{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260629", "trade_date": "20260630", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "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": 0.3759, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "氦气概念", "dominant_theme_share": 0.1768, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.301520", "name": "万邦医药", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.48053786270347, "last": 33.2, "vwap": 33.032731836947754, "above_vwap": true, "amount": 348049379.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20204228642042285, "above_vwap": true, "amount": 2681384.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.417949557811987, "last": 66.2, "vwap": 65.67364523478041, "above_vwap": true, "amount": 518887471.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.853071564281211, "last": 34.06, "vwap": 33.81613836589412, "above_vwap": true, "amount": 419922043.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 7.475360121304009, "last": 70.88, "vwap": 73.4194986286117, "above_vwap": false, "amount": 2048043522.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.553398058252435, "last": 39.51, "vwap": 38.78368976199014, "above_vwap": true, "amount": 1437294959.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.432160804020115, "last": 52.95, "vwap": 52.53444004898352, "above_vwap": true, "amount": 724661537.0 }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.148033229906913, "last": 424.21, "vwap": 410.94161599579564, "above_vwap": true, "amount": 1340247863.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.698672114402447, "last": 71.75, "vwap": 71.76226395980147, "above_vwap": false, "amount": 3726061798.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.646413071227973, "last": 40.99, "vwap": 40.22256679399438, "above_vwap": true, "amount": 1232054829.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.303719643406079, "last": 33.93, "vwap": 32.98030343486287, "above_vwap": true, "amount": 600294291.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.287901990811638, "last": 88.53, "vwap": 87.24189251776832, "above_vwap": true, "amount": 137319524.0 } ] }, "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": 0.3759, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "氦气概念", "dominant_theme_share": 0.1768, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.301520", "name": "万邦医药", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.48053786270347, "last": 33.2, "vwap": 33.032731836947754, "above_vwap": true, "amount": 348049379.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20204228642042285, "above_vwap": true, "amount": 2681384.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.417949557811987, "last": 66.2, "vwap": 65.67364523478041, "above_vwap": true, "amount": 518887471.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.853071564281211, "last": 34.06, "vwap": 33.81613836589412, "above_vwap": true, "amount": 419922043.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 7.475360121304009, "last": 70.88, "vwap": 73.4194986286117, "above_vwap": false, "amount": 2048043522.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.553398058252435, "last": 39.51, "vwap": 38.78368976199014, "above_vwap": true, "amount": 1437294959.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.432160804020115, "last": 52.95, "vwap": 52.53444004898352, "above_vwap": true, "amount": 724661537.0 }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.148033229906913, "last": 424.21, "vwap": 410.94161599579564, "above_vwap": true, "amount": 1340247863.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.698672114402447, "last": 71.75, "vwap": 71.76226395980147, "above_vwap": false, "amount": 3726061798.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.646413071227973, "last": 40.99, "vwap": 40.22256679399438, "above_vwap": true, "amount": 1232054829.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.303719643406079, "last": 33.93, "vwap": 32.98030343486287, "above_vwap": true, "amount": 600294291.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.287901990811638, "last": 88.53, "vwap": 87.24189251776832, "above_vwap": true, "amount": 137319524.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "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": 0.3759, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "氦气概念", "dominant_theme_share": 0.1768, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.301520", "name": "万邦医药", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.48053786270347, "last": 33.2, "vwap": 33.032731836947754, "above_vwap": true, "amount": 348049379.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20204228642042285, "above_vwap": true, "amount": 2681384.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.417949557811987, "last": 66.2, "vwap": 65.67364523478041, "above_vwap": true, "amount": 518887471.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.853071564281211, "last": 34.06, "vwap": 33.81613836589412, "above_vwap": true, "amount": 419922043.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 7.475360121304009, "last": 70.88, "vwap": 73.4194986286117, "above_vwap": false, "amount": 2048043522.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.553398058252435, "last": 39.51, "vwap": 38.78368976199014, "above_vwap": true, "amount": 1437294959.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.432160804020115, "last": 52.95, "vwap": 52.53444004898352, "above_vwap": true, "amount": 724661537.0 }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.148033229906913, "last": 424.21, "vwap": 410.94161599579564, "above_vwap": true, "amount": 1340247863.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.698672114402447, "last": 71.75, "vwap": 71.76226395980147, "above_vwap": false, "amount": 3726061798.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.646413071227973, "last": 40.99, "vwap": 40.22256679399438, "above_vwap": true, "amount": 1232054829.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.303719643406079, "last": 33.93, "vwap": 32.98030343486287, "above_vwap": true, "amount": 600294291.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.287901990811638, "last": 88.53, "vwap": 87.24189251776832, "above_vwap": true, "amount": 137319524.0 } ] }, "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": 0.3759, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "氦气概念", "dominant_theme_share": 0.1768, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.301520", "name": "万邦医药", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.48053786270347, "last": 33.2, "vwap": 33.032731836947754, "above_vwap": true, "amount": 348049379.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20204228642042285, "above_vwap": true, "amount": 2681384.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.417949557811987, "last": 66.2, "vwap": 65.67364523478041, "above_vwap": true, "amount": 518887471.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.853071564281211, "last": 34.06, "vwap": 33.81613836589412, "above_vwap": true, "amount": 419922043.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 7.475360121304009, "last": 70.88, "vwap": 73.4194986286117, "above_vwap": false, "amount": 2048043522.0 }, { "symbol": "SHSE.688432", "name": "有研硅", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.553398058252435, "last": 39.51, "vwap": 38.78368976199014, "above_vwap": true, "amount": 1437294959.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.432160804020115, "last": 52.95, "vwap": 52.53444004898352, "above_vwap": true, "amount": 724661537.0 }, { "symbol": "SHSE.688037", "name": "芯源微", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.148033229906913, "last": 424.21, "vwap": 410.94161599579564, "above_vwap": true, "amount": 1340247863.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.698672114402447, "last": 71.75, "vwap": 71.76226395980147, "above_vwap": false, "amount": 3726061798.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.646413071227973, "last": 40.99, "vwap": 40.22256679399438, "above_vwap": true, "amount": 1232054829.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.303719643406079, "last": 33.93, "vwap": 32.98030343486287, "above_vwap": true, "amount": 600294291.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.287901990811638, "last": 88.53, "vwap": 87.24189251776832, "above_vwap": true, "amount": 137319524.0 } ] }, "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": "2026-06-30T09:50:08", "signals": [ { "event_id": "20260629:20260630:SZSE.000404:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.000404:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000404", "name": "长虹华意", "side": "BUY", "priority": "P0", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.15, "exec_low": 8.15, "exec_high": 8.39, "invalid_price": 7.91, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 8.39, "max_chase_pct": 3.0, "base_exec_high": 8.39, "dynamic_exec_high": null, "entry_zone_low": 8.03, "entry_zone_high": 8.27, "entry_risk_pct": null, "intraday_vwap": 7.8277, "price_vs_vwap_pct": -1.5036, "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": 0.0656, "prev_amount_yi": 0.0776, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 7.72, "high": 7.74, "low": 7.72, "close": 7.74, "amount_yi": 0.0163 }, { "time": "09:49", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.0103 }, { "time": "09:50", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.039 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.71, "ts": "2026-06-30T09:50:06", "prev_close": 8.06, "open": 8.0, "high": 8.09, "low": 7.7, "bid1": 7.7, "ask1": 7.71, "bid_qty1": 1234, "ask_qty1": 560 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301393:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301393:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301393", "name": "昊帆生物", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 64.9, "exec_low": 64.9, "exec_high": 66.85, "invalid_price": 62.95, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 66.85, "max_chase_pct": 3.0, "base_exec_high": 66.85, "dynamic_exec_high": null, "entry_zone_low": 63.93, "entry_zone_high": 65.87, "entry_risk_pct": null, "intraday_vwap": 63.1415, "price_vs_vwap_pct": 0.9162, "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": 0.0567, "prev_amount_yi": 0.0607, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 63.19, "high": 63.72, "low": 63.19, "close": 63.72, "amount_yi": 0.0393 }, { "time": "09:49", "open": 63.52, "high": 63.52, "low": 63.52, "close": 63.52, "amount_yi": 0.0058 }, { "time": "09:50", "open": 63.72, "high": 63.72, "low": 63.72, "close": 63.72, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.72, "ts": "2026-06-30T09:50:03", "prev_close": 63.1, "open": 62.54, "high": 64.45, "low": 61.6, "bid1": 63.69, "ask1": 63.72, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300002:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300002:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300002", "name": "神州泰岳", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.23, "exec_low": 8.23, "exec_high": 8.48, "invalid_price": 7.98, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数据安全", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 8.48, "max_chase_pct": 3.0, "base_exec_high": 8.48, "dynamic_exec_high": null, "entry_zone_low": 8.11, "entry_zone_high": 8.35, "entry_risk_pct": null, "intraday_vwap": 7.6738, "price_vs_vwap_pct": 0.0808, "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": 0.1092, "prev_amount_yi": 0.0987, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1064, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 7.69, "high": 7.7, "low": 7.69, "close": 7.7, "amount_yi": 0.0414 }, { "time": "09:49", "open": 7.69, "high": 7.69, "low": 7.69, "close": 7.69, "amount_yi": 0.0251 }, { "time": "09:50", "open": 7.68, "high": 7.68, "low": 7.68, "close": 7.68, "amount_yi": 0.0427 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.68, "ts": "2026-06-30T09:50:03", "prev_close": 7.9, "open": 7.95, "high": 7.95, "low": 7.53, "bid1": 7.67, "ask1": 7.68, "bid_qty1": 280, "ask_qty1": 890 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688117:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688117:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688117", "name": "圣诺生物", "side": "BUY", "priority": "P3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 27.54, "exec_low": 27.54, "exec_high": 28.37, "invalid_price": 26.71, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 28.37, "max_chase_pct": 3.0, "base_exec_high": 28.37, "dynamic_exec_high": null, "entry_zone_low": 27.13, "entry_zone_high": 27.95, "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": 0.0475, "prev_amount_yi": 0.0593, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 26.83, "high": 26.85, "low": 26.83, "close": 26.85, "amount_yi": 0.0112 }, { "time": "09:49", "open": 26.99, "high": 26.99, "low": 26.99, "close": 26.99, "amount_yi": 0.0193 }, { "time": "09:50", "open": 26.95, "high": 26.95, "low": 26.95, "close": 26.95, "amount_yi": 0.017 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.95, "ts": "2026-06-30T09:50:05", "prev_close": 26.78, "open": 26.86, "high": 27.1, "low": 26.0, "bid1": 26.95, "ask1": 26.96, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688596:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688596:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688596", "name": "正帆科技", "side": "BUY", "priority": "P4", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 67.46, "exec_low": 67.46, "exec_high": 69.48, "invalid_price": 65.44, "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": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 69.48, "max_chase_pct": 3.0, "base_exec_high": 69.48, "dynamic_exec_high": null, "entry_zone_low": 66.45, "entry_zone_high": 68.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.3901, "prev_amount_yi": 1.1553, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 71.54, "high": 71.54, "low": 70.96, "close": 70.96, "amount_yi": 0.4547 }, { "time": "09:49", "open": 70.68, "high": 70.68, "low": 70.68, "close": 70.68, "amount_yi": 0.3125 }, { "time": "09:50", "open": 70.88, "high": 70.88, "low": 70.88, "close": 70.88, "amount_yi": 0.6229 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.88, "ts": "2026-06-30T09:50:07", "prev_close": 65.95, "open": 70.61, "high": 76.88, "low": 70.61, "bid1": 70.89, "ask1": 70.95, "bid_qty1": 4, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301087:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301087:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301087", "name": "可孚医疗", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 48.9, "exec_low": 48.9, "exec_high": 50.37, "invalid_price": 47.43, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 50.37, "max_chase_pct": 3.0, "base_exec_high": 50.37, "dynamic_exec_high": null, "entry_zone_low": 48.17, "entry_zone_high": 49.63, "entry_risk_pct": null, "intraday_vwap": 46.9489, "price_vs_vwap_pct": 0.8117, "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": 0.0345, "prev_amount_yi": 0.0348, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9914, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 47.4, "high": 47.4, "low": 47.33, "close": 47.33, "amount_yi": 0.0046 }, { "time": "09:49", "open": 47.16, "high": 47.16, "low": 47.16, "close": 47.16, "amount_yi": 0.0035 }, { "time": "09:50", "open": 47.33, "high": 47.33, "low": 47.33, "close": 47.33, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.33, "ts": "2026-06-30T09:50:03", "prev_close": 47.62, "open": 47.79, "high": 48.0, "low": 46.05, "bid1": 47.33, "ask1": 47.34, "bid_qty1": 16, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688670:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688670:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688670", "name": "金迪克", "side": "BUY", "priority": "P6", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 15.5, "exec_low": 15.5, "exec_high": 15.96, "invalid_price": 15.04, "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": "2026-06-30T09:50:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 15.96, "max_chase_pct": 3.0, "base_exec_high": 15.96, "dynamic_exec_high": null, "entry_zone_low": 15.27, "entry_zone_high": 15.73, "entry_risk_pct": 4.0204, "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": 0.0148, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9392, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 15.53, "high": 15.6, "low": 15.53, "close": 15.6, "amount_yi": 0.0027 }, { "time": "09:49", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0015 }, { "time": "09:50", "open": 15.63, "high": 15.63, "low": 15.63, "close": 15.63, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64488.54, "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": 15.63, "ts": "2026-06-30T09:50:06", "prev_close": 15.1, "open": 15.0, "high": 15.89, "low": 14.7, "bid1": 15.63, "ask1": 15.67, "bid_qty1": 34, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301257:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301257:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301257", "name": "普蕊斯", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 46.95, "exec_low": 46.95, "exec_high": 48.36, "invalid_price": 45.54, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 48.36, "max_chase_pct": 3.0, "base_exec_high": 48.36, "dynamic_exec_high": null, "entry_zone_low": 46.25, "entry_zone_high": 47.65, "entry_risk_pct": null, "intraday_vwap": 44.9296, "price_vs_vwap_pct": -0.1772, "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": 0.039, "prev_amount_yi": 0.0454, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 45.01, "high": 45.13, "low": 45.01, "close": 45.13, "amount_yi": 0.0092 }, { "time": "09:49", "open": 45.05, "high": 45.05, "low": 45.05, "close": 45.05, "amount_yi": 0.0077 }, { "time": "09:50", "open": 44.85, "high": 44.85, "low": 44.85, "close": 44.85, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.85, "ts": "2026-06-30T09:50:03", "prev_close": 46.25, "open": 45.03, "high": 45.73, "low": 44.27, "bid1": 44.85, "ask1": 44.89, "bid_qty1": 5, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688578:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688578", "name": "艾力斯", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 108.0, "exec_low": 108.0, "exec_high": 111.24, "invalid_price": 104.76, "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": "2026-06-30T09:50:08", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 111.24, "max_chase_pct": 3.0, "base_exec_high": 111.24, "dynamic_exec_high": null, "entry_zone_low": 106.38, "entry_zone_high": 109.62, "entry_risk_pct": 3.9075, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3143, "prev_amount_yi": 0.2738, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 109.28, "high": 109.68, "low": 109.28, "close": 109.68, "amount_yi": 0.1279 }, { "time": "09:49", "open": 109.62, "high": 109.62, "low": 109.62, "close": 109.62, "amount_yi": 0.0767 }, { "time": "09:50", "open": 109.02, "high": 109.02, "low": 109.02, "close": 109.02, "amount_yi": 0.1097 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64488.54, "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": 109.02, "ts": "2026-06-30T09:50:07", "prev_close": 107.01, "open": 107.56, "high": 110.66, "low": 106.01, "bid1": 109.01, "ask1": 109.02, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688566:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688566:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688566", "name": "吉贝尔", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.89, "exec_low": 25.89, "exec_high": 26.67, "invalid_price": 25.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 26.67, "max_chase_pct": 3.0, "base_exec_high": 26.67, "dynamic_exec_high": null, "entry_zone_low": 25.5, "entry_zone_high": 26.28, "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": 0.0111, "prev_amount_yi": 0.0147, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 25.63, "high": 25.63, "low": 25.53, "close": 25.53, "amount_yi": 0.0053 }, { "time": "09:49", "open": 25.53, "high": 25.53, "low": 25.53, "close": 25.53, "amount_yi": 0.0047 }, { "time": "09:50", "open": 25.62, "high": 25.62, "low": 25.62, "close": 25.62, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.62, "ts": "2026-06-30T09:50:01", "prev_close": 25.81, "open": 25.8, "high": 26.2, "low": 25.22, "bid1": 25.56, "ask1": 25.62, "bid_qty1": 12, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300759:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300759:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300759", "name": "康龙化成", "side": "BUY", "priority": "P10", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 30.0, "exec_low": 30.0, "exec_high": 30.9, "invalid_price": 29.1, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 30.9, "max_chase_pct": 3.0, "base_exec_high": 30.9, "dynamic_exec_high": null, "entry_zone_low": 29.55, "entry_zone_high": 30.45, "entry_risk_pct": null, "intraday_vwap": 28.444, "price_vs_vwap_pct": 0.8649, "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": 0.3701, "prev_amount_yi": 0.4804, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 28.79, "high": 28.79, "low": 28.76, "close": 28.76, "amount_yi": 0.1196 }, { "time": "09:49", "open": 28.74, "high": 28.74, "low": 28.74, "close": 28.74, "amount_yi": 0.0879 }, { "time": "09:50", "open": 28.69, "high": 28.69, "low": 28.69, "close": 28.69, "amount_yi": 0.1626 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.69, "ts": "2026-06-30T09:50:03", "prev_close": 28.8, "open": 28.28, "high": 28.89, "low": 28.06, "bid1": 28.65, "ask1": 28.68, "bid_qty1": 44, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.002294:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002294", "name": "信立泰", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 33.17, "exec_low": 33.17, "exec_high": 34.17, "invalid_price": 32.17, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 34.17, "max_chase_pct": 3.0, "base_exec_high": 34.17, "dynamic_exec_high": null, "entry_zone_low": 32.67, "entry_zone_high": 33.67, "entry_risk_pct": null, "intraday_vwap": 32.4095, "price_vs_vwap_pct": -0.2453, "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": 0.1647, "prev_amount_yi": 0.2113, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 32.4, "high": 32.48, "low": 32.4, "close": 32.48, "amount_yi": 0.0574 }, { "time": "09:49", "open": 32.42, "high": 32.42, "low": 32.42, "close": 32.42, "amount_yi": 0.0194 }, { "time": "09:50", "open": 32.33, "high": 32.33, "low": 32.33, "close": 32.33, "amount_yi": 0.0879 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.33, "ts": "2026-06-30T09:50:03", "prev_close": 32.9, "open": 32.95, "high": 32.97, "low": 31.97, "bid1": 32.3, "ask1": 32.33, "bid_qty1": 12, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688176:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688176", "name": "亚虹医药-U", "side": "BUY", "priority": "P12", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 10.32, "exec_low": 10.32, "exec_high": 10.63, "invalid_price": 10.01, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 10.63, "max_chase_pct": 3.0, "base_exec_high": 10.63, "dynamic_exec_high": null, "entry_zone_low": 10.17, "entry_zone_high": 10.47, "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": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0146, "prev_amount_yi": 0.0347, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 10.11, "high": 10.13, "low": 10.11, "close": 10.13, "amount_yi": 0.0068 }, { "time": "09:49", "open": 10.1, "high": 10.1, "low": 10.1, "close": 10.1, "amount_yi": 0.0034 }, { "time": "09:50", "open": 10.08, "high": 10.08, "low": 10.08, "close": 10.08, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 128977.08, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.08, "ts": "2026-06-30T09:50:06", "prev_close": 10.22, "open": 10.22, "high": 10.23, "low": 9.96, "bid1": 10.08, "ask1": 10.09, "bid_qty1": 36, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688180:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688180:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688180", "name": "君实生物-U", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 34.3, "exec_low": 34.3, "exec_high": 34.81, "invalid_price": 33.27, "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": "2026-06-30T09:50:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.33, "max_chase_pct": 1.5, "base_exec_high": 34.81, "dynamic_exec_high": null, "entry_zone_low": 33.79, "entry_zone_high": 34.81, "entry_risk_pct": 3.2568, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4326, "prev_amount_yi": 0.9378, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 34.53, "high": 34.53, "low": 34.53, "close": 34.53, "amount_yi": 0.0553 }, { "time": "09:47", "open": 34.63, "high": 34.63, "low": 34.53, "close": 34.53, "amount_yi": 0.1253 }, { "time": "09:48", "open": 34.51, "high": 34.55, "low": 34.51, "close": 34.55, "amount_yi": 0.105 }, { "time": "09:49", "open": 34.5, "high": 34.5, "low": 34.5, "close": 34.5, "amount_yi": 0.0294 }, { "time": "09:50", "open": 34.39, "high": 34.39, "low": 34.39, "close": 34.39, "amount_yi": 0.1176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 34.39, "ts": "2026-06-30T09:50:07", "prev_close": 33.96, "open": 33.5, "high": 34.87, "low": 33.36, "bid1": 34.38, "ask1": 34.39, "bid_qty1": 1, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688382:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688382", "name": "益方生物-U", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 18.8, "exec_low": 18.8, "exec_high": 19.08, "invalid_price": 18.24, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.36, "max_chase_pct": 1.5, "base_exec_high": 19.08, "dynamic_exec_high": null, "entry_zone_low": 18.52, "entry_zone_high": 19.08, "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": 0.1089, "prev_amount_yi": 0.2218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 18.4, "high": 18.4, "low": 18.4, "close": 18.4, "amount_yi": 0.0152 }, { "time": "09:47", "open": 18.43, "high": 18.43, "low": 18.38, "close": 18.38, "amount_yi": 0.0403 }, { "time": "09:48", "open": 18.31, "high": 18.35, "low": 18.31, "close": 18.35, "amount_yi": 0.0217 }, { "time": "09:49", "open": 18.29, "high": 18.29, "low": 18.29, "close": 18.29, "amount_yi": 0.0225 }, { "time": "09:50", "open": 18.27, "high": 18.27, "low": 18.27, "close": 18.27, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.27, "ts": "2026-06-30T09:50:06", "prev_close": 18.35, "open": 18.2, "high": 18.71, "low": 17.94, "bid1": 18.27, "ask1": 18.29, "bid_qty1": 62, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301509:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301509:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301509", "name": "金凯生科", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.68, "exec_low": 29.68, "exec_high": 30.13, "invalid_price": 28.79, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.57, "max_chase_pct": 1.5, "base_exec_high": 30.13, "dynamic_exec_high": null, "entry_zone_low": 29.23, "entry_zone_high": 30.13, "entry_risk_pct": null, "intraday_vwap": 28.9556, "price_vs_vwap_pct": -0.192, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0347, "prev_amount_yi": 0.057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6088, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 29.06, "high": 29.06, "low": 29.06, "close": 29.06, "amount_yi": 0.0028 }, { "time": "09:47", "open": 29.03, "high": 29.03, "low": 28.92, "close": 28.92, "amount_yi": 0.0024 }, { "time": "09:48", "open": 29.0, "high": 29.0, "low": 29.0, "close": 29.0, "amount_yi": 0.0073 }, { "time": "09:49", "open": 28.94, "high": 28.94, "low": 28.94, "close": 28.94, "amount_yi": 0.0061 }, { "time": "09:50", "open": 28.9, "high": 28.9, "low": 28.9, "close": 28.9, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.9, "ts": "2026-06-30T09:50:03", "prev_close": 29.28, "open": 28.99, "high": 29.65, "low": 28.59, "bid1": 28.9, "ask1": 28.91, "bid_qty1": 66, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300723:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300723", "name": "一品红", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 38.32, "exec_low": 38.32, "exec_high": 38.89, "invalid_price": 37.17, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.47, "max_chase_pct": 1.5, "base_exec_high": 38.89, "dynamic_exec_high": null, "entry_zone_low": 37.75, "entry_zone_high": 38.89, "entry_risk_pct": null, "intraday_vwap": 37.2372, "price_vs_vwap_pct": 0.0612, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2141, "prev_amount_yi": 0.4253, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 37.56, "high": 37.56, "low": 37.56, "close": 37.56, "amount_yi": 0.024 }, { "time": "09:47", "open": 37.5, "high": 37.5, "low": 37.42, "close": 37.42, "amount_yi": 0.0413 }, { "time": "09:48", "open": 37.34, "high": 37.37, "low": 37.34, "close": 37.37, "amount_yi": 0.0565 }, { "time": "09:49", "open": 37.39, "high": 37.39, "low": 37.39, "close": 37.39, "amount_yi": 0.0204 }, { "time": "09:50", "open": 37.26, "high": 37.26, "low": 37.26, "close": 37.26, "amount_yi": 0.0719 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.26, "ts": "2026-06-30T09:50:03", "prev_close": 37.98, "open": 37.21, "high": 37.96, "low": 36.73, "bid1": 37.21, "ask1": 37.25, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688266:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688266", "name": "泽璟制药-U", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 117.54, "exec_low": 117.54, "exec_high": 119.3, "invalid_price": 114.01, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 121.07, "max_chase_pct": 1.5, "base_exec_high": 119.3, "dynamic_exec_high": null, "entry_zone_low": 115.78, "entry_zone_high": 119.3, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4586, "prev_amount_yi": 0.6198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 116.16, "high": 116.16, "low": 116.16, "close": 116.16, "amount_yi": 0.0522 }, { "time": "09:47", "open": 115.97, "high": 115.97, "low": 115.87, "close": 115.87, "amount_yi": 0.0719 }, { "time": "09:48", "open": 116.01, "high": 116.19, "low": 116.01, "close": 116.19, "amount_yi": 0.1339 }, { "time": "09:49", "open": 116.03, "high": 116.03, "low": 116.03, "close": 116.03, "amount_yi": 0.0177 }, { "time": "09:50", "open": 116.02, "high": 116.02, "low": 116.02, "close": 116.02, "amount_yi": 0.1829 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 116.02, "ts": "2026-06-30T09:50:06", "prev_close": 114.41, "open": 115.01, "high": 118.0, "low": 112.22, "bid1": 115.79, "ask1": 115.97, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600196:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.600196:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600196", "name": "复星医药", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.75, "exec_low": 22.75, "exec_high": 23.09, "invalid_price": 22.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.43, "max_chase_pct": 1.5, "base_exec_high": 23.09, "dynamic_exec_high": null, "entry_zone_low": 22.41, "entry_zone_high": 23.09, "entry_risk_pct": null, "intraday_vwap": 22.5224, "price_vs_vwap_pct": -0.4547, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2495, "prev_amount_yi": 0.358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 22.51, "high": 22.51, "low": 22.51, "close": 22.51, "amount_yi": 0.0375 }, { "time": "09:47", "open": 22.52, "high": 22.52, "low": 22.49, "close": 22.49, "amount_yi": 0.0491 }, { "time": "09:48", "open": 22.45, "high": 22.48, "low": 22.45, "close": 22.48, "amount_yi": 0.0791 }, { "time": "09:49", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0172 }, { "time": "09:50", "open": 22.42, "high": 22.42, "low": 22.42, "close": 22.42, "amount_yi": 0.0666 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.42, "ts": "2026-06-30T09:50:05", "prev_close": 22.73, "open": 22.73, "high": 22.73, "low": 22.33, "bid1": 22.4, "ask1": 22.41, "bid_qty1": 253, "ask_qty1": 103 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000963:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.000963:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000963", "name": "华东医药", "side": "BUY", "priority": "W6", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.74, "exec_low": 28.74, "exec_high": 29.17, "invalid_price": 27.88, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.6, "max_chase_pct": 1.5, "base_exec_high": 29.17, "dynamic_exec_high": null, "entry_zone_low": 28.31, "entry_zone_high": 29.17, "entry_risk_pct": null, "intraday_vwap": 28.2049, "price_vs_vwap_pct": -0.691, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2248, "prev_amount_yi": 0.3019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 28.19, "high": 28.19, "low": 28.19, "close": 28.19, "amount_yi": 0.0247 }, { "time": "09:47", "open": 28.17, "high": 28.17, "low": 28.12, "close": 28.12, "amount_yi": 0.0403 }, { "time": "09:48", "open": 28.07, "high": 28.07, "low": 28.06, "close": 28.06, "amount_yi": 0.1082 }, { "time": "09:49", "open": 28.06, "high": 28.06, "low": 28.06, "close": 28.06, "amount_yi": 0.009 }, { "time": "09:50", "open": 28.01, "high": 28.01, "low": 28.01, "close": 28.01, "amount_yi": 0.0426 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.01, "ts": "2026-06-30T09:50:03", "prev_close": 28.72, "open": 28.62, "high": 28.63, "low": 27.93, "bid1": 28.02, "ask1": 28.03, "bid_qty1": 101, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688073:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688073:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688073", "name": "毕得医药", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 54.31, "exec_low": 54.31, "exec_high": 55.12, "invalid_price": 52.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 55.94, "max_chase_pct": 1.5, "base_exec_high": 55.12, "dynamic_exec_high": null, "entry_zone_low": 53.5, "entry_zone_high": 55.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0481, "prev_amount_yi": 0.0535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8991, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 53.4, "high": 53.4, "low": 53.4, "close": 53.4, "amount_yi": 0.003 }, { "time": "09:47", "open": 53.3, "high": 53.36, "low": 53.3, "close": 53.36, "amount_yi": 0.011 }, { "time": "09:48", "open": 53.5, "high": 53.5, "low": 53.44, "close": 53.44, "amount_yi": 0.0087 }, { "time": "09:49", "open": 53.55, "high": 53.55, "low": 53.55, "close": 53.55, "amount_yi": 0.0116 }, { "time": "09:50", "open": 53.31, "high": 53.31, "low": 53.31, "close": 53.31, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.31, "ts": "2026-06-30T09:50:06", "prev_close": 54.24, "open": 53.21, "high": 54.19, "low": 53.01, "bid1": 53.32, "ask1": 53.47, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300149:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300149:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300149", "name": "睿智医药", "side": "BUY", "priority": "W8", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.95, "exec_low": 9.95, "exec_high": 10.1, "invalid_price": 9.65, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.25, "max_chase_pct": 1.5, "base_exec_high": 10.1, "dynamic_exec_high": null, "entry_zone_low": 9.8, "entry_zone_high": 10.1, "entry_risk_pct": null, "intraday_vwap": 9.4737, "price_vs_vwap_pct": -0.9891, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2621, "prev_amount_yi": 0.1654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.0103 }, { "time": "09:47", "open": 9.42, "high": 9.42, "low": 9.41, "close": 9.41, "amount_yi": 0.0384 }, { "time": "09:48", "open": 9.42, "high": 9.42, "low": 9.35, "close": 9.35, "amount_yi": 0.1089 }, { "time": "09:49", "open": 9.39, "high": 9.39, "low": 9.39, "close": 9.39, "amount_yi": 0.0459 }, { "time": "09:50", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0586 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.38, "ts": "2026-06-30T09:50:03", "prev_close": 9.86, "open": 9.42, "high": 9.7, "low": 9.3, "bid1": 9.38, "ask1": 9.4, "bid_qty1": 31, "ask_qty1": 576 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688356:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688356:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688356", "name": "XD键凯科", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 80.49, "exec_low": 80.49, "exec_high": 81.7, "invalid_price": 78.08, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 82.9, "max_chase_pct": 1.5, "base_exec_high": 81.7, "dynamic_exec_high": null, "entry_zone_low": 79.28, "entry_zone_high": 81.7, "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": 0.0487, "prev_amount_yi": 0.0902, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 78.5, "high": 78.5, "low": 78.5, "close": 78.5, "amount_yi": 0.0088 }, { "time": "09:47", "open": 78.88, "high": 78.88, "low": 78.7, "close": 78.7, "amount_yi": 0.008 }, { "time": "09:48", "open": 78.74, "high": 78.8, "low": 78.74, "close": 78.8, "amount_yi": 0.0127 }, { "time": "09:49", "open": 78.55, "high": 78.55, "low": 78.55, "close": 78.55, "amount_yi": 0.0055 }, { "time": "09:50", "open": 78.16, "high": 78.16, "low": 78.16, "close": 78.16, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 78.16, "ts": "2026-06-30T09:50:05", "prev_close": 79.1, "open": 78.01, "high": 79.0, "low": 76.16, "bid1": 78.26, "ask1": 78.38, "bid_qty1": 26, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603087:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.603087:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.603087", "name": "甘李药业", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 57.99, "exec_low": 57.99, "exec_high": 58.86, "invalid_price": 56.25, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 59.73, "max_chase_pct": 1.5, "base_exec_high": 58.86, "dynamic_exec_high": null, "entry_zone_low": 57.12, "entry_zone_high": 58.86, "entry_risk_pct": null, "intraday_vwap": 57.1197, "price_vs_vwap_pct": -0.3846, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0992, "prev_amount_yi": 0.193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 57.15, "high": 57.15, "low": 57.15, "close": 57.15, "amount_yi": 0.0182 }, { "time": "09:47", "open": 57.15, "high": 57.15, "low": 57.13, "close": 57.13, "amount_yi": 0.0296 }, { "time": "09:48", "open": 57.09, "high": 57.09, "low": 57.06, "close": 57.06, "amount_yi": 0.0232 }, { "time": "09:49", "open": 57.02, "high": 57.02, "low": 57.02, "close": 57.02, "amount_yi": 0.005 }, { "time": "09:50", "open": 56.9, "high": 56.9, "low": 56.9, "close": 56.9, "amount_yi": 0.0232 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.9, "ts": "2026-06-30T09:50:05", "prev_close": 57.57, "open": 57.5, "high": 57.59, "low": 56.75, "bid1": 56.94, "ask1": 56.95, "bid_qty1": 5, "ask_qty1": 29 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688068:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688068", "name": "热景生物", "side": "BUY", "priority": "W11", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 84.89, "exec_low": 84.89, "exec_high": 86.16, "invalid_price": 82.34, "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": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 87.44, "max_chase_pct": 1.5, "base_exec_high": 86.16, "dynamic_exec_high": null, "entry_zone_low": 83.62, "entry_zone_high": 86.16, "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": 0.1991, "prev_amount_yi": 0.2812, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 88.08, "high": 88.08, "low": 88.08, "close": 88.08, "amount_yi": 0.0271 }, { "time": "09:47", "open": 88.11, "high": 88.84, "low": 88.11, "close": 88.84, "amount_yi": 0.0472 }, { "time": "09:48", "open": 88.8, "high": 88.8, "low": 88.55, "close": 88.55, "amount_yi": 0.0754 }, { "time": "09:49", "open": 88.8, "high": 88.8, "low": 88.8, "close": 88.8, "amount_yi": 0.0129 }, { "time": "09:50", "open": 88.53, "high": 88.53, "low": 88.53, "close": 88.53, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.53, "ts": "2026-06-30T09:50:07", "prev_close": 84.89, "open": 84.33, "high": 89.73, "low": 83.6, "bid1": 88.5, "ask1": 88.53, "bid_qty1": 102, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688321:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688321", "name": "微芯生物", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.22, "exec_low": 26.22, "exec_high": 26.61, "invalid_price": 25.43, "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": "2026-06-30T09:50:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.01, "max_chase_pct": 1.5, "base_exec_high": 26.61, "dynamic_exec_high": null, "entry_zone_low": 25.83, "entry_zone_high": 26.61, "entry_risk_pct": 4.4703, "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": 0.1729, "prev_amount_yi": 0.322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 26.68, "high": 26.68, "low": 26.68, "close": 26.68, "amount_yi": 0.0337 }, { "time": "09:47", "open": 26.82, "high": 26.82, "low": 26.73, "close": 26.73, "amount_yi": 0.0443 }, { "time": "09:48", "open": 26.7, "high": 26.76, "low": 26.7, "close": 26.76, "amount_yi": 0.0378 }, { "time": "09:49", "open": 26.74, "high": 26.74, "low": 26.74, "close": 26.74, "amount_yi": 0.0271 }, { "time": "09:50", "open": 26.6, "high": 26.6, "low": 26.6, "close": 26.6, "amount_yi": 0.03 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 26.6, "ts": "2026-06-30T09:50:07", "prev_close": 26.18, "open": 26.18, "high": 26.82, "low": 25.8, "bid1": 26.6, "ask1": 26.62, "bid_qty1": 4, "ask_qty1": 264 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688488:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688488:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688488", "name": "艾迪药业", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 13.27, "exec_low": 13.27, "exec_high": 13.47, "invalid_price": 12.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.67, "max_chase_pct": 1.5, "base_exec_high": 13.47, "dynamic_exec_high": null, "entry_zone_low": 13.07, "entry_zone_high": 13.47, "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": 0.0571, "prev_amount_yi": 0.1007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 12.96, "high": 12.96, "low": 12.96, "close": 12.96, "amount_yi": 0.0079 }, { "time": "09:47", "open": 13.03, "high": 13.07, "low": 13.03, "close": 13.07, "amount_yi": 0.0192 }, { "time": "09:48", "open": 12.99, "high": 12.99, "low": 12.99, "close": 12.99, "amount_yi": 0.0151 }, { "time": "09:49", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0064 }, { "time": "09:50", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.92, "ts": "2026-06-30T09:50:05", "prev_close": 12.71, "open": 12.53, "high": 13.1, "low": 12.46, "bid1": 12.88, "ask1": 12.91, "bid_qty1": 8, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688192:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688192", "name": "迪哲医药-U", "side": "BUY", "priority": "W14", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 41.38, "exec_low": 41.38, "exec_high": 42.0, "invalid_price": 40.14, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 42.62, "max_chase_pct": 1.5, "base_exec_high": 42.0, "dynamic_exec_high": null, "entry_zone_low": 40.76, "entry_zone_high": 42.0, "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": 0.0654, "prev_amount_yi": 0.2537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 40.9, "high": 40.9, "low": 40.9, "close": 40.9, "amount_yi": 0.0111 }, { "time": "09:47", "open": 40.99, "high": 40.99, "low": 40.84, "close": 40.84, "amount_yi": 0.0213 }, { "time": "09:48", "open": 40.77, "high": 40.89, "low": 40.77, "close": 40.89, "amount_yi": 0.0111 }, { "time": "09:49", "open": 40.73, "high": 40.73, "low": 40.73, "close": 40.73, "amount_yi": 0.0056 }, { "time": "09:50", "open": 40.65, "high": 40.65, "low": 40.65, "close": 40.65, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.65, "ts": "2026-06-30T09:50:05", "prev_close": 40.7, "open": 40.78, "high": 41.6, "low": 40.01, "bid1": 40.65, "ask1": 40.7, "bid_qty1": 7, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688799:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688799", "name": "华纳药厂", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 47.3, "exec_low": 47.3, "exec_high": 48.01, "invalid_price": 45.88, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 48.72, "max_chase_pct": 1.5, "base_exec_high": 48.01, "dynamic_exec_high": null, "entry_zone_low": 46.59, "entry_zone_high": 48.01, "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": 0.1086, "prev_amount_yi": 0.0414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 46.4, "high": 46.4, "low": 46.4, "close": 46.4, "amount_yi": 0.0312 }, { "time": "09:47", "open": 46.42, "high": 46.42, "low": 46.31, "close": 46.31, "amount_yi": 0.0085 }, { "time": "09:48", "open": 46.32, "high": 46.38, "low": 46.32, "close": 46.38, "amount_yi": 0.0165 }, { "time": "09:49", "open": 46.23, "high": 46.23, "low": 46.23, "close": 46.23, "amount_yi": 0.0037 }, { "time": "09:50", "open": 45.94, "high": 45.94, "low": 45.94, "close": 45.94, "amount_yi": 0.0487 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 45.94, "ts": "2026-06-30T09:50:05", "prev_close": 47.0, "open": 47.0, "high": 47.14, "low": 45.71, "bid1": 45.93, "ask1": 45.94, "bid_qty1": 9, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600276:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.600276:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600276", "name": "恒瑞医药", "side": "BUY", "priority": "W16", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 53.31, "exec_low": 53.31, "exec_high": 54.11, "invalid_price": 51.71, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 54.91, "max_chase_pct": 1.5, "base_exec_high": 54.11, "dynamic_exec_high": null, "entry_zone_low": 52.51, "entry_zone_high": 54.11, "entry_risk_pct": null, "intraday_vwap": 52.9214, "price_vs_vwap_pct": -0.4184, "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": 1.4202, "prev_amount_yi": 2.7086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 52.82, "high": 52.82, "low": 52.82, "close": 52.82, "amount_yi": 0.2396 }, { "time": "09:47", "open": 52.74, "high": 52.78, "low": 52.74, "close": 52.78, "amount_yi": 0.4128 }, { "time": "09:48", "open": 52.81, "high": 52.9, "low": 52.81, "close": 52.9, "amount_yi": 0.4013 }, { "time": "09:49", "open": 52.83, "high": 52.83, "low": 52.83, "close": 52.83, "amount_yi": 0.1566 }, { "time": "09:50", "open": 52.7, "high": 52.7, "low": 52.7, "close": 52.7, "amount_yi": 0.2099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.7, "ts": "2026-06-30T09:50:06", "prev_close": 52.93, "open": 52.97, "high": 53.45, "low": 52.2, "bid1": 52.7, "ask1": 52.71, "bid_qty1": 11, "ask_qty1": 172 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688235:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688235:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688235", "name": "百济神州", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 258.93, "exec_low": 258.93, "exec_high": 262.81, "invalid_price": 251.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 266.7, "max_chase_pct": 1.5, "base_exec_high": 262.81, "dynamic_exec_high": null, "entry_zone_low": 255.05, "entry_zone_high": 262.81, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4022, "prev_amount_yi": 1.0393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 255.42, "high": 255.42, "low": 255.42, "close": 255.42, "amount_yi": 0.034 }, { "time": "09:47", "open": 255.56, "high": 255.94, "low": 255.56, "close": 255.94, "amount_yi": 0.0967 }, { "time": "09:48", "open": 255.69, "high": 255.75, "low": 255.69, "close": 255.75, "amount_yi": 0.0894 }, { "time": "09:49", "open": 255.53, "high": 255.53, "low": 255.53, "close": 255.53, "amount_yi": 0.038 }, { "time": "09:50", "open": 254.66, "high": 254.66, "low": 254.66, "close": 254.66, "amount_yi": 0.1441 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 254.66, "ts": "2026-06-30T09:50:05", "prev_close": 255.9, "open": 257.92, "high": 258.9, "low": 252.89, "bid1": 254.56, "ask1": 254.66, "bid_qty1": 2, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300199:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300199", "name": "翰宇药业", "side": "BUY", "priority": "W18", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.28, "exec_low": 22.28, "exec_high": 22.61, "invalid_price": 21.61, "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": "2026-06-30T09:50:08", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.95, "max_chase_pct": 1.5, "base_exec_high": 22.61, "dynamic_exec_high": null, "entry_zone_low": 21.95, "entry_zone_high": 22.61, "entry_risk_pct": 3.0072, "intraday_vwap": 22.3169, "price_vs_vwap_pct": -0.1653, "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": 0.8539, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0318 }, { "time": "09:47", "open": 22.43, "high": 22.43, "low": 22.37, "close": 22.37, "amount_yi": 0.0884 }, { "time": "09:48", "open": 22.39, "high": 22.39, "low": 22.39, "close": 22.39, "amount_yi": 0.0748 }, { "time": "09:49", "open": 22.37, "high": 22.37, "low": 22.37, "close": 22.37, "amount_yi": 0.0501 }, { "time": "09:50", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.0927 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 22.28, "ts": "2026-06-30T09:50:03", "prev_close": 22.1, "open": 22.06, "high": 22.72, "low": 21.9, "bid1": 22.26, "ask1": 22.28, "bid_qty1": 10, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000661:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.000661:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000661", "name": "长春高新", "side": "BUY", "priority": "W19", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 68.49, "exec_low": 68.49, "exec_high": 69.52, "invalid_price": 66.44, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 70.54, "max_chase_pct": 1.5, "base_exec_high": 69.52, "dynamic_exec_high": null, "entry_zone_low": 67.46, "entry_zone_high": 69.52, "entry_risk_pct": null, "intraday_vwap": 66.9154, "price_vs_vwap_pct": -0.7403, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1739, "prev_amount_yi": 0.2457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7078, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 66.72, "high": 66.72, "low": 66.72, "close": 66.72, "amount_yi": 0.0102 }, { "time": "09:47", "open": 66.75, "high": 66.75, "low": 66.66, "close": 66.66, "amount_yi": 0.0385 }, { "time": "09:48", "open": 66.6, "high": 66.67, "low": 66.6, "close": 66.67, "amount_yi": 0.0453 }, { "time": "09:49", "open": 66.58, "high": 66.58, "low": 66.58, "close": 66.58, "amount_yi": 0.0286 }, { "time": "09:50", "open": 66.42, "high": 66.42, "low": 66.42, "close": 66.42, "amount_yi": 0.0513 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.42, "ts": "2026-06-30T09:50:06", "prev_close": 67.75, "open": 67.5, "high": 67.94, "low": 66.36, "bid1": 66.42, "ask1": 66.44, "bid_qty1": 12, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688197:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688197", "name": "首药控股-U", "side": "BUY", "priority": "W20", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 34.49, "exec_low": 34.49, "exec_high": 35.01, "invalid_price": 33.46, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.52, "max_chase_pct": 1.5, "base_exec_high": 35.01, "dynamic_exec_high": null, "entry_zone_low": 33.97, "entry_zone_high": 35.01, "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": 0.03, "prev_amount_yi": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9585, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 33.81, "high": 33.81, "low": 33.81, "close": 33.81, "amount_yi": 0.0045 }, { "time": "09:47", "open": 33.73, "high": 33.73, "low": 33.61, "close": 33.61, "amount_yi": 0.0079 }, { "time": "09:48", "open": 33.57, "high": 33.71, "low": 33.57, "close": 33.71, "amount_yi": 0.0043 }, { "time": "09:49", "open": 33.69, "high": 33.69, "low": 33.69, "close": 33.69, "amount_yi": 0.0021 }, { "time": "09:50", "open": 33.63, "high": 33.63, "low": 33.63, "close": 33.63, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.63, "ts": "2026-06-30T09:50:06", "prev_close": 33.86, "open": 33.78, "high": 34.24, "low": 33.02, "bid1": 33.63, "ask1": 33.65, "bid_qty1": 16, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688185:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688185:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688185", "name": "康希诺", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 52.05, "exec_low": 52.05, "exec_high": 52.83, "invalid_price": 50.49, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 53.61, "max_chase_pct": 1.5, "base_exec_high": 52.83, "dynamic_exec_high": null, "entry_zone_low": 51.27, "entry_zone_high": 52.83, "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": 0.0362, "prev_amount_yi": 0.0559, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6476, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 51.56, "high": 51.56, "low": 51.56, "close": 51.56, "amount_yi": 0.0045 }, { "time": "09:47", "open": 51.44, "high": 51.7, "low": 51.44, "close": 51.7, "amount_yi": 0.0067 }, { "time": "09:48", "open": 51.68, "high": 51.68, "low": 51.59, "close": 51.59, "amount_yi": 0.0045 }, { "time": "09:49", "open": 51.52, "high": 51.52, "low": 51.52, "close": 51.52, "amount_yi": 0.0099 }, { "time": "09:50", "open": 51.47, "high": 51.47, "low": 51.47, "close": 51.47, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.47, "ts": "2026-06-30T09:50:06", "prev_close": 51.42, "open": 51.01, "high": 51.9, "low": 50.71, "bid1": 51.37, "ask1": 51.47, "bid_qty1": 8, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300404:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300404:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300404", "name": "博济医药", "side": "BUY", "priority": "W22", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.16, "exec_low": 9.16, "exec_high": 9.3, "invalid_price": 8.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.43, "max_chase_pct": 1.5, "base_exec_high": 9.3, "dynamic_exec_high": null, "entry_zone_low": 9.02, "entry_zone_high": 9.3, "entry_risk_pct": null, "intraday_vwap": 8.9204, "price_vs_vwap_pct": -0.4529, "energy_floor_hint_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": 0.0937, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 8.95, "high": 8.95, "low": 8.95, "close": 8.95, "amount_yi": 0.004 }, { "time": "09:47", "open": 8.96, "high": 8.96, "low": 8.91, "close": 8.91, "amount_yi": 0.0132 }, { "time": "09:48", "open": 8.92, "high": 8.92, "low": 8.91, "close": 8.91, "amount_yi": 0.0067 }, { "time": "09:49", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0021 }, { "time": "09:50", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.88, "ts": "2026-06-30T09:50:03", "prev_close": 9.0, "open": 8.9, "high": 9.03, "low": 8.78, "bid1": 8.87, "ask1": 8.88, "bid_qty1": 110, "ask_qty1": 56 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.002773:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002773", "name": "康弘药业", "side": "BUY", "priority": "W23", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 20.99, "exec_low": 20.99, "exec_high": 21.3, "invalid_price": 20.36, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.62, "max_chase_pct": 1.5, "base_exec_high": 21.3, "dynamic_exec_high": null, "entry_zone_low": 20.68, "entry_zone_high": 21.3, "entry_risk_pct": null, "intraday_vwap": 20.5446, "price_vs_vwap_pct": -0.3631, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0531, "prev_amount_yi": 0.0718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7396, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 20.58, "high": 20.58, "low": 20.58, "close": 20.58, "amount_yi": 0.0105 }, { "time": "09:47", "open": 20.59, "high": 20.59, "low": 20.56, "close": 20.56, "amount_yi": 0.0207 }, { "time": "09:48", "open": 20.53, "high": 20.53, "low": 20.53, "close": 20.53, "amount_yi": 0.0091 }, { "time": "09:49", "open": 20.51, "high": 20.51, "low": 20.51, "close": 20.51, "amount_yi": 0.0032 }, { "time": "09:50", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.47, "ts": "2026-06-30T09:50:03", "prev_close": 20.93, "open": 20.81, "high": 20.81, "low": 20.38, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 1, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688062:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688062", "name": "迈威生物-U", "side": "BUY", "priority": "W24", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.78, "exec_low": 28.78, "exec_high": 29.21, "invalid_price": 27.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.64, "max_chase_pct": 1.5, "base_exec_high": 29.21, "dynamic_exec_high": null, "entry_zone_low": 28.35, "entry_zone_high": 29.21, "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": 0.1177, "prev_amount_yi": 0.1685, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.0239 }, { "time": "09:47", "open": 28.6, "high": 28.6, "low": 28.53, "close": 28.53, "amount_yi": 0.0387 }, { "time": "09:48", "open": 28.5, "high": 28.57, "low": 28.5, "close": 28.57, "amount_yi": 0.0367 }, { "time": "09:49", "open": 28.5, "high": 28.5, "low": 28.5, "close": 28.5, "amount_yi": 0.0049 }, { "time": "09:50", "open": 28.41, "high": 28.41, "low": 28.41, "close": 28.41, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.41, "ts": "2026-06-30T09:50:06", "prev_close": 28.47, "open": 28.48, "high": 28.88, "low": 27.98, "bid1": 28.41, "ask1": 28.43, "bid_qty1": 1, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301080:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301080:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301080", "name": "百普赛斯", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 48.5, "exec_low": 48.5, "exec_high": 49.23, "invalid_price": 47.05, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 49.95, "max_chase_pct": 1.5, "base_exec_high": 49.23, "dynamic_exec_high": null, "entry_zone_low": 47.77, "entry_zone_high": 49.23, "entry_risk_pct": null, "intraday_vwap": 47.7456, "price_vs_vwap_pct": -0.0536, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0966, "prev_amount_yi": 0.209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 47.95, "high": 47.95, "low": 47.95, "close": 47.95, "amount_yi": 0.0194 }, { "time": "09:47", "open": 47.93, "high": 47.96, "low": 47.93, "close": 47.96, "amount_yi": 0.0218 }, { "time": "09:48", "open": 47.89, "high": 47.89, "low": 47.89, "close": 47.89, "amount_yi": 0.0196 }, { "time": "09:49", "open": 47.9, "high": 47.9, "low": 47.9, "close": 47.9, "amount_yi": 0.0159 }, { "time": "09:50", "open": 47.72, "high": 47.72, "low": 47.72, "close": 47.72, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.72, "ts": "2026-06-30T09:50:03", "prev_close": 47.75, "open": 47.78, "high": 48.76, "low": 46.7, "bid1": 47.71, "ask1": 47.72, "bid_qty1": 14, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300142:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300142:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300142", "name": "沃森生物", "side": "BUY", "priority": "W26", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 12.85, "exec_low": 12.85, "exec_high": 13.04, "invalid_price": 12.46, "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": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.24, "max_chase_pct": 1.5, "base_exec_high": 13.04, "dynamic_exec_high": null, "entry_zone_low": 12.66, "entry_zone_high": 13.04, "entry_risk_pct": null, "intraday_vwap": 12.7762, "price_vs_vwap_pct": 0.1863, "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": 0.334, "prev_amount_yi": 1.1531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 12.88, "high": 12.88, "low": 12.88, "close": 12.88, "amount_yi": 0.0506 }, { "time": "09:47", "open": 12.84, "high": 12.84, "low": 12.8, "close": 12.8, "amount_yi": 0.0921 }, { "time": "09:48", "open": 12.8, "high": 12.8, "low": 12.8, "close": 12.8, "amount_yi": 0.0777 }, { "time": "09:49", "open": 12.83, "high": 12.83, "low": 12.83, "close": 12.83, "amount_yi": 0.0479 }, { "time": "09:50", "open": 12.8, "high": 12.8, "low": 12.8, "close": 12.8, "amount_yi": 0.0657 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.8, "ts": "2026-06-30T09:50:03", "prev_close": 12.84, "open": 12.76, "high": 13.04, "low": 12.55, "bid1": 12.8, "ask1": 12.81, "bid_qty1": 284, "ask_qty1": 358 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688136:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688136:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688136", "name": "科兴制药", "side": "BUY", "priority": "W27", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 20.56, "exec_low": 20.56, "exec_high": 20.87, "invalid_price": 19.94, "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": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.18, "max_chase_pct": 1.5, "base_exec_high": 20.87, "dynamic_exec_high": null, "entry_zone_low": 20.25, "entry_zone_high": 20.87, "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": 0.1387, "prev_amount_yi": 0.1442, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 20.61, "high": 20.61, "low": 20.61, "close": 20.61, "amount_yi": 0.0474 }, { "time": "09:47", "open": 20.71, "high": 20.71, "low": 20.61, "close": 20.61, "amount_yi": 0.0277 }, { "time": "09:48", "open": 20.52, "high": 20.55, "low": 20.52, "close": 20.55, "amount_yi": 0.0141 }, { "time": "09:49", "open": 20.49, "high": 20.49, "low": 20.49, "close": 20.49, "amount_yi": 0.0182 }, { "time": "09:50", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 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": "2026-06-30T09:50:04", "prev_close": 20.05, "open": 19.77, "high": 20.81, "low": 19.52, "bid1": 20.4, "ask1": 20.41, "bid_qty1": 48, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688177:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688177:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688177", "name": "百奥泰", "side": "BUY", "priority": "W28", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 17.63, "exec_low": 17.63, "exec_high": 17.89, "invalid_price": 17.1, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.16, "max_chase_pct": 1.5, "base_exec_high": 17.89, "dynamic_exec_high": null, "entry_zone_low": 17.37, "entry_zone_high": 17.89, "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": 0.0294, "prev_amount_yi": 0.0386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 17.35, "high": 17.35, "low": 17.35, "close": 17.35, "amount_yi": 0.0031 }, { "time": "09:47", "open": 17.37, "high": 17.37, "low": 17.34, "close": 17.34, "amount_yi": 0.0072 }, { "time": "09:48", "open": 17.35, "high": 17.36, "low": 17.35, "close": 17.36, "amount_yi": 0.0049 }, { "time": "09:49", "open": 17.31, "high": 17.31, "low": 17.31, "close": 17.31, "amount_yi": 0.0102 }, { "time": "09:50", "open": 17.25, "high": 17.25, "low": 17.25, "close": 17.25, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.25, "ts": "2026-06-30T09:50:06", "prev_close": 17.36, "open": 17.19, "high": 17.51, "low": 17.01, "bid1": 17.24, "ask1": 17.28, "bid_qty1": 24, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300485:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300485:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300485", "name": "赛升药业", "side": "BUY", "priority": "W29", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.75, "exec_low": 9.75, "exec_high": 9.9, "invalid_price": 9.46, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.04, "max_chase_pct": 1.5, "base_exec_high": 9.9, "dynamic_exec_high": null, "entry_zone_low": 9.6, "entry_zone_high": 9.9, "entry_risk_pct": null, "intraday_vwap": 9.4442, "price_vs_vwap_pct": -0.7857, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0552, "prev_amount_yi": 0.095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0071 }, { "time": "09:47", "open": 9.42, "high": 9.43, "low": 9.42, "close": 9.43, "amount_yi": 0.0111 }, { "time": "09:48", "open": 9.42, "high": 9.42, "low": 9.4, "close": 9.4, "amount_yi": 0.0189 }, { "time": "09:49", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0061 }, { "time": "09:50", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.37, "ts": "2026-06-30T09:50:03", "prev_close": 9.67, "open": 9.57, "high": 9.67, "low": 9.34, "bid1": 9.37, "ask1": 9.38, "bid_qty1": 7, "ask_qty1": 139 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300725:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300725:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300725", "name": "药石科技", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.72, "exec_low": 36.72, "exec_high": 37.27, "invalid_price": 35.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 37.82, "max_chase_pct": 1.5, "base_exec_high": 37.27, "dynamic_exec_high": null, "entry_zone_low": 36.17, "entry_zone_high": 37.27, "entry_risk_pct": null, "intraday_vwap": 35.7541, "price_vs_vwap_pct": -0.2632, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1326, "prev_amount_yi": 0.1382, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 35.86, "high": 35.86, "low": 35.86, "close": 35.86, "amount_yi": 0.0178 }, { "time": "09:47", "open": 35.8, "high": 35.8, "low": 35.79, "close": 35.79, "amount_yi": 0.0262 }, { "time": "09:48", "open": 35.75, "high": 35.82, "low": 35.75, "close": 35.82, "amount_yi": 0.061 }, { "time": "09:49", "open": 35.74, "high": 35.74, "low": 35.74, "close": 35.74, "amount_yi": 0.0068 }, { "time": "09:50", "open": 35.66, "high": 35.66, "low": 35.66, "close": 35.66, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.66, "ts": "2026-06-30T09:50:03", "prev_close": 36.18, "open": 35.68, "high": 36.08, "low": 35.3, "bid1": 35.67, "ask1": 35.68, "bid_qty1": 9, "ask_qty1": 47 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.605177:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.605177:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.605177", "name": "东亚药业", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 17.5, "exec_low": 17.5, "exec_high": 17.76, "invalid_price": 16.97, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.03, "max_chase_pct": 1.5, "base_exec_high": 17.76, "dynamic_exec_high": null, "entry_zone_low": 17.24, "entry_zone_high": 17.76, "entry_risk_pct": null, "intraday_vwap": 17.0351, "price_vs_vwap_pct": 0.6745, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0197, "prev_amount_yi": 0.0589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 17.36, "high": 17.36, "low": 17.36, "close": 17.36, "amount_yi": 0.0038 }, { "time": "09:47", "open": 17.34, "high": 17.34, "low": 17.32, "close": 17.32, "amount_yi": 0.0067 }, { "time": "09:48", "open": 17.27, "high": 17.3, "low": 17.27, "close": 17.3, "amount_yi": 0.0026 }, { "time": "09:49", "open": 17.21, "high": 17.21, "low": 17.21, "close": 17.21, "amount_yi": 0.0026 }, { "time": "09:50", "open": 17.15, "high": 17.15, "low": 17.15, "close": 17.15, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.15, "ts": "2026-06-30T09:50:07", "prev_close": 17.2, "open": 17.18, "high": 17.4, "low": 16.6, "bid1": 17.12, "ask1": 17.15, "bid_qty1": 56, "ask_qty1": 38 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301230:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301230:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301230", "name": "泓博医药", "side": "BUY", "priority": "W32", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 40.06, "exec_low": 40.06, "exec_high": 40.66, "invalid_price": 38.86, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 41.26, "max_chase_pct": 1.5, "base_exec_high": 40.66, "dynamic_exec_high": null, "entry_zone_low": 39.46, "entry_zone_high": 40.66, "entry_risk_pct": null, "intraday_vwap": 37.7063, "price_vs_vwap_pct": -0.7328, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.107, "prev_amount_yi": 0.2561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 37.6, "high": 37.6, "low": 37.6, "close": 37.6, "amount_yi": 0.0216 }, { "time": "09:47", "open": 37.55, "high": 37.56, "low": 37.55, "close": 37.56, "amount_yi": 0.0302 }, { "time": "09:48", "open": 37.52, "high": 37.54, "low": 37.52, "close": 37.54, "amount_yi": 0.0182 }, { "time": "09:49", "open": 37.5, "high": 37.5, "low": 37.5, "close": 37.5, "amount_yi": 0.0081 }, { "time": "09:50", "open": 37.43, "high": 37.43, "low": 37.43, "close": 37.43, "amount_yi": 0.0289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.43, "ts": "2026-06-30T09:50:03", "prev_close": 38.72, "open": 38.5, "high": 38.62, "low": 37.09, "bid1": 37.43, "ask1": 37.49, "bid_qty1": 4, "ask_qty1": 26 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688163:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688163:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688163", "name": "赛伦生物", "side": "BUY", "priority": "W33", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 48.37, "exec_low": 48.37, "exec_high": 49.1, "invalid_price": 46.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 49.82, "max_chase_pct": 1.5, "base_exec_high": 49.1, "dynamic_exec_high": null, "entry_zone_low": 47.64, "entry_zone_high": 49.1, "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": 0.1066, "prev_amount_yi": 0.0794, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3426, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 46.61, "high": 46.61, "low": 46.61, "close": 46.61, "amount_yi": 0.0086 }, { "time": "09:47", "open": 46.4, "high": 46.4, "low": 46.3, "close": 46.3, "amount_yi": 0.0222 }, { "time": "09:48", "open": 46.01, "high": 46.01, "low": 45.73, "close": 45.73, "amount_yi": 0.052 }, { "time": "09:49", "open": 45.63, "high": 45.63, "low": 45.63, "close": 45.63, "amount_yi": 0.0075 }, { "time": "09:50", "open": 46.12, "high": 46.12, "low": 46.12, "close": 46.12, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.12, "ts": "2026-06-30T09:50:07", "prev_close": 48.08, "open": 48.35, "high": 48.61, "low": 45.25, "bid1": 46.12, "ask1": 46.21, "bid_qty1": 13, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300363:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300363:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300363", "name": "博腾股份", "side": "BUY", "priority": "W34", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 17.59, "exec_low": 17.59, "exec_high": 17.85, "invalid_price": 17.06, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.12, "max_chase_pct": 1.5, "base_exec_high": 17.85, "dynamic_exec_high": null, "entry_zone_low": 17.33, "entry_zone_high": 17.85, "entry_risk_pct": null, "intraday_vwap": 16.7775, "price_vs_vwap_pct": -1.1772, "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": 0.3001, "prev_amount_yi": 0.3956, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 16.7, "high": 16.7, "low": 16.7, "close": 16.7, "amount_yi": 0.0356 }, { "time": "09:47", "open": 16.7, "high": 16.7, "low": 16.7, "close": 16.7, "amount_yi": 0.0479 }, { "time": "09:48", "open": 16.68, "high": 16.68, "low": 16.67, "close": 16.67, "amount_yi": 0.0624 }, { "time": "09:49", "open": 16.65, "high": 16.65, "low": 16.65, "close": 16.65, "amount_yi": 0.0406 }, { "time": "09:50", "open": 16.58, "high": 16.58, "low": 16.58, "close": 16.58, "amount_yi": 0.1136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.58, "ts": "2026-06-30T09:50:03", "prev_close": 17.5, "open": 17.0, "high": 17.05, "low": 16.58, "bid1": 16.58, "ask1": 16.59, "bid_qty1": 362, "ask_qty1": 79 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300255:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300255", "name": "常山药业", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.83, "exec_low": 25.83, "exec_high": 26.22, "invalid_price": 25.06, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.6, "max_chase_pct": 1.5, "base_exec_high": 26.22, "dynamic_exec_high": null, "entry_zone_low": 25.44, "entry_zone_high": 26.22, "entry_risk_pct": null, "intraday_vwap": 24.1145, "price_vs_vwap_pct": -0.3919, "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": 0.3633, "prev_amount_yi": 0.4048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8975, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 24.27, "high": 24.27, "low": 24.27, "close": 24.27, "amount_yi": 0.0349 }, { "time": "09:47", "open": 24.27, "high": 24.27, "low": 24.15, "close": 24.15, "amount_yi": 0.0889 }, { "time": "09:48", "open": 24.15, "high": 24.15, "low": 24.1, "close": 24.1, "amount_yi": 0.1085 }, { "time": "09:49", "open": 23.97, "high": 23.97, "low": 23.97, "close": 23.97, "amount_yi": 0.0546 }, { "time": "09:50", "open": 24.02, "high": 24.02, "low": 24.02, "close": 24.02, "amount_yi": 0.0764 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.02, "ts": "2026-06-30T09:50:03", "prev_close": 24.41, "open": 24.48, "high": 24.66, "low": 23.76, "bid1": 24.01, "ask1": 24.02, "bid_qty1": 50, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002755:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.002755:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002755", "name": "奥赛康", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 13.56, "exec_low": 13.56, "exec_high": 13.76, "invalid_price": 13.15, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.97, "max_chase_pct": 1.5, "base_exec_high": 13.76, "dynamic_exec_high": null, "entry_zone_low": 13.36, "entry_zone_high": 13.76, "entry_risk_pct": null, "intraday_vwap": 13.3452, "price_vs_vwap_pct": -0.5635, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0355, "prev_amount_yi": 0.0825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 13.38, "high": 13.38, "low": 13.38, "close": 13.38, "amount_yi": 0.0056 }, { "time": "09:47", "open": 13.38, "high": 13.38, "low": 13.31, "close": 13.31, "amount_yi": 0.0103 }, { "time": "09:48", "open": 13.3, "high": 13.3, "low": 13.29, "close": 13.29, "amount_yi": 0.0064 }, { "time": "09:49", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0023 }, { "time": "09:50", "open": 13.27, "high": 13.27, "low": 13.27, "close": 13.27, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.27, "ts": "2026-06-30T09:50:03", "prev_close": 13.49, "open": 13.43, "high": 13.55, "low": 13.16, "bid1": 13.26, "ask1": 13.27, "bid_qty1": 216, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688221:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688221", "name": "前沿生物-U", "side": "BUY", "priority": "W37", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.0, "exec_low": 22.0, "exec_high": 22.33, "invalid_price": 21.34, "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": "2026-06-30T09:50:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.66, "max_chase_pct": 1.5, "base_exec_high": 22.33, "dynamic_exec_high": null, "entry_zone_low": 21.67, "entry_zone_high": 22.33, "entry_risk_pct": 4.219, "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": 0.23, "prev_amount_yi": 0.4305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 22.66, "high": 22.66, "low": 22.66, "close": 22.66, "amount_yi": 0.0432 }, { "time": "09:47", "open": 22.64, "high": 22.64, "low": 22.49, "close": 22.49, "amount_yi": 0.0601 }, { "time": "09:48", "open": 22.47, "high": 22.47, "low": 22.44, "close": 22.44, "amount_yi": 0.0439 }, { "time": "09:49", "open": 22.3, "high": 22.3, "low": 22.3, "close": 22.3, "amount_yi": 0.0129 }, { "time": "09:50", "open": 22.28, "high": 22.28, "low": 22.28, "close": 22.28, "amount_yi": 0.0699 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 22.28, "ts": "2026-06-30T09:50:05", "prev_close": 22.0, "open": 21.42, "high": 22.69, "low": 21.42, "bid1": 22.26, "ask1": 22.28, "bid_qty1": 8, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688652:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688652:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688652", "name": "京仪装备", "side": "BUY", "priority": "W38", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 197.77, "exec_low": 197.77, "exec_high": 200.74, "invalid_price": 191.84, "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": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 203.7, "max_chase_pct": 1.5, "base_exec_high": 200.74, "dynamic_exec_high": null, "entry_zone_low": 194.8, "entry_zone_high": 200.74, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5798, "prev_amount_yi": 1.1764, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 200.86, "high": 200.86, "low": 200.86, "close": 200.86, "amount_yi": 0.0716 }, { "time": "09:47", "open": 200.35, "high": 201.36, "low": 200.35, "close": 201.36, "amount_yi": 0.1308 }, { "time": "09:48", "open": 202.48, "high": 202.8, "low": 202.48, "close": 202.8, "amount_yi": 0.1865 }, { "time": "09:49", "open": 201.95, "high": 201.95, "low": 201.95, "close": 201.95, "amount_yi": 0.0786 }, { "time": "09:50", "open": 200.8, "high": 200.8, "low": 200.8, "close": 200.8, "amount_yi": 0.1123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 200.8, "ts": "2026-06-30T09:50:07", "prev_close": 196.01, "open": 193.0, "high": 206.88, "low": 192.51, "bid1": 200.5, "ask1": 200.93, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688621:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688621:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688621", "name": "XD阳光诺", "side": "BUY", "priority": "W39", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 55.54, "exec_low": 55.54, "exec_high": 56.37, "invalid_price": 53.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 57.21, "max_chase_pct": 1.5, "base_exec_high": 56.37, "dynamic_exec_high": null, "entry_zone_low": 54.71, "entry_zone_high": 56.37, "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": 0.0259, "prev_amount_yi": 0.0974, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 55.32, "high": 55.32, "low": 55.32, "close": 55.32, "amount_yi": 0.0069 }, { "time": "09:47", "open": 55.22, "high": 55.22, "low": 55.2, "close": 55.2, "amount_yi": 0.0055 }, { "time": "09:48", "open": 55.22, "high": 55.22, "low": 55.17, "close": 55.17, "amount_yi": 0.0074 }, { "time": "09:49", "open": 55.18, "high": 55.18, "low": 55.18, "close": 55.18, "amount_yi": 0.0024 }, { "time": "09:50", "open": 55.02, "high": 55.02, "low": 55.02, "close": 55.02, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.02, "ts": "2026-06-30T09:50:05", "prev_close": 55.03, "open": 55.0, "high": 56.0, "low": 54.1, "bid1": 55.02, "ask1": 55.15, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688549:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688549", "name": "中巨芯-U", "side": "BUY", "priority": "W40", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 38.5, "exec_low": 38.5, "exec_high": 39.08, "invalid_price": 37.34, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.66, "max_chase_pct": 1.5, "base_exec_high": 39.08, "dynamic_exec_high": null, "entry_zone_low": 37.92, "entry_zone_high": 39.08, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2846, "prev_amount_yi": 2.8293, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 34.45, "high": 34.45, "low": 34.45, "close": 34.45, "amount_yi": 0.1921 }, { "time": "09:47", "open": 34.97, "high": 35.0, "low": 34.97, "close": 35.0, "amount_yi": 0.4179 }, { "time": "09:48", "open": 35.25, "high": 35.25, "low": 35.1, "close": 35.1, "amount_yi": 0.3423 }, { "time": "09:49", "open": 35.19, "high": 35.19, "low": 35.19, "close": 35.19, "amount_yi": 0.0697 }, { "time": "09:50", "open": 35.41, "high": 35.41, "low": 35.41, "close": 35.41, "amount_yi": 0.2626 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.41, "ts": "2026-06-30T09:50:06", "prev_close": 37.8, "open": 36.0, "high": 36.83, "low": 34.35, "bid1": 35.34, "ask1": 35.35, "bid_qty1": 23, "ask_qty1": 58 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300347:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300347:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W41", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 50.1, "exec_low": 50.1, "exec_high": 50.85, "invalid_price": 48.6, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 51.6, "max_chase_pct": 1.5, "base_exec_high": 50.85, "dynamic_exec_high": null, "entry_zone_low": 49.35, "entry_zone_high": 50.85, "entry_risk_pct": null, "intraday_vwap": 47.8549, "price_vs_vwap_pct": 0.0525, "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": 0.2781, "prev_amount_yi": 0.6342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 48.18, "high": 48.18, "low": 48.18, "close": 48.18, "amount_yi": 0.0327 }, { "time": "09:47", "open": 48.14, "high": 48.14, "low": 48.1, "close": 48.1, "amount_yi": 0.0594 }, { "time": "09:48", "open": 48.01, "high": 48.01, "low": 47.98, "close": 47.98, "amount_yi": 0.0797 }, { "time": "09:49", "open": 47.95, "high": 47.95, "low": 47.95, "close": 47.95, "amount_yi": 0.0375 }, { "time": "09:50", "open": 47.88, "high": 47.88, "low": 47.88, "close": 47.88, "amount_yi": 0.0688 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.88, "ts": "2026-06-30T09:50:03", "prev_close": 49.16, "open": 48.0, "high": 48.6, "low": 47.36, "bid1": 47.88, "ask1": 47.89, "bid_qty1": 2, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688008", "name": "澜起科技", "side": "BUY", "priority": "W42", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 296.66, "exec_low": 296.66, "exec_high": 301.11, "invalid_price": 287.76, "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": "2026-06-30T09:50:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "数据安全", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 305.56, "max_chase_pct": 1.5, "base_exec_high": 301.11, "dynamic_exec_high": null, "entry_zone_low": 292.21, "entry_zone_high": 301.11, "entry_risk_pct": 3.3746, "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": 7.7225, "prev_amount_yi": 12.8149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6026, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 298.16, "high": 298.16, "low": 298.16, "close": 298.16, "amount_yi": 1.1143 }, { "time": "09:47", "open": 298.0, "high": 298.68, "low": 298.0, "close": 298.68, "amount_yi": 2.1146 }, { "time": "09:48", "open": 298.65, "high": 298.65, "low": 298.33, "close": 298.33, "amount_yi": 1.6233 }, { "time": "09:49", "open": 298.0, "high": 298.0, "low": 298.0, "close": 298.0, "amount_yi": 0.6436 }, { "time": "09:50", "open": 297.5, "high": 297.5, "low": 297.5, "close": 297.5, "amount_yi": 2.2267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 297.5, "ts": "2026-06-30T09:50:07", "prev_close": 296.06, "open": 296.66, "high": 302.99, "low": 290.01, "bid1": 297.5, "ask1": 297.81, "bid_qty1": 5, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688553:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688553:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688553", "name": "汇宇制药-W", "side": "BUY", "priority": "W43", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 10.79, "exec_low": 10.79, "exec_high": 10.95, "invalid_price": 10.47, "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": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.11, "max_chase_pct": 1.5, "base_exec_high": 10.95, "dynamic_exec_high": null, "entry_zone_low": 10.63, "entry_zone_high": 10.95, "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": 0.0456, "prev_amount_yi": 0.0646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 10.83, "high": 10.83, "low": 10.83, "close": 10.83, "amount_yi": 0.0122 }, { "time": "09:47", "open": 10.87, "high": 10.87, "low": 10.84, "close": 10.84, "amount_yi": 0.0095 }, { "time": "09:48", "open": 10.8, "high": 10.81, "low": 10.8, "close": 10.81, "amount_yi": 0.0133 }, { "time": "09:49", "open": 10.77, "high": 10.77, "low": 10.77, "close": 10.77, "amount_yi": 0.0049 }, { "time": "09:50", "open": 10.73, "high": 10.73, "low": 10.73, "close": 10.73, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.73, "ts": "2026-06-30T09:50:05", "prev_close": 10.61, "open": 10.8, "high": 10.94, "low": 10.61, "bid1": 10.71, "ask1": 10.73, "bid_qty1": 104, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688202:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688202:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688202", "name": "美迪西", "side": "BUY", "priority": "W44", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 77.5, "exec_low": 77.5, "exec_high": 78.66, "invalid_price": 75.17, "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": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 79.83, "max_chase_pct": 1.5, "base_exec_high": 78.66, "dynamic_exec_high": null, "entry_zone_low": 76.34, "entry_zone_high": 78.66, "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": 0.246, "prev_amount_yi": 0.3453, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 80.89, "high": 80.89, "low": 80.89, "close": 80.89, "amount_yi": 0.0359 }, { "time": "09:47", "open": 80.55, "high": 80.55, "low": 80.07, "close": 80.07, "amount_yi": 0.0362 }, { "time": "09:48", "open": 80.17, "high": 80.17, "low": 80.1, "close": 80.1, "amount_yi": 0.0775 }, { "time": "09:49", "open": 80.0, "high": 80.0, "low": 80.0, "close": 80.0, "amount_yi": 0.0162 }, { "time": "09:50", "open": 79.35, "high": 79.35, "low": 79.35, "close": 79.35, "amount_yi": 0.0802 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.35, "ts": "2026-06-30T09:50:07", "prev_close": 77.35, "open": 77.0, "high": 81.3, "low": 75.02, "bid1": 79.36, "ask1": 79.45, "bid_qty1": 27, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300841:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300841:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300841", "name": "康华生物", "side": "BUY", "priority": "W45", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 47.31, "exec_low": 47.31, "exec_high": 48.02, "invalid_price": 45.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 48.73, "max_chase_pct": 1.5, "base_exec_high": 48.02, "dynamic_exec_high": null, "entry_zone_low": 46.6, "entry_zone_high": 48.02, "entry_risk_pct": null, "intraday_vwap": 46.5619, "price_vs_vwap_pct": 0.812, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0706, "prev_amount_yi": 0.0477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 46.7, "high": 46.7, "low": 46.7, "close": 46.7, "amount_yi": 0.0055 }, { "time": "09:47", "open": 46.95, "high": 46.95, "low": 46.95, "close": 46.95, "amount_yi": 0.0174 }, { "time": "09:48", "open": 47.34, "high": 47.34, "low": 47.33, "close": 47.33, "amount_yi": 0.0181 }, { "time": "09:49", "open": 47.15, "high": 47.15, "low": 47.15, "close": 47.15, "amount_yi": 0.0045 }, { "time": "09:50", "open": 46.94, "high": 46.94, "low": 46.94, "close": 46.94, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.94, "ts": "2026-06-30T09:50:00", "prev_close": 46.9, "open": 47.5, "high": 47.5, "low": 46.0, "bid1": 46.87, "ask1": 46.93, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688513:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688513", "name": "苑东生物", "side": "BUY", "priority": "W46", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 45.15, "exec_low": 45.15, "exec_high": 45.83, "invalid_price": 43.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 46.5, "max_chase_pct": 1.5, "base_exec_high": 45.83, "dynamic_exec_high": null, "entry_zone_low": 44.47, "entry_zone_high": 45.83, "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": 0.0294, "prev_amount_yi": 0.0709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 44.99, "high": 44.99, "low": 44.99, "close": 44.99, "amount_yi": 0.001 }, { "time": "09:47", "open": 45.13, "high": 45.13, "low": 45.05, "close": 45.05, "amount_yi": 0.0137 }, { "time": "09:48", "open": 44.91, "high": 44.91, "low": 44.76, "close": 44.76, "amount_yi": 0.0048 }, { "time": "09:49", "open": 44.74, "high": 44.74, "low": 44.74, "close": 44.74, "amount_yi": 0.0038 }, { "time": "09:50", "open": 44.54, "high": 44.54, "low": 44.54, "close": 44.54, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.54, "ts": "2026-06-30T09:50:04", "prev_close": 44.5, "open": 44.5, "high": 45.5, "low": 43.89, "bid1": 44.52, "ask1": 44.54, "bid_qty1": 2, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688131:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688131:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688131", "name": "皓元医药", "side": "BUY", "priority": "W47", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 99.97, "exec_low": 99.97, "exec_high": 101.47, "invalid_price": 96.97, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 102.97, "max_chase_pct": 1.5, "base_exec_high": 101.47, "dynamic_exec_high": null, "entry_zone_low": 98.47, "entry_zone_high": 101.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2817, "prev_amount_yi": 0.4295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6559, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 96.9, "high": 96.9, "low": 96.9, "close": 96.9, "amount_yi": 0.0395 }, { "time": "09:47", "open": 96.93, "high": 97.03, "low": 96.93, "close": 97.03, "amount_yi": 0.0698 }, { "time": "09:48", "open": 97.0, "high": 97.11, "low": 97.0, "close": 97.11, "amount_yi": 0.0299 }, { "time": "09:49", "open": 96.95, "high": 96.95, "low": 96.95, "close": 96.95, "amount_yi": 0.0269 }, { "time": "09:50", "open": 96.28, "high": 96.28, "low": 96.28, "close": 96.28, "amount_yi": 0.1156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 96.28, "ts": "2026-06-30T09:50:06", "prev_close": 98.11, "open": 96.51, "high": 97.47, "low": 94.71, "bid1": 96.28, "ask1": 96.47, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688126:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688126:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688126", "name": "沪硅产业", "side": "BUY", "priority": "W48", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 39.99, "exec_low": 39.99, "exec_high": 40.59, "invalid_price": 38.79, "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": "2026-06-30T09:50:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 41.19, "max_chase_pct": 1.5, "base_exec_high": 40.59, "dynamic_exec_high": null, "entry_zone_low": 39.39, "entry_zone_high": 40.59, "entry_risk_pct": 4.3167, "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": 4.8546, "prev_amount_yi": 4.705, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 39.7, "high": 39.7, "low": 39.7, "close": 39.7, "amount_yi": 0.3018 }, { "time": "09:47", "open": 39.8, "high": 40.0, "low": 39.8, "close": 40.0, "amount_yi": 0.9226 }, { "time": "09:48", "open": 40.38, "high": 40.38, "low": 40.37, "close": 40.37, "amount_yi": 1.6407 }, { "time": "09:49", "open": 40.3, "high": 40.3, "low": 40.3, "close": 40.3, "amount_yi": 0.4885 }, { "time": "09:50", "open": 40.55, "high": 40.55, "low": 40.55, "close": 40.55, "amount_yi": 1.501 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 40.55, "ts": "2026-06-30T09:50:05", "prev_close": 39.0, "open": 38.9, "high": 40.6, "low": 38.0, "bid1": 40.5, "ask1": 40.54, "bid_qty1": 644, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688222:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688222:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688222", "name": "成都先导", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 33.45, "exec_low": 33.45, "exec_high": 33.95, "invalid_price": 32.45, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 34.45, "max_chase_pct": 1.5, "base_exec_high": 33.95, "dynamic_exec_high": null, "entry_zone_low": 32.95, "entry_zone_high": 33.95, "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": 0.3101, "prev_amount_yi": 0.2585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 32.04, "high": 32.04, "low": 32.04, "close": 32.04, "amount_yi": 0.0451 }, { "time": "09:47", "open": 31.99, "high": 31.99, "low": 31.95, "close": 31.95, "amount_yi": 0.0506 }, { "time": "09:48", "open": 31.94, "high": 31.94, "low": 31.93, "close": 31.93, "amount_yi": 0.0804 }, { "time": "09:49", "open": 31.87, "high": 31.87, "low": 31.87, "close": 31.87, "amount_yi": 0.0235 }, { "time": "09:50", "open": 31.68, "high": 31.68, "low": 31.68, "close": 31.68, "amount_yi": 0.1105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.68, "ts": "2026-06-30T09:50:07", "prev_close": 32.83, "open": 32.5, "high": 32.5, "low": 31.43, "bid1": 31.7, "ask1": 31.77, "bid_qty1": 15, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300346:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300346:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W50", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 93.7, "exec_low": 93.7, "exec_high": 95.11, "invalid_price": 90.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "第四代半导体", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 96.51, "max_chase_pct": 1.5, "base_exec_high": 95.11, "dynamic_exec_high": null, "entry_zone_low": 92.29, "entry_zone_high": 95.11, "entry_risk_pct": null, "intraday_vwap": 88.8117, "price_vs_vwap_pct": 1.2029, "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": 2.9416, "prev_amount_yi": 6.006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 88.99, "high": 88.99, "low": 88.99, "close": 88.99, "amount_yi": 0.4757 }, { "time": "09:47", "open": 89.4, "high": 89.67, "low": 89.4, "close": 89.67, "amount_yi": 0.7279 }, { "time": "09:48", "open": 89.78, "high": 89.78, "low": 89.75, "close": 89.75, "amount_yi": 0.6687 }, { "time": "09:49", "open": 89.75, "high": 89.75, "low": 89.75, "close": 89.75, "amount_yi": 0.4373 }, { "time": "09:50", "open": 89.88, "high": 89.88, "low": 89.88, "close": 89.88, "amount_yi": 0.632 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 89.88, "ts": "2026-06-30T09:50:03", "prev_close": 90.0, "open": 90.0, "high": 91.79, "low": 85.5, "bid1": 89.84, "ask1": 89.88, "bid_qty1": 1, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300558:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300558:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300558", "name": "贝达药业", "side": "BUY", "priority": "W51", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 66.0, "exec_low": 66.0, "exec_high": 66.99, "invalid_price": 64.02, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 67.98, "max_chase_pct": 1.5, "base_exec_high": 66.99, "dynamic_exec_high": null, "entry_zone_low": 65.01, "entry_zone_high": 66.99, "entry_risk_pct": null, "intraday_vwap": 64.261, "price_vs_vwap_pct": -0.0482, "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": 0.4366, "prev_amount_yi": 1.1032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3958, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 64.24, "high": 64.24, "low": 64.24, "close": 64.24, "amount_yi": 0.0707 }, { "time": "09:47", "open": 64.4, "high": 64.4, "low": 64.25, "close": 64.25, "amount_yi": 0.115 }, { "time": "09:48", "open": 64.2, "high": 64.6, "low": 64.2, "close": 64.6, "amount_yi": 0.1185 }, { "time": "09:49", "open": 64.39, "high": 64.39, "low": 64.39, "close": 64.39, "amount_yi": 0.055 }, { "time": "09:50", "open": 64.23, "high": 64.23, "low": 64.23, "close": 64.23, "amount_yi": 0.0774 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.23, "ts": "2026-06-30T09:50:03", "prev_close": 64.44, "open": 64.2, "high": 65.3, "low": 63.51, "bid1": 64.23, "ask1": 64.29, "bid_qty1": 2, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688106:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688106:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688106", "name": "金宏气体", "side": "BUY", "priority": "W52", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 39.74, "exec_low": 39.74, "exec_high": 40.34, "invalid_price": 38.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 40.93, "max_chase_pct": 1.5, "base_exec_high": 40.34, "dynamic_exec_high": null, "entry_zone_low": 39.14, "entry_zone_high": 40.34, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5387, "prev_amount_yi": 1.5739, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 39.44, "high": 39.44, "low": 39.44, "close": 39.44, "amount_yi": 0.1859 }, { "time": "09:47", "open": 39.48, "high": 39.5, "low": 39.48, "close": 39.5, "amount_yi": 0.2086 }, { "time": "09:48", "open": 39.93, "high": 40.29, "low": 39.93, "close": 40.29, "amount_yi": 0.4261 }, { "time": "09:49", "open": 40.6, "high": 40.6, "low": 40.6, "close": 40.6, "amount_yi": 0.1909 }, { "time": "09:50", "open": 40.99, "high": 40.99, "low": 40.99, "close": 40.99, "amount_yi": 0.5272 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.99, "ts": "2026-06-30T09:50:06", "prev_close": 39.17, "open": 40.0, "high": 41.93, "low": 38.23, "bid1": 40.99, "ask1": 41.0, "bid_qty1": 32, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688506:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688506:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688506", "name": "百利天恒", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 302.17, "exec_low": 302.17, "exec_high": 306.7, "invalid_price": 293.1, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 311.24, "max_chase_pct": 1.5, "base_exec_high": 306.7, "dynamic_exec_high": null, "entry_zone_low": 297.64, "entry_zone_high": 306.7, "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": 0.2777, "prev_amount_yi": 0.6062, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 296.72, "high": 296.72, "low": 296.72, "close": 296.72, "amount_yi": 0.0418 }, { "time": "09:47", "open": 296.11, "high": 296.11, "low": 295.29, "close": 295.29, "amount_yi": 0.049 }, { "time": "09:48", "open": 294.0, "high": 295.44, "low": 294.0, "close": 295.44, "amount_yi": 0.0853 }, { "time": "09:49", "open": 293.52, "high": 293.52, "low": 293.52, "close": 293.52, "amount_yi": 0.0458 }, { "time": "09:50", "open": 293.5, "high": 293.5, "low": 293.5, "close": 293.5, "amount_yi": 0.0558 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 293.5, "ts": "2026-06-30T09:50:07", "prev_close": 297.01, "open": 290.26, "high": 300.0, "low": 289.0, "bid1": 293.5, "ask1": 293.51, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300016:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300016", "name": "北陆药业", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 7.88, "exec_low": 7.88, "exec_high": 8.0, "invalid_price": 7.64, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.12, "max_chase_pct": 1.5, "base_exec_high": 8.0, "dynamic_exec_high": null, "entry_zone_low": 7.76, "entry_zone_high": 8.0, "entry_risk_pct": null, "intraday_vwap": 7.7652, "price_vs_vwap_pct": -0.4533, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0674, "prev_amount_yi": 0.1116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.0094 }, { "time": "09:47", "open": 7.79, "high": 7.79, "low": 7.76, "close": 7.76, "amount_yi": 0.007 }, { "time": "09:48", "open": 7.76, "high": 7.77, "low": 7.76, "close": 7.77, "amount_yi": 0.0283 }, { "time": "09:49", "open": 7.75, "high": 7.75, "low": 7.75, "close": 7.75, "amount_yi": 0.0087 }, { "time": "09:50", "open": 7.73, "high": 7.73, "low": 7.73, "close": 7.73, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.73, "ts": "2026-06-30T09:50:03", "prev_close": 7.85, "open": 7.78, "high": 7.86, "low": 7.68, "bid1": 7.72, "ask1": 7.73, "bid_qty1": 750, "ask_qty1": 156 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688037:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688037:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688037", "name": "芯源微", "side": "BUY", "priority": "W55", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 399.98, "exec_low": 399.98, "exec_high": 405.98, "invalid_price": 387.98, "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": "2026-06-30T09:50:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 411.98, "max_chase_pct": 1.5, "base_exec_high": 405.98, "dynamic_exec_high": null, "entry_zone_low": 393.98, "entry_zone_high": 405.98, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.9812, "prev_amount_yi": 2.2033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 418.0, "high": 418.0, "low": 418.0, "close": 418.0, "amount_yi": 0.2164 }, { "time": "09:47", "open": 420.22, "high": 421.15, "low": 420.22, "close": 421.15, "amount_yi": 0.6801 }, { "time": "09:48", "open": 422.44, "high": 422.44, "low": 420.52, "close": 420.52, "amount_yi": 0.385 }, { "time": "09:49", "open": 422.28, "high": 422.28, "low": 422.28, "close": 422.28, "amount_yi": 0.2146 }, { "time": "09:50", "open": 424.21, "high": 424.21, "low": 424.21, "close": 424.21, "amount_yi": 0.4851 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 424.21, "ts": "2026-06-30T09:50:06", "prev_close": 399.64, "open": 396.58, "high": 424.88, "low": 390.0, "bid1": 424.21, "ask1": 424.33, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688443:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688443:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688443", "name": "智翔金泰-U", "side": "BUY", "priority": "W56", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 23.49, "exec_low": 23.49, "exec_high": 23.84, "invalid_price": 22.79, "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": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.19, "max_chase_pct": 1.5, "base_exec_high": 23.84, "dynamic_exec_high": null, "entry_zone_low": 23.14, "entry_zone_high": 23.84, "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": 0.0478, "prev_amount_yi": 0.1013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4719, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 23.52, "high": 23.52, "low": 23.52, "close": 23.52, "amount_yi": 0.0061 }, { "time": "09:47", "open": 23.51, "high": 23.53, "low": 23.51, "close": 23.53, "amount_yi": 0.0225 }, { "time": "09:48", "open": 23.51, "high": 23.51, "low": 23.39, "close": 23.39, "amount_yi": 0.0137 }, { "time": "09:49", "open": 23.38, "high": 23.38, "low": 23.38, "close": 23.38, "amount_yi": 0.0021 }, { "time": "09:50", "open": 23.31, "high": 23.31, "low": 23.31, "close": 23.31, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.31, "ts": "2026-06-30T09:50:05", "prev_close": 23.38, "open": 23.49, "high": 23.79, "low": 23.03, "bid1": 23.31, "ask1": 23.32, "bid_qty1": 26, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688137:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688137:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688137", "name": "近岸蛋白", "side": "BUY", "priority": "W57", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.46, "exec_low": 36.46, "exec_high": 37.01, "invalid_price": 35.37, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 37.55, "max_chase_pct": 1.5, "base_exec_high": 37.01, "dynamic_exec_high": null, "entry_zone_low": 35.91, "entry_zone_high": 37.01, "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": 0.0165, "prev_amount_yi": 0.0181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 36.52, "high": 36.52, "low": 36.52, "close": 36.52, "amount_yi": 0.0043 }, { "time": "09:47", "open": 36.49, "high": 36.49, "low": 36.37, "close": 36.37, "amount_yi": 0.0045 }, { "time": "09:48", "open": 36.34, "high": 36.34, "low": 36.34, "close": 36.34, "amount_yi": 0.0028 }, { "time": "09:49", "open": 36.25, "high": 36.25, "low": 36.25, "close": 36.25, "amount_yi": 0.0014 }, { "time": "09:50", "open": 36.07, "high": 36.07, "low": 36.07, "close": 36.07, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.07, "ts": "2026-06-30T09:50:04", "prev_close": 36.25, "open": 37.14, "high": 39.44, "low": 36.06, "bid1": 36.06, "ask1": 36.07, "bid_qty1": 7, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688545:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688545:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688545", "name": "兴福电子", "side": "BUY", "priority": "W58", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 135.0, "exec_low": 135.0, "exec_high": 137.02, "invalid_price": 130.95, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 139.05, "max_chase_pct": 1.5, "base_exec_high": 137.02, "dynamic_exec_high": null, "entry_zone_low": 132.97, "entry_zone_high": 137.02, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7159, "prev_amount_yi": 1.5638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:46", "open": 126.5, "high": 126.5, "low": 126.5, "close": 126.5, "amount_yi": 0.0649 }, { "time": "09:47", "open": 127.0, "high": 128.15, "low": 127.0, "close": 128.15, "amount_yi": 0.213 }, { "time": "09:48", "open": 129.01, "high": 129.49, "low": 129.01, "close": 129.49, "amount_yi": 0.1589 }, { "time": "09:49", "open": 130.07, "high": 130.07, "low": 130.07, "close": 130.07, "amount_yi": 0.0747 }, { "time": "09:50", "open": 128.09, "high": 128.09, "low": 128.09, "close": 128.09, "amount_yi": 0.2044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 128.09, "ts": "2026-06-30T09:50:07", "prev_close": 134.66, "open": 128.5, "high": 131.88, "low": 125.0, "bid1": 128.09, "ask1": 128.97, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688765:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688765:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688765", "name": "禾元生物-U", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "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": 0.0625, "prev_amount_yi": 0.1419, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 51.31, "high": 51.31, "low": 51.31, "close": 51.31, "amount_yi": 0.0066 }, { "time": "09:47", "open": 51.39, "high": 51.39, "low": 51.07, "close": 51.07, "amount_yi": 0.0211 }, { "time": "09:48", "open": 51.18, "high": 51.18, "low": 51.08, "close": 51.08, "amount_yi": 0.0145 }, { "time": "09:49", "open": 51.15, "high": 51.15, "low": 51.15, "close": 51.15, "amount_yi": 0.0039 }, { "time": "09:50", "open": 50.96, "high": 50.96, "low": 50.96, "close": 50.96, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.96, "ts": "2026-06-30T09:50:05", "prev_close": 51.55, "open": 51.48, "high": 51.99, "low": 50.3, "bid1": 50.95, "ask1": 50.96, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301520:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.301520:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.301520", "name": "万邦医药", "side": "BUY", "priority": "W60", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 33.0327, "price_vs_vwap_pct": 0.5065, "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": 0.7651, "prev_amount_yi": 0.7316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0458, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 33.91, "high": 33.91, "low": 33.91, "close": 33.91, "amount_yi": 0.5046 }, { "time": "09:47", "open": 33.74, "high": 33.74, "low": 33.2, "close": 33.2, "amount_yi": 0.1641 }, { "time": "09:48", "open": 33.27, "high": 33.31, "low": 33.27, "close": 33.31, "amount_yi": 0.0346 }, { "time": "09:49", "open": 33.11, "high": 33.11, "low": 33.11, "close": 33.11, "amount_yi": 0.0387 }, { "time": "09:50", "open": 33.2, "high": 33.2, "low": 33.2, "close": 33.2, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.2, "ts": "2026-06-30T09:50:03", "prev_close": 28.26, "open": 31.0, "high": 33.91, "low": 31.0, "bid1": 33.18, "ask1": 33.21, "bid_qty1": 65, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300434:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.300434:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300434", "name": "金石亚药", "side": "BUY", "priority": "W61", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 11.1244, "price_vs_vwap_pct": 0.4998, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1608, "prev_amount_yi": 0.6607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2434, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 11.21, "high": 11.21, "low": 11.21, "close": 11.21, "amount_yi": 0.0343 }, { "time": "09:47", "open": 11.22, "high": 11.22, "low": 11.21, "close": 11.21, "amount_yi": 0.053 }, { "time": "09:48", "open": 11.21, "high": 11.21, "low": 11.19, "close": 11.19, "amount_yi": 0.0405 }, { "time": "09:49", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0112 }, { "time": "09:50", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.18, "ts": "2026-06-30T09:50:03", "prev_close": 10.81, "open": 10.71, "high": 11.45, "low": 10.55, "bid1": 11.16, "ask1": 11.18, "bid_qty1": 677, "ask_qty1": 110 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600129:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600129:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600129", "name": "太极集团", "side": "BUY", "priority": "W62", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 13.2031, "price_vs_vwap_pct": 0.2795, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0998, "prev_amount_yi": 0.1982, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 13.29, "high": 13.29, "low": 13.29, "close": 13.29, "amount_yi": 0.0119 }, { "time": "09:47", "open": 13.3, "high": 13.3, "low": 13.25, "close": 13.25, "amount_yi": 0.0304 }, { "time": "09:48", "open": 13.23, "high": 13.28, "low": 13.23, "close": 13.28, "amount_yi": 0.0227 }, { "time": "09:49", "open": 13.27, "high": 13.27, "low": 13.27, "close": 13.27, "amount_yi": 0.0056 }, { "time": "09:50", "open": 13.24, "high": 13.24, "low": 13.24, "close": 13.24, "amount_yi": 0.0292 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.24, "ts": "2026-06-30T09:50:06", "prev_close": 13.05, "open": 13.05, "high": 13.37, "low": 12.95, "bid1": 13.23, "ask1": 13.24, "bid_qty1": 18, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688432:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688432:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688432", "name": "有研硅", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9233, "prev_amount_yi": 1.9829, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 39.05, "high": 39.05, "low": 39.05, "close": 39.05, "amount_yi": 0.1061 }, { "time": "09:47", "open": 38.72, "high": 39.13, "low": 38.72, "close": 39.13, "amount_yi": 0.234 }, { "time": "09:48", "open": 39.22, "high": 39.28, "low": 39.22, "close": 39.28, "amount_yi": 0.2341 }, { "time": "09:49", "open": 39.38, "high": 39.38, "low": 39.38, "close": 39.38, "amount_yi": 0.1125 }, { "time": "09:50", "open": 39.51, "high": 39.51, "low": 39.51, "close": 39.51, "amount_yi": 0.2366 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.51, "ts": "2026-06-30T09:50:06", "prev_close": 37.08, "open": 38.5, "high": 39.8, "low": 37.08, "bid1": 39.5, "ask1": 39.51, "bid_qty1": 157, "ask_qty1": 102 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300436:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.300436:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300436", "name": "广生堂", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 108.4501, "price_vs_vwap_pct": -1.8811, "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": 0.7716, "prev_amount_yi": 1.0941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7052, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 107.32, "high": 107.32, "low": 107.32, "close": 107.32, "amount_yi": 0.0746 }, { "time": "09:47", "open": 106.81, "high": 106.81, "low": 106.7, "close": 106.7, "amount_yi": 0.3622 }, { "time": "09:48", "open": 106.95, "high": 106.95, "low": 106.95, "close": 106.95, "amount_yi": 0.2029 }, { "time": "09:49", "open": 106.93, "high": 106.93, "low": 106.93, "close": 106.93, "amount_yi": 0.0332 }, { "time": "09:50", "open": 106.41, "high": 106.41, "low": 106.41, "close": 106.41, "amount_yi": 0.0987 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.41, "ts": "2026-06-30T09:50:03", "prev_close": 106.56, "open": 107.9, "high": 111.99, "low": 105.5, "bid1": 106.4, "ask1": 106.41, "bid_qty1": 7, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688233:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688233:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688233", "name": "神工股份", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5767, "prev_amount_yi": 1.7558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 192.88, "high": 192.88, "low": 192.88, "close": 192.88, "amount_yi": 0.1475 }, { "time": "09:47", "open": 194.56, "high": 196.5, "low": 194.56, "close": 196.5, "amount_yi": 0.3724 }, { "time": "09:48", "open": 196.77, "high": 197.82, "low": 196.77, "close": 197.82, "amount_yi": 0.5542 }, { "time": "09:49", "open": 197.09, "high": 197.09, "low": 197.09, "close": 197.09, "amount_yi": 0.1793 }, { "time": "09:50", "open": 195.16, "high": 195.16, "low": 195.16, "close": 195.16, "amount_yi": 0.3233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 195.16, "ts": "2026-06-30T09:50:07", "prev_close": 194.33, "open": 190.0, "high": 198.0, "low": 182.0, "bid1": 195.22, "ask1": 195.53, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600557:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600557:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600557", "name": "康缘药业", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 12.0058, "price_vs_vwap_pct": -0.2149, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0516, "prev_amount_yi": 0.1774, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0135 }, { "time": "09:47", "open": 12.09, "high": 12.09, "low": 12.07, "close": 12.07, "amount_yi": 0.0103 }, { "time": "09:48", "open": 12.07, "high": 12.07, "low": 12.04, "close": 12.04, "amount_yi": 0.0073 }, { "time": "09:49", "open": 12.01, "high": 12.01, "low": 12.01, "close": 12.01, "amount_yi": 0.0097 }, { "time": "09:50", "open": 11.98, "high": 11.98, "low": 11.98, "close": 11.98, "amount_yi": 0.0108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.98, "ts": "2026-06-30T09:50:04", "prev_close": 11.96, "open": 12.09, "high": 12.22, "low": 11.77, "bid1": 11.96, "ask1": 11.97, "bid_qty1": 95, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000988:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.000988:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000988", "name": "华工科技", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "全息技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 176.3566, "price_vs_vwap_pct": 0.4272, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 9.3148, "prev_amount_yi": 8.1085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 176.39, "high": 176.39, "low": 176.39, "close": 176.39, "amount_yi": 0.7301 }, { "time": "09:47", "open": 176.55, "high": 177.01, "low": 176.55, "close": 177.01, "amount_yi": 4.1756 }, { "time": "09:48", "open": 176.6, "high": 177.07, "low": 176.6, "close": 177.07, "amount_yi": 1.7791 }, { "time": "09:49", "open": 177.03, "high": 177.03, "low": 177.03, "close": 177.03, "amount_yi": 0.9879 }, { "time": "09:50", "open": 177.11, "high": 177.11, "low": 177.11, "close": 177.11, "amount_yi": 1.6421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 177.11, "ts": "2026-06-30T09:50:03", "prev_close": 177.03, "open": 179.0, "high": 179.0, "low": 173.03, "bid1": 177.07, "ask1": 177.11, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000551:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.000551:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000551", "name": "创元科技", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "工业气体", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 20.2023, "price_vs_vwap_pct": 1.3746, "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": 0.4568, "prev_amount_yi": 1.2775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3576, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.0353 }, { "time": "09:47", "open": 20.41, "high": 20.57, "low": 20.41, "close": 20.57, "amount_yi": 0.1039 }, { "time": "09:48", "open": 20.6, "high": 20.6, "low": 20.57, "close": 20.57, "amount_yi": 0.1945 }, { "time": "09:49", "open": 20.51, "high": 20.51, "low": 20.51, "close": 20.51, "amount_yi": 0.0607 }, { "time": "09:50", "open": 20.48, "high": 20.48, "low": 20.48, "close": 20.48, "amount_yi": 0.0624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.48, "ts": "2026-06-30T09:50:06", "prev_close": 20.08, "open": 20.58, "high": 20.91, "low": 19.2, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 164, "ask_qty1": 159 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300204:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.300204:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300204", "name": "舒泰神", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 23.9046, "price_vs_vwap_pct": -0.4376, "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": 0.5092, "prev_amount_yi": 0.866, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 23.93, "high": 23.93, "low": 23.93, "close": 23.93, "amount_yi": 0.0631 }, { "time": "09:47", "open": 23.93, "high": 23.93, "low": 23.85, "close": 23.85, "amount_yi": 0.106 }, { "time": "09:48", "open": 23.74, "high": 23.9, "low": 23.74, "close": 23.9, "amount_yi": 0.1116 }, { "time": "09:49", "open": 23.83, "high": 23.83, "low": 23.83, "close": 23.83, "amount_yi": 0.0639 }, { "time": "09:50", "open": 23.8, "high": 23.8, "low": 23.8, "close": 23.8, "amount_yi": 0.1646 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.8, "ts": "2026-06-30T09:50:03", "prev_close": 23.28, "open": 23.51, "high": 24.38, "low": 23.3, "bid1": 23.77, "ask1": 23.8, "bid_qty1": 19, "ask_qty1": 331 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002437:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002437:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002437", "name": "誉衡药业", "side": "BUY", "priority": "W70", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 2.7559, "price_vs_vwap_pct": -2.0284, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1752, "prev_amount_yi": 0.2192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0271 }, { "time": "09:47", "open": 2.73, "high": 2.73, "low": 2.73, "close": 2.73, "amount_yi": 0.043 }, { "time": "09:48", "open": 2.72, "high": 2.73, "low": 2.72, "close": 2.73, "amount_yi": 0.0208 }, { "time": "09:49", "open": 2.71, "high": 2.71, "low": 2.71, "close": 2.71, "amount_yi": 0.0297 }, { "time": "09:50", "open": 2.7, "high": 2.7, "low": 2.7, "close": 2.7, "amount_yi": 0.0546 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.7, "ts": "2026-06-30T09:50:03", "prev_close": 2.67, "open": 2.75, "high": 2.81, "low": 2.7, "bid1": 2.7, "ask1": 2.71, "bid_qty1": 4439, "ask_qty1": 4313 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002422:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002422:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002422", "name": "科伦药业", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 38.2567, "price_vs_vwap_pct": -1.4029, "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": 0.4406, "prev_amount_yi": 1.1416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3859, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 38.02, "high": 38.02, "low": 38.02, "close": 38.02, "amount_yi": 0.057 }, { "time": "09:47", "open": 37.99, "high": 37.99, "low": 37.9, "close": 37.9, "amount_yi": 0.128 }, { "time": "09:48", "open": 37.83, "high": 37.91, "low": 37.83, "close": 37.91, "amount_yi": 0.0843 }, { "time": "09:49", "open": 37.89, "high": 37.89, "low": 37.89, "close": 37.89, "amount_yi": 0.0407 }, { "time": "09:50", "open": 37.72, "high": 37.72, "low": 37.72, "close": 37.72, "amount_yi": 0.1306 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.72, "ts": "2026-06-30T09:50:03", "prev_close": 39.16, "open": 38.85, "high": 38.85, "low": 37.7, "bid1": 37.7, "ask1": 37.72, "bid_qty1": 91, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600867:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600867:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600867", "name": "通化东宝", "side": "BUY", "priority": "W72", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 8.1152, "price_vs_vwap_pct": -0.4338, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1403, "prev_amount_yi": 0.2544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 8.13, "high": 8.13, "low": 8.13, "close": 8.13, "amount_yi": 0.0189 }, { "time": "09:47", "open": 8.11, "high": 8.11, "low": 8.11, "close": 8.11, "amount_yi": 0.0527 }, { "time": "09:48", "open": 8.08, "high": 8.1, "low": 8.08, "close": 8.1, "amount_yi": 0.0348 }, { "time": "09:49", "open": 8.09, "high": 8.09, "low": 8.09, "close": 8.09, "amount_yi": 0.0165 }, { "time": "09:50", "open": 8.08, "high": 8.08, "low": 8.08, "close": 8.08, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.08, "ts": "2026-06-30T09:50:07", "prev_close": 8.17, "open": 8.09, "high": 8.24, "low": 8.01, "bid1": 8.08, "ask1": 8.09, "bid_qty1": 1345, "ask_qty1": 337 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688120:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688120:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688120", "name": "华海清科", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.6155, "prev_amount_yi": 3.3559, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 325.91, "high": 325.91, "low": 325.91, "close": 325.91, "amount_yi": 0.1645 }, { "time": "09:47", "open": 325.94, "high": 326.53, "low": 325.94, "close": 326.53, "amount_yi": 0.5148 }, { "time": "09:48", "open": 326.4, "high": 326.87, "low": 326.4, "close": 326.87, "amount_yi": 0.4384 }, { "time": "09:49", "open": 325.32, "high": 325.32, "low": 325.32, "close": 325.32, "amount_yi": 0.1619 }, { "time": "09:50", "open": 322.96, "high": 322.96, "low": 322.96, "close": 322.96, "amount_yi": 0.3359 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 322.96, "ts": "2026-06-30T09:50:06", "prev_close": 316.32, "open": 330.0, "high": 332.55, "low": 314.32, "bid1": 322.96, "ask1": 323.49, "bid_qty1": 8, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688336:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688336:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688336", "name": "三生国健", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6434, "prev_amount_yi": 1.2308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 53.4, "high": 53.4, "low": 53.4, "close": 53.4, "amount_yi": 0.073 }, { "time": "09:47", "open": 53.13, "high": 53.25, "low": 53.13, "close": 53.25, "amount_yi": 0.1191 }, { "time": "09:48", "open": 53.04, "high": 53.51, "low": 53.04, "close": 53.51, "amount_yi": 0.2311 }, { "time": "09:49", "open": 53.3, "high": 53.3, "low": 53.3, "close": 53.3, "amount_yi": 0.0698 }, { "time": "09:50", "open": 52.95, "high": 52.95, "low": 52.95, "close": 52.95, "amount_yi": 0.1504 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.95, "ts": "2026-06-30T09:50:07", "prev_close": 49.75, "open": 51.15, "high": 53.82, "low": 50.22, "bid1": 52.91, "ask1": 52.95, "bid_qty1": 185, "ask_qty1": 562 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.000566:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000566", "name": "海南海药", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 4.728, "price_vs_vwap_pct": -1.6497, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3557, "prev_amount_yi": 0.2793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0159 }, { "time": "09:47", "open": 4.69, "high": 4.69, "low": 4.67, "close": 4.67, "amount_yi": 0.0666 }, { "time": "09:48", "open": 4.67, "high": 4.67, "low": 4.64, "close": 4.64, "amount_yi": 0.1783 }, { "time": "09:49", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.03 }, { "time": "09:50", "open": 4.65, "high": 4.65, "low": 4.65, "close": 4.65, "amount_yi": 0.0649 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.65, "ts": "2026-06-30T09:50:06", "prev_close": 4.54, "open": 4.64, "high": 4.86, "low": 4.63, "bid1": 4.64, "ask1": 4.65, "bid_qty1": 250, "ask_qty1": 1557 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002317:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002317:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002317", "name": "众生药业", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 24.6648, "price_vs_vwap_pct": -1.4385, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5832, "prev_amount_yi": 0.5052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1544, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 24.53, "high": 24.53, "low": 24.53, "close": 24.53, "amount_yi": 0.0726 }, { "time": "09:47", "open": 24.48, "high": 24.48, "low": 24.42, "close": 24.42, "amount_yi": 0.1212 }, { "time": "09:48", "open": 24.39, "high": 24.45, "low": 24.39, "close": 24.45, "amount_yi": 0.177 }, { "time": "09:49", "open": 24.4, "high": 24.4, "low": 24.4, "close": 24.4, "amount_yi": 0.0275 }, { "time": "09:50", "open": 24.31, "high": 24.31, "low": 24.31, "close": 24.31, "amount_yi": 0.1849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.31, "ts": "2026-06-30T09:50:03", "prev_close": 24.85, "open": 24.64, "high": 25.17, "low": 24.29, "bid1": 24.31, "ask1": 24.32, "bid_qty1": 52, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688548:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.688548:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688548", "name": "广钢气体", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8747, "prev_amount_yi": 1.2529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 47.6, "high": 47.6, "low": 47.6, "close": 47.6, "amount_yi": 0.1401 }, { "time": "09:47", "open": 47.5, "high": 47.5, "low": 47.5, "close": 47.5, "amount_yi": 0.1956 }, { "time": "09:48", "open": 47.56, "high": 47.56, "low": 47.24, "close": 47.24, "amount_yi": 0.1386 }, { "time": "09:49", "open": 47.39, "high": 47.39, "low": 47.39, "close": 47.39, "amount_yi": 0.0479 }, { "time": "09:50", "open": 48.0, "high": 48.0, "low": 48.0, "close": 48.0, "amount_yi": 0.3525 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.0, "ts": "2026-06-30T09:50:05", "prev_close": 46.49, "open": 46.8, "high": 48.4, "low": 45.1, "bid1": 48.0, "ask1": 48.04, "bid_qty1": 32, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002409:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002409:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002409", "name": "雅克科技", "side": "BUY", "priority": "W78", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "工业气体", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 215.3339, "price_vs_vwap_pct": -0.8052, "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": 3.6812, "prev_amount_yi": 5.1614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 211.69, "high": 211.69, "low": 211.69, "close": 211.69, "amount_yi": 0.3934 }, { "time": "09:47", "open": 213.0, "high": 213.59, "low": 213.0, "close": 213.59, "amount_yi": 0.9586 }, { "time": "09:48", "open": 215.3, "high": 216.05, "low": 215.3, "close": 216.05, "amount_yi": 1.2165 }, { "time": "09:49", "open": 215.1, "high": 215.1, "low": 215.1, "close": 215.1, "amount_yi": 0.5624 }, { "time": "09:50", "open": 213.6, "high": 213.6, "low": 213.6, "close": 213.6, "amount_yi": 0.5503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 213.6, "ts": "2026-06-30T09:50:03", "prev_close": 207.46, "open": 216.24, "high": 222.58, "low": 207.47, "bid1": 213.6, "ask1": 213.62, "bid_qty1": 3, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600378:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600378:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W79", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 71.7623, "price_vs_vwap_pct": -0.0171, "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": 2.2173, "prev_amount_yi": 5.4908, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 70.58, "high": 70.58, "low": 70.58, "close": 70.58, "amount_yi": 0.1929 }, { "time": "09:47", "open": 70.77, "high": 70.97, "low": 70.77, "close": 70.97, "amount_yi": 0.4567 }, { "time": "09:48", "open": 71.24, "high": 71.99, "low": 71.24, "close": 71.99, "amount_yi": 0.5352 }, { "time": "09:49", "open": 71.91, "high": 71.91, "low": 71.91, "close": 71.91, "amount_yi": 0.427 }, { "time": "09:50", "open": 71.75, "high": 71.75, "low": 71.75, "close": 71.75, "amount_yi": 0.6055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.75, "ts": "2026-06-30T09:50:05", "prev_close": 68.53, "open": 71.77, "high": 73.33, "low": 69.54, "bid1": 71.67, "ask1": 71.75, "bid_qty1": 2, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603318:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.603318:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603318", "name": "水发燃气", "side": "BUY", "priority": "W80", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 9.2254, "price_vs_vwap_pct": -2.1181, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1762, "prev_amount_yi": 0.5109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3449, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 9.08, "high": 9.08, "low": 9.08, "close": 9.08, "amount_yi": 0.0345 }, { "time": "09:47", "open": 9.08, "high": 9.08, "low": 9.06, "close": 9.06, "amount_yi": 0.0504 }, { "time": "09:48", "open": 9.04, "high": 9.05, "low": 9.04, "close": 9.05, "amount_yi": 0.0333 }, { "time": "09:49", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.0211 }, { "time": "09:50", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.03, "ts": "2026-06-30T09:50:06", "prev_close": 9.69, "open": 9.33, "high": 9.59, "low": 8.97, "bid1": 9.03, "ask1": 9.04, "bid_qty1": 106, "ask_qty1": 101 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002821:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002821:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002821", "name": "凯莱英", "side": "BUY", "priority": "W81", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 166.6099, "price_vs_vwap_pct": -3.031, "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": 1.2465, "prev_amount_yi": 2.5723, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 161.53, "high": 161.53, "low": 161.53, "close": 161.53, "amount_yi": 0.2066 }, { "time": "09:47", "open": 161.38, "high": 161.47, "low": 161.38, "close": 161.47, "amount_yi": 0.4239 }, { "time": "09:48", "open": 161.46, "high": 161.99, "low": 161.46, "close": 161.99, "amount_yi": 0.3411 }, { "time": "09:49", "open": 161.49, "high": 161.49, "low": 161.49, "close": 161.49, "amount_yi": 0.1074 }, { "time": "09:50", "open": 161.56, "high": 161.56, "low": 161.56, "close": 161.56, "amount_yi": 0.1675 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 161.56, "ts": "2026-06-30T09:50:03", "prev_close": 167.75, "open": 170.76, "high": 171.8, "low": 161.18, "bid1": 161.52, "ask1": 161.56, "bid_qty1": 13, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002653:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002653", "name": "海思科", "side": "BUY", "priority": "W82", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 65.6736, "price_vs_vwap_pct": 0.8015, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2059, "prev_amount_yi": 0.9948, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 66.01, "high": 66.01, "low": 66.01, "close": 66.01, "amount_yi": 0.0409 }, { "time": "09:47", "open": 66.29, "high": 66.7, "low": 66.29, "close": 66.7, "amount_yi": 0.0399 }, { "time": "09:48", "open": 66.58, "high": 66.58, "low": 66.58, "close": 66.58, "amount_yi": 0.0672 }, { "time": "09:49", "open": 66.37, "high": 66.37, "low": 66.37, "close": 66.37, "amount_yi": 0.0209 }, { "time": "09:50", "open": 66.2, "high": 66.2, "low": 66.2, "close": 66.2, "amount_yi": 0.037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.2, "ts": "2026-06-30T09:50:03", "prev_close": 61.06, "open": 63.44, "high": 67.16, "low": 62.89, "bid1": 66.2, "ask1": 66.28, "bid_qty1": 7, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002728:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002728:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002728", "name": "特一药业", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 9.0363, "price_vs_vwap_pct": -0.623, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2084, "prev_amount_yi": 0.3264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0294 }, { "time": "09:47", "open": 9.03, "high": 9.03, "low": 9.02, "close": 9.02, "amount_yi": 0.0577 }, { "time": "09:48", "open": 9.03, "high": 9.03, "low": 9.02, "close": 9.02, "amount_yi": 0.0504 }, { "time": "09:49", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0271 }, { "time": "09:50", "open": 8.98, "high": 8.98, "low": 8.98, "close": 8.98, "amount_yi": 0.0438 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.98, "ts": "2026-06-30T09:50:03", "prev_close": 8.8, "open": 8.95, "high": 9.18, "low": 8.8, "bid1": 8.97, "ask1": 8.98, "bid_qty1": 372, "ask_qty1": 26 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002549:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002549:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002549", "name": "凯美特气", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 21.0802, "price_vs_vwap_pct": -1.7562, "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": 0.884, "prev_amount_yi": 1.9337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 20.31, "high": 20.31, "low": 20.31, "close": 20.31, "amount_yi": 0.0842 }, { "time": "09:47", "open": 20.48, "high": 20.48, "low": 20.24, "close": 20.24, "amount_yi": 0.2974 }, { "time": "09:48", "open": 20.37, "high": 20.37, "low": 20.29, "close": 20.29, "amount_yi": 0.1935 }, { "time": "09:49", "open": 20.35, "high": 20.35, "low": 20.35, "close": 20.35, "amount_yi": 0.1081 }, { "time": "09:50", "open": 20.71, "high": 20.71, "low": 20.71, "close": 20.71, "amount_yi": 0.2008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.71, "ts": "2026-06-30T09:50:03", "prev_close": 20.89, "open": 21.5, "high": 22.0, "low": 19.93, "bid1": 20.7, "ask1": 20.71, "bid_qty1": 17, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002038:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002038:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002038", "name": "双鹭药业", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 5.8144, "price_vs_vwap_pct": -0.9356, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1568, "prev_amount_yi": 0.298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5262, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0265 }, { "time": "09:47", "open": 5.8, "high": 5.8, "low": 5.75, "close": 5.75, "amount_yi": 0.0406 }, { "time": "09:48", "open": 5.75, "high": 5.78, "low": 5.75, "close": 5.78, "amount_yi": 0.0457 }, { "time": "09:49", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0124 }, { "time": "09:50", "open": 5.76, "high": 5.76, "low": 5.76, "close": 5.76, "amount_yi": 0.0316 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.76, "ts": "2026-06-30T09:50:03", "prev_close": 5.58, "open": 5.68, "high": 5.95, "low": 5.61, "bid1": 5.75, "ask1": 5.76, "bid_qty1": 8, "ask_qty1": 249 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002808:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002808:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002808", "name": "恒久退", "side": "BUY", "priority": "W86", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "数据安全", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 0.202, "price_vs_vwap_pct": 3.9604, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0171, "prev_amount_yi": 0.003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.7, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:44", "open": 0.2, "high": 0.2, "low": 0.2, "close": 0.2, "amount_yi": 0.0011 }, { "time": "09:45", "open": 0.2, "high": 0.2, "low": 0.2, "close": 0.2, "amount_yi": 0.0002 }, { "time": "09:46", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0152 }, { "time": "09:47", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0001 }, { "time": "09:48", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 0.21, "ts": "2026-06-30T09:50:00", "prev_close": 0.19, "open": 0.19, "high": 0.21, "low": 0.18, "bid1": 0.21, "ask1": 0.0, "bid_qty1": 40004, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002639:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SZSE.002639:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002639", "name": "雪人集团", "side": "BUY", "priority": "W87", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 13.6276, "price_vs_vwap_pct": -1.5234, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2382, "prev_amount_yi": 0.4904, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.0228 }, { "time": "09:47", "open": 13.51, "high": 13.51, "low": 13.51, "close": 13.51, "amount_yi": 0.0651 }, { "time": "09:48", "open": 13.49, "high": 13.49, "low": 13.48, "close": 13.48, "amount_yi": 0.0718 }, { "time": "09:49", "open": 13.45, "high": 13.45, "low": 13.45, "close": 13.45, "amount_yi": 0.0248 }, { "time": "09:50", "open": 13.42, "high": 13.42, "low": 13.42, "close": 13.42, "amount_yi": 0.0537 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.42, "ts": "2026-06-30T09:50:03", "prev_close": 14.06, "open": 14.11, "high": 14.26, "low": 13.28, "bid1": 13.41, "ask1": 13.42, "bid_qty1": 444, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600222:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600222:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600222", "name": "太龙药业", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 7.4367, "price_vs_vwap_pct": -2.5105, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1264, "prev_amount_yi": 0.204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 7.32, "high": 7.32, "low": 7.32, "close": 7.32, "amount_yi": 0.0089 }, { "time": "09:47", "open": 7.29, "high": 7.29, "low": 7.27, "close": 7.27, "amount_yi": 0.0296 }, { "time": "09:48", "open": 7.27, "high": 7.31, "low": 7.27, "close": 7.31, "amount_yi": 0.0238 }, { "time": "09:49", "open": 7.28, "high": 7.28, "low": 7.28, "close": 7.28, "amount_yi": 0.0238 }, { "time": "09:50", "open": 7.25, "high": 7.25, "low": 7.25, "close": 7.25, "amount_yi": 0.0403 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.25, "ts": "2026-06-30T09:50:05", "prev_close": 7.25, "open": 7.9, "high": 7.9, "low": 7.23, "bid1": 7.24, "ask1": 7.25, "bid_qty1": 963, "ask_qty1": 74 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600363:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600363:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600363", "name": "联创光电", "side": "BUY", "priority": "W89", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "全息技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 32.9803, "price_vs_vwap_pct": 2.8796, "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": 0.802, "prev_amount_yi": 1.354, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 33.99, "high": 33.99, "low": 33.99, "close": 33.99, "amount_yi": 0.1549 }, { "time": "09:47", "open": 34.0, "high": 34.0, "low": 33.7, "close": 33.7, "amount_yi": 0.225 }, { "time": "09:48", "open": 33.76, "high": 33.9, "low": 33.76, "close": 33.9, "amount_yi": 0.1306 }, { "time": "09:49", "open": 33.95, "high": 33.95, "low": 33.95, "close": 33.95, "amount_yi": 0.1446 }, { "time": "09:50", "open": 33.93, "high": 33.93, "low": 33.93, "close": 33.93, "amount_yi": 0.1469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.93, "ts": "2026-06-30T09:50:05", "prev_close": 32.53, "open": 33.88, "high": 34.11, "low": 31.42, "bid1": 33.92, "ask1": 33.93, "bid_qty1": 24, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600568:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260629:SHSE.600568:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600568", "name": "ST中珠", "side": "BUY", "priority": "W90", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 2.3109, "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": 0.0126, "prev_amount_yi": 0.0218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.578, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0002 }, { "time": "09:47", "open": 2.3, "high": 2.31, "low": 2.3, "close": 2.31, "amount_yi": 0.0025 }, { "time": "09:48", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0088 }, { "time": "09:49", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0005 }, { "time": "09:50", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.3, "ts": "2026-06-30T09:50:07", "prev_close": 2.25, "open": 2.36, "high": 2.36, "low": 2.24, "bid1": 2.3, "ask1": 2.31, "bid_qty1": 2741, "ask_qty1": 1441 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002907:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.002907:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002907", "name": "华森制药", "side": "BUY", "priority": "W91", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.9, "exec_low": 13.9, "exec_high": 14.11, "invalid_price": 13.48, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.32, "max_chase_pct": 1.5, "base_exec_high": 14.11, "dynamic_exec_high": null, "entry_zone_low": 13.69, "entry_zone_high": 14.11, "entry_risk_pct": null, "intraday_vwap": 13.3938, "price_vs_vwap_pct": -0.9243, "energy_floor_hint_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": 0.0364, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.044, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.37, "high": 13.37, "low": 13.37, "close": 13.37, "amount_yi": 0.0115 }, { "time": "09:47", "open": 13.34, "high": 13.34, "low": 13.32, "close": 13.32, "amount_yi": 0.0075 }, { "time": "09:48", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0078 }, { "time": "09:49", "open": 13.31, "high": 13.31, "low": 13.31, "close": 13.31, "amount_yi": 0.0025 }, { "time": "09:50", "open": 13.27, "high": 13.27, "low": 13.27, "close": 13.27, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.27, "ts": "2026-06-30T09:50:03", "prev_close": 13.84, "open": 13.62, "high": 13.7, "low": 13.21, "bid1": 13.27, "ask1": 13.28, "bid_qty1": 21, "ask_qty1": 98 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688268:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688268:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688268", "name": "华特气体", "side": "BUY", "priority": "W92", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 254.78, "exec_low": 254.78, "exec_high": 258.6, "invalid_price": 247.14, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 262.42, "max_chase_pct": 1.5, "base_exec_high": 258.6, "dynamic_exec_high": null, "entry_zone_low": 250.96, "entry_zone_high": 258.6, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7522, "prev_amount_yi": 1.4668, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5128, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 238.09, "high": 238.09, "low": 238.09, "close": 238.09, "amount_yi": 0.1262 }, { "time": "09:47", "open": 237.48, "high": 238.05, "low": 237.48, "close": 238.05, "amount_yi": 0.1489 }, { "time": "09:48", "open": 238.04, "high": 238.66, "low": 238.04, "close": 238.66, "amount_yi": 0.1601 }, { "time": "09:49", "open": 239.78, "high": 239.78, "low": 239.78, "close": 239.78, "amount_yi": 0.0581 }, { "time": "09:50", "open": 239.08, "high": 239.08, "low": 239.08, "close": 239.08, "amount_yi": 0.2589 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 239.08, "ts": "2026-06-30T09:50:05", "prev_close": 252.0, "open": 247.5, "high": 248.0, "low": 232.08, "bid1": 239.08, "ask1": 239.7, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000739:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.000739:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000739", "name": "普洛药业", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 17.2, "exec_low": 17.2, "exec_high": 17.46, "invalid_price": 16.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.72, "max_chase_pct": 1.5, "base_exec_high": 17.46, "dynamic_exec_high": null, "entry_zone_low": 16.94, "entry_zone_high": 17.46, "entry_risk_pct": null, "intraday_vwap": 16.7921, "price_vs_vwap_pct": -0.1912, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0373, "prev_amount_yi": 0.0833, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.0057 }, { "time": "09:47", "open": 16.85, "high": 16.85, "low": 16.79, "close": 16.79, "amount_yi": 0.0083 }, { "time": "09:48", "open": 16.79, "high": 16.8, "low": 16.79, "close": 16.8, "amount_yi": 0.0093 }, { "time": "09:49", "open": 16.78, "high": 16.78, "low": 16.78, "close": 16.78, "amount_yi": 0.0036 }, { "time": "09:50", "open": 16.76, "high": 16.76, "low": 16.76, "close": 16.76, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.76, "ts": "2026-06-30T09:50:06", "prev_close": 17.03, "open": 16.98, "high": 16.99, "low": 16.63, "bid1": 16.75, "ask1": 16.76, "bid_qty1": 196, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002742:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.002742:VWAP_RECLAIM", "symbol": "SZSE.002742", "name": "冀衡医药", "side": "BUY", "priority": "W94", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.59, "exec_low": 3.64, "exec_high": 3.64, "invalid_price": 3.48, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.7, "max_chase_pct": 1.5, "base_exec_high": 3.64, "dynamic_exec_high": null, "entry_zone_low": 3.54, "entry_zone_high": 3.64, "entry_risk_pct": null, "intraday_vwap": 3.457, "price_vs_vwap_pct": 0.376, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0091, "prev_amount_yi": 0.0269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3383, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 3.51, "high": 3.51, "low": 3.51, "close": 3.51, "amount_yi": 0.0031 }, { "time": "09:47", "open": 3.51, "high": 3.51, "low": 3.5, "close": 3.5, "amount_yi": 0.003 }, { "time": "09:48", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0013 }, { "time": "09:49", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0003 }, { "time": "09:50", "open": 3.47, "high": 3.47, "low": 3.47, "close": 3.47, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.47, "ts": "2026-06-30T09:50:03", "prev_close": 3.38, "open": 3.34, "high": 3.58, "low": 3.31, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 38, "ask_qty1": 310 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300419:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300419:VWAP_RECLAIM", "symbol": "SZSE.300419", "name": "ST浩丰", "side": "BUY", "priority": "W95", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.15, "exec_low": 7.26, "exec_high": 7.26, "invalid_price": 6.94, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "数据安全", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.36, "max_chase_pct": 1.5, "base_exec_high": 7.26, "dynamic_exec_high": null, "entry_zone_low": 7.04, "entry_zone_high": 7.26, "entry_risk_pct": null, "intraday_vwap": 6.878, "price_vs_vwap_pct": 0.0291, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0109, "prev_amount_yi": 0.0209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.0016 }, { "time": "09:47", "open": 6.92, "high": 6.92, "low": 6.91, "close": 6.91, "amount_yi": 0.0028 }, { "time": "09:48", "open": 6.89, "high": 6.89, "low": 6.89, "close": 6.89, "amount_yi": 0.0043 }, { "time": "09:49", "open": 6.88, "high": 6.88, "low": 6.88, "close": 6.88, "amount_yi": 0.0005 }, { "time": "09:50", "open": 6.88, "high": 6.88, "low": 6.88, "close": 6.88, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.88, "ts": "2026-06-30T09:50:00", "prev_close": 6.7, "open": 6.67, "high": 6.96, "low": 6.66, "bid1": 6.88, "ask1": 6.89, "bid_qty1": 287, "ask_qty1": 187 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600566:VWAP_RECLAIM:BUY", "plan_id": "20260629:SHSE.600566:VWAP_RECLAIM", "symbol": "SHSE.600566", "name": "济川药业", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 26.4, "exec_low": 26.8, "exec_high": 26.8, "invalid_price": 25.61, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.19, "max_chase_pct": 1.5, "base_exec_high": 26.8, "dynamic_exec_high": null, "entry_zone_low": 26.0, "entry_zone_high": 26.8, "entry_risk_pct": null, "intraday_vwap": 22.9534, "price_vs_vwap_pct": -1.7139, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1292, "prev_amount_yi": 0.2134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 22.55, "high": 22.55, "low": 22.55, "close": 22.55, "amount_yi": 0.0119 }, { "time": "09:47", "open": 22.58, "high": 22.59, "low": 22.58, "close": 22.59, "amount_yi": 0.0565 }, { "time": "09:48", "open": 22.66, "high": 22.66, "low": 22.53, "close": 22.53, "amount_yi": 0.0293 }, { "time": "09:49", "open": 22.57, "high": 22.57, "low": 22.57, "close": 22.57, "amount_yi": 0.013 }, { "time": "09:50", "open": 22.56, "high": 22.56, "low": 22.56, "close": 22.56, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.56, "ts": "2026-06-30T09:50:04", "prev_close": 24.65, "open": 24.22, "high": 24.22, "low": 22.42, "bid1": 22.55, "ask1": 22.56, "bid_qty1": 21, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000513:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.000513:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000513", "name": "丽珠集团", "side": "BUY", "priority": "W97", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 29.99, "exec_low": 29.99, "exec_high": 30.44, "invalid_price": 29.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.89, "max_chase_pct": 1.5, "base_exec_high": 30.44, "dynamic_exec_high": null, "entry_zone_low": 29.54, "entry_zone_high": 30.44, "entry_risk_pct": null, "intraday_vwap": 29.3117, "price_vs_vwap_pct": -0.7564, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0766, "prev_amount_yi": 0.0452, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 29.24, "high": 29.24, "low": 29.24, "close": 29.24, "amount_yi": 0.0038 }, { "time": "09:47", "open": 29.24, "high": 29.24, "low": 29.21, "close": 29.21, "amount_yi": 0.0236 }, { "time": "09:48", "open": 29.18, "high": 29.18, "low": 29.18, "close": 29.18, "amount_yi": 0.0119 }, { "time": "09:49", "open": 29.15, "high": 29.15, "low": 29.15, "close": 29.15, "amount_yi": 0.0163 }, { "time": "09:50", "open": 29.09, "high": 29.09, "low": 29.09, "close": 29.09, "amount_yi": 0.021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.09, "ts": "2026-06-30T09:50:06", "prev_close": 29.88, "open": 29.52, "high": 29.76, "low": 29.09, "bid1": 29.09, "ask1": 29.12, "bid_qty1": 22, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002007:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.002007:VWAP_RECLAIM", "symbol": "SZSE.002007", "name": "华兰生物", "side": "BUY", "priority": "W98", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.69, "exec_low": 12.88, "exec_high": 12.88, "invalid_price": 12.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.07, "max_chase_pct": 1.5, "base_exec_high": 12.88, "dynamic_exec_high": null, "entry_zone_low": 12.5, "entry_zone_high": 12.88, "entry_risk_pct": null, "intraday_vwap": 12.438, "price_vs_vwap_pct": -0.7879, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0625, "prev_amount_yi": 0.0529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1815, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 12.43, "high": 12.43, "low": 12.43, "close": 12.43, "amount_yi": 0.0106 }, { "time": "09:47", "open": 12.42, "high": 12.42, "low": 12.4, "close": 12.4, "amount_yi": 0.0094 }, { "time": "09:48", "open": 12.38, "high": 12.38, "low": 12.37, "close": 12.37, "amount_yi": 0.0086 }, { "time": "09:49", "open": 12.37, "high": 12.37, "low": 12.37, "close": 12.37, "amount_yi": 0.003 }, { "time": "09:50", "open": 12.34, "high": 12.34, "low": 12.34, "close": 12.34, "amount_yi": 0.0309 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.34, "ts": "2026-06-30T09:50:03", "prev_close": 12.68, "open": 12.6, "high": 12.6, "low": 12.33, "bid1": 12.33, "ask1": 12.34, "bid_qty1": 317, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688520:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688520:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688520", "name": "神州细胞", "side": "BUY", "priority": "W99", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 35.93, "exec_low": 35.93, "exec_high": 36.47, "invalid_price": 34.85, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 37.01, "max_chase_pct": 1.5, "base_exec_high": 36.47, "dynamic_exec_high": null, "entry_zone_low": 35.39, "entry_zone_high": 36.47, "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": 0.0442, "prev_amount_yi": 0.0739, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 35.12, "high": 35.12, "low": 35.12, "close": 35.12, "amount_yi": 0.0101 }, { "time": "09:47", "open": 35.04, "high": 35.13, "low": 35.04, "close": 35.13, "amount_yi": 0.0117 }, { "time": "09:48", "open": 34.99, "high": 35.0, "low": 34.99, "close": 35.0, "amount_yi": 0.0069 }, { "time": "09:49", "open": 35.08, "high": 35.08, "low": 35.08, "close": 35.08, "amount_yi": 0.0099 }, { "time": "09:50", "open": 34.88, "high": 34.88, "low": 34.88, "close": 34.88, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.88, "ts": "2026-06-30T09:50:04", "prev_close": 35.3, "open": 35.29, "high": 35.5, "low": 34.49, "bid1": 34.86, "ask1": 34.88, "bid_qty1": 4, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002603:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.002603:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002603", "name": "以岭药业", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 15.55, "exec_low": 15.55, "exec_high": 15.78, "invalid_price": 15.08, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.02, "max_chase_pct": 1.5, "base_exec_high": 15.78, "dynamic_exec_high": null, "entry_zone_low": 15.32, "entry_zone_high": 15.78, "entry_risk_pct": null, "intraday_vwap": 15.2241, "price_vs_vwap_pct": -0.8152, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1473, "prev_amount_yi": 0.1052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 15.21, "high": 15.21, "low": 15.21, "close": 15.21, "amount_yi": 0.0096 }, { "time": "09:47", "open": 15.2, "high": 15.2, "low": 15.16, "close": 15.16, "amount_yi": 0.0282 }, { "time": "09:48", "open": 15.14, "high": 15.14, "low": 15.14, "close": 15.14, "amount_yi": 0.0444 }, { "time": "09:49", "open": 15.13, "high": 15.13, "low": 15.13, "close": 15.13, "amount_yi": 0.0106 }, { "time": "09:50", "open": 15.1, "high": 15.1, "low": 15.1, "close": 15.1, "amount_yi": 0.0545 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.1, "ts": "2026-06-30T09:50:03", "prev_close": 15.54, "open": 15.46, "high": 15.46, "low": 15.09, "bid1": 15.09, "ask1": 15.1, "bid_qty1": 305, "ask_qty1": 355 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300194:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300194:VWAP_RECLAIM", "symbol": "SZSE.300194", "name": "福安药业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.5, "exec_low": 3.55, "exec_high": 3.55, "invalid_price": 3.4, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.6, "max_chase_pct": 1.5, "base_exec_high": 3.55, "dynamic_exec_high": null, "entry_zone_low": 3.45, "entry_zone_high": 3.55, "entry_risk_pct": null, "intraday_vwap": 3.4179, "price_vs_vwap_pct": -0.2311, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0324, "prev_amount_yi": 0.0247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 3.43, "high": 3.43, "low": 3.43, "close": 3.43, "amount_yi": 0.0165 }, { "time": "09:47", "open": 3.42, "high": 3.42, "low": 3.42, "close": 3.42, "amount_yi": 0.0052 }, { "time": "09:48", "open": 3.42, "high": 3.42, "low": 3.42, "close": 3.42, "amount_yi": 0.0028 }, { "time": "09:49", "open": 3.41, "high": 3.41, "low": 3.41, "close": 3.41, "amount_yi": 0.0038 }, { "time": "09:50", "open": 3.41, "high": 3.41, "low": 3.41, "close": 3.41, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.41, "ts": "2026-06-30T09:50:03", "prev_close": 3.46, "open": 3.43, "high": 3.47, "low": 3.38, "bid1": 3.4, "ask1": 3.41, "bid_qty1": 1709, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603367:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.603367:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603367", "name": "辰欣药业", "side": "BUY", "priority": "W102", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.28, "exec_low": 13.28, "exec_high": 13.48, "invalid_price": 12.88, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.68, "max_chase_pct": 1.5, "base_exec_high": 13.48, "dynamic_exec_high": null, "entry_zone_low": 13.08, "entry_zone_high": 13.48, "entry_risk_pct": null, "intraday_vwap": 13.0212, "price_vs_vwap_pct": -0.3164, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0453, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0055 }, { "time": "09:47", "open": 13.05, "high": 13.05, "low": 13.04, "close": 13.04, "amount_yi": 0.007 }, { "time": "09:48", "open": 13.01, "high": 13.05, "low": 13.01, "close": 13.05, "amount_yi": 0.0091 }, { "time": "09:49", "open": 12.98, "high": 12.98, "low": 12.98, "close": 12.98, "amount_yi": 0.0161 }, { "time": "09:50", "open": 12.98, "high": 12.98, "low": 12.98, "close": 12.98, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-06-30T09:50:05", "prev_close": 13.27, "open": 13.18, "high": 13.2, "low": 12.88, "bid1": 12.96, "ask1": 12.98, "bid_qty1": 267, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000999:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.000999:VWAP_RECLAIM", "symbol": "SZSE.000999", "name": "华润三九", "side": "BUY", "priority": "W103", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.26, "exec_low": 23.61, "exec_high": 23.61, "invalid_price": 22.56, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.96, "max_chase_pct": 1.5, "base_exec_high": 23.61, "dynamic_exec_high": null, "entry_zone_low": 22.91, "entry_zone_high": 23.61, "entry_risk_pct": null, "intraday_vwap": 22.8579, "price_vs_vwap_pct": -0.647, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0911, "prev_amount_yi": 0.0865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 22.88, "high": 22.88, "low": 22.88, "close": 22.88, "amount_yi": 0.0136 }, { "time": "09:47", "open": 22.89, "high": 22.89, "low": 22.85, "close": 22.85, "amount_yi": 0.0182 }, { "time": "09:48", "open": 22.8, "high": 22.8, "low": 22.79, "close": 22.79, "amount_yi": 0.0207 }, { "time": "09:49", "open": 22.8, "high": 22.8, "low": 22.8, "close": 22.8, "amount_yi": 0.0056 }, { "time": "09:50", "open": 22.71, "high": 22.71, "low": 22.71, "close": 22.71, "amount_yi": 0.033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.71, "ts": "2026-06-30T09:50:03", "prev_close": 23.25, "open": 22.88, "high": 23.04, "low": 22.62, "bid1": 22.71, "ask1": 22.72, "bid_qty1": 45, "ask_qty1": 163 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688278:VWAP_RECLAIM:BUY", "plan_id": "20260629:SHSE.688278:VWAP_RECLAIM", "symbol": "SHSE.688278", "name": "特宝生物", "side": "BUY", "priority": "W104", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 56.0, "exec_low": 56.84, "exec_high": 56.84, "invalid_price": 54.32, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 57.68, "max_chase_pct": 1.5, "base_exec_high": 56.84, "dynamic_exec_high": null, "entry_zone_low": 55.16, "entry_zone_high": 56.84, "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": 0.0704, "prev_amount_yi": 0.1125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 55.19, "high": 55.19, "low": 55.19, "close": 55.19, "amount_yi": 0.002 }, { "time": "09:47", "open": 55.06, "high": 55.06, "low": 54.91, "close": 54.91, "amount_yi": 0.0185 }, { "time": "09:48", "open": 54.91, "high": 54.91, "low": 54.8, "close": 54.8, "amount_yi": 0.0156 }, { "time": "09:49", "open": 54.81, "high": 54.81, "low": 54.81, "close": 54.81, "amount_yi": 0.0144 }, { "time": "09:50", "open": 54.75, "high": 54.75, "low": 54.75, "close": 54.75, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.75, "ts": "2026-06-30T09:50:06", "prev_close": 55.4, "open": 55.26, "high": 55.88, "low": 54.68, "bid1": 54.71, "ask1": 54.78, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603456:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.603456:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603456", "name": "九洲药业", "side": "BUY", "priority": "W105", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.64, "exec_low": 13.64, "exec_high": 13.84, "invalid_price": 13.23, "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": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.05, "max_chase_pct": 1.5, "base_exec_high": 13.84, "dynamic_exec_high": null, "entry_zone_low": 13.44, "entry_zone_high": 13.84, "entry_risk_pct": null, "intraday_vwap": 13.7094, "price_vs_vwap_pct": -0.6521, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1823, "prev_amount_yi": 0.1918, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.71, "high": 13.71, "low": 13.71, "close": 13.71, "amount_yi": 0.0106 }, { "time": "09:47", "open": 13.71, "high": 13.71, "low": 13.68, "close": 13.68, "amount_yi": 0.0363 }, { "time": "09:48", "open": 13.67, "high": 13.7, "low": 13.67, "close": 13.7, "amount_yi": 0.0565 }, { "time": "09:49", "open": 13.69, "high": 13.69, "low": 13.69, "close": 13.69, "amount_yi": 0.0061 }, { "time": "09:50", "open": 13.62, "high": 13.62, "low": 13.62, "close": 13.62, "amount_yi": 0.0728 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.62, "ts": "2026-06-30T09:50:06", "prev_close": 13.58, "open": 13.66, "high": 13.83, "low": 13.53, "bid1": 13.62, "ask1": 13.64, "bid_qty1": 42, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603858:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.603858:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603858", "name": "步长制药", "side": "BUY", "priority": "W106", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 15.27, "exec_low": 15.27, "exec_high": 15.5, "invalid_price": 14.81, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.73, "max_chase_pct": 1.5, "base_exec_high": 15.5, "dynamic_exec_high": null, "entry_zone_low": 15.04, "entry_zone_high": 15.5, "entry_risk_pct": null, "intraday_vwap": 14.9048, "price_vs_vwap_pct": -1.2399, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.042, "prev_amount_yi": 0.0375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.12, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 14.85, "high": 14.85, "low": 14.85, "close": 14.85, "amount_yi": 0.0032 }, { "time": "09:47", "open": 14.86, "high": 14.86, "low": 14.85, "close": 14.85, "amount_yi": 0.0045 }, { "time": "09:48", "open": 14.82, "high": 14.82, "low": 14.79, "close": 14.79, "amount_yi": 0.0119 }, { "time": "09:49", "open": 14.78, "high": 14.78, "low": 14.78, "close": 14.78, "amount_yi": 0.0049 }, { "time": "09:50", "open": 14.72, "high": 14.72, "low": 14.72, "close": 14.72, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.72, "ts": "2026-06-30T09:50:05", "prev_close": 15.21, "open": 15.16, "high": 15.2, "low": 14.72, "bid1": 14.72, "ask1": 14.74, "bid_qty1": 43, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300540:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300540:VWAP_RECLAIM", "symbol": "SZSE.300540", "name": "蜀道装备", "side": "BUY", "priority": "W107", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 34.11, "exec_low": 34.62, "exec_high": 34.62, "invalid_price": 33.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.13, "max_chase_pct": 1.5, "base_exec_high": 34.62, "dynamic_exec_high": null, "entry_zone_low": 33.6, "entry_zone_high": 34.62, "entry_risk_pct": null, "intraday_vwap": 33.8161, "price_vs_vwap_pct": 0.7213, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3045, "prev_amount_yi": 0.6112, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 33.94, "high": 33.94, "low": 33.94, "close": 33.94, "amount_yi": 0.0514 }, { "time": "09:47", "open": 34.3, "high": 34.3, "low": 34.18, "close": 34.18, "amount_yi": 0.1103 }, { "time": "09:48", "open": 34.14, "high": 34.14, "low": 34.14, "close": 34.14, "amount_yi": 0.0564 }, { "time": "09:49", "open": 34.09, "high": 34.09, "low": 34.09, "close": 34.09, "amount_yi": 0.0167 }, { "time": "09:50", "open": 34.06, "high": 34.06, "low": 34.06, "close": 34.06, "amount_yi": 0.0697 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.06, "ts": "2026-06-30T09:50:03", "prev_close": 31.58, "open": 32.27, "high": 35.0, "low": 32.27, "bid1": 34.07, "ask1": 34.2, "bid_qty1": 2, "ask_qty1": 273 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301047:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.301047:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301047", "name": "义翘神州", "side": "BUY", "priority": "W108", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 65.2, "exec_low": 65.2, "exec_high": 66.18, "invalid_price": 63.24, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "重组蛋白", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 67.16, "max_chase_pct": 1.5, "base_exec_high": 66.18, "dynamic_exec_high": null, "entry_zone_low": 64.22, "entry_zone_high": 66.18, "entry_risk_pct": null, "intraday_vwap": 64.0298, "price_vs_vwap_pct": -0.4526, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0348, "prev_amount_yi": 0.0345, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 64.13, "high": 64.13, "low": 64.13, "close": 64.13, "amount_yi": 0.0013 }, { "time": "09:47", "open": 64.22, "high": 64.22, "low": 64.09, "close": 64.09, "amount_yi": 0.0127 }, { "time": "09:48", "open": 64.08, "high": 64.08, "low": 63.94, "close": 63.94, "amount_yi": 0.0116 }, { "time": "09:49", "open": 64.07, "high": 64.07, "low": 64.07, "close": 64.07, "amount_yi": 0.0006 }, { "time": "09:50", "open": 63.74, "high": 63.74, "low": 63.74, "close": 63.74, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.74, "ts": "2026-06-30T09:50:03", "prev_close": 64.74, "open": 63.93, "high": 64.8, "low": 63.55, "bid1": 63.74, "ask1": 63.83, "bid_qty1": 20, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000597:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.000597:VWAP_RECLAIM", "symbol": "SZSE.000597", "name": "东北制药", "side": "BUY", "priority": "W109", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.44, "exec_low": 4.51, "exec_high": 4.51, "invalid_price": 4.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.57, "max_chase_pct": 1.5, "base_exec_high": 4.51, "dynamic_exec_high": null, "entry_zone_low": 4.37, "entry_zone_high": 4.51, "entry_risk_pct": null, "intraday_vwap": 4.3146, "price_vs_vwap_pct": -0.8019, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0223, "prev_amount_yi": 0.0157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0025 }, { "time": "09:47", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0096 }, { "time": "09:48", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.001 }, { "time": "09:49", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.002 }, { "time": "09:50", "open": 4.28, "high": 4.28, "low": 4.28, "close": 4.28, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.28, "ts": "2026-06-30T09:50:06", "prev_close": 4.4, "open": 4.39, "high": 4.4, "low": 4.28, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 695, "ask_qty1": 448 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603392:VWAP_RECLAIM:BUY", "plan_id": "20260629:SHSE.603392:VWAP_RECLAIM", "symbol": "SHSE.603392", "name": "万泰生物", "side": "BUY", "priority": "W110", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 27.96, "exec_low": 28.38, "exec_high": 28.38, "invalid_price": 27.12, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.8, "max_chase_pct": 1.5, "base_exec_high": 28.38, "dynamic_exec_high": null, "entry_zone_low": 27.54, "entry_zone_high": 28.38, "entry_risk_pct": null, "intraday_vwap": 27.0861, "price_vs_vwap_pct": -0.1333, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0374, "prev_amount_yi": 0.0875, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 27.25, "high": 27.25, "low": 27.25, "close": 27.25, "amount_yi": 0.007 }, { "time": "09:47", "open": 27.22, "high": 27.22, "low": 27.18, "close": 27.18, "amount_yi": 0.0109 }, { "time": "09:48", "open": 27.13, "high": 27.13, "low": 27.11, "close": 27.11, "amount_yi": 0.0095 }, { "time": "09:49", "open": 27.08, "high": 27.08, "low": 27.08, "close": 27.08, "amount_yi": 0.0037 }, { "time": "09:50", "open": 27.05, "high": 27.05, "low": 27.05, "close": 27.05, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.05, "ts": "2026-06-30T09:50:07", "prev_close": 27.28, "open": 27.11, "high": 27.49, "low": 26.82, "bid1": 27.04, "ask1": 27.05, "bid_qty1": 3, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688302:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688302:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688302", "name": "海创药业-U", "side": "BUY", "priority": "W111", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 35.42, "exec_low": 35.42, "exec_high": 35.95, "invalid_price": 34.36, "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": "2026-06-30T09:50:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.48, "max_chase_pct": 1.5, "base_exec_high": 35.95, "dynamic_exec_high": null, "entry_zone_low": 34.89, "entry_zone_high": 35.95, "entry_risk_pct": 4.0491, "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": 0.0193, "prev_amount_yi": 0.0757, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 35.97, "high": 35.97, "low": 35.97, "close": 35.97, "amount_yi": 0.0021 }, { "time": "09:47", "open": 36.18, "high": 36.18, "low": 35.94, "close": 35.94, "amount_yi": 0.01 }, { "time": "09:48", "open": 35.81, "high": 35.81, "low": 35.81, "close": 35.81, "amount_yi": 0.0041 }, { "time": "09:49", "open": 35.81, "high": 35.81, "low": 35.81, "close": 35.81, "amount_yi": 0.0004 }, { "time": "09:50", "open": 35.71, "high": 35.71, "low": 35.71, "close": 35.71, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42992.36, "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": 35.71, "ts": "2026-06-30T09:50:01", "prev_close": 35.05, "open": 34.91, "high": 36.53, "low": 34.64, "bid1": 35.71, "ask1": 35.81, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300813:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300813:VWAP_RECLAIM", "symbol": "SZSE.300813", "name": "泰林生物", "side": "BUY", "priority": "W112", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.41, "exec_low": 19.7, "exec_high": 19.7, "invalid_price": 18.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.99, "max_chase_pct": 1.5, "base_exec_high": 19.7, "dynamic_exec_high": null, "entry_zone_low": 19.12, "entry_zone_high": 19.7, "entry_risk_pct": null, "intraday_vwap": 18.8581, "price_vs_vwap_pct": 0.8055, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0242, "prev_amount_yi": 0.0206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 19.07, "high": 19.07, "low": 19.07, "close": 19.07, "amount_yi": 0.002 }, { "time": "09:47", "open": 19.13, "high": 19.24, "low": 19.13, "close": 19.24, "amount_yi": 0.0111 }, { "time": "09:48", "open": 19.11, "high": 19.13, "low": 19.11, "close": 19.13, "amount_yi": 0.0073 }, { "time": "09:49", "open": 19.08, "high": 19.08, "low": 19.08, "close": 19.08, "amount_yi": 0.0014 }, { "time": "09:50", "open": 19.01, "high": 19.01, "low": 19.01, "close": 19.01, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.01, "ts": "2026-06-30T09:50:03", "prev_close": 19.06, "open": 18.91, "high": 19.25, "low": 18.44, "bid1": 19.01, "ask1": 19.02, "bid_qty1": 23, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301333:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.301333:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301333", "name": "诺思格", "side": "BUY", "priority": "W113", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 53.5, "exec_low": 53.5, "exec_high": 54.3, "invalid_price": 51.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 55.11, "max_chase_pct": 1.5, "base_exec_high": 54.3, "dynamic_exec_high": null, "entry_zone_low": 52.7, "entry_zone_high": 54.3, "entry_risk_pct": null, "intraday_vwap": 50.895, "price_vs_vwap_pct": -0.7958, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0532, "prev_amount_yi": 0.0988, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 51.2, "high": 51.2, "low": 51.2, "close": 51.2, "amount_yi": 0.0049 }, { "time": "09:47", "open": 50.97, "high": 51.05, "low": 50.97, "close": 51.05, "amount_yi": 0.0086 }, { "time": "09:48", "open": 50.85, "high": 50.91, "low": 50.85, "close": 50.91, "amount_yi": 0.0141 }, { "time": "09:49", "open": 50.81, "high": 50.81, "low": 50.81, "close": 50.81, "amount_yi": 0.0089 }, { "time": "09:50", "open": 50.49, "high": 50.49, "low": 50.49, "close": 50.49, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.49, "ts": "2026-06-30T09:50:03", "prev_close": 52.67, "open": 51.35, "high": 51.94, "low": 50.2, "bid1": 50.47, "ask1": 50.49, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688247:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688247:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688247", "name": "宣泰医药", "side": "BUY", "priority": "W114", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 7.76, "exec_low": 7.76, "exec_high": 7.88, "invalid_price": 7.53, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "CRO", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.99, "max_chase_pct": 1.5, "base_exec_high": 7.88, "dynamic_exec_high": null, "entry_zone_low": 7.64, "entry_zone_high": 7.88, "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": 0.0065, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0004 }, { "time": "09:47", "open": 7.61, "high": 7.61, "low": 7.57, "close": 7.57, "amount_yi": 0.0032 }, { "time": "09:48", "open": 7.57, "high": 7.6, "low": 7.57, "close": 7.6, "amount_yi": 0.0004 }, { "time": "09:49", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.0006 }, { "time": "09:50", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.55, "ts": "2026-06-30T09:50:06", "prev_close": 7.68, "open": 7.66, "high": 7.66, "low": 7.45, "bid1": 7.53, "ask1": 7.56, "bid_qty1": 18, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300122:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.300122:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300122", "name": "智飞生物", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.04, "exec_low": 12.04, "exec_high": 12.22, "invalid_price": 11.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.4, "max_chase_pct": 1.5, "base_exec_high": 12.22, "dynamic_exec_high": null, "entry_zone_low": 11.86, "entry_zone_high": 12.22, "entry_risk_pct": null, "intraday_vwap": 11.8261, "price_vs_vwap_pct": 0.1175, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0634, "prev_amount_yi": 0.1685, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 11.92, "high": 11.92, "low": 11.92, "close": 11.92, "amount_yi": 0.0046 }, { "time": "09:47", "open": 11.9, "high": 11.9, "low": 11.88, "close": 11.88, "amount_yi": 0.0135 }, { "time": "09:48", "open": 11.86, "high": 11.88, "low": 11.86, "close": 11.88, "amount_yi": 0.022 }, { "time": "09:49", "open": 11.85, "high": 11.85, "low": 11.85, "close": 11.85, "amount_yi": 0.0056 }, { "time": "09:50", "open": 11.84, "high": 11.84, "low": 11.84, "close": 11.84, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.84, "ts": "2026-06-30T09:50:03", "prev_close": 12.02, "open": 11.88, "high": 11.98, "low": 11.69, "bid1": 11.84, "ask1": 11.85, "bid_qty1": 48, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002550:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.002550:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002550", "name": "千红制药", "side": "BUY", "priority": "W116", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.44, "exec_low": 6.44, "exec_high": 6.54, "invalid_price": 6.25, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "病毒防治", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.63, "max_chase_pct": 1.5, "base_exec_high": 6.54, "dynamic_exec_high": null, "entry_zone_low": 6.34, "entry_zone_high": 6.54, "entry_risk_pct": null, "intraday_vwap": 6.2475, "price_vs_vwap_pct": -0.4402, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0617, "prev_amount_yi": 0.0774, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0032 }, { "time": "09:47", "open": 6.28, "high": 6.28, "low": 6.26, "close": 6.26, "amount_yi": 0.0208 }, { "time": "09:48", "open": 6.26, "high": 6.26, "low": 6.26, "close": 6.26, "amount_yi": 0.0087 }, { "time": "09:49", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0046 }, { "time": "09:50", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0244 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.22, "ts": "2026-06-30T09:50:03", "prev_close": 6.38, "open": 6.37, "high": 6.37, "low": 6.16, "bid1": 6.21, "ask1": 6.22, "bid_qty1": 1323, "ask_qty1": 172 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688276:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688276:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688276", "name": "百克生物", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 14.35, "exec_low": 14.35, "exec_high": 14.57, "invalid_price": 13.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.78, "max_chase_pct": 1.5, "base_exec_high": 14.57, "dynamic_exec_high": null, "entry_zone_low": 14.13, "entry_zone_high": 14.57, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0107, "prev_amount_yi": 0.0225, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 14.26, "high": 14.26, "low": 14.26, "close": 14.26, "amount_yi": 0.001 }, { "time": "09:47", "open": 14.3, "high": 14.3, "low": 14.22, "close": 14.22, "amount_yi": 0.0035 }, { "time": "09:48", "open": 14.2, "high": 14.24, "low": 14.2, "close": 14.24, "amount_yi": 0.0047 }, { "time": "09:49", "open": 14.19, "high": 14.19, "low": 14.19, "close": 14.19, "amount_yi": 0.0009 }, { "time": "09:50", "open": 14.16, "high": 14.16, "low": 14.16, "close": 14.16, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.16, "ts": "2026-06-30T09:50:04", "prev_close": 14.35, "open": 14.35, "high": 14.35, "low": 13.97, "bid1": 14.16, "ask1": 14.2, "bid_qty1": 21, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.601607:VWAP_RECLAIM:BUY", "plan_id": "20260629:SHSE.601607:VWAP_RECLAIM", "symbol": "SHSE.601607", "name": "上海医药", "side": "BUY", "priority": "W118", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 15.92, "exec_low": 16.16, "exec_high": 16.16, "invalid_price": 15.44, "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": "2026-06-30T09:50:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.4, "max_chase_pct": 1.5, "base_exec_high": 16.16, "dynamic_exec_high": null, "entry_zone_low": 15.68, "entry_zone_high": 16.16, "entry_risk_pct": null, "intraday_vwap": 15.7738, "price_vs_vwap_pct": -1.1018, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1108, "prev_amount_yi": 0.111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9982, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 15.72, "high": 15.72, "low": 15.72, "close": 15.72, "amount_yi": 0.0255 }, { "time": "09:47", "open": 15.71, "high": 15.71, "low": 15.7, "close": 15.7, "amount_yi": 0.0227 }, { "time": "09:48", "open": 15.67, "high": 15.67, "low": 15.67, "close": 15.67, "amount_yi": 0.0273 }, { "time": "09:49", "open": 15.64, "high": 15.64, "low": 15.64, "close": 15.64, "amount_yi": 0.0096 }, { "time": "09:50", "open": 15.6, "high": 15.6, "low": 15.6, "close": 15.6, "amount_yi": 0.0257 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.6, "ts": "2026-06-30T09:50:07", "prev_close": 15.88, "open": 15.89, "high": 15.9, "low": 15.6, "bid1": 15.61, "ask1": 15.62, "bid_qty1": 8, "ask_qty1": 111 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603538:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.603538:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603538", "name": "美诺华", "side": "BUY", "priority": "W119", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 35.2, "exec_low": 35.2, "exec_high": 35.73, "invalid_price": 34.14, "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": "2026-06-30T09:50:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "减肥药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.26, "max_chase_pct": 1.5, "base_exec_high": 35.73, "dynamic_exec_high": null, "entry_zone_low": 34.67, "entry_zone_high": 35.73, "entry_risk_pct": null, "intraday_vwap": 33.3301, "price_vs_vwap_pct": -0.9004, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2993, "prev_amount_yi": 0.2644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.132, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 33.46, "high": 33.46, "low": 33.46, "close": 33.46, "amount_yi": 0.0362 }, { "time": "09:47", "open": 33.41, "high": 33.41, "low": 33.26, "close": 33.26, "amount_yi": 0.0761 }, { "time": "09:48", "open": 33.18, "high": 33.18, "low": 33.16, "close": 33.16, "amount_yi": 0.0832 }, { "time": "09:49", "open": 33.08, "high": 33.08, "low": 33.08, "close": 33.08, "amount_yi": 0.0342 }, { "time": "09:50", "open": 33.03, "high": 33.03, "low": 33.03, "close": 33.03, "amount_yi": 0.0696 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85984.72, "current_position_value": 0.0, "cash_before_order": 544493.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.03, "ts": "2026-06-30T09:50:06", "prev_close": 34.26, "open": 33.58, "high": 33.85, "low": 32.65, "bid1": 33.01, "ask1": 33.03, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 544493.0, "market_value": 531038.0, "total_value": 1075531.0, "unrealized_pnl": 84225.99999999999, "unrealized_pnl_pct_of_initial": 8.422599999999997, "realized_pnl": -8694.999999999985, "realized_pnl_pct_of_initial": -0.8694999999999986, "total_pnl": 75531.0, "total_pnl_pct": 7.5531000000000015 }, "paper_positions": [ { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 2400, "sellable_qty": 2400, "avg_cost": 80.3, "last_price": 100.03, "market_value": 240072.0, "unrealized_pnl": 47352.00000000001, "unrealized_pnl_pct": 24.57036114570361, "updated_at": "2026-06-30T09:50:08", "prev_close": 94.7, "holding_days": 6, "position_pct_of_total": 22.321253408781335 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 108.54, "last_price": 126.99, "market_value": 228582.0, "unrealized_pnl": 33209.99999999998, "unrealized_pnl_pct": 16.99834162520728, "updated_at": "2026-06-30T09:50:08", "prev_close": 114.41, "holding_days": 10, "position_pct_of_total": 21.25294389469016 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 36.7, "last_price": 38.99, "market_value": 62384.0, "unrealized_pnl": 3663.9999999999986, "unrealized_pnl_pct": 6.2397820163487605, "updated_at": "2026-06-30T09:50:08", "prev_close": 52.9, "holding_days": 9, "position_pct_of_total": 5.800297713408539 } ], "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": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "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": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 45.0, "effective_shadow_total_position_pct": 45.0, "defensive_total_position_pct": 45.0, "warm_total_position_pct": 70.0, "hot_total_position_pct": 90.0, "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": "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 } }