 31.7, "high": 31.7, "low": 31.69, "close": 31.69, "amount_yi": 0.0552 }, { "time": "14:48", "open": 31.69, "high": 31.69, "low": 31.69, "close": 31.69, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.69, "ts": "2026-06-29T14:48:24", "prev_close": 28.83, "open": 29.99, "high": 31.71, "low": 27.33, "bid1": 31.65, "ask1": 31.69, "bid_qty1": 113, "ask_qty1": 391 }, "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": "2026-06-29T14:48:26", "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": 26.8865, "price_vs_vwap_pct": 3.658, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4547, "prev_amount_yi": 0.178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5545, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 27.68, "high": 27.85, "low": 27.68, "close": 27.85, "amount_yi": 0.0697 }, { "time": "14:45", "open": 27.87, "high": 27.87, "low": 27.87, "close": 27.87, "amount_yi": 0.291 }, { "time": "14:46", "open": 27.87, "high": 27.87, "low": 27.87, "close": 27.87, "amount_yi": 0.0696 }, { "time": "14:47", "open": 27.87, "high": 27.87, "low": 27.87, "close": 27.87, "amount_yi": 0.0182 }, { "time": "14:48", "open": 27.87, "high": 27.87, "low": 27.87, "close": 27.87, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.87, "ts": "2026-06-29T14:48:22", "prev_close": 25.34, "open": 26.0, "high": 27.87, "low": 25.3, "bid1": 27.87, "ask1": 0.0, "bid_qty1": 21008, "ask_qty1": 0 }, "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": "2026-06-29T14:48:26", "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": 3.2588, "price_vs_vwap_pct": -2.1112, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1811, "prev_amount_yi": 0.1175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5413, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0741 }, { "time": "14:45", "open": 3.19, "high": 3.19, "low": 3.18, "close": 3.18, "amount_yi": 0.0307 }, { "time": "14:46", "open": 3.18, "high": 3.19, "low": 3.18, "close": 3.19, "amount_yi": 0.023 }, { "time": "14:47", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0325 }, { "time": "14:48", "open": 3.19, "high": 3.19, "low": 3.19, "close": 3.19, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.19, "ts": "2026-06-29T14:48:24", "prev_close": 3.42, "open": 3.39, "high": 3.45, "low": 3.08, "bid1": 3.18, "ask1": 3.19, "bid_qty1": 21464, "ask_qty1": 16472 }, "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": "2026-06-29T14:48:26", "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": 9.2451, "price_vs_vwap_pct": -1.5695, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7366, "prev_amount_yi": 0.6205, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 9.05, "high": 9.05, "low": 9.05, "close": 9.05, "amount_yi": 0.0738 }, { "time": "14:45", "open": 9.05, "high": 9.05, "low": 9.05, "close": 9.05, "amount_yi": 0.1147 }, { "time": "14:46", "open": 9.06, "high": 9.08, "low": 9.06, "close": 9.08, "amount_yi": 0.1476 }, { "time": "14:47", "open": 9.1, "high": 9.1, "low": 9.08, "close": 9.08, "amount_yi": 0.2653 }, { "time": "14:48", "open": 9.1, "high": 9.1, "low": 9.1, "close": 9.1, "amount_yi": 0.1352 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.1, "ts": "2026-06-29T14:48:24", "prev_close": 8.83, "open": 9.17, "high": 9.68, "low": 8.81, "bid1": 9.1, "ask1": 9.11, "bid_qty1": 3367, "ask_qty1": 225 }, "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": "2026-06-29T14:48:26", "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": 5.4402, "price_vs_vwap_pct": -4.7829, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0329, "prev_amount_yi": 0.0407, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "WATCH_CONFIRM", "bars": [ { "time": "14:44", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.006 }, { "time": "14:45", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0058 }, { "time": "14:46", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0062 }, { "time": "14:47", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0117 }, { "time": "14:48", "open": 5.18, "high": 5.18, "low": 5.18, "close": 5.18, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 5.76, "open": 5.73, "high": 5.95, "low": 5.18, "bid1": 0.0, "ask1": 5.18, "bid_qty1": 0, "ask_qty1": 52432 }, "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": "2026-06-29T14:48:26", "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": 0.1174, "prev_amount_yi": 0.0701, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 190.25, "high": 190.25, "low": 190.03, "close": 190.03, "amount_yi": 0.0295 }, { "time": "14:45", "open": 190.39, "high": 190.39, "low": 190.3, "close": 190.3, "amount_yi": 0.025 }, { "time": "14:46", "open": 190.5, "high": 190.62, "low": 190.5, "close": 190.62, "amount_yi": 0.0238 }, { "time": "14:47", "open": 190.9, "high": 190.97, "low": 190.9, "close": 190.97, "amount_yi": 0.0139 }, { "time": "14:48", "open": 191.0, "high": 191.0, "low": 191.0, "close": 191.0, "amount_yi": 0.0252 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 191.0, "ts": "2026-06-29T14:48:23", "prev_close": 188.61, "open": 189.93, "high": 201.69, "low": 177.77, "bid1": 191.11, "ask1": 191.88, "bid_qty1": 9, "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": "2026-06-29T14:48:26", "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": 48.2087, "price_vs_vwap_pct": -1.1174, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7229, "prev_amount_yi": 1.3356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.29, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 47.46, "high": 47.5, "low": 47.46, "close": 47.5, "amount_yi": 0.5597 }, { "time": "14:45", "open": 47.58, "high": 47.62, "low": 47.58, "close": 47.62, "amount_yi": 0.3926 }, { "time": "14:46", "open": 47.72, "high": 47.72, "low": 47.67, "close": 47.67, "amount_yi": 0.3845 }, { "time": "14:47", "open": 47.7, "high": 47.7, "low": 47.68, "close": 47.68, "amount_yi": 0.2304 }, { "time": "14:48", "open": 47.67, "high": 47.67, "low": 47.67, "close": 47.67, "amount_yi": 0.1557 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.67, "ts": "2026-06-29T14:48:21", "prev_close": 52.27, "open": 52.27, "high": 52.27, "low": 45.7, "bid1": 47.65, "ask1": 47.67, "bid_qty1": 18, "ask_qty1": 64 }, "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": "2026-06-29T14:48:26", "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": 75.0836, "price_vs_vwap_pct": -0.7639, "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": 0.371, "prev_amount_yi": 0.4622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8027, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 74.6, "high": 74.6, "low": 74.56, "close": 74.56, "amount_yi": 0.0776 }, { "time": "14:45", "open": 74.67, "high": 74.67, "low": 74.65, "close": 74.65, "amount_yi": 0.0582 }, { "time": "14:46", "open": 74.58, "high": 74.59, "low": 74.58, "close": 74.59, "amount_yi": 0.0878 }, { "time": "14:47", "open": 74.45, "high": 74.55, "low": 74.45, "close": 74.55, "amount_yi": 0.117 }, { "time": "14:48", "open": 74.51, "high": 74.51, "low": 74.51, "close": 74.51, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.51, "ts": "2026-06-29T14:48:24", "prev_close": 75.81, "open": 76.49, "high": 81.82, "low": 70.31, "bid1": 74.51, "ask1": 74.55, "bid_qty1": 9, "ask_qty1": 103 }, "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": "2026-06-29T14:48:26", "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": 20.4491, "price_vs_vwap_pct": -3.8099, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0191, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 }, { "time": "14:45", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0028 }, { "time": "14:46", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0101 }, { "time": "14:47", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0031 }, { "time": "14:48", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 21.85, "open": 20.81, "high": 21.66, "low": 19.67, "bid1": 0.0, "ask1": 19.67, "bid_qty1": 0, "ask_qty1": 43047 }, "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": "2026-06-29T14:48:26", "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": 61.8982, "price_vs_vwap_pct": 6.1097, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2336, "prev_amount_yi": 1.1072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 65.58, "high": 65.65, "low": 65.58, "close": 65.65, "amount_yi": 0.2278 }, { "time": "14:45", "open": 65.67, "high": 65.69, "low": 65.67, "close": 65.69, "amount_yi": 0.2731 }, { "time": "14:46", "open": 65.71, "high": 65.75, "low": 65.71, "close": 65.75, "amount_yi": 0.2632 }, { "time": "14:47", "open": 65.78, "high": 65.78, "low": 65.76, "close": 65.76, "amount_yi": 0.2917 }, { "time": "14:48", "open": 65.68, "high": 65.68, "low": 65.68, "close": 65.68, "amount_yi": 0.1778 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.68, "ts": "2026-06-29T14:48:24", "prev_close": 60.76, "open": 58.98, "high": 65.99, "low": 57.6, "bid1": 65.67, "ask1": 65.68, "bid_qty1": 785, "ask_qty1": 21 }, "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": "2026-06-29T14:48:26", "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": 59.7782, "price_vs_vwap_pct": 5.6071, "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": 1.4163, "prev_amount_yi": 1.7901, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 62.09, "high": 62.09, "low": 62.06, "close": 62.06, "amount_yi": 0.3166 }, { "time": "14:45", "open": 62.04, "high": 62.04, "low": 62.02, "close": 62.02, "amount_yi": 0.2348 }, { "time": "14:46", "open": 62.05, "high": 62.24, "low": 62.05, "close": 62.24, "amount_yi": 0.2751 }, { "time": "14:47", "open": 62.56, "high": 62.98, "low": 62.56, "close": 62.98, "amount_yi": 0.2945 }, { "time": "14:48", "open": 63.13, "high": 63.13, "low": 63.13, "close": 63.13, "amount_yi": 0.2953 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.13, "ts": "2026-06-29T14:48:21", "prev_close": 61.29, "open": 61.48, "high": 65.31, "low": 55.27, "bid1": 63.13, "ask1": 63.14, "bid_qty1": 15, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300717:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.300717:BREAK_PREV_HIGH", "symbol": "SZSE.300717", "name": "华信新材", "side": "BUY", "priority": "W13", "status": "CANCELLED", "template_key": "BREAK_PREV_HIGH", "trigger_price": 22.76, "exec_low": 22.76, "exec_high": 23.1, "invalid_price": 22.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 20.4465, "price_vs_vwap_pct": -0.3252, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0246, "prev_amount_yi": 0.0199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2362, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 20.37, "high": 20.38, "low": 20.37, "close": 20.38, "amount_yi": 0.0036 }, { "time": "14:45", "open": 20.38, "high": 20.39, "low": 20.38, "close": 20.39, "amount_yi": 0.0076 }, { "time": "14:46", "open": 20.39, "high": 20.39, "low": 20.37, "close": 20.37, "amount_yi": 0.0069 }, { "time": "14:47", "open": 20.35, "high": 20.36, "low": 20.35, "close": 20.36, "amount_yi": 0.0045 }, { "time": "14:48", "open": 20.38, "high": 20.38, "low": 20.38, "close": 20.38, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:21", "prev_close": 22.0, "open": 21.78, "high": 21.78, "low": 19.5, "bid1": 20.37, "ask1": 20.38, "bid_qty1": 10, "ask_qty1": 2 }, "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": "2026-06-29T14:48:26", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 453.01, "max_chase_pct": 1.5, "base_exec_high": 446.42, "dynamic_exec_high": null, "entry_zone_low": 433.22, "entry_zone_high": 446.42, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7142, "prev_amount_yi": 0.3767, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 369.69, "high": 369.69, "low": 369.5, "close": 369.5, "amount_yi": 0.0915 }, { "time": "14:45", "open": 369.53, "high": 369.53, "low": 369.52, "close": 369.52, "amount_yi": 0.087 }, { "time": "14:46", "open": 369.51, "high": 369.51, "low": 365.0, "close": 365.0, "amount_yi": 0.3161 }, { "time": "14:47", "open": 365.6, "high": 365.7, "low": 365.6, "close": 365.7, "amount_yi": 0.1127 }, { "time": "14:48", "open": 367.95, "high": 367.95, "low": 367.95, "close": 367.95, "amount_yi": 0.1069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 367.95, "ts": "2026-06-29T14:48:24", "prev_close": 410.1, "open": 407.0, "high": 426.0, "low": 358.01, "bid1": 368.08, "ask1": 368.8, "bid_qty1": 1, "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": "2026-06-29T14:48:26", "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": 367.2268, "price_vs_vwap_pct": 3.4511, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3042, "prev_amount_yi": 0.9569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3629, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 375.47, "high": 375.98, "low": 375.47, "close": 375.98, "amount_yi": 0.2475 }, { "time": "14:45", "open": 376.9, "high": 377.39, "low": 376.9, "close": 377.39, "amount_yi": 0.3149 }, { "time": "14:46", "open": 378.0, "high": 378.47, "low": 378.0, "close": 378.47, "amount_yi": 0.3192 }, { "time": "14:47", "open": 378.9, "high": 379.44, "low": 378.9, "close": 379.44, "amount_yi": 0.3266 }, { "time": "14:48", "open": 379.9, "high": 379.9, "low": 379.9, "close": 379.9, "amount_yi": 0.096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 379.9, "ts": "2026-06-29T14:48:21", "prev_close": 354.78, "open": 369.1, "high": 388.99, "low": 339.02, "bid1": 379.9, "ask1": 379.94, "bid_qty1": 3, "ask_qty1": 1 }, "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": "2026-06-29T14:48:26", "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": 66.8118, "price_vs_vwap_pct": -6.6033, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7361, "prev_amount_yi": 0.3203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 62.48, "high": 62.56, "low": 62.48, "close": 62.56, "amount_yi": 0.054 }, { "time": "14:45", "open": 62.5, "high": 62.6, "low": 62.5, "close": 62.6, "amount_yi": 0.2509 }, { "time": "14:46", "open": 62.6, "high": 62.6, "low": 62.5, "close": 62.5, "amount_yi": 0.2305 }, { "time": "14:47", "open": 62.24, "high": 62.33, "low": 62.24, "close": 62.33, "amount_yi": 0.1457 }, { "time": "14:48", "open": 62.4, "high": 62.4, "low": 62.4, "close": 62.4, "amount_yi": 0.055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.4, "ts": "2026-06-29T14:48:21", "prev_close": 71.15, "open": 70.79, "high": 73.88, "low": 62.0, "bid1": 62.39, "ask1": 62.4, "bid_qty1": 166, "ask_qty1": 31 }, "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": "2026-06-29T14:48:26", "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": 15.2803, "price_vs_vwap_pct": -1.8344, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0389, "prev_amount_yi": 0.1118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0158 }, { "time": "14:45", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0072 }, { "time": "14:46", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0072 }, { "time": "14:47", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0064 }, { "time": "14:48", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 16.67, "open": 16.0, "high": 16.1, "low": 15.0, "bid1": 0.0, "ask1": 15.0, "bid_qty1": 0, "ask_qty1": 117457 }, "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": "2026-06-29T14:48:26", "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": 271.2199, "price_vs_vwap_pct": -1.4453, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1843, "prev_amount_yi": 0.1649, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0315 }, { "time": "14:45", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0323 }, { "time": "14:46", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0227 }, { "time": "14:47", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0612 }, { "time": "14:48", "open": 267.3, "high": 267.3, "low": 267.3, "close": 267.3, "amount_yi": 0.0366 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:22", "prev_close": 297.0, "open": 287.0, "high": 287.0, "low": 267.3, "bid1": 0.0, "ask1": 267.3, "bid_qty1": 0, "ask_qty1": 1182 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 104.03, "max_chase_pct": 1.5, "base_exec_high": 102.51, "dynamic_exec_high": null, "entry_zone_low": 99.48, "entry_zone_high": 102.51, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2089, "prev_amount_yi": 0.1915, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 103.73, "high": 103.73, "low": 103.55, "close": 103.55, "amount_yi": 0.0423 }, { "time": "14:45", "open": 103.52, "high": 103.86, "low": 103.52, "close": 103.86, "amount_yi": 0.0441 }, { "time": "14:46", "open": 103.83, "high": 103.87, "low": 103.83, "close": 103.87, "amount_yi": 0.0519 }, { "time": "14:47", "open": 103.8, "high": 103.81, "low": 103.8, "close": 103.81, "amount_yi": 0.0499 }, { "time": "14:48", "open": 103.89, "high": 103.89, "low": 103.89, "close": 103.89, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 103.89, "ts": "2026-06-29T14:48:24", "prev_close": 99.0, "open": 100.44, "high": 104.75, "low": 93.0, "bid1": 103.9, "ask1": 103.95, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-29T14:48:26", "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": 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": 4.3229, "intraday_vwap": 15.3641, "price_vs_vwap_pct": 2.3164, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1765, "prev_amount_yi": 0.1428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 15.7, "high": 15.71, "low": 15.7, "close": 15.71, "amount_yi": 0.0362 }, { "time": "14:45", "open": 15.71, "high": 15.74, "low": 15.71, "close": 15.74, "amount_yi": 0.0439 }, { "time": "14:46", "open": 15.73, "high": 15.73, "low": 15.73, "close": 15.73, "amount_yi": 0.0349 }, { "time": "14:47", "open": 15.74, "high": 15.74, "low": 15.72, "close": 15.72, "amount_yi": 0.0497 }, { "time": "14:48", "open": 15.72, "high": 15.72, "low": 15.72, "close": 15.72, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 15.72, "ts": "2026-06-29T14:48:22", "prev_close": 15.1, "open": 15.15, "high": 15.98, "low": 14.76, "bid1": 15.72, "ask1": 15.73, "bid_qty1": 757, "ask_qty1": 165 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605376:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605376:BREAK_PREV_HIGH", "symbol": "SHSE.605376", "name": "博迁新材", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 271.52, "exec_low": 275.81, "exec_high": 277.05, "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": "2026-06-29T14:48:26", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 279.67, "max_chase_pct": 1.5, "base_exec_high": 275.59, "dynamic_exec_high": 277.05, "entry_zone_low": 267.45, "entry_zone_high": 275.59, "entry_risk_pct": 4.9137, "intraday_vwap": 275.8128, "price_vs_vwap_pct": 0.4232, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5665, "prev_amount_yi": 0.4092, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3844, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 274.99, "high": 275.11, "low": 274.99, "close": 275.11, "amount_yi": 0.0872 }, { "time": "14:45", "open": 275.5, "high": 275.5, "low": 275.5, "close": 275.5, "amount_yi": 0.0931 }, { "time": "14:46", "open": 276.0, "high": 276.0, "low": 275.94, "close": 275.94, "amount_yi": 0.1177 }, { "time": "14:47", "open": 276.0, "high": 276.29, "low": 276.0, "close": 276.29, "amount_yi": 0.1833 }, { "time": "14:48", "open": 276.98, "high": 276.98, "low": 276.98, "close": 276.98, "amount_yi": 0.0852 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 276.98, "ts": "2026-06-29T14:48:23", "prev_close": 264.0, "open": 273.84, "high": 290.3, "low": 266.0, "bid1": 276.49, "ask1": 276.98, "bid_qty1": 2, "ask_qty1": 16 }, "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": "2026-06-29T14:48:26", "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": 21.2624, "price_vs_vwap_pct": -3.5857, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2086, "prev_amount_yi": 0.184, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0915 }, { "time": "14:45", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0703 }, { "time": "14:46", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0298 }, { "time": "14:47", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0123 }, { "time": "14:48", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 22.78, "open": 22.37, "high": 22.8, "low": 20.5, "bid1": 0.0, "ask1": 20.5, "bid_qty1": 0, "ask_qty1": 7612 }, "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": "2026-06-29T14:48:26", "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": 9.7739, "price_vs_vwap_pct": 0.4717, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0251, "prev_amount_yi": 0.016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.002 }, { "time": "14:45", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0026 }, { "time": "14:46", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0185 }, { "time": "14:47", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0009 }, { "time": "14:48", "open": 9.82, "high": 9.82, "low": 9.82, "close": 9.82, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:22", "prev_close": 8.93, "open": 9.68, "high": 9.82, "low": 9.55, "bid1": 9.82, "ask1": 0.0, "bid_qty1": 277258, "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": "2026-06-29T14:48:26", "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": 75.5349, "price_vs_vwap_pct": 3.5283, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5245, "prev_amount_yi": 1.4489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0522, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 78.2, "high": 78.2, "low": 78.19, "close": 78.19, "amount_yi": 0.3424 }, { "time": "14:45", "open": 78.15, "high": 78.15, "low": 78.04, "close": 78.04, "amount_yi": 0.3514 }, { "time": "14:46", "open": 77.98, "high": 77.98, "low": 77.95, "close": 77.95, "amount_yi": 0.3057 }, { "time": "14:47", "open": 78.05, "high": 78.15, "low": 78.05, "close": 78.15, "amount_yi": 0.3371 }, { "time": "14:48", "open": 78.2, "high": 78.2, "low": 78.2, "close": 78.2, "amount_yi": 0.1879 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.2, "ts": "2026-06-29T14:48:24", "prev_close": 75.37, "open": 77.0, "high": 79.89, "low": 70.0, "bid1": 78.21, "ask1": 78.22, "bid_qty1": 3, "ask_qty1": 34 }, "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": "2026-06-29T14:48:26", "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": 52.9227, "price_vs_vwap_pct": 1.0153, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1311, "prev_amount_yi": 0.1818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 53.52, "high": 53.52, "low": 53.51, "close": 53.51, "amount_yi": 0.0162 }, { "time": "14:45", "open": 53.48, "high": 53.48, "low": 53.47, "close": 53.47, "amount_yi": 0.0236 }, { "time": "14:46", "open": 53.41, "high": 53.41, "low": 53.4, "close": 53.4, "amount_yi": 0.0242 }, { "time": "14:47", "open": 53.38, "high": 53.38, "low": 53.28, "close": 53.28, "amount_yi": 0.0431 }, { "time": "14:48", "open": 53.46, "high": 53.46, "low": 53.46, "close": 53.46, "amount_yi": 0.024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.46, "ts": "2026-06-29T14:48:23", "prev_close": 51.02, "open": 50.93, "high": 55.1, "low": 50.03, "bid1": 53.45, "ask1": 53.46, "bid_qty1": 24, "ask_qty1": 42 }, "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": "2026-06-29T14:48:26", "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": 30.2818, "price_vs_vwap_pct": -0.5343, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0203, "prev_amount_yi": 0.016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 29.99, "high": 30.03, "low": 29.99, "close": 30.03, "amount_yi": 0.0019 }, { "time": "14:45", "open": 30.03, "high": 30.05, "low": 30.03, "close": 30.05, "amount_yi": 0.0038 }, { "time": "14:46", "open": 30.06, "high": 30.08, "low": 30.06, "close": 30.08, "amount_yi": 0.0047 }, { "time": "14:47", "open": 30.09, "high": 30.1, "low": 30.09, "close": 30.1, "amount_yi": 0.0083 }, { "time": "14:48", "open": 30.12, "high": 30.12, "low": 30.12, "close": 30.12, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.12, "ts": "2026-06-29T14:48:21", "prev_close": 32.88, "open": 32.56, "high": 32.74, "low": 29.02, "bid1": 30.12, "ask1": 30.13, "bid_qty1": 13, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.001309:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SZSE.001309:BREAK_PREV_HIGH", "symbol": "SZSE.001309", "name": "德明利", "side": "BUY", "priority": "W27", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 980.0, "exec_low": 980.0, "exec_high": 994.7, "invalid_price": 950.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 936.2977, "price_vs_vwap_pct": 3.1755, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2579, "prev_amount_yi": 3.8126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5922, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 960.99, "high": 963.34, "low": 960.99, "close": 963.34, "amount_yi": 0.4455 }, { "time": "14:45", "open": 963.34, "high": 965.77, "low": 963.34, "close": 965.77, "amount_yi": 0.5301 }, { "time": "14:46", "open": 965.05, "high": 965.84, "low": 965.05, "close": 965.84, "amount_yi": 0.5347 }, { "time": "14:47", "open": 966.0, "high": 966.0, "low": 966.0, "close": 966.0, "amount_yi": 0.4955 }, { "time": "14:48", "open": 966.03, "high": 966.03, "low": 966.03, "close": 966.03, "amount_yi": 0.2521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 966.03, "ts": "2026-06-29T14:48:24", "prev_close": 951.0, "open": 939.95, "high": 978.0, "low": 886.66, "bid1": 965.0, "ask1": 966.0, "bid_qty1": 15, "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": "2026-06-29T14:48:26", "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": 27.7699, "price_vs_vwap_pct": 3.2413, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9664, "prev_amount_yi": 1.2548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 28.81, "high": 28.81, "low": 28.8, "close": 28.8, "amount_yi": 0.2929 }, { "time": "14:45", "open": 28.85, "high": 28.86, "low": 28.85, "close": 28.86, "amount_yi": 0.3436 }, { "time": "14:46", "open": 28.81, "high": 28.81, "low": 28.62, "close": 28.62, "amount_yi": 0.6807 }, { "time": "14:47", "open": 28.65, "high": 28.65, "low": 28.56, "close": 28.56, "amount_yi": 0.3886 }, { "time": "14:48", "open": 28.67, "high": 28.67, "low": 28.67, "close": 28.67, "amount_yi": 0.2606 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.67, "ts": "2026-06-29T14:48:24", "prev_close": 26.88, "open": 27.84, "high": 29.5, "low": 25.98, "bid1": 28.67, "ask1": 28.68, "bid_qty1": 59, "ask_qty1": 35 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.605020:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.605020:BREAK_PREV_HIGH", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W29", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 42.0, "exec_low": 42.0, "exec_high": 42.63, "invalid_price": 40.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 43.26, "max_chase_pct": 1.5, "base_exec_high": 42.63, "dynamic_exec_high": null, "entry_zone_low": 41.37, "entry_zone_high": 42.63, "entry_risk_pct": null, "intraday_vwap": 41.3591, "price_vs_vwap_pct": 0.4857, "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": 0.4061, "prev_amount_yi": 0.5088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 41.68, "high": 41.68, "low": 41.68, "close": 41.68, "amount_yi": 0.0641 }, { "time": "14:45", "open": 41.57, "high": 41.57, "low": 41.56, "close": 41.56, "amount_yi": 0.0882 }, { "time": "14:46", "open": 41.49, "high": 41.5, "low": 41.49, "close": 41.5, "amount_yi": 0.0847 }, { "time": "14:47", "open": 41.55, "high": 41.55, "low": 41.5, "close": 41.5, "amount_yi": 0.1313 }, { "time": "14:48", "open": 41.56, "high": 41.56, "low": 41.56, "close": 41.56, "amount_yi": 0.0378 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.56, "ts": "2026-06-29T14:48:23", "prev_close": 41.22, "open": 42.5, "high": 43.98, "low": 39.28, "bid1": 41.55, "ask1": 41.56, "bid_qty1": 163, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688669:BREAK_PREV_HIGH:BUY", "plan_id": "20260626:SHSE.688669:BREAK_PREV_HIGH", "symbol": "SHSE.688669", "name": "聚石化学", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "BREAK_PREV_HIGH", "trigger_price": 98.0, "exec_low": 98.0, "exec_high": 99.47, "invalid_price": 95.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 0.0881, "prev_amount_yi": 0.1279, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 96.26, "high": 96.26, "low": 96.21, "close": 96.21, "amount_yi": 0.023 }, { "time": "14:45", "open": 96.54, "high": 97.27, "low": 96.54, "close": 97.27, "amount_yi": 0.0242 }, { "time": "14:46", "open": 97.24, "high": 97.24, "low": 96.88, "close": 96.88, "amount_yi": 0.0124 }, { "time": "14:47", "open": 96.91, "high": 96.91, "low": 96.72, "close": 96.72, "amount_yi": 0.0209 }, { "time": "14:48", "open": 96.53, "high": 96.53, "low": 96.53, "close": 96.53, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.53, "ts": "2026-06-29T14:48:24", "prev_close": 94.0, "open": 98.7, "high": 100.88, "low": 90.5, "bid1": 96.55, "ask1": 96.68, "bid_qty1": 7, "ask_qty1": 19 }, "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": "2026-06-29T14:48:26", "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": 80.332, "price_vs_vwap_pct": -0.6871, "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": 0.5642, "prev_amount_yi": 0.6508, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 79.53, "high": 79.53, "low": 79.53, "close": 79.53, "amount_yi": 0.1655 }, { "time": "14:45", "open": 79.62, "high": 79.66, "low": 79.62, "close": 79.66, "amount_yi": 0.0871 }, { "time": "14:46", "open": 79.82, "high": 79.82, "low": 79.75, "close": 79.75, "amount_yi": 0.1133 }, { "time": "14:47", "open": 79.7, "high": 79.7, "low": 79.69, "close": 79.69, "amount_yi": 0.1277 }, { "time": "14:48", "open": 79.78, "high": 79.78, "low": 79.78, "close": 79.78, "amount_yi": 0.0706 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.78, "ts": "2026-06-29T14:48:22", "prev_close": 79.49, "open": 81.49, "high": 87.3, "low": 76.5, "bid1": 79.77, "ask1": 79.79, "bid_qty1": 1, "ask_qty1": 34 }, "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": "2026-06-29T14:48:26", "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": 22.9402, "price_vs_vwap_pct": -2.1369, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0277, "prev_amount_yi": 0.0178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0059 }, { "time": "14:45", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.008 }, { "time": "14:46", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0045 }, { "time": "14:47", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0073 }, { "time": "14:48", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 24.94, "open": 24.41, "high": 24.49, "low": 22.45, "bid1": 0.0, "ask1": 22.45, "bid_qty1": 0, "ask_qty1": 160737 }, "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": "2026-06-29T14:48:26", "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": 24.983, "price_vs_vwap_pct": -3.0541, "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": 0.295, "prev_amount_yi": 0.4833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 24.08, "high": 24.08, "low": 24.08, "close": 24.08, "amount_yi": 0.0554 }, { "time": "14:45", "open": 24.19, "high": 24.24, "low": 24.19, "close": 24.24, "amount_yi": 0.059 }, { "time": "14:46", "open": 24.22, "high": 24.22, "low": 24.19, "close": 24.19, "amount_yi": 0.0576 }, { "time": "14:47", "open": 24.23, "high": 24.23, "low": 24.21, "close": 24.21, "amount_yi": 0.0726 }, { "time": "14:48", "open": 24.22, "high": 24.22, "low": 24.22, "close": 24.22, "amount_yi": 0.0504 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.22, "ts": "2026-06-29T14:48:23", "prev_close": 26.23, "open": 27.0, "high": 27.01, "low": 23.61, "bid1": 24.21, "ask1": 24.22, "bid_qty1": 14, "ask_qty1": 2 }, "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": "2026-06-29T14:48:26", "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": 43.22, "price_vs_vwap_pct": -0.5784, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1886, "prev_amount_yi": 0.2108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 42.83, "high": 42.86, "low": 42.83, "close": 42.86, "amount_yi": 0.0248 }, { "time": "14:45", "open": 42.87, "high": 42.9, "low": 42.87, "close": 42.9, "amount_yi": 0.0501 }, { "time": "14:46", "open": 43.01, "high": 43.01, "low": 43.01, "close": 43.01, "amount_yi": 0.0724 }, { "time": "14:47", "open": 42.98, "high": 42.98, "low": 42.94, "close": 42.94, "amount_yi": 0.0201 }, { "time": "14:48", "open": 42.97, "high": 42.97, "low": 42.97, "close": 42.97, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.97, "ts": "2026-06-29T14:48:21", "prev_close": 44.42, "open": 44.68, "high": 44.78, "low": 42.58, "bid1": 42.95, "ask1": 42.97, "bid_qty1": 16, "ask_qty1": 17 }, "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": "2026-06-29T14:48:26", "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": 91.9186, "price_vs_vwap_pct": -1.3257, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1678, "prev_amount_yi": 1.0329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 89.99, "high": 90.07, "low": 89.99, "close": 90.07, "amount_yi": 0.1713 }, { "time": "14:45", "open": 90.16, "high": 90.2, "low": 90.16, "close": 90.2, "amount_yi": 0.2377 }, { "time": "14:46", "open": 90.34, "high": 90.45, "low": 90.34, "close": 90.45, "amount_yi": 0.2612 }, { "time": "14:47", "open": 90.74, "high": 90.74, "low": 90.61, "close": 90.61, "amount_yi": 0.3631 }, { "time": "14:48", "open": 90.7, "high": 90.7, "low": 90.7, "close": 90.7, "amount_yi": 0.1345 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.7, "ts": "2026-06-29T14:48:24", "prev_close": 97.67, "open": 99.0, "high": 99.58, "low": 87.9, "bid1": 90.69, "ask1": 90.7, "bid_qty1": 34, "ask_qty1": 3 }, "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": "2026-06-29T14:48:26", "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": 19.0821, "price_vs_vwap_pct": 1.2467, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0157, "prev_amount_yi": 0.0165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "BREAK_PREV_HIGH", "bars": [ { "time": "14:44", "open": 19.34, "high": 19.34, "low": 19.33, "close": 19.33, "amount_yi": 0.005 }, { "time": "14:45", "open": 19.32, "high": 19.34, "low": 19.32, "close": 19.34, "amount_yi": 0.0021 }, { "time": "14:46", "open": 19.33, "high": 19.33, "low": 19.32, "close": 19.32, "amount_yi": 0.0045 }, { "time": "14:47", "open": 19.29, "high": 19.31, "low": 19.29, "close": 19.31, "amount_yi": 0.0022 }, { "time": "14:48", "open": 19.32, "high": 19.32, "low": 19.32, "close": 19.32, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.32, "ts": "2026-06-29T14:48:22", "prev_close": 18.96, "open": 18.93, "high": 19.43, "low": 18.54, "bid1": 19.31, "ask1": 19.32, "bid_qty1": 127, "ask_qty1": 13 }, "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": "2026-06-29T14:48:26", "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": 69.9692, "price_vs_vwap_pct": 1.2303, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5152, "prev_amount_yi": 1.9447, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2934, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 70.01, "high": 70.01, "low": 70.01, "close": 70.01, "amount_yi": 0.4704 }, { "time": "14:45", "open": 70.15, "high": 70.44, "low": 70.15, "close": 70.44, "amount_yi": 0.5706 }, { "time": "14:46", "open": 70.64, "high": 70.64, "low": 70.55, "close": 70.55, "amount_yi": 0.6003 }, { "time": "14:47", "open": 70.69, "high": 70.69, "low": 70.67, "close": 70.67, "amount_yi": 0.6434 }, { "time": "14:48", "open": 70.83, "high": 70.83, "low": 70.83, "close": 70.83, "amount_yi": 0.2305 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.83, "ts": "2026-06-29T14:48:24", "prev_close": 74.12, "open": 75.53, "high": 75.53, "low": 66.8, "bid1": 70.83, "ask1": 70.85, "bid_qty1": 76, "ask_qty1": 39 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.14, "max_chase_pct": 1.5, "base_exec_high": 36.6, "dynamic_exec_high": null, "entry_zone_low": 35.52, "entry_zone_high": 36.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7644, "prev_amount_yi": 1.3452, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 38.95, "high": 38.97, "low": 38.95, "close": 38.97, "amount_yi": 0.2123 }, { "time": "14:45", "open": 38.96, "high": 38.97, "low": 38.96, "close": 38.97, "amount_yi": 0.2656 }, { "time": "14:46", "open": 38.98, "high": 39.02, "low": 38.98, "close": 39.02, "amount_yi": 0.6965 }, { "time": "14:47", "open": 39.07, "high": 39.22, "low": 39.07, "close": 39.22, "amount_yi": 0.3891 }, { "time": "14:48", "open": 39.35, "high": 39.35, "low": 39.35, "close": 39.35, "amount_yi": 0.2009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.35, "ts": "2026-06-29T14:48:23", "prev_close": 34.86, "open": 36.18, "high": 39.99, "low": 35.6, "bid1": 39.32, "ask1": 39.35, "bid_qty1": 294, "ask_qty1": 60 }, "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": "2026-06-29T14:48:26", "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": 50.5532, "price_vs_vwap_pct": -3.29, "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": 0.5357, "prev_amount_yi": 0.5567, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 48.59, "high": 48.59, "low": 48.57, "close": 48.57, "amount_yi": 0.1015 }, { "time": "14:45", "open": 48.8, "high": 48.9, "low": 48.8, "close": 48.9, "amount_yi": 0.1231 }, { "time": "14:46", "open": 48.99, "high": 48.99, "low": 48.97, "close": 48.97, "amount_yi": 0.1144 }, { "time": "14:47", "open": 48.91, "high": 48.91, "low": 48.91, "close": 48.91, "amount_yi": 0.0955 }, { "time": "14:48", "open": 48.89, "high": 48.89, "low": 48.89, "close": 48.89, "amount_yi": 0.1012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.89, "ts": "2026-06-29T14:48:22", "prev_close": 52.31, "open": 53.2, "high": 55.26, "low": 47.08, "bid1": 48.89, "ask1": 48.97, "bid_qty1": 6, "ask_qty1": 115 }, "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": "2026-06-29T14:48:26", "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": 87.6429, "price_vs_vwap_pct": 1.982, "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": 1.392, "prev_amount_yi": 1.5664, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8887, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 89.55, "high": 89.55, "low": 89.52, "close": 89.52, "amount_yi": 0.2955 }, { "time": "14:45", "open": 89.46, "high": 89.48, "low": 89.46, "close": 89.48, "amount_yi": 0.3617 }, { "time": "14:46", "open": 89.45, "high": 89.48, "low": 89.45, "close": 89.48, "amount_yi": 0.3482 }, { "time": "14:47", "open": 89.46, "high": 89.46, "low": 89.45, "close": 89.45, "amount_yi": 0.2368 }, { "time": "14:48", "open": 89.38, "high": 89.38, "low": 89.38, "close": 89.38, "amount_yi": 0.1498 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.38, "ts": "2026-06-29T14:48:21", "prev_close": 78.12, "open": 82.88, "high": 93.7, "low": 81.33, "bid1": 89.38, "ask1": 89.4, "bid_qty1": 115, "ask_qty1": 12 }, "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": "2026-06-29T14:48:26", "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": 46.3654, "price_vs_vwap_pct": -3.1821, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4183, "prev_amount_yi": 0.35, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 44.49, "high": 44.49, "low": 44.49, "close": 44.49, "amount_yi": 0.0706 }, { "time": "14:45", "open": 44.48, "high": 44.54, "low": 44.48, "close": 44.54, "amount_yi": 0.0894 }, { "time": "14:46", "open": 44.59, "high": 44.66, "low": 44.59, "close": 44.66, "amount_yi": 0.1133 }, { "time": "14:47", "open": 44.85, "high": 44.85, "low": 44.79, "close": 44.79, "amount_yi": 0.1102 }, { "time": "14:48", "open": 44.89, "high": 44.89, "low": 44.89, "close": 44.89, "amount_yi": 0.0348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.89, "ts": "2026-06-29T14:48:23", "prev_close": 47.95, "open": 50.41, "high": 50.98, "low": 43.16, "bid1": 44.87, "ask1": 44.89, "bid_qty1": 36, "ask_qty1": 9 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300285:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300285:VWAP_RECLAIM", "symbol": "SZSE.300285", "name": "国瓷材料", "side": "BUY", "priority": "W42", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 105.99, "exec_low": 107.58, "exec_high": 107.58, "invalid_price": 102.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 109.17, "max_chase_pct": 1.5, "base_exec_high": 107.58, "dynamic_exec_high": null, "entry_zone_low": 104.4, "entry_zone_high": 107.58, "entry_risk_pct": 3.1921, "intraday_vwap": 107.0941, "price_vs_vwap_pct": -0.9749, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7218, "prev_amount_yi": 4.102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6635, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 105.49, "high": 105.49, "low": 105.46, "close": 105.46, "amount_yi": 0.8876 }, { "time": "14:45", "open": 105.68, "high": 106.09, "low": 105.68, "close": 106.09, "amount_yi": 0.5452 }, { "time": "14:46", "open": 105.98, "high": 105.98, "low": 105.6, "close": 105.6, "amount_yi": 0.5063 }, { "time": "14:47", "open": 105.9, "high": 106.17, "low": 105.9, "close": 106.17, "amount_yi": 0.6306 }, { "time": "14:48", "open": 106.05, "high": 106.05, "low": 106.05, "close": 106.05, "amount_yi": 0.1521 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.05, "ts": "2026-06-29T14:48:21", "prev_close": 102.81, "open": 110.0, "high": 112.88, "low": 100.66, "bid1": 106.15, "ask1": 106.2, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688783:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688783:VWAP_RECLAIM", "symbol": "SHSE.688783", "name": "西安奕材-U", "side": "BUY", "priority": "W43", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 56.72, "exec_low": 57.57, "exec_high": 57.57, "invalid_price": 55.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 58.42, "max_chase_pct": 1.5, "base_exec_high": 57.57, "dynamic_exec_high": null, "entry_zone_low": 55.87, "entry_zone_high": 57.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3611, "prev_amount_yi": 0.2735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 61.86, "high": 61.98, "low": 61.86, "close": 61.98, "amount_yi": 0.0521 }, { "time": "14:45", "open": 61.9, "high": 61.9, "low": 61.52, "close": 61.52, "amount_yi": 0.1591 }, { "time": "14:46", "open": 61.5, "high": 61.55, "low": 61.5, "close": 61.55, "amount_yi": 0.0727 }, { "time": "14:47", "open": 61.85, "high": 61.85, "low": 61.68, "close": 61.68, "amount_yi": 0.058 }, { "time": "14:48", "open": 61.7, "high": 61.7, "low": 61.7, "close": 61.7, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.7, "ts": "2026-06-29T14:48:22", "prev_close": 53.86, "open": 55.0, "high": 62.89, "low": 51.51, "bid1": 61.69, "ask1": 61.7, "bid_qty1": 3, "ask_qty1": 82 }, "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": "2026-06-29T14:48:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 532.51, "max_chase_pct": 1.5, "base_exec_high": 524.75, "dynamic_exec_high": null, "entry_zone_low": 509.25, "entry_zone_high": 524.75, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.2166, "prev_amount_yi": 3.8814, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 507.51, "high": 507.51, "low": 507.22, "close": 507.22, "amount_yi": 0.7137 }, { "time": "14:45", "open": 508.0, "high": 509.0, "low": 508.0, "close": 509.0, "amount_yi": 0.4624 }, { "time": "14:46", "open": 510.0, "high": 510.01, "low": 510.0, "close": 510.01, "amount_yi": 0.7923 }, { "time": "14:47", "open": 509.0, "high": 509.0, "low": 508.55, "close": 508.55, "amount_yi": 0.7926 }, { "time": "14:48", "open": 508.02, "high": 508.02, "low": 508.02, "close": 508.02, "amount_yi": 0.4556 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 508.02, "ts": "2026-06-29T14:48:23", "prev_close": 501.05, "open": 491.54, "high": 512.0, "low": 472.1, "bid1": 508.01, "ask1": 508.02, "bid_qty1": 24, "ask_qty1": 25 }, "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": "2026-06-29T14:48:26", "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": 202.4488, "price_vs_vwap_pct": 2.4753, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0715, "prev_amount_yi": 0.0856, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8353, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0124 }, { "time": "14:45", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.01 }, { "time": "14:46", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0319 }, { "time": "14:47", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.012 }, { "time": "14:48", "open": 207.46, "high": 207.46, "low": 207.46, "close": 207.46, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 188.6, "open": 199.13, "high": 207.46, "low": 191.18, "bid1": 207.46, "ask1": 0.0, "bid_qty1": 21816, "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": "2026-06-29T14:48:26", "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": 82.6776, "price_vs_vwap_pct": -2.1138, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1474, "prev_amount_yi": 0.1358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 80.51, "high": 80.78, "low": 80.51, "close": 80.78, "amount_yi": 0.0295 }, { "time": "14:45", "open": 80.71, "high": 80.73, "low": 80.71, "close": 80.73, "amount_yi": 0.0416 }, { "time": "14:46", "open": 80.89, "high": 80.89, "low": 80.88, "close": 80.88, "amount_yi": 0.0184 }, { "time": "14:47", "open": 81.0, "high": 81.11, "low": 81.0, "close": 81.11, "amount_yi": 0.0288 }, { "time": "14:48", "open": 80.93, "high": 80.93, "low": 80.93, "close": 80.93, "amount_yi": 0.0291 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.93, "ts": "2026-06-29T14:48:22", "prev_close": 88.46, "open": 88.55, "high": 88.95, "low": 79.61, "bid1": 80.88, "ask1": 80.94, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603203:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603203:VWAP_RECLAIM", "symbol": "SHSE.603203", "name": "快克智能", "side": "BUY", "priority": "W47", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 77.28, "exec_low": 78.44, "exec_high": 78.44, "invalid_price": 74.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 76.3213, "price_vs_vwap_pct": 4.6759, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3506, "prev_amount_yi": 0.2369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 78.95, "high": 78.95, "low": 78.93, "close": 78.93, "amount_yi": 0.0447 }, { "time": "14:45", "open": 78.91, "high": 78.95, "low": 78.91, "close": 78.95, "amount_yi": 0.06 }, { "time": "14:46", "open": 79.0, "high": 79.03, "low": 79.0, "close": 79.03, "amount_yi": 0.0673 }, { "time": "14:47", "open": 79.45, "high": 79.61, "low": 79.45, "close": 79.61, "amount_yi": 0.1341 }, { "time": "14:48", "open": 79.89, "high": 79.89, "low": 79.89, "close": 79.89, "amount_yi": 0.0445 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.89, "ts": "2026-06-29T14:48:24", "prev_close": 76.0, "open": 75.99, "high": 79.9, "low": 71.1, "bid1": 79.89, "ask1": 79.9, "bid_qty1": 55, "ask_qty1": 57 }, "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": "2026-06-29T14:48:26", "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": 34.4241, "price_vs_vwap_pct": 1.2372, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3817, "prev_amount_yi": 0.2454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5554, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 34.86, "high": 34.86, "low": 34.83, "close": 34.83, "amount_yi": 0.1652 }, { "time": "14:45", "open": 34.85, "high": 34.85, "low": 34.83, "close": 34.83, "amount_yi": 0.0423 }, { "time": "14:46", "open": 34.83, "high": 34.84, "low": 34.83, "close": 34.84, "amount_yi": 0.0665 }, { "time": "14:47", "open": 34.85, "high": 34.85, "low": 34.84, "close": 34.84, "amount_yi": 0.0672 }, { "time": "14:48", "open": 34.85, "high": 34.85, "low": 34.85, "close": 34.85, "amount_yi": 0.0405 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.85, "ts": "2026-06-29T14:48:22", "prev_close": 33.96, "open": 34.1, "high": 36.37, "low": 32.88, "bid1": 34.85, "ask1": 34.86, "bid_qty1": 223, "ask_qty1": 20 }, "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": "2026-06-29T14:48:26", "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": 16.9079, "price_vs_vwap_pct": -5.2514, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0627, "prev_amount_yi": 0.0551, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0107 }, { "time": "14:45", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0068 }, { "time": "14:46", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0301 }, { "time": "14:47", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0116 }, { "time": "14:48", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:22", "prev_close": 17.8, "open": 17.71, "high": 18.39, "low": 16.02, "bid1": 0.0, "ask1": 16.02, "bid_qty1": 0, "ask_qty1": 20242 }, "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": "2026-06-29T14:48:26", "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": 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": 3.6566, "intraday_vwap": 12.4738, "price_vs_vwap_pct": 0.8514, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1657, "prev_amount_yi": 0.1145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4472, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 12.59, "high": 12.59, "low": 12.59, "close": 12.59, "amount_yi": 0.0216 }, { "time": "14:45", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0541 }, { "time": "14:46", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0233 }, { "time": "14:47", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0452 }, { "time": "14:48", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.58, "ts": "2026-06-29T14:48:21", "prev_close": 12.16, "open": 12.17, "high": 12.91, "low": 11.95, "bid1": 12.57, "ask1": 12.58, "bid_qty1": 1132, "ask_qty1": 385 }, "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": "2026-06-29T14:48:26", "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": 28.4318, "price_vs_vwap_pct": 1.1192, "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": 0.3641, "prev_amount_yi": 0.369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 28.72, "high": 28.72, "low": 28.69, "close": 28.69, "amount_yi": 0.0771 }, { "time": "14:45", "open": 28.7, "high": 28.71, "low": 28.7, "close": 28.71, "amount_yi": 0.0703 }, { "time": "14:46", "open": 28.73, "high": 28.73, "low": 28.7, "close": 28.7, "amount_yi": 0.1087 }, { "time": "14:47", "open": 28.71, "high": 28.74, "low": 28.71, "close": 28.74, "amount_yi": 0.0641 }, { "time": "14:48", "open": 28.75, "high": 28.75, "low": 28.75, "close": 28.75, "amount_yi": 0.0439 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.75, "ts": "2026-06-29T14:48:21", "prev_close": 26.32, "open": 26.68, "high": 30.0, "low": 26.0, "bid1": 28.75, "ask1": 28.76, "bid_qty1": 19, "ask_qty1": 22 }, "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": "2026-06-29T14:48:26", "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": 84.7325, "price_vs_vwap_pct": -1.1359, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2787, "prev_amount_yi": 0.2151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 83.8, "high": 83.81, "low": 83.8, "close": 83.81, "amount_yi": 0.0643 }, { "time": "14:45", "open": 83.7, "high": 83.72, "low": 83.7, "close": 83.72, "amount_yi": 0.0337 }, { "time": "14:46", "open": 83.65, "high": 83.65, "low": 83.52, "close": 83.52, "amount_yi": 0.0763 }, { "time": "14:47", "open": 83.55, "high": 83.55, "low": 83.55, "close": 83.55, "amount_yi": 0.0729 }, { "time": "14:48", "open": 83.77, "high": 83.77, "low": 83.77, "close": 83.77, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 83.77, "ts": "2026-06-29T14:48:24", "prev_close": 86.6, "open": 85.74, "high": 89.5, "low": 80.78, "bid1": 83.76, "ask1": 83.77, "bid_qty1": 2, "ask_qty1": 68 }, "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": "2026-06-29T14:48:26", "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": 7.8182, "price_vs_vwap_pct": 0.023, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.071, "prev_amount_yi": 3.2221, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 7.7, "high": 7.7, "low": 7.69, "close": 7.69, "amount_yi": 1.3982 }, { "time": "14:45", "open": 7.73, "high": 7.73, "low": 7.73, "close": 7.73, "amount_yi": 1.4533 }, { "time": "14:46", "open": 7.77, "high": 7.78, "low": 7.77, "close": 7.78, "amount_yi": 1.1976 }, { "time": "14:47", "open": 7.83, "high": 7.83, "low": 7.82, "close": 7.82, "amount_yi": 3.3813 }, { "time": "14:48", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.6406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.82, "ts": "2026-06-29T14:48:24", "prev_close": 7.79, "open": 7.96, "high": 8.21, "low": 7.51, "bid1": 7.81, "ask1": 7.82, "bid_qty1": 5788, "ask_qty1": 9542 }, "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": "2026-06-29T14:48:26", "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": 170.8321, "price_vs_vwap_pct": -5.4627, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9507, "prev_amount_yi": 0.7958, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 162.5, "high": 162.54, "low": 162.5, "close": 162.54, "amount_yi": 0.1588 }, { "time": "14:45", "open": 162.5, "high": 162.5, "low": 162.45, "close": 162.45, "amount_yi": 0.1779 }, { "time": "14:46", "open": 162.38, "high": 162.38, "low": 162.21, "close": 162.21, "amount_yi": 0.17 }, { "time": "14:47", "open": 162.01, "high": 162.01, "low": 161.89, "close": 161.89, "amount_yi": 0.3472 }, { "time": "14:48", "open": 161.5, "high": 161.5, "low": 161.5, "close": 161.5, "amount_yi": 0.0968 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 161.5, "ts": "2026-06-29T14:48:23", "prev_close": 178.0, "open": 178.5, "high": 184.09, "low": 160.2, "bid1": 161.45, "ask1": 161.5, "bid_qty1": 2, "ask_qty1": 30 }, "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": "2026-06-29T14:48:26", "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": 3.1991, "intraday_vwap": 16.733, "price_vs_vwap_pct": 0.8187, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0736, "prev_amount_yi": 0.0405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 16.98, "high": 16.98, "low": 16.95, "close": 16.95, "amount_yi": 0.0143 }, { "time": "14:45", "open": 16.92, "high": 16.92, "low": 16.9, "close": 16.9, "amount_yi": 0.0171 }, { "time": "14:46", "open": 16.93, "high": 16.93, "low": 16.9, "close": 16.9, "amount_yi": 0.0143 }, { "time": "14:47", "open": 16.91, "high": 16.91, "low": 16.9, "close": 16.9, "amount_yi": 0.0101 }, { "time": "14:48", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 16.87, "ts": "2026-06-29T14:48:21", "prev_close": 16.23, "open": 16.19, "high": 17.35, "low": 15.98, "bid1": 16.86, "ask1": 16.88, "bid_qty1": 105, "ask_qty1": 160 }, "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": "2026-06-29T14:48:26", "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": 20.2165, "price_vs_vwap_pct": -2.1591, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0887, "prev_amount_yi": 0.0978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 19.75, "high": 19.76, "low": 19.75, "close": 19.76, "amount_yi": 0.0191 }, { "time": "14:45", "open": 19.77, "high": 19.77, "low": 19.77, "close": 19.77, "amount_yi": 0.0114 }, { "time": "14:46", "open": 19.77, "high": 19.78, "low": 19.77, "close": 19.78, "amount_yi": 0.0225 }, { "time": "14:47", "open": 19.77, "high": 19.78, "low": 19.77, "close": 19.78, "amount_yi": 0.0233 }, { "time": "14:48", "open": 19.78, "high": 19.78, "low": 19.78, "close": 19.78, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.78, "ts": "2026-06-29T14:48:21", "prev_close": 20.78, "open": 20.95, "high": 21.88, "low": 19.16, "bid1": 19.78, "ask1": 19.79, "bid_qty1": 70, "ask_qty1": 42 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 489.25, "max_chase_pct": 1.5, "base_exec_high": 482.12, "dynamic_exec_high": null, "entry_zone_low": 467.88, "entry_zone_high": 482.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5697, "prev_amount_yi": 0.3531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 517.02, "high": 517.02, "low": 516.0, "close": 516.0, "amount_yi": 0.073 }, { "time": "14:45", "open": 517.85, "high": 517.85, "low": 517.76, "close": 517.76, "amount_yi": 0.1419 }, { "time": "14:46", "open": 517.82, "high": 518.0, "low": 517.82, "close": 518.0, "amount_yi": 0.107 }, { "time": "14:47", "open": 517.65, "high": 518.0, "low": 517.65, "close": 518.0, "amount_yi": 0.2027 }, { "time": "14:48", "open": 517.72, "high": 517.72, "low": 517.72, "close": 517.72, "amount_yi": 0.0451 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 517.72, "ts": "2026-06-29T14:48:23", "prev_close": 469.1, "open": 470.5, "high": 518.78, "low": 470.5, "bid1": 517.72, "ask1": 518.78, "bid_qty1": 3, "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": "2026-06-29T14:48:26", "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": 18.6012, "price_vs_vwap_pct": 5.6921, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0025, "prev_amount_yi": 0.0059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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 }, { "time": "14:45", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0003 }, { "time": "14:47", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0001 }, { "time": "14:48", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:11", "prev_close": 17.87, "open": 17.13, "high": 19.66, "low": 17.13, "bid1": 19.66, "ask1": 0.0, "bid_qty1": 30296, "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": "CANCELLED", "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": "2026-06-29T14:48:26", "sim_reason": "invalid_price_broken", "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": 9.7009, "price_vs_vwap_pct": -1.0401, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0601, "prev_amount_yi": 0.0441, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 9.61, "high": 9.62, "low": 9.61, "close": 9.62, "amount_yi": 0.0135 }, { "time": "14:45", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0067 }, { "time": "14:46", "open": 9.6, "high": 9.6, "low": 9.6, "close": 9.6, "amount_yi": 0.0116 }, { "time": "14:47", "open": 9.6, "high": 9.6, "low": 9.6, "close": 9.6, "amount_yi": 0.0211 }, { "time": "14:48", "open": 9.6, "high": 9.6, "low": 9.6, "close": 9.6, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.6, "ts": "2026-06-29T14:48:24", "prev_close": 9.74, "open": 9.71, "high": 9.94, "low": 9.54, "bid1": 9.6, "ask1": 9.61, "bid_qty1": 73, "ask_qty1": 189 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-29T14:48:26", "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": 47.8894, "price_vs_vwap_pct": 0.0221, "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": 0.7629, "prev_amount_yi": 1.1374, "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": "14:44", "open": 48.08, "high": 48.11, "low": 48.08, "close": 48.11, "amount_yi": 0.1654 }, { "time": "14:45", "open": 48.04, "high": 48.04, "low": 47.89, "close": 47.89, "amount_yi": 0.2325 }, { "time": "14:46", "open": 47.84, "high": 47.84, "low": 47.7, "close": 47.7, "amount_yi": 0.1485 }, { "time": "14:47", "open": 47.78, "high": 47.9, "low": 47.78, "close": 47.9, "amount_yi": 0.1052 }, { "time": "14:48", "open": 47.9, "high": 47.9, "low": 47.9, "close": 47.9, "amount_yi": 0.1113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.9, "ts": "2026-06-29T14:48:22", "prev_close": 48.8, "open": 49.8, "high": 50.78, "low": 45.6, "bid1": 47.89, "ask1": 47.9, "bid_qty1": 19, "ask_qty1": 1 }, "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": "2026-06-29T14:48:26", "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": 47.2491, "price_vs_vwap_pct": 3.6422, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1397, "prev_amount_yi": 0.1369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 48.78, "high": 48.78, "low": 48.77, "close": 48.77, "amount_yi": 0.03 }, { "time": "14:45", "open": 48.79, "high": 48.8, "low": 48.79, "close": 48.8, "amount_yi": 0.0257 }, { "time": "14:46", "open": 48.8, "high": 48.83, "low": 48.8, "close": 48.83, "amount_yi": 0.0349 }, { "time": "14:47", "open": 48.88, "high": 48.92, "low": 48.88, "close": 48.92, "amount_yi": 0.0337 }, { "time": "14:48", "open": 48.97, "high": 48.97, "low": 48.97, "close": 48.97, "amount_yi": 0.0154 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.97, "ts": "2026-06-29T14:48:21", "prev_close": 45.05, "open": 45.07, "high": 50.1, "low": 43.58, "bid1": 48.97, "ask1": 48.98, "bid_qty1": 1, "ask_qty1": 21 }, "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": "2026-06-29T14:48:26", "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": 50.7715, "price_vs_vwap_pct": -2.2877, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0085, "prev_amount_yi": 0.0149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0034 }, { "time": "14:45", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0012 }, { "time": "14:46", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0012 }, { "time": "14:47", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0014 }, { "time": "14:48", "open": 49.61, "high": 49.61, "low": 49.61, "close": 49.61, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 55.12, "open": 54.71, "high": 55.0, "low": 49.61, "bid1": 0.0, "ask1": 49.61, "bid_qty1": 0, "ask_qty1": 13193 }, "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": "2026-06-29T14:48:26", "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": 0.3249, "prev_amount_yi": 0.3008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 138.97, "high": 139.17, "low": 138.97, "close": 139.17, "amount_yi": 0.0614 }, { "time": "14:45", "open": 139.53, "high": 139.53, "low": 139.49, "close": 139.49, "amount_yi": 0.095 }, { "time": "14:46", "open": 139.72, "high": 139.74, "low": 139.72, "close": 139.74, "amount_yi": 0.0645 }, { "time": "14:47", "open": 139.72, "high": 139.73, "low": 139.72, "close": 139.73, "amount_yi": 0.0713 }, { "time": "14:48", "open": 139.8, "high": 139.8, "low": 139.8, "close": 139.8, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 139.8, "ts": "2026-06-29T14:48:22", "prev_close": 127.81, "open": 130.5, "high": 139.99, "low": 127.83, "bid1": 139.79, "ask1": 139.8, "bid_qty1": 8, "ask_qty1": 32 }, "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": "2026-06-29T14:48:26", "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": 29.7532, "price_vs_vwap_pct": -1.2207, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4894, "prev_amount_yi": 0.2857, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 29.34, "high": 29.36, "low": 29.34, "close": 29.36, "amount_yi": 0.0779 }, { "time": "14:45", "open": 29.37, "high": 29.41, "low": 29.37, "close": 29.41, "amount_yi": 0.0807 }, { "time": "14:46", "open": 29.4, "high": 29.4, "low": 29.4, "close": 29.4, "amount_yi": 0.1216 }, { "time": "14:47", "open": 29.4, "high": 29.4, "low": 29.39, "close": 29.39, "amount_yi": 0.1826 }, { "time": "14:48", "open": 29.39, "high": 29.39, "low": 29.39, "close": 29.39, "amount_yi": 0.0266 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.39, "ts": "2026-06-29T14:48:22", "prev_close": 30.25, "open": 30.02, "high": 30.88, "low": 29.07, "bid1": 29.38, "ask1": 29.39, "bid_qty1": 180, "ask_qty1": 12 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 696.28, "max_chase_pct": 1.5, "base_exec_high": 686.14, "dynamic_exec_high": null, "entry_zone_low": 665.86, "entry_zone_high": 686.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3084, "prev_amount_yi": 0.5093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 699.99, "high": 699.99, "low": 699.99, "close": 699.99, "amount_yi": 0.0355 }, { "time": "14:45", "open": 697.26, "high": 698.27, "low": 697.26, "close": 698.27, "amount_yi": 0.1258 }, { "time": "14:46", "open": 701.0, "high": 704.89, "low": 701.0, "close": 704.89, "amount_yi": 0.0626 }, { "time": "14:47", "open": 703.99, "high": 703.99, "low": 702.58, "close": 702.58, "amount_yi": 0.063 }, { "time": "14:48", "open": 703.99, "high": 703.99, "low": 703.99, "close": 703.99, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 703.99, "ts": "2026-06-29T14:48:23", "prev_close": 653.7, "open": 660.0, "high": 709.88, "low": 642.03, "bid1": 702.61, "ask1": 703.99, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-06-29T14:48:26", "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": 47.6196, "price_vs_vwap_pct": 3.3818, "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": 0.3014, "prev_amount_yi": 0.5499, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 49.2, "high": 49.33, "low": 49.2, "close": 49.33, "amount_yi": 0.0849 }, { "time": "14:45", "open": 49.24, "high": 49.29, "low": 49.24, "close": 49.29, "amount_yi": 0.0664 }, { "time": "14:46", "open": 49.16, "high": 49.16, "low": 49.05, "close": 49.05, "amount_yi": 0.0579 }, { "time": "14:47", "open": 49.2, "high": 49.25, "low": 49.2, "close": 49.25, "amount_yi": 0.0615 }, { "time": "14:48", "open": 49.23, "high": 49.23, "low": 49.23, "close": 49.23, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.23, "ts": "2026-06-29T14:48:23", "prev_close": 46.69, "open": 47.0, "high": 49.36, "low": 46.2, "bid1": 49.21, "ask1": 49.23, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "TOUCHED", "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": "2026-06-29T14:48:26", "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": 22.4206, "price_vs_vwap_pct": -0.6717, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1359, "prev_amount_yi": 0.1336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 22.25, "high": 22.26, "low": 22.25, "close": 22.26, "amount_yi": 0.0176 }, { "time": "14:45", "open": 22.26, "high": 22.26, "low": 22.25, "close": 22.25, "amount_yi": 0.0247 }, { "time": "14:46", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.0373 }, { "time": "14:47", "open": 22.27, "high": 22.28, "low": 22.27, "close": 22.28, "amount_yi": 0.0377 }, { "time": "14:48", "open": 22.27, "high": 22.27, "low": 22.27, "close": 22.27, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.27, "ts": "2026-06-29T14:48:24", "prev_close": 23.21, "open": 23.29, "high": 23.5, "low": 21.9, "bid1": 22.28, "ask1": 22.29, "bid_qty1": 9, "ask_qty1": 19 }, "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": "2026-06-29T14:48:26", "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": 12.8002, "price_vs_vwap_pct": -2.1109, "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": 0.6664, "prev_amount_yi": 0.735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9067, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 12.5, "high": 12.51, "low": 12.5, "close": 12.51, "amount_yi": 0.0889 }, { "time": "14:45", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.1151 }, { "time": "14:46", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.1125 }, { "time": "14:47", "open": 12.54, "high": 12.54, "low": 12.53, "close": 12.53, "amount_yi": 0.2113 }, { "time": "14:48", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.1386 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.53, "ts": "2026-06-29T14:48:23", "prev_close": 12.54, "open": 12.65, "high": 13.5, "low": 12.16, "bid1": 12.52, "ask1": 12.53, "bid_qty1": 597, "ask_qty1": 1795 }, "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": "2026-06-29T14:48:26", "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": 160.333, "price_vs_vwap_pct": 4.626, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0343, "prev_amount_yi": 0.0322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0034 }, { "time": "14:45", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0195 }, { "time": "14:46", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0017 }, { "time": "14:47", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0084 }, { "time": "14:48", "open": 167.75, "high": 167.75, "low": 167.75, "close": 167.75, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:21", "prev_close": 152.5, "open": 155.55, "high": 167.75, "low": 151.0, "bid1": 167.75, "ask1": 0.0, "bid_qty1": 17515, "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": "2026-06-29T14:48:26", "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": 18.9052, "price_vs_vwap_pct": -2.1962, "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": 0.3661, "prev_amount_yi": 0.4467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 18.39, "high": 18.42, "low": 18.39, "close": 18.42, "amount_yi": 0.0897 }, { "time": "14:45", "open": 18.43, "high": 18.43, "low": 18.43, "close": 18.43, "amount_yi": 0.0858 }, { "time": "14:46", "open": 18.43, "high": 18.46, "low": 18.43, "close": 18.46, "amount_yi": 0.0643 }, { "time": "14:47", "open": 18.45, "high": 18.48, "low": 18.45, "close": 18.48, "amount_yi": 0.0833 }, { "time": "14:48", "open": 18.49, "high": 18.49, "low": 18.49, "close": 18.49, "amount_yi": 0.043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.49, "ts": "2026-06-29T14:48:23", "prev_close": 19.97, "open": 20.5, "high": 21.32, "low": 17.97, "bid1": 18.48, "ask1": 18.49, "bid_qty1": 201, "ask_qty1": 238 }, "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": "2026-06-29T14:48:26", "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": 129.0049, "price_vs_vwap_pct": -2.9184, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0735, "prev_amount_yi": 0.1006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 124.8, "high": 124.8, "low": 124.76, "close": 124.76, "amount_yi": 0.0236 }, { "time": "14:45", "open": 124.93, "high": 125.07, "low": 124.93, "close": 125.07, "amount_yi": 0.0076 }, { "time": "14:46", "open": 125.19, "high": 125.36, "low": 125.19, "close": 125.36, "amount_yi": 0.0157 }, { "time": "14:47", "open": 125.17, "high": 125.26, "low": 125.17, "close": 125.26, "amount_yi": 0.0228 }, { "time": "14:48", "open": 125.24, "high": 125.24, "low": 125.24, "close": 125.24, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.24, "ts": "2026-06-29T14:48:21", "prev_close": 124.69, "open": 127.01, "high": 135.5, "low": 123.11, "bid1": 125.14, "ask1": 125.25, "bid_qty1": 7, "ask_qty1": 10 }, "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": "2026-06-29T14:48:26", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 117.37, "max_chase_pct": 1.5, "base_exec_high": 115.66, "dynamic_exec_high": null, "entry_zone_low": 112.24, "entry_zone_high": 115.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2433, "prev_amount_yi": 0.2555, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 104.18, "high": 104.18, "low": 104.18, "close": 104.18, "amount_yi": 0.0605 }, { "time": "14:45", "open": 104.18, "high": 104.19, "low": 104.18, "close": 104.19, "amount_yi": 0.0544 }, { "time": "14:46", "open": 104.45, "high": 104.5, "low": 104.45, "close": 104.5, "amount_yi": 0.0507 }, { "time": "14:47", "open": 104.78, "high": 104.79, "low": 104.78, "close": 104.79, "amount_yi": 0.0619 }, { "time": "14:48", "open": 104.95, "high": 104.95, "low": 104.95, "close": 104.95, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 104.95, "ts": "2026-06-29T14:48:22", "prev_close": 108.6, "open": 110.16, "high": 115.85, "low": 102.57, "bid1": 104.96, "ask1": 105.44, "bid_qty1": 4, "ask_qty1": 32 }, "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": "2026-06-29T14:48:26", "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": 53.056, "price_vs_vwap_pct": -1.8019, "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": 1.7505, "prev_amount_yi": 2.1071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 51.89, "high": 52.11, "low": 51.89, "close": 52.11, "amount_yi": 0.4095 }, { "time": "14:45", "open": 52.08, "high": 52.09, "low": 52.08, "close": 52.09, "amount_yi": 0.3662 }, { "time": "14:46", "open": 52.12, "high": 52.13, "low": 52.12, "close": 52.13, "amount_yi": 0.3836 }, { "time": "14:47", "open": 52.15, "high": 52.15, "low": 52.15, "close": 52.15, "amount_yi": 0.3461 }, { "time": "14:48", "open": 52.1, "high": 52.1, "low": 52.1, "close": 52.1, "amount_yi": 0.2451 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.1, "ts": "2026-06-29T14:48:22", "prev_close": 50.38, "open": 52.89, "high": 55.42, "low": 50.85, "bid1": 52.1, "ask1": 52.11, "bid_qty1": 13, "ask_qty1": 110 }, "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": "2026-06-29T14:48:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.29, "max_chase_pct": 1.5, "base_exec_high": 11.12, "dynamic_exec_high": null, "entry_zone_low": 10.8, "entry_zone_high": 11.12, "entry_risk_pct": 3.0994, "intraday_vwap": 10.8217, "price_vs_vwap_pct": 1.278, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0597, "prev_amount_yi": 0.0427, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0151 }, { "time": "14:45", "open": 10.98, "high": 10.98, "low": 10.97, "close": 10.97, "amount_yi": 0.0178 }, { "time": "14:46", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0102 }, { "time": "14:47", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0115 }, { "time": "14:48", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 10.96, "ts": "2026-06-29T14:48:22", "prev_close": 10.79, "open": 10.75, "high": 11.08, "low": 10.46, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 206, "ask_qty1": 150 }, "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": "2026-06-29T14:48:26", "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": 7.4922, "price_vs_vwap_pct": 1.5723, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0555, "prev_amount_yi": 0.0485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0094 }, { "time": "14:45", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0125 }, { "time": "14:46", "open": 7.61, "high": 7.61, "low": 7.6, "close": 7.6, "amount_yi": 0.0188 }, { "time": "14:47", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0107 }, { "time": "14:48", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": "2026-06-29T14:48:23", "prev_close": 7.51, "open": 7.48, "high": 7.61, "low": 7.29, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 262, "ask_qty1": 2678 }, "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": "2026-06-29T14:48:26", "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": 123.5046, "price_vs_vwap_pct": 2.0367, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.89, "prev_amount_yi": 1.6849, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 125.87, "high": 125.96, "low": 125.87, "close": 125.96, "amount_yi": 0.4038 }, { "time": "14:45", "open": 125.94, "high": 125.98, "low": 125.94, "close": 125.98, "amount_yi": 0.5593 }, { "time": "14:46", "open": 126.06, "high": 126.1, "low": 126.06, "close": 126.1, "amount_yi": 0.3201 }, { "time": "14:47", "open": 126.05, "high": 126.05, "low": 126.0, "close": 126.0, "amount_yi": 0.4322 }, { "time": "14:48", "open": 126.02, "high": 126.02, "low": 126.02, "close": 126.02, "amount_yi": 0.1746 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 126.02, "ts": "2026-06-29T14:48:22", "prev_close": 118.18, "open": 117.21, "high": 126.58, "low": 116.8, "bid1": 126.01, "ask1": 126.02, "bid_qty1": 2, "ask_qty1": 48 }, "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": "2026-06-29T14:48:26", "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": 0.3977, "prev_amount_yi": 0.2494, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 136.54, "high": 136.64, "low": 136.54, "close": 136.64, "amount_yi": 0.0602 }, { "time": "14:45", "open": 136.99, "high": 137.13, "low": 136.99, "close": 137.13, "amount_yi": 0.0696 }, { "time": "14:46", "open": 137.24, "high": 137.24, "low": 136.96, "close": 136.96, "amount_yi": 0.0502 }, { "time": "14:47", "open": 137.11, "high": 138.32, "low": 137.11, "close": 138.32, "amount_yi": 0.1398 }, { "time": "14:48", "open": 138.03, "high": 138.03, "low": 138.03, "close": 138.03, "amount_yi": 0.0779 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.03, "ts": "2026-06-29T14:48:24", "prev_close": 149.38, "open": 147.56, "high": 152.32, "low": 131.63, "bid1": 137.96, "ask1": 138.03, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:48:26", "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": 11.8406, "price_vs_vwap_pct": -0.8496, "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": 0.5994, "prev_amount_yi": 0.6594, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 11.62, "high": 11.64, "low": 11.62, "close": 11.64, "amount_yi": 0.1342 }, { "time": "14:45", "open": 11.66, "high": 11.68, "low": 11.66, "close": 11.68, "amount_yi": 0.0674 }, { "time": "14:46", "open": 11.74, "high": 11.74, "low": 11.73, "close": 11.73, "amount_yi": 0.2118 }, { "time": "14:47", "open": 11.73, "high": 11.74, "low": 11.73, "close": 11.74, "amount_yi": 0.1452 }, { "time": "14:48", "open": 11.74, "high": 11.74, "low": 11.74, "close": 11.74, "amount_yi": 0.0408 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.74, "ts": "2026-06-29T14:48:22", "prev_close": 12.14, "open": 12.59, "high": 12.84, "low": 11.1, "bid1": 11.72, "ask1": 11.74, "bid_qty1": 124, "ask_qty1": 78 }, "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": "2026-06-29T14:48:26", "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": 21.9198, "price_vs_vwap_pct": -1.1396, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.3877, "prev_amount_yi": 1.1706, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 21.64, "high": 21.64, "low": 21.6, "close": 21.6, "amount_yi": 0.2927 }, { "time": "14:45", "open": 21.59, "high": 21.59, "low": 21.58, "close": 21.58, "amount_yi": 0.3068 }, { "time": "14:46", "open": 21.58, "high": 21.58, "low": 21.58, "close": 21.58, "amount_yi": 0.2965 }, { "time": "14:47", "open": 21.65, "high": 21.67, "low": 21.65, "close": 21.67, "amount_yi": 0.3735 }, { "time": "14:48", "open": 21.67, "high": 21.67, "low": 21.67, "close": 21.67, "amount_yi": 0.1182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.67, "ts": "2026-06-29T14:48:24", "prev_close": 22.56, "open": 22.73, "high": 23.5, "low": 20.58, "bid1": 21.67, "ask1": 21.68, "bid_qty1": 695, "ask_qty1": 74 }, "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": "2026-06-29T14:48:26", "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": 0.0508, "prev_amount_yi": 0.0612, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 61.51, "high": 61.51, "low": 61.5, "close": 61.5, "amount_yi": 0.013 }, { "time": "14:45", "open": 61.35, "high": 61.39, "low": 61.35, "close": 61.39, "amount_yi": 0.0174 }, { "time": "14:46", "open": 61.39, "high": 61.96, "low": 61.39, "close": 61.96, "amount_yi": 0.0128 }, { "time": "14:47", "open": 62.06, "high": 62.18, "low": 62.06, "close": 62.18, "amount_yi": 0.0069 }, { "time": "14:48", "open": 62.62, "high": 62.62, "low": 62.62, "close": 62.62, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.62, "ts": "2026-06-29T14:48:23", "prev_close": 69.39, "open": 71.0, "high": 71.49, "low": 60.08, "bid1": 62.62, "ask1": 62.65, "bid_qty1": 24, "ask_qty1": 1 }, "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": "2026-06-29T14:48:26", "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": 57.4567, "price_vs_vwap_pct": 2.4424, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.345, "prev_amount_yi": 0.0988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.05 }, { "time": "14:45", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.1106 }, { "time": "14:46", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0504 }, { "time": "14:47", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0927 }, { "time": "14:48", "open": 58.86, "high": 58.86, "low": 58.86, "close": 58.86, "amount_yi": 0.0413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:24", "prev_close": 53.51, "open": 56.0, "high": 58.86, "low": 55.55, "bid1": 58.86, "ask1": 0.0, "bid_qty1": 74569, "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": "2026-06-29T14:48:26", "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": 26.6796, "price_vs_vwap_pct": 0.9011, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1583, "prev_amount_yi": 0.0751, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1079, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 26.81, "high": 26.86, "low": 26.81, "close": 26.86, "amount_yi": 0.0407 }, { "time": "14:45", "open": 26.91, "high": 26.92, "low": 26.91, "close": 26.92, "amount_yi": 0.0308 }, { "time": "14:46", "open": 26.9, "high": 26.92, "low": 26.9, "close": 26.92, "amount_yi": 0.0471 }, { "time": "14:47", "open": 26.93, "high": 26.93, "low": 26.92, "close": 26.92, "amount_yi": 0.0267 }, { "time": "14:48", "open": 26.92, "high": 26.92, "low": 26.92, "close": 26.92, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.92, "ts": "2026-06-29T14:48:24", "prev_close": 25.42, "open": 25.43, "high": 27.28, "low": 25.27, "bid1": 26.92, "ask1": 26.93, "bid_qty1": 46, "ask_qty1": 4 }, "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": "2026-06-29T14:48:26", "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": 73.44, "price_vs_vwap_pct": -0.9532, "energy_floor_hint_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": 0.1055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 72.81, "high": 72.81, "low": 72.81, "close": 72.81, "amount_yi": 0.0168 }, { "time": "14:45", "open": 72.81, "high": 72.81, "low": 72.81, "close": 72.81, "amount_yi": 0.0214 }, { "time": "14:46", "open": 72.86, "high": 72.86, "low": 72.81, "close": 72.81, "amount_yi": 0.0258 }, { "time": "14:47", "open": 72.79, "high": 72.79, "low": 72.77, "close": 72.77, "amount_yi": 0.0166 }, { "time": "14:48", "open": 72.74, "high": 72.74, "low": 72.74, "close": 72.74, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 72.74, "ts": "2026-06-29T14:48:22", "prev_close": 76.02, "open": 76.24, "high": 77.0, "low": 71.81, "bid1": 72.73, "ask1": 72.74, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:48:26", "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": 3.5572, "intraday_vwap": 57.1339, "price_vs_vwap_pct": 0.8508, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.033, "prev_amount_yi": 0.0275, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 57.67, "high": 57.69, "low": 57.67, "close": 57.69, "amount_yi": 0.0047 }, { "time": "14:45", "open": 57.67, "high": 57.67, "low": 57.64, "close": 57.64, "amount_yi": 0.008 }, { "time": "14:46", "open": 57.68, "high": 57.68, "low": 57.66, "close": 57.66, "amount_yi": 0.008 }, { "time": "14:47", "open": 57.66, "high": 57.66, "low": 57.65, "close": 57.65, "amount_yi": 0.0095 }, { "time": "14:48", "open": 57.62, "high": 57.62, "low": 57.62, "close": 57.62, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 57.62, "ts": "2026-06-29T14:48:20", "prev_close": 56.7, "open": 56.4, "high": 59.18, "low": 54.3, "bid1": 57.62, "ask1": 57.63, "bid_qty1": 14, "ask_qty1": 19 }, "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": "2026-06-29T14:48:26", "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": 3.4274, "intraday_vwap": 4.9129, "price_vs_vwap_pct": 0.9587, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0826, "prev_amount_yi": 0.0856, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0097 }, { "time": "14:45", "open": 4.96, "high": 4.96, "low": 4.95, "close": 4.95, "amount_yi": 0.0195 }, { "time": "14:46", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0127 }, { "time": "14:47", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0322 }, { "time": "14:48", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": "2026-06-29T14:48:22", "prev_close": 4.92, "open": 4.91, "high": 4.99, "low": 4.81, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 23766, "ask_qty1": 499 }, "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": "2026-06-29T14:48:26", "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": 15.9706, "price_vs_vwap_pct": -0.0038, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1372, "prev_amount_yi": 0.0902, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 15.91, "high": 15.92, "low": 15.91, "close": 15.92, "amount_yi": 0.0324 }, { "time": "14:45", "open": 15.93, "high": 15.93, "low": 15.91, "close": 15.91, "amount_yi": 0.0131 }, { "time": "14:46", "open": 15.9, "high": 15.91, "low": 15.9, "close": 15.91, "amount_yi": 0.0301 }, { "time": "14:47", "open": 15.99, "high": 15.99, "low": 15.98, "close": 15.98, "amount_yi": 0.0418 }, { "time": "14:48", "open": 15.97, "high": 15.97, "low": 15.97, "close": 15.97, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.97, "ts": "2026-06-29T14:48:23", "prev_close": 16.7, "open": 16.54, "high": 16.8, "low": 15.4, "bid1": 15.97, "ask1": 15.98, "bid_qty1": 1103, "ask_qty1": 20 }, "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": "2026-06-29T14:48:26", "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": 2.9313, "price_vs_vwap_pct": -0.7266, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0832, "prev_amount_yi": 0.116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0211 }, { "time": "14:45", "open": 2.91, "high": 2.91, "low": 2.9, "close": 2.9, "amount_yi": 0.0214 }, { "time": "14:46", "open": 2.91, "high": 2.91, "low": 2.9, "close": 2.9, "amount_yi": 0.0148 }, { "time": "14:47", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0193 }, { "time": "14:48", "open": 2.91, "high": 2.91, "low": 2.91, "close": 2.91, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:22", "prev_close": 3.03, "open": 2.98, "high": 3.0, "low": 2.88, "bid1": 2.9, "ask1": 2.91, "bid_qty1": 58020, "ask_qty1": 27225 }, "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": "2026-06-29T14:48:26", "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": 192.8966, "price_vs_vwap_pct": 1.8058, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1566, "prev_amount_yi": 0.1558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 195.97, "high": 195.97, "low": 195.97, "close": 195.97, "amount_yi": 0.0543 }, { "time": "14:45", "open": 195.97, "high": 196.0, "low": 195.97, "close": 196.0, "amount_yi": 0.021 }, { "time": "14:46", "open": 196.12, "high": 196.18, "low": 196.12, "close": 196.18, "amount_yi": 0.0229 }, { "time": "14:47", "open": 196.25, "high": 196.31, "low": 196.25, "close": 196.31, "amount_yi": 0.0346 }, { "time": "14:48", "open": 196.38, "high": 196.38, "low": 196.38, "close": 196.38, "amount_yi": 0.0238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 196.38, "ts": "2026-06-29T14:48:21", "prev_close": 190.62, "open": 193.29, "high": 204.56, "low": 180.5, "bid1": 196.35, "ask1": 196.38, "bid_qty1": 64, "ask_qty1": 2 }, "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": "2026-06-29T14:48:26", "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": 21.3476, "price_vs_vwap_pct": -1.722, "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": 1.0445, "prev_amount_yi": 1.127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 20.84, "high": 20.89, "low": 20.84, "close": 20.89, "amount_yi": 0.1721 }, { "time": "14:45", "open": 20.94, "high": 20.94, "low": 20.93, "close": 20.93, "amount_yi": 0.1388 }, { "time": "14:46", "open": 20.97, "high": 20.97, "low": 20.94, "close": 20.94, "amount_yi": 0.2819 }, { "time": "14:47", "open": 20.96, "high": 20.96, "low": 20.95, "close": 20.95, "amount_yi": 0.2694 }, { "time": "14:48", "open": 20.98, "high": 20.98, "low": 20.98, "close": 20.98, "amount_yi": 0.1823 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.98, "ts": "2026-06-29T14:48:22", "prev_close": 21.73, "open": 22.4, "high": 22.89, "low": 20.07, "bid1": 20.97, "ask1": 20.98, "bid_qty1": 1751, "ask_qty1": 208 }, "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": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 440.83, "max_chase_pct": 1.5, "base_exec_high": 434.41, "dynamic_exec_high": null, "entry_zone_low": 421.57, "entry_zone_high": 434.41, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.13, "prev_amount_yi": 0.6815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 442.8, "high": 442.8, "low": 441.1, "close": 441.1, "amount_yi": 0.1048 }, { "time": "14:45", "open": 442.96, "high": 442.96, "low": 442.96, "close": 442.96, "amount_yi": 0.1977 }, { "time": "14:46", "open": 443.0, "high": 443.0, "low": 443.0, "close": 443.0, "amount_yi": 0.2746 }, { "time": "14:47", "open": 442.99, "high": 442.99, "low": 442.99, "close": 442.99, "amount_yi": 0.2719 }, { "time": "14:48", "open": 443.48, "high": 443.48, "low": 443.48, "close": 443.48, "amount_yi": 0.281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 443.48, "ts": "2026-06-29T14:48:23", "prev_close": 414.0, "open": 420.0, "high": 450.0, "low": 414.0, "bid1": 443.48, "ask1": 444.0, "bid_qty1": 4, "ask_qty1": 63 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601838:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601838:VWAP_RECLAIM", "symbol": "SHSE.601838", "name": "成都银行", "side": "BUY", "priority": "W91", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 18.07, "exec_low": 18.34, "exec_high": 18.34, "invalid_price": 17.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 18.61, "max_chase_pct": 1.5, "base_exec_high": 18.34, "dynamic_exec_high": null, "entry_zone_low": 17.8, "entry_zone_high": 18.34, "entry_risk_pct": null, "intraday_vwap": 17.9199, "price_vs_vwap_pct": 0.6702, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0325, "prev_amount_yi": 0.0585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 18.09, "high": 18.09, "low": 18.09, "close": 18.09, "amount_yi": 0.0061 }, { "time": "14:45", "open": 18.08, "high": 18.08, "low": 18.06, "close": 18.06, "amount_yi": 0.0161 }, { "time": "14:46", "open": 18.05, "high": 18.06, "low": 18.05, "close": 18.06, "amount_yi": 0.002 }, { "time": "14:47", "open": 18.05, "high": 18.05, "low": 18.05, "close": 18.05, "amount_yi": 0.0069 }, { "time": "14:48", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.04, "ts": "2026-06-29T14:48:24", "prev_close": 17.96, "open": 17.9, "high": 18.2, "low": 17.5, "bid1": 18.04, "ask1": 18.05, "bid_qty1": 489, "ask_qty1": 1521 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601128:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601128:VWAP_RECLAIM", "symbol": "SHSE.601128", "name": "常熟银行", "side": "BUY", "priority": "W92", "status": "OBSERVE", "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": "2026-06-29T14:48:26", "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": 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": 3.0303, "intraday_vwap": 5.8857, "price_vs_vwap_pct": 0.9226, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0317, "prev_amount_yi": 0.0249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2731, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0075 }, { "time": "14:45", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0028 }, { "time": "14:46", "open": 5.94, "high": 5.94, "low": 5.93, "close": 5.93, "amount_yi": 0.0087 }, { "time": "14:47", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0062 }, { "time": "14:48", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 5.94, "ts": "2026-06-29T14:48:24", "prev_close": 5.92, "open": 5.92, "high": 5.98, "low": 5.76, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 2084, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-29T14:48:26", "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": 8.7787, "price_vs_vwap_pct": 1.2678, "energy_floor_hint_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": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 8.89, "high": 8.89, "low": 8.88, "close": 8.88, "amount_yi": 0.014 }, { "time": "14:45", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0086 }, { "time": "14:46", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0132 }, { "time": "14:47", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0117 }, { "time": "14:48", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.89, "ts": "2026-06-29T14:48:22", "prev_close": 8.89, "open": 8.89, "high": 8.91, "low": 8.61, "bid1": 8.88, "ask1": 8.89, "bid_qty1": 1426, "ask_qty1": 121 }, "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": "2026-06-29T14:48:26", "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": 7.8003, "price_vs_vwap_pct": 0.509, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0299, "prev_amount_yi": 0.0434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 7.84, "high": 7.85, "low": 7.84, "close": 7.85, "amount_yi": 0.0046 }, { "time": "14:45", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.0068 }, { "time": "14:46", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.0062 }, { "time": "14:47", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0101 }, { "time": "14:48", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.84, "ts": "2026-06-29T14:48:24", "prev_close": 7.9, "open": 7.9, "high": 7.91, "low": 7.64, "bid1": 7.83, "ask1": 7.84, "bid_qty1": 421, "ask_qty1": 333 }, "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": "2026-06-29T14:48:26", "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": 0.2842, "prev_amount_yi": 0.2096, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3559, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 141.94, "high": 141.94, "low": 141.76, "close": 141.76, "amount_yi": 0.0905 }, { "time": "14:45", "open": 142.25, "high": 142.25, "low": 142.23, "close": 142.23, "amount_yi": 0.0581 }, { "time": "14:46", "open": 142.34, "high": 142.34, "low": 142.32, "close": 142.32, "amount_yi": 0.0543 }, { "time": "14:47", "open": 142.48, "high": 142.48, "low": 142.48, "close": 142.48, "amount_yi": 0.0657 }, { "time": "14:48", "open": 142.57, "high": 142.57, "low": 142.57, "close": 142.57, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 142.57, "ts": "2026-06-29T14:48:23", "prev_close": 146.8, "open": 145.21, "high": 149.89, "low": 134.12, "bid1": 142.56, "ask1": 142.59, "bid_qty1": 2, "ask_qty1": 0 }, "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": "2026-06-29T14:48:26", "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": 52.7963, "price_vs_vwap_pct": -1.5461, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9758, "prev_amount_yi": 1.1551, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 51.49, "high": 51.49, "low": 51.49, "close": 51.49, "amount_yi": 0.4245 }, { "time": "14:45", "open": 51.46, "high": 51.46, "low": 51.45, "close": 51.45, "amount_yi": 0.2629 }, { "time": "14:46", "open": 51.46, "high": 51.46, "low": 51.45, "close": 51.45, "amount_yi": 0.288 }, { "time": "14:47", "open": 51.41, "high": 51.41, "low": 51.37, "close": 51.37, "amount_yi": 0.3101 }, { "time": "14:48", "open": 51.98, "high": 51.98, "low": 51.98, "close": 51.98, "amount_yi": 0.6903 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.98, "ts": "2026-06-29T14:48:21", "prev_close": 55.59, "open": 56.58, "high": 57.0, "low": 50.4, "bid1": 51.98, "ask1": 51.99, "bid_qty1": 13, "ask_qty1": 228 }, "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": "2026-06-29T14:48:26", "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": 9.7492, "price_vs_vwap_pct": 0.3159, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.158, "prev_amount_yi": 0.1045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 9.8, "high": 9.81, "low": 9.8, "close": 9.81, "amount_yi": 0.0348 }, { "time": "14:45", "open": 9.8, "high": 9.8, "low": 9.79, "close": 9.79, "amount_yi": 0.0301 }, { "time": "14:46", "open": 9.79, "high": 9.8, "low": 9.79, "close": 9.8, "amount_yi": 0.0183 }, { "time": "14:47", "open": 9.79, "high": 9.79, "low": 9.78, "close": 9.78, "amount_yi": 0.0625 }, { "time": "14:48", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.78, "ts": "2026-06-29T14:48:24", "prev_close": 9.78, "open": 9.71, "high": 9.89, "low": 9.59, "bid1": 9.78, "ask1": 9.79, "bid_qty1": 6647, "ask_qty1": 454 }, "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": "2026-06-29T14:48:26", "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": 3.3418, "intraday_vwap": 42.2087, "price_vs_vwap_pct": 2.0406, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0309, "prev_amount_yi": 0.0124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 43.01, "high": 43.02, "low": 43.01, "close": 43.02, "amount_yi": 0.0073 }, { "time": "14:45", "open": 43.02, "high": 43.02, "low": 43.01, "close": 43.01, "amount_yi": 0.0046 }, { "time": "14:46", "open": 43.01, "high": 43.04, "low": 43.01, "close": 43.04, "amount_yi": 0.0039 }, { "time": "14:47", "open": 43.05, "high": 43.07, "low": 43.05, "close": 43.07, "amount_yi": 0.007 }, { "time": "14:48", "open": 43.07, "high": 43.07, "low": 43.07, "close": 43.07, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.07, "ts": "2026-06-29T14:48:24", "prev_close": 41.86, "open": 41.86, "high": 43.25, "low": 40.4, "bid1": 43.07, "ask1": 43.09, "bid_qty1": 17, "ask_qty1": 17 }, "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": "2026-06-29T14:48:26", "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": 4.6892, "price_vs_vwap_pct": 0.8701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0253, "prev_amount_yi": 0.1105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0069 }, { "time": "14:45", "open": 4.73, "high": 4.73, "low": 4.72, "close": 4.72, "amount_yi": 0.0065 }, { "time": "14:46", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0024 }, { "time": "14:47", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0044 }, { "time": "14:48", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.73, "ts": "2026-06-29T14:48:24", "prev_close": 4.75, "open": 4.75, "high": 4.77, "low": 4.58, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 11042, "ask_qty1": 10737 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600919:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600919:VWAP_RECLAIM", "symbol": "SHSE.600919", "name": "江苏银行", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.25, "exec_low": 11.42, "exec_high": 11.42, "invalid_price": 10.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.59, "max_chase_pct": 1.5, "base_exec_high": 11.42, "dynamic_exec_high": null, "entry_zone_low": 11.08, "entry_zone_high": 11.42, "entry_risk_pct": null, "intraday_vwap": 11.0213, "price_vs_vwap_pct": 0.9863, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2159, "prev_amount_yi": 0.2534, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.852, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0389 }, { "time": "14:45", "open": 11.14, "high": 11.14, "low": 11.13, "close": 11.13, "amount_yi": 0.0327 }, { "time": "14:46", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0447 }, { "time": "14:47", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0456 }, { "time": "14:48", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.13, "ts": "2026-06-29T14:48:24", "prev_close": 11.09, "open": 11.07, "high": 11.15, "low": 10.79, "bid1": 11.12, "ask1": 11.13, "bid_qty1": 3009, "ask_qty1": 1233 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SZSE.300832:VWAP_RECLAIM:BUY", "plan_id": "20260626:SZSE.300832:VWAP_RECLAIM", "symbol": "SZSE.300832", "name": "新产业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.94, "exec_low": 43.58, "exec_high": 43.58, "invalid_price": 41.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 3.4762, "intraday_vwap": 43.4593, "price_vs_vwap_pct": -0.7117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0695, "prev_amount_yi": 0.0883, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 43.2, "high": 43.24, "low": 43.2, "close": 43.24, "amount_yi": 0.0146 }, { "time": "14:45", "open": 43.19, "high": 43.19, "low": 43.19, "close": 43.19, "amount_yi": 0.014 }, { "time": "14:46", "open": 43.22, "high": 43.22, "low": 43.21, "close": 43.21, "amount_yi": 0.0133 }, { "time": "14:47", "open": 43.16, "high": 43.16, "low": 43.13, "close": 43.13, "amount_yi": 0.0221 }, { "time": "14:48", "open": 43.15, "high": 43.15, "low": 43.15, "close": 43.15, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 43.15, "ts": "2026-06-29T14:48:21", "prev_close": 42.39, "open": 42.21, "high": 44.84, "low": 41.01, "bid1": 43.14, "ask1": 43.15, "bid_qty1": 4, "ask_qty1": 39 }, "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": "2026-06-29T14:48:26", "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": 6.2948, "price_vs_vwap_pct": 1.1946, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0638, "prev_amount_yi": 0.052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0137 }, { "time": "14:45", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0077 }, { "time": "14:46", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0056 }, { "time": "14:47", "open": 6.38, "high": 6.38, "low": 6.37, "close": 6.37, "amount_yi": 0.0347 }, { "time": "14:48", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.37, "ts": "2026-06-29T14:48:24", "prev_close": 6.3, "open": 6.29, "high": 6.41, "low": 6.12, "bid1": 6.36, "ask1": 6.37, "bid_qty1": 1519, "ask_qty1": 724 }, "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": "2026-06-29T14:48:26", "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": 5.8967, "price_vs_vwap_pct": 0.7343, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0325, "prev_amount_yi": 0.0239, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 5.95, "high": 5.95, "low": 5.95, "close": 5.95, "amount_yi": 0.0059 }, { "time": "14:45", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0115 }, { "time": "14:46", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0078 }, { "time": "14:47", "open": 5.93, "high": 5.94, "low": 5.93, "close": 5.94, "amount_yi": 0.005 }, { "time": "14:48", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.94, "ts": "2026-06-29T14:48:24", "prev_close": 5.9, "open": 5.87, "high": 5.99, "low": 5.72, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 786, "ask_qty1": 530 }, "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": "2026-06-29T14:48:26", "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": 5.745, "price_vs_vwap_pct": 0.6092, "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": 0.3189, "prev_amount_yi": 0.3618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.097 }, { "time": "14:45", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0795 }, { "time": "14:46", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0748 }, { "time": "14:47", "open": 5.78, "high": 5.79, "low": 5.78, "close": 5.79, "amount_yi": 0.0554 }, { "time": "14:48", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.78, "ts": "2026-06-29T14:48:22", "prev_close": 5.76, "open": 5.75, "high": 5.82, "low": 5.62, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 16120, "ask_qty1": 18776 }, "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": "2026-06-29T14:48:26", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "趋势股", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 125.54, "max_chase_pct": 1.5, "base_exec_high": 123.71, "dynamic_exec_high": null, "entry_zone_low": 120.05, "entry_zone_high": 123.71, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3378, "prev_amount_yi": 0.4383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 117.85, "high": 117.98, "low": 117.85, "close": 117.98, "amount_yi": 0.0499 }, { "time": "14:45", "open": 118.06, "high": 118.08, "low": 118.06, "close": 118.08, "amount_yi": 0.0958 }, { "time": "14:46", "open": 118.09, "high": 118.09, "low": 118.01, "close": 118.01, "amount_yi": 0.1046 }, { "time": "14:47", "open": 118.02, "high": 118.02, "low": 118.0, "close": 118.0, "amount_yi": 0.0576 }, { "time": "14:48", "open": 117.97, "high": 117.97, "low": 117.97, "close": 117.97, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.97, "ts": "2026-06-29T14:48:24", "prev_close": 119.05, "open": 119.5, "high": 125.22, "low": 114.0, "bid1": 117.97, "ask1": 118.0, "bid_qty1": 0, "ask_qty1": 21 }, "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": "2026-06-29T14:48:26", "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": 7.1725, "price_vs_vwap_pct": 0.5228, "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": 0.2988, "prev_amount_yi": 0.3569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8372, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 7.21, "high": 7.22, "low": 7.21, "close": 7.22, "amount_yi": 0.0915 }, { "time": "14:45", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0528 }, { "time": "14:46", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0509 }, { "time": "14:47", "open": 7.22, "high": 7.22, "low": 7.21, "close": 7.21, "amount_yi": 0.0827 }, { "time": "14:48", "open": 7.21, "high": 7.21, "low": 7.21, "close": 7.21, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.21, "ts": "2026-06-29T14:48:23", "prev_close": 7.15, "open": 7.12, "high": 7.27, "low": 7.05, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 21834, "ask_qty1": 13730 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.600036:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.600036:VWAP_RECLAIM", "symbol": "SHSE.600036", "name": "招商银行", "side": "BUY", "priority": "W107", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 36.47, "exec_low": 37.02, "exec_high": 37.02, "invalid_price": 35.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.56, "max_chase_pct": 1.5, "base_exec_high": 37.02, "dynamic_exec_high": null, "entry_zone_low": 35.92, "entry_zone_high": 37.02, "entry_risk_pct": null, "intraday_vwap": 36.1825, "price_vs_vwap_pct": 0.7117, "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": 0.4508, "prev_amount_yi": 0.554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 36.49, "high": 36.49, "low": 36.49, "close": 36.49, "amount_yi": 0.1172 }, { "time": "14:45", "open": 36.48, "high": 36.48, "low": 36.44, "close": 36.44, "amount_yi": 0.148 }, { "time": "14:46", "open": 36.45, "high": 36.45, "low": 36.45, "close": 36.45, "amount_yi": 0.0738 }, { "time": "14:47", "open": 36.45, "high": 36.45, "low": 36.44, "close": 36.44, "amount_yi": 0.0793 }, { "time": "14:48", "open": 36.44, "high": 36.44, "low": 36.44, "close": 36.44, "amount_yi": 0.0325 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.44, "ts": "2026-06-29T14:48:22", "prev_close": 36.0, "open": 35.9, "high": 36.72, "low": 35.4, "bid1": 36.44, "ask1": 36.45, "bid_qty1": 210, "ask_qty1": 799 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.688266:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.688266:VWAP_RECLAIM", "symbol": "SHSE.688266", "name": "泽璟制药-U", "side": "BUY", "priority": "W108", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 109.36, "exec_low": 111.0, "exec_high": 111.0, "invalid_price": 106.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 112.64, "max_chase_pct": 1.5, "base_exec_high": 111.0, "dynamic_exec_high": null, "entry_zone_low": 107.72, "entry_zone_high": 111.0, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1928, "prev_amount_yi": 0.2111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 113.61, "high": 113.61, "low": 113.41, "close": 113.41, "amount_yi": 0.0384 }, { "time": "14:45", "open": 113.48, "high": 113.69, "low": 113.48, "close": 113.69, "amount_yi": 0.0248 }, { "time": "14:46", "open": 113.89, "high": 114.16, "low": 113.89, "close": 114.16, "amount_yi": 0.0617 }, { "time": "14:47", "open": 114.15, "high": 114.15, "low": 114.14, "close": 114.14, "amount_yi": 0.038 }, { "time": "14:48", "open": 114.16, "high": 114.16, "low": 114.16, "close": 114.16, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.16, "ts": "2026-06-29T14:48:23", "prev_close": 106.8, "open": 107.0, "high": 117.54, "low": 102.81, "bid1": 114.16, "ask1": 114.36, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.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": "2026-06-29T14:48:26", "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": 8.4595, "price_vs_vwap_pct": -2.9493, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0845, "prev_amount_yi": 0.0645, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 8.19, "high": 8.19, "low": 8.19, "close": 8.19, "amount_yi": 0.018 }, { "time": "14:45", "open": 8.22, "high": 8.22, "low": 8.22, "close": 8.22, "amount_yi": 0.0108 }, { "time": "14:46", "open": 8.21, "high": 8.21, "low": 8.19, "close": 8.19, "amount_yi": 0.0276 }, { "time": "14:47", "open": 8.21, "high": 8.21, "low": 8.2, "close": 8.2, "amount_yi": 0.0177 }, { "time": "14:48", "open": 8.21, "high": 8.21, "low": 8.21, "close": 8.21, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.21, "ts": "2026-06-29T14:48:24", "prev_close": 9.04, "open": 8.9, "high": 9.22, "low": 8.14, "bid1": 8.21, "ask1": 8.22, "bid_qty1": 15, "ask_qty1": 19 }, "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": "2026-06-29T14:48:26", "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": 795.1825, "price_vs_vwap_pct": 5.6386, "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": 6.7513, "prev_amount_yi": 10.7761, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6265, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 840.51, "high": 841.61, "low": 840.51, "close": 841.61, "amount_yi": 1.8019 }, { "time": "14:45", "open": 840.67, "high": 840.67, "low": 840.3, "close": 840.3, "amount_yi": 1.2225 }, { "time": "14:46", "open": 838.96, "high": 838.96, "low": 837.0, "close": 837.0, "amount_yi": 1.3102 }, { "time": "14:47", "open": 838.08, "high": 839.17, "low": 838.08, "close": 839.17, "amount_yi": 1.2884 }, { "time": "14:48", "open": 840.02, "high": 840.02, "low": 840.02, "close": 840.02, "amount_yi": 1.1283 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 840.02, "ts": "2026-06-29T14:48:23", "prev_close": 770.0, "open": 779.0, "high": 846.66, "low": 750.0, "bid1": 840.0, "ask1": 840.02, "bid_qty1": 581, "ask_qty1": 38 }, "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": "2026-06-29T14:48:26", "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": 20.2878, "price_vs_vwap_pct": 0.553, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1379, "prev_amount_yi": 0.1602, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8608, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 20.39, "high": 20.39, "low": 20.39, "close": 20.39, "amount_yi": 0.0301 }, { "time": "14:45", "open": 20.39, "high": 20.4, "low": 20.39, "close": 20.4, "amount_yi": 0.0335 }, { "time": "14:46", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0323 }, { "time": "14:47", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0199 }, { "time": "14:48", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.4, "ts": "2026-06-29T14:48:23", "prev_close": 19.72, "open": 20.12, "high": 20.58, "low": 19.72, "bid1": 20.39, "ask1": 20.4, "bid_qty1": 811, "ask_qty1": 178 }, "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": "2026-06-29T14:48:26", "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": 48.7993, "price_vs_vwap_pct": -0.183, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0922, "prev_amount_yi": 0.074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 48.13, "high": 48.38, "low": 48.13, "close": 48.38, "amount_yi": 0.0371 }, { "time": "14:45", "open": 48.14, "high": 48.29, "low": 48.14, "close": 48.29, "amount_yi": 0.0181 }, { "time": "14:46", "open": 48.2, "high": 48.6, "low": 48.2, "close": 48.6, "amount_yi": 0.0127 }, { "time": "14:47", "open": 48.6, "high": 48.6, "low": 48.48, "close": 48.48, "amount_yi": 0.0142 }, { "time": "14:48", "open": 48.71, "high": 48.71, "low": 48.71, "close": 48.71, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.71, "ts": "2026-06-29T14:48:22", "prev_close": 52.27, "open": 51.01, "high": 52.39, "low": 47.47, "bid1": 48.7, "ask1": 48.71, "bid_qty1": 27, "ask_qty1": 23 }, "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": "2026-06-29T14:48:26", "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": 3.886, "intraday_vwap": 22.7721, "price_vs_vwap_pct": 1.6156, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0205, "prev_amount_yi": 0.0197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0406, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 23.13, "high": 23.13, "low": 23.12, "close": 23.12, "amount_yi": 0.0075 }, { "time": "14:45", "open": 23.12, "high": 23.12, "low": 23.12, "close": 23.12, "amount_yi": 0.0042 }, { "time": "14:46", "open": 23.12, "high": 23.15, "low": 23.12, "close": 23.15, "amount_yi": 0.0043 }, { "time": "14:47", "open": 23.14, "high": 23.14, "low": 23.14, "close": 23.14, "amount_yi": 0.0028 }, { "time": "14:48", "open": 23.14, "high": 23.14, "low": 23.14, "close": 23.14, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "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": 23.14, "ts": "2026-06-29T14:48:23", "prev_close": 22.42, "open": 22.79, "high": 23.24, "low": 21.89, "bid1": 23.14, "ask1": 23.16, "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": "2026-06-29T14:48:26", "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": 33.6559, "price_vs_vwap_pct": 1.1115, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.017, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 34.08, "high": 34.08, "low": 34.04, "close": 34.04, "amount_yi": 0.0089 }, { "time": "14:45", "open": 34.02, "high": 34.03, "low": 34.02, "close": 34.03, "amount_yi": 0.0026 }, { "time": "14:46", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.0019 }, { "time": "14:47", "open": 34.02, "high": 34.02, "low": 34.01, "close": 34.01, "amount_yi": 0.0026 }, { "time": "14:48", "open": 34.03, "high": 34.03, "low": 34.03, "close": 34.03, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.03, "ts": "2026-06-29T14:48:22", "prev_close": 32.55, "open": 32.71, "high": 34.54, "low": 32.07, "bid1": 34.02, "ask1": 34.03, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601288:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601288:VWAP_RECLAIM", "symbol": "SHSE.601288", "name": "农业银行", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.31, "exec_low": 6.4, "exec_high": 6.4, "invalid_price": 6.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.5, "max_chase_pct": 1.5, "base_exec_high": 6.4, "dynamic_exec_high": null, "entry_zone_low": 6.22, "entry_zone_high": 6.4, "entry_risk_pct": null, "intraday_vwap": 6.1651, "price_vs_vwap_pct": 1.0527, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2483, "prev_amount_yi": 0.2192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 6.25, "high": 6.25, "low": 6.25, "close": 6.25, "amount_yi": 0.0293 }, { "time": "14:45", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0575 }, { "time": "14:46", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0494 }, { "time": "14:47", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0969 }, { "time": "14:48", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.23, "ts": "2026-06-29T14:48:24", "prev_close": 6.19, "open": 6.16, "high": 6.3, "low": 6.0, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 19938, "ask_qty1": 10746 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.603899:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.603899:VWAP_RECLAIM", "symbol": "SHSE.603899", "name": "晨光股份", "side": "BUY", "priority": "W116", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 20.9, "exec_low": 21.21, "exec_high": 21.21, "invalid_price": 20.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "业务主题待核对", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.53, "max_chase_pct": 1.5, "base_exec_high": 21.21, "dynamic_exec_high": null, "entry_zone_low": 20.59, "entry_zone_high": 21.21, "entry_risk_pct": 3.5221, "intraday_vwap": 20.5022, "price_vs_vwap_pct": 2.428, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0526, "prev_amount_yi": 0.0143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 20.9, "high": 20.9, "low": 20.88, "close": 20.88, "amount_yi": 0.0024 }, { "time": "14:45", "open": 20.89, "high": 20.9, "low": 20.89, "close": 20.9, "amount_yi": 0.0023 }, { "time": "14:46", "open": 20.9, "high": 20.9, "low": 20.89, "close": 20.89, "amount_yi": 0.0172 }, { "time": "14:47", "open": 20.98, "high": 21.05, "low": 20.98, "close": 21.05, "amount_yi": 0.0195 }, { "time": "14:48", "open": 21.0, "high": 21.0, "low": 21.0, "close": 21.0, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.04, "target_amount": 434.49, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.0, "ts": "2026-06-29T14:48:22", "prev_close": 20.68, "open": 20.47, "high": 21.12, "low": 19.85, "bid1": 20.99, "ask1": 21.01, "bid_qty1": 15, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260626:20260629:SHSE.601166:VWAP_RECLAIM:BUY", "plan_id": "20260626:SHSE.601166:VWAP_RECLAIM", "symbol": "SHSE.601166", "name": "兴业银行", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.07, "exec_low": 17.33, "exec_high": 17.33, "invalid_price": 16.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-29T14:48:26", "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": 16.7114, "price_vs_vwap_pct": 0.8892, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1779, "prev_amount_yi": 0.2667, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0337 }, { "time": "14:45", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.0651 }, { "time": "14:46", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.027 }, { "time": "14:47", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.0339 }, { "time": "14:48", "open": 16.86, "high": 16.86, "low": 16.86, "close": 16.86, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.86, "ts": "2026-06-29T14:48:24", "prev_close": 16.77, "open": 16.77, "high": 16.96, "low": 16.44, "bid1": 16.85, "ask1": 16.86, "bid_qty1": 1838, "ask_qty1": 129 }, "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": "2026-06-29T14:48:26", "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": 4.9254, "price_vs_vwap_pct": 0.9055, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0575, "prev_amount_yi": 0.0665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0179 }, { "time": "14:45", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.011 }, { "time": "14:46", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.009 }, { "time": "14:47", "open": 4.97, "high": 4.97, "low": 4.96, "close": 4.96, "amount_yi": 0.0131 }, { "time": "14:48", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-29T14:48:23", "prev_close": 4.94, "open": 4.93, "high": 4.97, "low": 4.87, "bid1": 4.96, "ask1": 4.97, "bid_qty1": 11608, "ask_qty1": 23134 }, "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": "2026-06-29T14:48:26", "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": 22.7729, "price_vs_vwap_pct": 0.6459, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.038, "prev_amount_yi": 0.0232, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:44", "open": 22.94, "high": 22.94, "low": 22.94, "close": 22.94, "amount_yi": 0.0031 }, { "time": "14:45", "open": 22.93, "high": 22.93, "low": 22.91, "close": 22.91, "amount_yi": 0.015 }, { "time": "14:46", "open": 22.9, "high": 22.91, "low": 22.9, "close": 22.91, "amount_yi": 0.0074 }, { "time": "14:47", "open": 22.9, "high": 22.91, "low": 22.9, "close": 22.91, "amount_yi": 0.0106 }, { "time": "14:48", "open": 22.92, "high": 22.92, "low": 22.92, "close": 22.92, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 0.08, "target_amount": 868.99, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.92, "ts": "2026-06-29T14:48:23", "prev_close": 22.49, "open": 22.5, "high": 23.31, "low": 22.03, "bid1": 22.91, "ask1": 22.92, "bid_qty1": 39, "ask_qty1": 5 }, "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": 542032.0, "total_value": 1086525.0, "unrealized_pnl": 95220.0, "unrealized_pnl_pct_of_initial": 9.522, "realized_pnl": -8695.0, "realized_pnl_pct_of_initial": -0.8694999999999999, "total_pnl": 86525.0, "total_pnl_pct": 8.652499999999996 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 101.15, "market_value": 242760.0, "unrealized_pnl": 50040.00000000002, "unrealized_pnl_pct": 25.965130759651323, "updated_at": "2026-06-29T14:48:26", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.342790087664802 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 127.88, "market_value": 230184.0, "unrealized_pnl": 34811.99999999998, "unrealized_pnl_pct": 17.818315828266073, "updated_at": "2026-06-29T14:48:26", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.185338579416026 }, { "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": "2026-06-29T14:48:26", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 6.358620372287799 } ], "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 } }