{ "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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3459, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1748, "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": 13.694267515923574, "last": 32.13, "vwap": 32.92001075872762, "above_vwap": false, "amount": 416138564.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 12.160727824109173, "last": 73.97, "vwap": 73.27896358891749, "above_vwap": true, "amount": 2923983214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.765971176597123, "last": 51.96, "vwap": 48.46448054209764, "above_vwap": true, "amount": 2130021868.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.46295123495884, "last": 35.2, "vwap": 34.10111491090483, "above_vwap": true, "amount": 663113230.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.995622355172905, "last": 75.38, "vwap": 72.75397085029874, "above_vwap": true, "amount": 6850673954.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 8.476821192052974, "last": 16.38, "vwap": 15.915952475298042, "above_vwap": true, "amount": 57397588.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.254841684598823, "last": 34.89, "vwap": 33.534130992057364, "above_vwap": true, "amount": 1063531611.0 }, { "symbol": "SHSE.688233", "name": "神工股份", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.756548139762253, "last": 207.46, "vwap": 201.39118370485397, "above_vwap": true, "amount": 2815046570.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.372953233596412, "last": 90.3, "vwap": 88.5905951571783, "above_vwap": true, "amount": 313852382.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.948429920857801, "last": 41.5, "vwap": 40.52781824237235, "above_vwap": true, "amount": 2058711604.0 }, { "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": 5.757681913722346, "last": 422.65, "vwap": 417.1333309511553, "above_vwap": true, "amount": 2498176897.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.494505494505497, "last": 81.6, "vwap": 79.51553007949869, "above_vwap": true, "amount": 418918744.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3459, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1748, "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": 13.694267515923574, "last": 32.13, "vwap": 32.92001075872762, "above_vwap": false, "amount": 416138564.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 12.160727824109173, "last": 73.97, "vwap": 73.27896358891749, "above_vwap": true, "amount": 2923983214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.765971176597123, "last": 51.96, "vwap": 48.46448054209764, "above_vwap": true, "amount": 2130021868.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.46295123495884, "last": 35.2, "vwap": 34.10111491090483, "above_vwap": true, "amount": 663113230.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.995622355172905, "last": 75.38, "vwap": 72.75397085029874, "above_vwap": true, "amount": 6850673954.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 8.476821192052974, "last": 16.38, "vwap": 15.915952475298042, "above_vwap": true, "amount": 57397588.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.254841684598823, "last": 34.89, "vwap": 33.534130992057364, "above_vwap": true, "amount": 1063531611.0 }, { "symbol": "SHSE.688233", "name": "神工股份", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.756548139762253, "last": 207.46, "vwap": 201.39118370485397, "above_vwap": true, "amount": 2815046570.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.372953233596412, "last": 90.3, "vwap": 88.5905951571783, "above_vwap": true, "amount": 313852382.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.948429920857801, "last": 41.5, "vwap": 40.52781824237235, "above_vwap": true, "amount": 2058711604.0 }, { "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": 5.757681913722346, "last": 422.65, "vwap": 417.1333309511553, "above_vwap": true, "amount": 2498176897.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.494505494505497, "last": 81.6, "vwap": 79.51553007949869, "above_vwap": true, "amount": 418918744.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" } }, "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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3459, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1748, "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": 13.694267515923574, "last": 32.13, "vwap": 32.92001075872762, "above_vwap": false, "amount": 416138564.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 12.160727824109173, "last": 73.97, "vwap": 73.27896358891749, "above_vwap": true, "amount": 2923983214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.765971176597123, "last": 51.96, "vwap": 48.46448054209764, "above_vwap": true, "amount": 2130021868.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.46295123495884, "last": 35.2, "vwap": 34.10111491090483, "above_vwap": true, "amount": 663113230.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.995622355172905, "last": 75.38, "vwap": 72.75397085029874, "above_vwap": true, "amount": 6850673954.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 8.476821192052974, "last": 16.38, "vwap": 15.915952475298042, "above_vwap": true, "amount": 57397588.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.254841684598823, "last": 34.89, "vwap": 33.534130992057364, "above_vwap": true, "amount": 1063531611.0 }, { "symbol": "SHSE.688233", "name": "神工股份", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.756548139762253, "last": 207.46, "vwap": 201.39118370485397, "above_vwap": true, "amount": 2815046570.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.372953233596412, "last": 90.3, "vwap": 88.5905951571783, "above_vwap": true, "amount": 313852382.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.948429920857801, "last": 41.5, "vwap": 40.52781824237235, "above_vwap": true, "amount": 2058711604.0 }, { "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": 5.757681913722346, "last": 422.65, "vwap": 417.1333309511553, "above_vwap": true, "amount": 2498176897.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.494505494505497, "last": 81.6, "vwap": 79.51553007949869, "above_vwap": true, "amount": 418918744.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3459, "active_up_ratio": 0.3077, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 4, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1748, "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": 13.694267515923574, "last": 32.13, "vwap": 32.92001075872762, "above_vwap": false, "amount": 416138564.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 12.160727824109173, "last": 73.97, "vwap": 73.27896358891749, "above_vwap": true, "amount": 2923983214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.765971176597123, "last": 51.96, "vwap": 48.46448054209764, "above_vwap": true, "amount": 2130021868.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.46295123495884, "last": 35.2, "vwap": 34.10111491090483, "above_vwap": true, "amount": 663113230.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.995622355172905, "last": 75.38, "vwap": 72.75397085029874, "above_vwap": true, "amount": 6850673954.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 8.476821192052974, "last": 16.38, "vwap": 15.915952475298042, "above_vwap": true, "amount": 57397588.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.254841684598823, "last": 34.89, "vwap": 33.534130992057364, "above_vwap": true, "amount": 1063531611.0 }, { "symbol": "SHSE.688233", "name": "神工股份", "theme": "中芯产业链 / 半导体设备材料", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.756548139762253, "last": 207.46, "vwap": 201.39118370485397, "above_vwap": true, "amount": 2815046570.0 }, { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.372953233596412, "last": 90.3, "vwap": 88.5905951571783, "above_vwap": true, "amount": 313852382.0 }, { "symbol": "SHSE.688106", "name": "金宏气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.948429920857801, "last": 41.5, "vwap": 40.52781824237235, "above_vwap": true, "amount": 2058711604.0 }, { "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": 5.757681913722346, "last": 422.65, "vwap": 417.1333309511553, "above_vwap": true, "amount": 2498176897.0 }, { "symbol": "SHSE.688202", "name": "美迪西", "theme": "CRO", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.494505494505497, "last": 81.6, "vwap": 79.51553007949869, "above_vwap": true, "amount": 418918744.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-06-30T10:49:51", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 4200, "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": 7.7761, "price_vs_vwap_pct": -1.1072, "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": 0.0547, "prev_amount_yi": 0.0603, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 7.7, "high": 7.7, "low": 7.7, "close": 7.7, "amount_yi": 0.0212 }, { "time": "10:48", "open": 7.68, "high": 7.68, "low": 7.68, "close": 7.68, "amount_yi": 0.0293 }, { "time": "10:49", "open": 7.68, "high": 7.69, "low": 7.68, "close": 7.69, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.69, "ts": "2026-06-30T10:49:51", "prev_close": 8.06, "open": 8.0, "high": 8.09, "low": 7.65, "bid1": 7.68, "ask1": 7.69, "bid_qty1": 1331, "ask_qty1": 364 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 500, "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": 63.9234, "price_vs_vwap_pct": -0.1618, "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": 0.0768, "prev_amount_yi": 0.0571, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 63.88, "high": 63.88, "low": 63.88, "close": 63.88, "amount_yi": 0.0374 }, { "time": "10:48", "open": 63.94, "high": 63.94, "low": 63.94, "close": 63.94, "amount_yi": 0.0242 }, { "time": "10:49", "open": 63.88, "high": 63.88, "low": 63.82, "close": 63.82, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.82, "ts": "2026-06-30T10:49:45", "prev_close": 63.1, "open": 62.54, "high": 65.86, "low": 61.6, "bid1": 63.81, "ask1": 63.9, "bid_qty1": 4, "ask_qty1": 33 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 4200, "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": 7.6698, "price_vs_vwap_pct": 0.0026, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1294, "prev_amount_yi": 0.1012, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 7.65, "high": 7.65, "low": 7.65, "close": 7.65, "amount_yi": 0.0966 }, { "time": "10:48", "open": 7.66, "high": 7.66, "low": 7.66, "close": 7.66, "amount_yi": 0.0242 }, { "time": "10:49", "open": 7.67, "high": 7.67, "low": 7.67, "close": 7.67, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.67, "ts": "2026-06-30T10:49:48", "prev_close": 7.9, "open": 7.95, "high": 7.95, "low": 7.53, "bid1": 7.66, "ask1": 7.67, "bid_qty1": 572, "ask_qty1": 363 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1200, "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": 0.0275, "prev_amount_yi": 0.0411, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 26.63, "high": 26.63, "low": 26.63, "close": 26.63, "amount_yi": 0.0208 }, { "time": "10:48", "open": 26.62, "high": 26.62, "low": 26.62, "close": 26.62, "amount_yi": 0.0035 }, { "time": "10:49", "open": 26.63, "high": 26.63, "low": 26.59, "close": 26.59, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.59, "ts": "2026-06-30T10:49:47", "prev_close": 26.78, "open": 26.86, "high": 27.1, "low": 26.0, "bid1": 26.58, "ask1": 26.59, "bid_qty1": 137, "ask_qty1": 83 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 400, "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": 1.0171, "prev_amount_yi": 0.7125, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 74.46, "high": 74.46, "low": 74.46, "close": 74.46, "amount_yi": 0.588 }, { "time": "10:48", "open": 74.54, "high": 74.54, "low": 74.54, "close": 74.54, "amount_yi": 0.2759 }, { "time": "10:49", "open": 73.99, "high": 73.99, "low": 73.97, "close": 73.97, "amount_yi": 0.1532 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.97, "ts": "2026-06-30T10:49:49", "prev_close": 65.95, "open": 70.61, "high": 76.88, "low": 70.61, "bid1": 73.88, "ask1": 73.97, "bid_qty1": 7, "ask_qty1": 7 }, "previous_state": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 600, "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": 47.0347, "price_vs_vwap_pct": -0.4777, "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": 0.0272, "prev_amount_yi": 0.0194, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4021, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 46.78, "high": 46.78, "low": 46.78, "close": 46.78, "amount_yi": 0.0128 }, { "time": "10:48", "open": 46.78, "high": 46.78, "low": 46.78, "close": 46.78, "amount_yi": 0.0023 }, { "time": "10:49", "open": 46.86, "high": 46.86, "low": 46.81, "close": 46.81, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.81, "ts": "2026-06-30T10:49:48", "prev_close": 47.62, "open": 47.79, "high": 48.0, "low": 46.05, "bid1": 46.78, "ask1": 46.81, "bid_qty1": 8, "ask_qty1": 2 }, "previous_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1900, "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": 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": 0.0108, "prev_amount_yi": 0.0411, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 16.41, "high": 16.41, "low": 16.41, "close": 16.41, "amount_yi": 0.005 }, { "time": "10:48", "open": 16.45, "high": 16.45, "low": 16.45, "close": 16.45, "amount_yi": 0.0055 }, { "time": "10:49", "open": 16.45, "high": 16.45, "low": 16.38, "close": 16.38, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.38, "ts": "2026-06-30T10:49:48", "prev_close": 15.1, "open": 15.0, "high": 16.99, "low": 14.7, "bid1": 16.38, "ask1": 16.45, "bid_qty1": 26, "ask_qty1": 43 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 700, "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": 44.5573, "price_vs_vwap_pct": -1.1161, "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": 0.0709, "prev_amount_yi": 0.06, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 43.93, "high": 43.93, "low": 43.93, "close": 43.93, "amount_yi": 0.0417 }, { "time": "10:48", "open": 44.08, "high": 44.08, "low": 44.08, "close": 44.08, "amount_yi": 0.0126 }, { "time": "10:49", "open": 44.09, "high": 44.09, "low": 44.06, "close": 44.06, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.06, "ts": "2026-06-30T10:49:48", "prev_close": 46.25, "open": 45.03, "high": 45.73, "low": 43.78, "bid1": 44.01, "ask1": 44.06, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 300, "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": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.493, "prev_amount_yi": 0.3278, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.504, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 106.86, "high": 106.86, "low": 106.86, "close": 106.86, "amount_yi": 0.3091 }, { "time": "10:48", "open": 107.02, "high": 107.02, "low": 107.02, "close": 107.02, "amount_yi": 0.1257 }, { "time": "10:49", "open": 107.0, "high": 107.0, "low": 106.77, "close": 106.77, "amount_yi": 0.0582 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 106.77, "ts": "2026-06-30T10:49:49", "prev_close": 107.01, "open": 107.56, "high": 110.66, "low": 106.01, "bid1": 106.77, "ask1": 106.78, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 1200, "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": 0.0052, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 25.63, "high": 25.63, "low": 25.63, "close": 25.63, "amount_yi": 0.0039 }, { "time": "10:48", "open": 25.57, "high": 25.57, "low": 25.57, "close": 25.57, "amount_yi": 0.0005 }, { "time": "10:49", "open": 25.52, "high": 25.6, "low": 25.52, "close": 25.6, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.6, "ts": "2026-06-30T10:49:49", "prev_close": 25.81, "open": 25.8, "high": 26.2, "low": 25.22, "bid1": 25.6, "ask1": 25.63, "bid_qty1": 7, "ask_qty1": 3 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 28.6433, "price_vs_vwap_pct": 0.966, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4902, "prev_amount_yi": 0.4627, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 28.96, "high": 28.96, "low": 28.96, "close": 28.96, "amount_yi": 0.2738 }, { "time": "10:48", "open": 28.96, "high": 28.96, "low": 28.96, "close": 28.96, "amount_yi": 0.1559 }, { "time": "10:49", "open": 28.94, "high": 28.94, "low": 28.92, "close": 28.92, "amount_yi": 0.0605 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.92, "ts": "2026-06-30T10:49:48", "prev_close": 28.8, "open": 28.28, "high": 29.17, "low": 28.06, "bid1": 28.91, "ask1": 28.92, "bid_qty1": 31, "ask_qty1": 209 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1000, "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": 32.2686, "price_vs_vwap_pct": -0.8944, "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": 0.1701, "prev_amount_yi": 0.1636, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0397, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 32.0, "high": 32.0, "low": 32.0, "close": 32.0, "amount_yi": 0.0919 }, { "time": "10:48", "open": 32.0, "high": 32.0, "low": 32.0, "close": 32.0, "amount_yi": 0.0392 }, { "time": "10:49", "open": 32.0, "high": 32.0, "low": 31.98, "close": 31.98, "amount_yi": 0.039 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.98, "ts": "2026-06-30T10:49:51", "prev_close": 32.9, "open": 32.95, "high": 32.97, "low": 31.94, "bid1": 31.98, "ask1": 31.99, "bid_qty1": 103, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 3200, "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": 0.023, "prev_amount_yi": 0.0183, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:46", "open": 9.97, "high": 9.97, "low": 9.97, "close": 9.97, "amount_yi": 0.0108 }, { "time": "10:48", "open": 9.97, "high": 9.97, "low": 9.97, "close": 9.97, "amount_yi": 0.0096 }, { "time": "10:49", "open": 9.97, "high": 9.97, "low": 9.96, "close": 9.96, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130408.92, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.96, "ts": "2026-06-30T10:49:48", "prev_close": 10.22, "open": 10.22, "high": 10.23, "low": 9.93, "bid1": 9.96, "ask1": 9.97, "bid_qty1": 59, "ask_qty1": 163 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 900, "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": 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": 0.3115, "prev_amount_yi": 0.2382, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 33.75, "high": 33.75, "low": 33.7, "close": 33.7, "amount_yi": 0.0419 }, { "time": "10:41", "open": 33.82, "high": 33.82, "low": 33.78, "close": 33.78, "amount_yi": 0.0944 }, { "time": "10:46", "open": 33.79, "high": 33.79, "low": 33.79, "close": 33.79, "amount_yi": 0.1046 }, { "time": "10:48", "open": 33.88, "high": 33.88, "low": 33.88, "close": 33.88, "amount_yi": 0.0388 }, { "time": "10:49", "open": 33.88, "high": 33.88, "low": 33.81, "close": 33.81, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.81, "ts": "2026-06-30T10:49:49", "prev_close": 33.96, "open": 33.5, "high": 34.87, "low": 33.36, "bid1": 33.8, "ask1": 33.81, "bid_qty1": 50, "ask_qty1": 8 }, "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1800, "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": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1756, "prev_amount_yi": 0.0806, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 18.01, "high": 18.01, "low": 17.99, "close": 17.99, "amount_yi": 0.018 }, { "time": "10:41", "open": 18.06, "high": 18.06, "low": 18.05, "close": 18.05, "amount_yi": 0.0789 }, { "time": "10:46", "open": 18.07, "high": 18.07, "low": 18.07, "close": 18.07, "amount_yi": 0.0496 }, { "time": "10:48", "open": 18.11, "high": 18.11, "low": 18.11, "close": 18.11, "amount_yi": 0.0135 }, { "time": "10:49", "open": 18.1, "high": 18.1, "low": 18.06, "close": 18.06, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.06, "ts": "2026-06-30T10:49:48", "prev_close": 18.35, "open": 18.2, "high": 18.71, "low": 17.9, "bid1": 18.05, "ask1": 18.06, "bid_qty1": 9, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 28.8587, "price_vs_vwap_pct": -0.3767, "energy_floor_hint_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": 0.0316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 28.7, "high": 28.72, "low": 28.7, "close": 28.72, "amount_yi": 0.0007 }, { "time": "10:41", "open": 28.75, "high": 28.75, "low": 28.75, "close": 28.75, "amount_yi": 0.0061 }, { "time": "10:46", "open": 28.74, "high": 28.74, "low": 28.74, "close": 28.74, "amount_yi": 0.0061 }, { "time": "10:48", "open": 28.75, "high": 28.75, "low": 28.75, "close": 28.75, "amount_yi": 0.0035 }, { "time": "10:49", "open": 28.76, "high": 28.76, "low": 28.75, "close": 28.75, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.75, "ts": "2026-06-30T10:49:45", "prev_close": 29.28, "open": 28.99, "high": 29.65, "low": 28.48, "bid1": 28.74, "ask1": 28.75, "bid_qty1": 27, "ask_qty1": 55 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 800, "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": 37.1518, "price_vs_vwap_pct": -0.0318, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1995, "prev_amount_yi": 0.1066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 37.08, "high": 37.09, "low": 37.08, "close": 37.09, "amount_yi": 0.0062 }, { "time": "10:41", "open": 37.24, "high": 37.24, "low": 37.14, "close": 37.14, "amount_yi": 0.0422 }, { "time": "10:46", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0832 }, { "time": "10:48", "open": 37.18, "high": 37.18, "low": 37.18, "close": 37.18, "amount_yi": 0.0457 }, { "time": "10:49", "open": 37.16, "high": 37.16, "low": 37.14, "close": 37.14, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.14, "ts": "2026-06-30T10:49:45", "prev_close": 37.98, "open": 37.21, "high": 37.96, "low": 36.68, "bid1": 37.12, "ask1": 37.14, "bid_qty1": 1, "ask_qty1": 39 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 200, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4407, "prev_amount_yi": 0.2051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 113.19, "high": 113.19, "low": 113.18, "close": 113.18, "amount_yi": 0.0372 }, { "time": "10:41", "open": 113.12, "high": 113.12, "low": 112.98, "close": 112.98, "amount_yi": 0.1135 }, { "time": "10:46", "open": 112.56, "high": 112.56, "low": 112.56, "close": 112.56, "amount_yi": 0.2131 }, { "time": "10:48", "open": 112.66, "high": 112.66, "low": 112.66, "close": 112.66, "amount_yi": 0.0437 }, { "time": "10:49", "open": 112.57, "high": 112.57, "low": 112.31, "close": 112.31, "amount_yi": 0.0332 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 112.31, "ts": "2026-06-30T10:49:48", "prev_close": 114.41, "open": 115.01, "high": 118.0, "low": 112.22, "bid1": 112.31, "ask1": 112.41, "bid_qty1": 10, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 1400, "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": 22.3846, "price_vs_vwap_pct": -1.0034, "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": 0.2559, "prev_amount_yi": 0.2584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 22.12, "high": 22.13, "low": 22.12, "close": 22.13, "amount_yi": 0.0176 }, { "time": "10:41", "open": 22.16, "high": 22.16, "low": 22.14, "close": 22.14, "amount_yi": 0.0552 }, { "time": "10:46", "open": 22.16, "high": 22.16, "low": 22.16, "close": 22.16, "amount_yi": 0.0952 }, { "time": "10:48", "open": 22.18, "high": 22.18, "low": 22.18, "close": 22.18, "amount_yi": 0.06 }, { "time": "10:49", "open": 22.17, "high": 22.17, "low": 22.16, "close": 22.16, "amount_yi": 0.0279 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.16, "ts": "2026-06-30T10:49:50", "prev_close": 22.73, "open": 22.73, "high": 22.73, "low": 22.11, "bid1": 22.15, "ask1": 22.16, "bid_qty1": 602, "ask_qty1": 134 }, "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 27.9851, "price_vs_vwap_pct": -1.4118, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1953, "prev_amount_yi": 0.2192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 27.55, "high": 27.56, "low": 27.55, "close": 27.56, "amount_yi": 0.0166 }, { "time": "10:41", "open": 27.59, "high": 27.59, "low": 27.58, "close": 27.58, "amount_yi": 0.0517 }, { "time": "10:46", "open": 27.59, "high": 27.59, "low": 27.59, "close": 27.59, "amount_yi": 0.0553 }, { "time": "10:48", "open": 27.6, "high": 27.6, "low": 27.6, "close": 27.6, "amount_yi": 0.044 }, { "time": "10:49", "open": 27.6, "high": 27.6, "low": 27.59, "close": 27.59, "amount_yi": 0.0277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.59, "ts": "2026-06-30T10:49:51", "prev_close": 28.72, "open": 28.62, "high": 28.63, "low": 27.51, "bid1": 27.59, "ask1": 27.6, "bid_qty1": 149, "ask_qty1": 143 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 600, "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": 0.036, "prev_amount_yi": 0.0199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 53.0, "high": 53.11, "low": 53.0, "close": 53.11, "amount_yi": 0.0056 }, { "time": "10:41", "open": 53.11, "high": 53.11, "low": 53.05, "close": 53.05, "amount_yi": 0.0045 }, { "time": "10:46", "open": 53.01, "high": 53.01, "low": 53.01, "close": 53.01, "amount_yi": 0.0143 }, { "time": "10:48", "open": 53.45, "high": 53.45, "low": 53.45, "close": 53.45, "amount_yi": 0.0097 }, { "time": "10:49", "open": 53.46, "high": 53.46, "low": 53.29, "close": 53.29, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.29, "ts": "2026-06-30T10:49:48", "prev_close": 54.24, "open": 53.21, "high": 54.19, "low": 52.82, "bid1": 53.28, "ask1": 53.43, "bid_qty1": 2, "ask_qty1": 8 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 3500, "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": 9.3859, "price_vs_vwap_pct": -2.0872, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1829, "prev_amount_yi": 0.1079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 9.2, "high": 9.2, "low": 9.19, "close": 9.19, "amount_yi": 0.0123 }, { "time": "10:41", "open": 9.23, "high": 9.23, "low": 9.23, "close": 9.23, "amount_yi": 0.033 }, { "time": "10:46", "open": 9.2, "high": 9.2, "low": 9.2, "close": 9.2, "amount_yi": 0.0948 }, { "time": "10:48", "open": 9.2, "high": 9.2, "low": 9.2, "close": 9.2, "amount_yi": 0.0359 }, { "time": "10:49", "open": 9.19, "high": 9.19, "low": 9.19, "close": 9.19, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.19, "ts": "2026-06-30T10:49:48", "prev_close": 9.86, "open": 9.42, "high": 9.7, "low": 9.18, "bid1": 9.19, "ask1": 9.2, "bid_qty1": 616, "ask_qty1": 297 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 400, "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": 0.0615, "prev_amount_yi": 0.0724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 76.63, "high": 76.63, "low": 76.63, "close": 76.63, "amount_yi": 0.0023 }, { "time": "10:41", "open": 76.51, "high": 76.6, "low": 76.51, "close": 76.6, "amount_yi": 0.0163 }, { "time": "10:46", "open": 77.0, "high": 77.0, "low": 77.0, "close": 77.0, "amount_yi": 0.0239 }, { "time": "10:48", "open": 77.1, "high": 77.1, "low": 77.1, "close": 77.1, "amount_yi": 0.0138 }, { "time": "10:49", "open": 76.93, "high": 76.93, "low": 76.79, "close": 76.79, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.79, "ts": "2026-06-30T10:49:50", "prev_close": 79.1, "open": 78.01, "high": 79.0, "low": 76.16, "bid1": 76.69, "ask1": 76.79, "bid_qty1": 10, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 500, "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": 56.9514, "price_vs_vwap_pct": -0.5117, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0738, "prev_amount_yi": 0.1787, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.413, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 56.61, "high": 56.61, "low": 56.59, "close": 56.59, "amount_yi": 0.0105 }, { "time": "10:41", "open": 56.75, "high": 56.75, "low": 56.68, "close": 56.68, "amount_yi": 0.0178 }, { "time": "10:46", "open": 56.65, "high": 56.65, "low": 56.65, "close": 56.65, "amount_yi": 0.023 }, { "time": "10:48", "open": 56.75, "high": 56.75, "low": 56.75, "close": 56.75, "amount_yi": 0.0096 }, { "time": "10:49", "open": 56.73, "high": 56.73, "low": 56.66, "close": 56.66, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.66, "ts": "2026-06-30T10:49:47", "prev_close": 57.57, "open": 57.5, "high": 57.59, "low": 56.55, "bid1": 56.66, "ask1": 56.68, "bid_qty1": 47, "ask_qty1": 11 }, "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "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": 0.137, "prev_amount_yi": 0.1765, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 90.99, "high": 90.99, "low": 90.98, "close": 90.98, "amount_yi": 0.0181 }, { "time": "10:41", "open": 90.72, "high": 90.72, "low": 90.61, "close": 90.61, "amount_yi": 0.0253 }, { "time": "10:46", "open": 90.5, "high": 90.5, "low": 90.5, "close": 90.5, "amount_yi": 0.0695 }, { "time": "10:48", "open": 90.44, "high": 90.44, "low": 90.44, "close": 90.44, "amount_yi": 0.0184 }, { "time": "10:49", "open": 90.05, "high": 90.3, "low": 90.05, "close": 90.3, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.3, "ts": "2026-06-30T10:49:49", "prev_close": 84.89, "open": 84.33, "high": 91.61, "low": 83.6, "bid1": 90.3, "ask1": 90.31, "bid_qty1": 8, "ask_qty1": 6 }, "previous_state": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "minute_energy_amount_too_low", "qty": 1200, "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": 3.0499, "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": 0.0849, "prev_amount_yi": 0.0935, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 26.23, "high": 26.23, "low": 26.22, "close": 26.22, "amount_yi": 0.0173 }, { "time": "10:41", "open": 26.31, "high": 26.31, "low": 26.27, "close": 26.27, "amount_yi": 0.0182 }, { "time": "10:46", "open": 26.24, "high": 26.24, "low": 26.24, "close": 26.24, "amount_yi": 0.0228 }, { "time": "10:48", "open": 26.29, "high": 26.29, "low": 26.29, "close": 26.29, "amount_yi": 0.0194 }, { "time": "10:49", "open": 26.26, "high": 26.26, "low": 26.23, "close": 26.23, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43469.64, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.23, "ts": "2026-06-30T10:49:49", "prev_close": 26.18, "open": 26.18, "high": 26.82, "low": 25.8, "bid1": 26.21, "ask1": 26.23, "bid_qty1": 14, "ask_qty1": 51 }, "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2500, "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": 0.0211, "prev_amount_yi": 0.0297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 12.72, "high": 12.72, "low": 12.71, "close": 12.71, "amount_yi": 0.0004 }, { "time": "10:41", "open": 12.73, "high": 12.73, "low": 12.72, "close": 12.72, "amount_yi": 0.0042 }, { "time": "10:46", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0102 }, { "time": "10:48", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0039 }, { "time": "10:49", "open": 12.71, "high": 12.71, "low": 12.7, "close": 12.7, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.7, "ts": "2026-06-30T10:49:38", "prev_close": 12.71, "open": 12.53, "high": 13.1, "low": 12.46, "bid1": 12.69, "ask1": 12.7, "bid_qty1": 337, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 800, "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": 0.0847, "prev_amount_yi": 0.0568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 39.8, "high": 39.83, "low": 39.8, "close": 39.83, "amount_yi": 0.0138 }, { "time": "10:41", "open": 39.98, "high": 39.98, "low": 39.98, "close": 39.98, "amount_yi": 0.0173 }, { "time": "10:46", "open": 40.04, "high": 40.04, "low": 40.04, "close": 40.04, "amount_yi": 0.0351 }, { "time": "10:48", "open": 40.11, "high": 40.11, "low": 40.11, "close": 40.11, "amount_yi": 0.0073 }, { "time": "10:49", "open": 40.1, "high": 40.1, "low": 40.03, "close": 40.03, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.03, "ts": "2026-06-30T10:49:50", "prev_close": 40.7, "open": 40.78, "high": 41.6, "low": 39.8, "bid1": 40.02, "ask1": 40.03, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 700, "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": 0.052, "prev_amount_yi": 0.048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 44.81, "high": 44.84, "low": 44.81, "close": 44.84, "amount_yi": 0.0108 }, { "time": "10:41", "open": 44.88, "high": 44.88, "low": 44.8, "close": 44.8, "amount_yi": 0.0093 }, { "time": "10:46", "open": 44.8, "high": 44.8, "low": 44.8, "close": 44.8, "amount_yi": 0.0148 }, { "time": "10:48", "open": 44.86, "high": 44.86, "low": 44.86, "close": 44.86, "amount_yi": 0.0109 }, { "time": "10:49", "open": 44.95, "high": 44.95, "low": 44.94, "close": 44.94, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.94, "ts": "2026-06-30T10:49:47", "prev_close": 47.0, "open": 47.0, "high": 47.14, "low": 44.5, "bid1": 44.93, "ask1": 44.94, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 600, "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": 52.6183, "price_vs_vwap_pct": -0.833, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7348, "prev_amount_yi": 1.0768, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 52.15, "high": 52.16, "low": 52.15, "close": 52.16, "amount_yi": 0.0874 }, { "time": "10:41", "open": 52.2, "high": 52.2, "low": 52.18, "close": 52.18, "amount_yi": 0.3923 }, { "time": "10:46", "open": 52.13, "high": 52.13, "low": 52.13, "close": 52.13, "amount_yi": 0.8401 }, { "time": "10:48", "open": 52.16, "high": 52.16, "low": 52.16, "close": 52.16, "amount_yi": 0.2205 }, { "time": "10:49", "open": 52.21, "high": 52.21, "low": 52.18, "close": 52.18, "amount_yi": 0.1945 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.18, "ts": "2026-06-30T10:49:48", "prev_close": 52.93, "open": 52.97, "high": 53.45, "low": 52.03, "bid1": 52.18, "ask1": 52.19, "bid_qty1": 19, "ask_qty1": 181 }, "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 100, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4739, "prev_amount_yi": 0.4256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1135, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 252.09, "high": 252.09, "low": 252.09, "close": 252.09, "amount_yi": 0.0273 }, { "time": "10:41", "open": 252.53, "high": 252.58, "low": 252.53, "close": 252.58, "amount_yi": 0.14 }, { "time": "10:46", "open": 252.77, "high": 252.77, "low": 252.77, "close": 252.77, "amount_yi": 0.214 }, { "time": "10:48", "open": 252.98, "high": 252.98, "low": 252.98, "close": 252.98, "amount_yi": 0.0628 }, { "time": "10:49", "open": 252.58, "high": 252.62, "low": 252.58, "close": 252.62, "amount_yi": 0.0298 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 252.62, "ts": "2026-06-30T10:49:50", "prev_close": 255.9, "open": 257.92, "high": 258.9, "low": 251.02, "bid1": 252.59, "ask1": 252.64, "bid_qty1": 10, "ask_qty1": 1 }, "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": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 1400, "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": null, "intraday_vwap": 22.2267, "price_vs_vwap_pct": -0.2551, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1981, "prev_amount_yi": 0.1189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 22.16, "high": 22.17, "low": 22.16, "close": 22.17, "amount_yi": 0.0221 }, { "time": "10:41", "open": 22.2, "high": 22.2, "low": 22.16, "close": 22.16, "amount_yi": 0.0663 }, { "time": "10:46", "open": 22.19, "high": 22.19, "low": 22.19, "close": 22.19, "amount_yi": 0.0738 }, { "time": "10:48", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0218 }, { "time": "10:49", "open": 22.17, "high": 22.17, "low": 22.17, "close": 22.17, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.17, "ts": "2026-06-30T10:49:48", "prev_close": 22.1, "open": 22.06, "high": 22.72, "low": 21.88, "bid1": 22.17, "ask1": 22.18, "bid_qty1": 74, "ask_qty1": 28 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 400, "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": 66.4207, "price_vs_vwap_pct": -1.0098, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1546, "prev_amount_yi": 0.147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0517, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 65.56, "high": 65.58, "low": 65.56, "close": 65.58, "amount_yi": 0.0228 }, { "time": "10:41", "open": 65.69, "high": 65.74, "low": 65.69, "close": 65.74, "amount_yi": 0.0379 }, { "time": "10:46", "open": 65.73, "high": 65.73, "low": 65.73, "close": 65.73, "amount_yi": 0.0572 }, { "time": "10:48", "open": 65.8, "high": 65.8, "low": 65.8, "close": 65.8, "amount_yi": 0.0195 }, { "time": "10:49", "open": 65.78, "high": 65.78, "low": 65.75, "close": 65.75, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.75, "ts": "2026-06-30T10:49:51", "prev_close": 67.75, "open": 67.5, "high": 67.94, "low": 65.54, "bid1": 65.74, "ask1": 65.75, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 900, "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": 0.0181, "prev_amount_yi": 0.0279, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 33.11, "high": 33.11, "low": 33.11, "close": 33.11, "amount_yi": 0.0007 }, { "time": "10:41", "open": 33.22, "high": 33.22, "low": 33.17, "close": 33.17, "amount_yi": 0.0027 }, { "time": "10:46", "open": 33.22, "high": 33.22, "low": 33.22, "close": 33.22, "amount_yi": 0.0058 }, { "time": "10:48", "open": 33.3, "high": 33.3, "low": 33.3, "close": 33.3, "amount_yi": 0.0075 }, { "time": "10:49", "open": 33.31, "high": 33.31, "low": 33.3, "close": 33.3, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.3, "ts": "2026-06-30T10:49:45", "prev_close": 33.86, "open": 33.78, "high": 34.24, "low": 33.02, "bid1": 33.26, "ask1": 33.29, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 600, "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": 0.039, "prev_amount_yi": 0.0358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0894, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 50.65, "high": 50.65, "low": 50.65, "close": 50.65, "amount_yi": 0.0022 }, { "time": "10:41", "open": 50.64, "high": 50.64, "low": 50.59, "close": 50.59, "amount_yi": 0.011 }, { "time": "10:46", "open": 50.71, "high": 50.71, "low": 50.71, "close": 50.71, "amount_yi": 0.0197 }, { "time": "10:48", "open": 50.83, "high": 50.83, "low": 50.83, "close": 50.83, "amount_yi": 0.0045 }, { "time": "10:49", "open": 50.85, "high": 50.85, "low": 50.81, "close": 50.81, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.81, "ts": "2026-06-30T10:49:48", "prev_close": 51.42, "open": 51.01, "high": 51.9, "low": 50.5, "bid1": 50.81, "ask1": 50.83, "bid_qty1": 10, "ask_qty1": 0 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 3700, "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": 8.844, "price_vs_vwap_pct": -1.1759, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0406, "prev_amount_yi": 0.0419, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 8.67, "high": 8.67, "low": 8.66, "close": 8.66, "amount_yi": 0.0026 }, { "time": "10:41", "open": 8.69, "high": 8.69, "low": 8.68, "close": 8.68, "amount_yi": 0.0078 }, { "time": "10:46", "open": 8.71, "high": 8.71, "low": 8.71, "close": 8.71, "amount_yi": 0.0154 }, { "time": "10:48", "open": 8.74, "high": 8.74, "low": 8.74, "close": 8.74, "amount_yi": 0.0083 }, { "time": "10:49", "open": 8.73, "high": 8.74, "low": 8.73, "close": 8.74, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.74, "ts": "2026-06-30T10:49:48", "prev_close": 9.0, "open": 8.9, "high": 9.03, "low": 8.66, "bid1": 8.73, "ask1": 8.74, "bid_qty1": 83, "ask_qty1": 201 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1600, "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": 20.4132, "price_vs_vwap_pct": -0.4566, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0658, "prev_amount_yi": 0.0658, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 20.29, "high": 20.29, "low": 20.29, "close": 20.29, "amount_yi": 0.0149 }, { "time": "10:41", "open": 20.32, "high": 20.32, "low": 20.3, "close": 20.3, "amount_yi": 0.0126 }, { "time": "10:46", "open": 20.32, "high": 20.32, "low": 20.32, "close": 20.32, "amount_yi": 0.0265 }, { "time": "10:48", "open": 20.34, "high": 20.34, "low": 20.34, "close": 20.34, "amount_yi": 0.0077 }, { "time": "10:49", "open": 20.34, "high": 20.34, "low": 20.32, "close": 20.32, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.32, "ts": "2026-06-30T10:49:45", "prev_close": 20.93, "open": 20.81, "high": 20.81, "low": 20.21, "bid1": 20.32, "ask1": 20.33, "bid_qty1": 127, "ask_qty1": 25 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 1100, "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": 0.0828, "prev_amount_yi": 0.0916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 27.94, "high": 27.96, "low": 27.94, "close": 27.96, "amount_yi": 0.0231 }, { "time": "10:41", "open": 28.06, "high": 28.06, "low": 28.03, "close": 28.03, "amount_yi": 0.0171 }, { "time": "10:46", "open": 28.07, "high": 28.07, "low": 28.07, "close": 28.07, "amount_yi": 0.0228 }, { "time": "10:48", "open": 28.07, "high": 28.07, "low": 28.07, "close": 28.07, "amount_yi": 0.0089 }, { "time": "10:49", "open": 28.07, "high": 28.07, "low": 28.04, "close": 28.04, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.04, "ts": "2026-06-30T10:49:48", "prev_close": 28.47, "open": 28.48, "high": 28.88, "low": 27.92, "bid1": 28.02, "ask1": 28.04, "bid_qty1": 27, "ask_qty1": 33 }, "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": "ACTIONABLE", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched", "qty": 600, "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": 3.1494, "intraday_vwap": 48.0115, "price_vs_vwap_pct": 1.1424, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1375, "prev_amount_yi": 0.0707, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 48.18, "high": 48.18, "low": 48.13, "close": 48.13, "amount_yi": 0.0049 }, { "time": "10:41", "open": 48.26, "high": 48.26, "low": 48.22, "close": 48.22, "amount_yi": 0.0134 }, { "time": "10:46", "open": 48.74, "high": 48.74, "low": 48.74, "close": 48.74, "amount_yi": 0.0786 }, { "time": "10:48", "open": 48.6, "high": 48.6, "low": 48.6, "close": 48.6, "amount_yi": 0.0297 }, { "time": "10:49", "open": 48.58, "high": 48.58, "low": 48.56, "close": 48.56, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43469.64, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.56, "ts": "2026-06-30T10:49:48", "prev_close": 47.75, "open": 47.78, "high": 48.78, "low": 46.7, "bid1": 48.54, "ask1": 48.58, "bid_qty1": 12, "ask_qty1": 64 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 2500, "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": 12.7831, "price_vs_vwap_pct": 0.2104, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3152, "prev_amount_yi": 0.2459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 12.72, "high": 12.72, "low": 12.71, "close": 12.71, "amount_yi": 0.0381 }, { "time": "10:41", "open": 12.78, "high": 12.78, "low": 12.77, "close": 12.77, "amount_yi": 0.0506 }, { "time": "10:46", "open": 12.82, "high": 12.82, "low": 12.82, "close": 12.82, "amount_yi": 0.1076 }, { "time": "10:48", "open": 12.82, "high": 12.82, "low": 12.82, "close": 12.82, "amount_yi": 0.0708 }, { "time": "10:49", "open": 12.83, "high": 12.83, "low": 12.81, "close": 12.81, "amount_yi": 0.0481 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.81, "ts": "2026-06-30T10:49:48", "prev_close": 12.84, "open": 12.76, "high": 13.04, "low": 12.55, "bid1": 12.81, "ask1": 12.82, "bid_qty1": 42, "ask_qty1": 182 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 1500, "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": 0.0425, "prev_amount_yi": 0.036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 20.39, "high": 20.42, "low": 20.39, "close": 20.42, "amount_yi": 0.0054 }, { "time": "10:41", "open": 20.44, "high": 20.44, "low": 20.44, "close": 20.44, "amount_yi": 0.0111 }, { "time": "10:46", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0148 }, { "time": "10:48", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0076 }, { "time": "10:49", "open": 20.49, "high": 20.49, "low": 20.45, "close": 20.45, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.45, "ts": "2026-06-30T10:49:49", "prev_close": 20.05, "open": 19.77, "high": 20.84, "low": 19.52, "bid1": 20.45, "ask1": 20.47, "bid_qty1": 47, "ask_qty1": 12 }, "previous_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1900, "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": 0.0118, "prev_amount_yi": 0.0257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 16.91, "high": 16.92, "low": 16.91, "close": 16.92, "amount_yi": 0.0006 }, { "time": "10:41", "open": 16.97, "high": 16.97, "low": 16.95, "close": 16.95, "amount_yi": 0.0022 }, { "time": "10:46", "open": 16.97, "high": 16.97, "low": 16.97, "close": 16.97, "amount_yi": 0.0039 }, { "time": "10:48", "open": 17.0, "high": 17.0, "low": 17.0, "close": 17.0, "amount_yi": 0.0037 }, { "time": "10:49", "open": 17.0, "high": 17.0, "low": 17.0, "close": 17.0, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.0, "ts": "2026-06-30T10:49:48", "prev_close": 17.36, "open": 17.19, "high": 17.51, "low": 16.89, "bid1": 16.97, "ask1": 17.0, "bid_qty1": 13, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 3400, "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": 9.3939, "price_vs_vwap_pct": -0.2544, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0557, "prev_amount_yi": 0.0487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 9.3, "high": 9.31, "low": 9.3, "close": 9.31, "amount_yi": 0.0036 }, { "time": "10:41", "open": 9.32, "high": 9.32, "low": 9.31, "close": 9.31, "amount_yi": 0.0183 }, { "time": "10:46", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.0203 }, { "time": "10:48", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0083 }, { "time": "10:49", "open": 9.38, "high": 9.38, "low": 9.37, "close": 9.37, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.37, "ts": "2026-06-30T10:49:48", "prev_close": 9.67, "open": 9.57, "high": 9.67, "low": 9.26, "bid1": 9.37, "ask1": 9.38, "bid_qty1": 15, "ask_qty1": 184 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 900, "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": 35.554, "price_vs_vwap_pct": 0.0731, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1362, "prev_amount_yi": 0.1312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 35.4, "high": 35.46, "low": 35.4, "close": 35.46, "amount_yi": 0.0086 }, { "time": "10:41", "open": 35.36, "high": 35.37, "low": 35.36, "close": 35.37, "amount_yi": 0.0257 }, { "time": "10:46", "open": 35.5, "high": 35.5, "low": 35.5, "close": 35.5, "amount_yi": 0.0422 }, { "time": "10:48", "open": 35.63, "high": 35.63, "low": 35.63, "close": 35.63, "amount_yi": 0.026 }, { "time": "10:49", "open": 35.51, "high": 35.58, "low": 35.51, "close": 35.58, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.58, "ts": "2026-06-30T10:49:48", "prev_close": 36.18, "open": 35.68, "high": 36.08, "low": 35.18, "bid1": 35.57, "ask1": 35.58, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 1800, "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": 17.122, "price_vs_vwap_pct": 2.0909, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0268, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 17.25, "high": 17.25, "low": 17.25, "close": 17.25, "amount_yi": 0.0008 }, { "time": "10:41", "open": 17.27, "high": 17.27, "low": 17.27, "close": 17.27, "amount_yi": 0.0031 }, { "time": "10:46", "open": 17.34, "high": 17.34, "low": 17.34, "close": 17.34, "amount_yi": 0.0052 }, { "time": "10:48", "open": 17.43, "high": 17.43, "low": 17.43, "close": 17.43, "amount_yi": 0.0087 }, { "time": "10:49", "open": 17.49, "high": 17.49, "low": 17.48, "close": 17.48, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.48, "ts": "2026-06-30T10:49:49", "prev_close": 17.2, "open": 17.18, "high": 17.49, "low": 16.6, "bid1": 17.47, "ask1": 17.48, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 800, "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": 37.509, "price_vs_vwap_pct": -1.1704, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1107, "prev_amount_yi": 0.0985, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 37.09, "high": 37.1, "low": 37.09, "close": 37.1, "amount_yi": 0.0069 }, { "time": "10:41", "open": 37.12, "high": 37.12, "low": 37.1, "close": 37.1, "amount_yi": 0.0222 }, { "time": "10:46", "open": 37.1, "high": 37.1, "low": 37.1, "close": 37.1, "amount_yi": 0.0506 }, { "time": "10:48", "open": 37.12, "high": 37.12, "low": 37.12, "close": 37.12, "amount_yi": 0.0129 }, { "time": "10:49", "open": 37.1, "high": 37.1, "low": 37.07, "close": 37.07, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.07, "ts": "2026-06-30T10:49:48", "prev_close": 38.72, "open": 38.5, "high": 38.62, "low": 37.02, "bid1": 37.06, "ask1": 37.07, "bid_qty1": 4, "ask_qty1": 13 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 600, "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": 0.0171, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 46.34, "high": 46.34, "low": 46.3, "close": 46.3, "amount_yi": 0.0006 }, { "time": "10:41", "open": 46.46, "high": 46.49, "low": 46.46, "close": 46.49, "amount_yi": 0.0048 }, { "time": "10:46", "open": 46.79, "high": 46.79, "low": 46.79, "close": 46.79, "amount_yi": 0.0066 }, { "time": "10:48", "open": 46.77, "high": 46.77, "low": 46.77, "close": 46.77, "amount_yi": 0.0037 }, { "time": "10:49", "open": 46.71, "high": 46.71, "low": 46.7, "close": 46.7, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.7, "ts": "2026-06-30T10:49:46", "prev_close": 48.08, "open": 48.35, "high": 48.61, "low": 45.25, "bid1": 46.67, "ask1": 46.69, "bid_qty1": 14, "ask_qty1": 3 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2000, "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": 16.5431, "price_vs_vwap_pct": -1.6508, "energy_floor_hint_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": 0.2116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0624, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 16.18, "high": 16.19, "low": 16.18, "close": 16.19, "amount_yi": 0.0128 }, { "time": "10:41", "open": 16.22, "high": 16.22, "low": 16.22, "close": 16.22, "amount_yi": 0.0314 }, { "time": "10:46", "open": 16.21, "high": 16.21, "low": 16.21, "close": 16.21, "amount_yi": 0.1073 }, { "time": "10:48", "open": 16.3, "high": 16.3, "low": 16.3, "close": 16.3, "amount_yi": 0.0264 }, { "time": "10:49", "open": 16.31, "high": 16.31, "low": 16.27, "close": 16.27, "amount_yi": 0.0469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.27, "ts": "2026-06-30T10:49:48", "prev_close": 17.5, "open": 17.0, "high": 17.05, "low": 16.16, "bid1": 16.26, "ask1": 16.27, "bid_qty1": 55, "ask_qty1": 45 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1300, "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": 23.9339, "price_vs_vwap_pct": -1.6876, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2585, "prev_amount_yi": 0.1958, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 23.58, "high": 23.58, "low": 23.58, "close": 23.58, "amount_yi": 0.0129 }, { "time": "10:41", "open": 23.59, "high": 23.59, "low": 23.53, "close": 23.53, "amount_yi": 0.0595 }, { "time": "10:46", "open": 23.55, "high": 23.55, "low": 23.55, "close": 23.55, "amount_yi": 0.111 }, { "time": "10:48", "open": 23.56, "high": 23.56, "low": 23.56, "close": 23.56, "amount_yi": 0.0284 }, { "time": "10:49", "open": 23.57, "high": 23.57, "low": 23.53, "close": 23.53, "amount_yi": 0.0467 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.53, "ts": "2026-06-30T10:49:48", "prev_close": 24.41, "open": 24.48, "high": 24.66, "low": 23.51, "bid1": 23.53, "ask1": 23.54, "bid_qty1": 129, "ask_qty1": 85 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 2400, "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": 13.3443, "price_vs_vwap_pct": -0.0322, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0447, "prev_amount_yi": 0.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0902, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 13.28, "high": 13.3, "low": 13.28, "close": 13.3, "amount_yi": 0.0028 }, { "time": "10:41", "open": 13.32, "high": 13.32, "low": 13.31, "close": 13.31, "amount_yi": 0.0099 }, { "time": "10:46", "open": 13.34, "high": 13.34, "low": 13.34, "close": 13.34, "amount_yi": 0.0226 }, { "time": "10:48", "open": 13.33, "high": 13.33, "low": 13.33, "close": 13.33, "amount_yi": 0.0047 }, { "time": "10:49", "open": 13.35, "high": 13.35, "low": 13.34, "close": 13.34, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.34, "ts": "2026-06-30T10:49:45", "prev_close": 13.49, "open": 13.43, "high": 13.55, "low": 13.16, "bid1": 13.34, "ask1": 13.36, "bid_qty1": 23, "ask_qty1": 42 }, "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": "2026-06-30T10:49:51", "sim_reason": "minute_energy_amount_too_low", "qty": 1400, "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": 3.4826, "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": 0.1688, "prev_amount_yi": 0.252, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 22.02, "high": 22.03, "low": 22.02, "close": 22.03, "amount_yi": 0.0228 }, { "time": "10:41", "open": 22.1, "high": 22.1, "low": 22.05, "close": 22.05, "amount_yi": 0.0365 }, { "time": "10:46", "open": 22.1, "high": 22.1, "low": 22.1, "close": 22.1, "amount_yi": 0.0713 }, { "time": "10:48", "open": 22.13, "high": 22.13, "low": 22.13, "close": 22.13, "amount_yi": 0.0163 }, { "time": "10:49", "open": 22.12, "high": 22.12, "low": 22.1, "close": 22.1, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43469.64, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.1, "ts": "2026-06-30T10:49:50", "prev_close": 22.0, "open": 21.42, "high": 22.69, "low": 21.42, "bid1": 22.1, "ask1": 22.11, "bid_qty1": 51, "ask_qty1": 109 }, "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7147, "prev_amount_yi": 0.2961, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 202.57, "high": 202.57, "low": 202.03, "close": 202.03, "amount_yi": 0.1322 }, { "time": "10:41", "open": 203.92, "high": 204.01, "low": 203.92, "close": 204.01, "amount_yi": 0.0808 }, { "time": "10:46", "open": 201.69, "high": 201.69, "low": 201.69, "close": 201.69, "amount_yi": 0.3898 }, { "time": "10:48", "open": 201.12, "high": 201.12, "low": 201.12, "close": 201.12, "amount_yi": 0.0655 }, { "time": "10:49", "open": 201.94, "high": 201.94, "low": 201.59, "close": 201.59, "amount_yi": 0.0464 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 201.59, "ts": "2026-06-30T10:49:49", "prev_close": 196.01, "open": 193.0, "high": 206.88, "low": 192.51, "bid1": 200.28, "ask1": 201.59, "bid_qty1": 1, "ask_qty1": 14 }, "previous_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 600, "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": 0.0544, "prev_amount_yi": 0.024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 54.19, "high": 54.19, "low": 54.19, "close": 54.19, "amount_yi": 0.0003 }, { "time": "10:41", "open": 54.22, "high": 54.22, "low": 54.22, "close": 54.22, "amount_yi": 0.0069 }, { "time": "10:46", "open": 54.15, "high": 54.15, "low": 54.15, "close": 54.15, "amount_yi": 0.0335 }, { "time": "10:48", "open": 54.41, "high": 54.41, "low": 54.41, "close": 54.41, "amount_yi": 0.0075 }, { "time": "10:49", "open": 54.32, "high": 54.32, "low": 54.32, "close": 54.32, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.32, "ts": "2026-06-30T10:49:47", "prev_close": 55.03, "open": 55.0, "high": 56.0, "low": 54.0, "bid1": 54.32, "ask1": 54.33, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 900, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.692, "prev_amount_yi": 0.7124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3751, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 35.85, "high": 35.85, "low": 35.78, "close": 35.78, "amount_yi": 0.1575 }, { "time": "10:41", "open": 36.17, "high": 36.17, "low": 36.0, "close": 36.0, "amount_yi": 0.4886 }, { "time": "10:46", "open": 35.55, "high": 35.55, "low": 35.55, "close": 35.55, "amount_yi": 0.6912 }, { "time": "10:48", "open": 35.53, "high": 35.53, "low": 35.53, "close": 35.53, "amount_yi": 0.2144 }, { "time": "10:49", "open": 35.44, "high": 35.44, "low": 35.35, "close": 35.35, "amount_yi": 0.1403 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.35, "ts": "2026-06-30T10:49:48", "prev_close": 37.8, "open": 36.0, "high": 36.83, "low": 34.35, "bid1": 35.34, "ask1": 35.35, "bid_qty1": 10, "ask_qty1": 173 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 600, "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": 47.7632, "price_vs_vwap_pct": 0.2445, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.36, "prev_amount_yi": 0.2183, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 47.65, "high": 47.7, "low": 47.65, "close": 47.7, "amount_yi": 0.022 }, { "time": "10:41", "open": 47.84, "high": 47.84, "low": 47.77, "close": 47.77, "amount_yi": 0.1175 }, { "time": "10:46", "open": 47.75, "high": 47.75, "low": 47.75, "close": 47.75, "amount_yi": 0.1041 }, { "time": "10:48", "open": 47.77, "high": 47.77, "low": 47.77, "close": 47.77, "amount_yi": 0.0827 }, { "time": "10:49", "open": 47.82, "high": 47.88, "low": 47.82, "close": 47.88, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.88, "ts": "2026-06-30T10:49:48", "prev_close": 49.16, "open": 48.0, "high": 48.6, "low": 47.22, "bid1": 47.86, "ask1": 47.88, "bid_qty1": 39, "ask_qty1": 12 }, "previous_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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": 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": 22.2858, "prev_amount_yi": 4.8654, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.5805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 304.08, "high": 305.0, "low": 304.08, "close": 305.0, "amount_yi": 1.5079 }, { "time": "10:41", "open": 306.22, "high": 306.86, "low": 306.22, "close": 306.86, "amount_yi": 4.6949 }, { "time": "10:46", "open": 306.51, "high": 306.51, "low": 306.51, "close": 306.51, "amount_yi": 6.7625 }, { "time": "10:48", "open": 310.98, "high": 310.98, "low": 310.98, "close": 310.98, "amount_yi": 5.4444 }, { "time": "10:49", "open": 311.86, "high": 311.86, "low": 310.7, "close": 310.7, "amount_yi": 3.8761 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 310.7, "ts": "2026-06-30T10:49:49", "prev_close": 296.06, "open": 296.66, "high": 312.23, "low": 290.01, "bid1": 310.87, "ask1": 310.98, "bid_qty1": 16, "ask_qty1": 14 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 3000, "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": 0.032, "prev_amount_yi": 0.0437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 10.58, "high": 10.59, "low": 10.58, "close": 10.59, "amount_yi": 0.0035 }, { "time": "10:41", "open": 10.62, "high": 10.62, "low": 10.61, "close": 10.61, "amount_yi": 0.0095 }, { "time": "10:46", "open": 10.68, "high": 10.68, "low": 10.68, "close": 10.68, "amount_yi": 0.0106 }, { "time": "10:48", "open": 10.68, "high": 10.68, "low": 10.68, "close": 10.68, "amount_yi": 0.0041 }, { "time": "10:49", "open": 10.67, "high": 10.67, "low": 10.65, "close": 10.65, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.65, "ts": "2026-06-30T10:49:50", "prev_close": 10.61, "open": 10.8, "high": 10.94, "low": 10.57, "bid1": 10.65, "ask1": 10.66, "bid_qty1": 48, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 400, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4192, "prev_amount_yi": 0.1337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.1354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 80.62, "high": 80.7, "low": 80.62, "close": 80.7, "amount_yi": 0.0302 }, { "time": "10:41", "open": 80.7, "high": 80.7, "low": 80.65, "close": 80.65, "amount_yi": 0.0607 }, { "time": "10:46", "open": 81.49, "high": 81.49, "low": 81.49, "close": 81.49, "amount_yi": 0.1589 }, { "time": "10:48", "open": 81.74, "high": 81.74, "low": 81.74, "close": 81.74, "amount_yi": 0.0902 }, { "time": "10:49", "open": 81.78, "high": 81.78, "low": 81.6, "close": 81.6, "amount_yi": 0.0792 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.6, "ts": "2026-06-30T10:49:49", "prev_close": 77.35, "open": 77.0, "high": 81.95, "low": 75.02, "bid1": 81.6, "ask1": 81.61, "bid_qty1": 49, "ask_qty1": 4 }, "previous_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 600, "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": 46.6922, "price_vs_vwap_pct": -0.1332, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0277, "prev_amount_yi": 0.0339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8171, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 46.47, "high": 46.49, "low": 46.47, "close": 46.49, "amount_yi": 0.0078 }, { "time": "10:41", "open": 46.51, "high": 46.52, "low": 46.51, "close": 46.52, "amount_yi": 0.0049 }, { "time": "10:46", "open": 46.62, "high": 46.62, "low": 46.62, "close": 46.62, "amount_yi": 0.0133 }, { "time": "10:48", "open": 46.72, "high": 46.72, "low": 46.72, "close": 46.72, "amount_yi": 0.0012 }, { "time": "10:49", "open": 46.63, "high": 46.63, "low": 46.63, "close": 46.63, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.63, "ts": "2026-06-30T10:49:45", "prev_close": 46.9, "open": 47.5, "high": 47.5, "low": 46.0, "bid1": 46.64, "ask1": 46.7, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 700, "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": 0.0275, "prev_amount_yi": 0.0298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9228, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 43.86, "high": 43.86, "low": 43.82, "close": 43.82, "amount_yi": 0.0059 }, { "time": "10:41", "open": 43.94, "high": 43.94, "low": 43.9, "close": 43.9, "amount_yi": 0.0069 }, { "time": "10:46", "open": 43.87, "high": 43.87, "low": 43.87, "close": 43.87, "amount_yi": 0.009 }, { "time": "10:48", "open": 43.92, "high": 43.92, "low": 43.92, "close": 43.92, "amount_yi": 0.0046 }, { "time": "10:49", "open": 43.88, "high": 43.88, "low": 43.87, "close": 43.87, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.87, "ts": "2026-06-30T10:49:43", "prev_close": 44.5, "open": 44.5, "high": 45.5, "low": 43.71, "bid1": 43.87, "ask1": 43.89, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 300, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6147, "prev_amount_yi": 0.5775, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0644, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 94.0, "high": 94.0, "low": 94.0, "close": 94.0, "amount_yi": 0.2241 }, { "time": "10:41", "open": 94.2, "high": 94.29, "low": 94.2, "close": 94.29, "amount_yi": 0.1265 }, { "time": "10:46", "open": 94.3, "high": 94.3, "low": 94.3, "close": 94.3, "amount_yi": 0.131 }, { "time": "10:48", "open": 94.5, "high": 94.5, "low": 94.5, "close": 94.5, "amount_yi": 0.0856 }, { "time": "10:49", "open": 94.41, "high": 94.41, "low": 94.31, "close": 94.31, "amount_yi": 0.0475 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 94.31, "ts": "2026-06-30T10:49:48", "prev_close": 98.11, "open": 96.51, "high": 97.47, "low": 93.9, "bid1": 94.31, "ask1": 94.32, "bid_qty1": 17, "ask_qty1": 28 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 800, "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": 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": 2.6309, "prev_amount_yi": 1.591, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6536, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 39.56, "high": 39.56, "low": 39.38, "close": 39.38, "amount_yi": 0.1967 }, { "time": "10:41", "open": 39.54, "high": 39.61, "low": 39.54, "close": 39.61, "amount_yi": 0.5342 }, { "time": "10:46", "open": 39.05, "high": 39.05, "low": 39.05, "close": 39.05, "amount_yi": 0.8647 }, { "time": "10:48", "open": 39.11, "high": 39.11, "low": 39.11, "close": 39.11, "amount_yi": 0.518 }, { "time": "10:49", "open": 39.05, "high": 39.05, "low": 39.0, "close": 39.0, "amount_yi": 0.5173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.0, "ts": "2026-06-30T10:49:50", "prev_close": 39.0, "open": 38.9, "high": 40.6, "low": 38.0, "bid1": 39.01, "ask1": 39.02, "bid_qty1": 2, "ask_qty1": 91 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1000, "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": 0.2554, "prev_amount_yi": 0.1444, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7687, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 31.98, "high": 32.01, "low": 31.98, "close": 32.01, "amount_yi": 0.0117 }, { "time": "10:41", "open": 31.99, "high": 31.99, "low": 31.92, "close": 31.92, "amount_yi": 0.0656 }, { "time": "10:46", "open": 32.14, "high": 32.14, "low": 32.14, "close": 32.14, "amount_yi": 0.0733 }, { "time": "10:48", "open": 32.09, "high": 32.09, "low": 32.09, "close": 32.09, "amount_yi": 0.0789 }, { "time": "10:49", "open": 32.06, "high": 32.06, "low": 32.04, "close": 32.04, "amount_yi": 0.0259 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.04, "ts": "2026-06-30T10:49:49", "prev_close": 32.83, "open": 32.5, "high": 32.5, "low": 31.43, "bid1": 32.02, "ask1": 32.04, "bid_qty1": 45, "ask_qty1": 51 }, "previous_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 300, "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": 90.055, "price_vs_vwap_pct": 3.1703, "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": 4.2328, "prev_amount_yi": 4.0501, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 92.7, "high": 92.7, "low": 92.1, "close": 92.1, "amount_yi": 0.3971 }, { "time": "10:41", "open": 93.02, "high": 93.2, "low": 93.02, "close": 93.2, "amount_yi": 1.0675 }, { "time": "10:46", "open": 92.38, "high": 92.38, "low": 92.38, "close": 92.38, "amount_yi": 1.8394 }, { "time": "10:48", "open": 93.18, "high": 93.18, "low": 93.18, "close": 93.18, "amount_yi": 0.5355 }, { "time": "10:49", "open": 92.8, "high": 92.91, "low": 92.8, "close": 92.91, "amount_yi": 0.3933 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.91, "ts": "2026-06-30T10:49:48", "prev_close": 90.0, "open": 90.0, "high": 93.34, "low": 85.5, "bid1": 92.9, "ask1": 92.91, "bid_qty1": 3, "ask_qty1": 49 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 500, "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": 64.0837, "price_vs_vwap_pct": 0.041, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4073, "prev_amount_yi": 0.2524, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 63.79, "high": 63.79, "low": 63.77, "close": 63.77, "amount_yi": 0.0362 }, { "time": "10:41", "open": 63.96, "high": 63.96, "low": 63.91, "close": 63.91, "amount_yi": 0.086 }, { "time": "10:46", "open": 64.04, "high": 64.04, "low": 64.04, "close": 64.04, "amount_yi": 0.1579 }, { "time": "10:48", "open": 64.24, "high": 64.24, "low": 64.24, "close": 64.24, "amount_yi": 0.0696 }, { "time": "10:49", "open": 64.21, "high": 64.21, "low": 64.11, "close": 64.11, "amount_yi": 0.0576 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.11, "ts": "2026-06-30T10:49:48", "prev_close": 64.44, "open": 64.2, "high": 65.3, "low": 63.4, "bid1": 64.1, "ask1": 64.11, "bid_qty1": 5, "ask_qty1": 5 }, "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 700, "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": 0.8724, "prev_amount_yi": 1.721, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 41.7, "high": 41.7, "low": 41.58, "close": 41.58, "amount_yi": 0.1211 }, { "time": "10:41", "open": 41.58, "high": 41.69, "low": 41.58, "close": 41.69, "amount_yi": 0.2313 }, { "time": "10:46", "open": 41.07, "high": 41.07, "low": 41.07, "close": 41.07, "amount_yi": 0.3002 }, { "time": "10:48", "open": 41.31, "high": 41.31, "low": 41.31, "close": 41.31, "amount_yi": 0.1106 }, { "time": "10:49", "open": 41.74, "high": 41.74, "low": 41.5, "close": 41.5, "amount_yi": 0.1092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.5, "ts": "2026-06-30T10:49:48", "prev_close": 39.17, "open": 40.0, "high": 42.5, "low": 38.23, "bid1": 41.49, "ask1": 41.5, "bid_qty1": 8, "ask_qty1": 9 }, "previous_state": "TOUCHED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 100, "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.252, "prev_amount_yi": 0.1318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 290.08, "high": 290.94, "low": 290.08, "close": 290.94, "amount_yi": 0.022 }, { "time": "10:41", "open": 291.2, "high": 291.2, "low": 290.24, "close": 290.24, "amount_yi": 0.0579 }, { "time": "10:46", "open": 290.2, "high": 290.2, "low": 290.2, "close": 290.2, "amount_yi": 0.103 }, { "time": "10:48", "open": 292.97, "high": 292.97, "low": 292.97, "close": 292.97, "amount_yi": 0.0608 }, { "time": "10:49", "open": 292.08, "high": 292.08, "low": 291.74, "close": 291.74, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 291.74, "ts": "2026-06-30T10:49:49", "prev_close": 297.01, "open": 290.26, "high": 300.0, "low": 288.0, "bid1": 291.58, "ask1": 291.96, "bid_qty1": 0, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 4300, "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": 7.7028, "price_vs_vwap_pct": -1.724, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0591, "prev_amount_yi": 0.0978, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 7.56, "high": 7.56, "low": 7.55, "close": 7.55, "amount_yi": 0.0072 }, { "time": "10:41", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0234 }, { "time": "10:46", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0147 }, { "time": "10:48", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0023 }, { "time": "10:49", "open": 7.58, "high": 7.58, "low": 7.57, "close": 7.57, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.57, "ts": "2026-06-30T10:49:48", "prev_close": 7.85, "open": 7.78, "high": 7.86, "low": 7.54, "bid1": 7.56, "ask1": 7.57, "bid_qty1": 1693, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "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": 0.876, "prev_amount_yi": 0.9233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 424.0, "high": 424.49, "low": 424.0, "close": 424.49, "amount_yi": 0.1257 }, { "time": "10:41", "open": 423.84, "high": 425.39, "low": 423.84, "close": 425.39, "amount_yi": 0.2634 }, { "time": "10:46", "open": 424.51, "high": 424.51, "low": 424.51, "close": 424.51, "amount_yi": 0.2537 }, { "time": "10:48", "open": 425.77, "high": 425.77, "low": 425.77, "close": 425.77, "amount_yi": 0.1396 }, { "time": "10:49", "open": 424.91, "high": 424.91, "low": 422.65, "close": 422.65, "amount_yi": 0.0936 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 422.65, "ts": "2026-06-30T10:49:48", "prev_close": 399.64, "open": 396.58, "high": 432.99, "low": 390.0, "bid1": 422.66, "ask1": 424.7, "bid_qty1": 8, "ask_qty1": 4 }, "previous_state": "TOUCHED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 1400, "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": 0.0538, "prev_amount_yi": 0.0314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 22.96, "high": 22.96, "low": 22.95, "close": 22.95, "amount_yi": 0.002 }, { "time": "10:41", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0135 }, { "time": "10:46", "open": 23.14, "high": 23.14, "low": 23.14, "close": 23.14, "amount_yi": 0.0188 }, { "time": "10:48", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.0121 }, { "time": "10:49", "open": 23.22, "high": 23.22, "low": 23.16, "close": 23.16, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.16, "ts": "2026-06-30T10:49:47", "prev_close": 23.38, "open": 23.49, "high": 23.79, "low": 22.93, "bid1": 23.16, "ask1": 23.17, "bid_qty1": 199, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 900, "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": 0.0132, "prev_amount_yi": 0.0143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 35.67, "high": 35.67, "low": 35.67, "close": 35.67, "amount_yi": 0.0006 }, { "time": "10:41", "open": 35.8, "high": 35.8, "low": 35.78, "close": 35.78, "amount_yi": 0.0047 }, { "time": "10:46", "open": 35.8, "high": 35.8, "low": 35.8, "close": 35.8, "amount_yi": 0.0062 }, { "time": "10:48", "open": 35.75, "high": 35.75, "low": 35.75, "close": 35.75, "amount_yi": 0.0006 }, { "time": "10:49", "open": 35.73, "high": 35.73, "low": 35.7, "close": 35.7, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.7, "ts": "2026-06-30T10:49:49", "prev_close": 36.25, "open": 37.14, "high": 39.44, "low": 35.65, "bid1": 35.7, "ask1": 35.76, "bid_qty1": 0, "ask_qty1": 2 }, "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 200, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2205, "prev_amount_yi": 0.4824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:38", "open": 131.88, "high": 131.88, "low": 131.8, "close": 131.8, "amount_yi": 0.1168 }, { "time": "10:41", "open": 132.78, "high": 132.81, "low": 132.78, "close": 132.81, "amount_yi": 0.4303 }, { "time": "10:46", "open": 131.83, "high": 131.83, "low": 131.83, "close": 131.83, "amount_yi": 0.494 }, { "time": "10:48", "open": 131.63, "high": 131.63, "low": 131.63, "close": 131.63, "amount_yi": 0.1014 }, { "time": "10:49", "open": 131.61, "high": 131.98, "low": 131.61, "close": 131.98, "amount_yi": 0.078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 131.98, "ts": "2026-06-30T10:49:49", "prev_close": 134.66, "open": 128.5, "high": 133.18, "low": 125.0, "bid1": 131.96, "ask1": 131.98, "bid_qty1": 16, "ask_qty1": 42 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 600, "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": 0.0905, "prev_amount_yi": 0.1082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 50.0, "high": 50.0, "low": 50.0, "close": 50.0, "amount_yi": 0.0019 }, { "time": "10:41", "open": 50.14, "high": 50.14, "low": 50.05, "close": 50.05, "amount_yi": 0.0466 }, { "time": "10:46", "open": 50.19, "high": 50.19, "low": 50.19, "close": 50.19, "amount_yi": 0.0249 }, { "time": "10:48", "open": 50.25, "high": 50.25, "low": 50.25, "close": 50.25, "amount_yi": 0.0119 }, { "time": "10:49", "open": 50.31, "high": 50.31, "low": 50.24, "close": 50.24, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.24, "ts": "2026-06-30T10:49:50", "prev_close": 51.55, "open": 51.48, "high": 51.99, "low": 49.88, "bid1": 50.24, "ask1": 50.25, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 1000, "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": 32.92, "price_vs_vwap_pct": -2.3998, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0392, "prev_amount_yi": 0.0374, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 32.18, "high": 32.18, "low": 32.06, "close": 32.06, "amount_yi": 0.0047 }, { "time": "10:41", "open": 32.06, "high": 32.17, "low": 32.06, "close": 32.17, "amount_yi": 0.0057 }, { "time": "10:46", "open": 32.15, "high": 32.15, "low": 32.15, "close": 32.15, "amount_yi": 0.0153 }, { "time": "10:48", "open": 32.13, "high": 32.13, "low": 32.13, "close": 32.13, "amount_yi": 0.0108 }, { "time": "10:49", "open": 32.12, "high": 32.13, "low": 32.12, "close": 32.13, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.13, "ts": "2026-06-30T10:49:48", "prev_close": 28.26, "open": 31.0, "high": 33.91, "low": 31.0, "bid1": 32.12, "ask1": 32.13, "bid_qty1": 6, "ask_qty1": 8 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 2900, "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": 11.1072, "price_vs_vwap_pct": -0.7851, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1885, "prev_amount_yi": 0.0827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 11.1, "high": 11.11, "low": 11.1, "close": 11.11, "amount_yi": 0.0213 }, { "time": "10:41", "open": 11.09, "high": 11.09, "low": 11.08, "close": 11.08, "amount_yi": 0.0555 }, { "time": "10:46", "open": 11.03, "high": 11.03, "low": 11.03, "close": 11.03, "amount_yi": 0.0795 }, { "time": "10:48", "open": 11.01, "high": 11.01, "low": 11.01, "close": 11.01, "amount_yi": 0.0095 }, { "time": "10:49", "open": 11.01, "high": 11.02, "low": 11.01, "close": 11.02, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.02, "ts": "2026-06-30T10:49:45", "prev_close": 10.81, "open": 10.71, "high": 11.45, "low": 10.55, "bid1": 11.01, "ask1": 11.02, "bid_qty1": 129, "ask_qty1": 24 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 2400, "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": 13.26, "price_vs_vwap_pct": 0.6787, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0984, "prev_amount_yi": 0.0807, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 13.31, "high": 13.32, "low": 13.31, "close": 13.32, "amount_yi": 0.0078 }, { "time": "10:41", "open": 13.36, "high": 13.36, "low": 13.34, "close": 13.34, "amount_yi": 0.0294 }, { "time": "10:46", "open": 13.35, "high": 13.35, "low": 13.35, "close": 13.35, "amount_yi": 0.0377 }, { "time": "10:48", "open": 13.36, "high": 13.36, "low": 13.36, "close": 13.36, "amount_yi": 0.011 }, { "time": "10:49", "open": 13.34, "high": 13.35, "low": 13.34, "close": 13.35, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.35, "ts": "2026-06-30T10:49:48", "prev_close": 13.05, "open": 13.05, "high": 13.49, "low": 12.95, "bid1": 13.35, "ask1": 13.36, "bid_qty1": 6, "ask_qty1": 92 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 800, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.7437, "prev_amount_yi": 0.5789, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 38.39, "high": 38.39, "low": 38.25, "close": 38.25, "amount_yi": 0.0961 }, { "time": "10:41", "open": 38.24, "high": 38.33, "low": 38.24, "close": 38.33, "amount_yi": 0.3599 }, { "time": "10:46", "open": 37.85, "high": 37.85, "low": 37.85, "close": 37.85, "amount_yi": 0.5601 }, { "time": "10:48", "open": 37.68, "high": 37.68, "low": 37.68, "close": 37.68, "amount_yi": 0.4956 }, { "time": "10:49", "open": 37.85, "high": 37.85, "low": 37.77, "close": 37.77, "amount_yi": 0.232 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.77, "ts": "2026-06-30T10:49:48", "prev_close": 37.08, "open": 38.5, "high": 39.8, "low": 37.08, "bid1": 37.75, "ask1": 37.77, "bid_qty1": 27, "ask_qty1": 142 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 300, "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": 107.8635, "price_vs_vwap_pct": -0.5039, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2163, "prev_amount_yi": 0.5056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 107.82, "high": 107.82, "low": 107.81, "close": 107.81, "amount_yi": 0.0271 }, { "time": "10:41", "open": 107.79, "high": 107.79, "low": 107.69, "close": 107.69, "amount_yi": 0.0449 }, { "time": "10:46", "open": 107.42, "high": 107.42, "low": 107.42, "close": 107.42, "amount_yi": 0.073 }, { "time": "10:48", "open": 107.6, "high": 107.6, "low": 107.6, "close": 107.6, "amount_yi": 0.0593 }, { "time": "10:49", "open": 107.41, "high": 107.41, "low": 107.32, "close": 107.32, "amount_yi": 0.012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.32, "ts": "2026-06-30T10:49:48", "prev_close": 106.56, "open": 107.9, "high": 111.99, "low": 105.5, "bid1": 107.32, "ask1": 107.33, "bid_qty1": 7, "ask_qty1": 52 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 1.4055, "prev_amount_yi": 1.9667, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 213.35, "high": 213.35, "low": 212.6, "close": 212.6, "amount_yi": 0.1138 }, { "time": "10:41", "open": 212.18, "high": 213.2, "low": 212.18, "close": 213.2, "amount_yi": 0.3307 }, { "time": "10:46", "open": 210.0, "high": 210.0, "low": 210.0, "close": 210.0, "amount_yi": 0.4466 }, { "time": "10:48", "open": 208.56, "high": 208.56, "low": 208.56, "close": 208.56, "amount_yi": 0.2494 }, { "time": "10:49", "open": 208.56, "high": 208.56, "low": 207.46, "close": 207.46, "amount_yi": 0.265 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 207.46, "ts": "2026-06-30T10:49:49", "prev_close": 194.33, "open": 190.0, "high": 220.01, "low": 182.0, "bid1": 207.46, "ask1": 207.77, "bid_qty1": 36, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 2700, "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": 11.9673, "price_vs_vwap_pct": -1.3144, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0492, "prev_amount_yi": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.998, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 11.76, "high": 11.77, "low": 11.76, "close": 11.77, "amount_yi": 0.0064 }, { "time": "10:41", "open": 11.79, "high": 11.8, "low": 11.79, "close": 11.8, "amount_yi": 0.0224 }, { "time": "10:46", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.0162 }, { "time": "10:48", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.0032 }, { "time": "10:49", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.81, "ts": "2026-06-30T10:49:49", "prev_close": 11.96, "open": 12.09, "high": 12.22, "low": 11.76, "bid1": 11.8, "ask1": 11.81, "bid_qty1": 237, "ask_qty1": 88 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 178.9263, "price_vs_vwap_pct": 3.5231, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 7.483, "prev_amount_yi": 7.086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.056, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 184.9, "high": 184.9, "low": 184.46, "close": 184.46, "amount_yi": 0.7025 }, { "time": "10:41", "open": 183.51, "high": 184.55, "low": 183.51, "close": 184.55, "amount_yi": 1.459 }, { "time": "10:46", "open": 184.48, "high": 184.48, "low": 184.48, "close": 184.48, "amount_yi": 3.6139 }, { "time": "10:48", "open": 184.76, "high": 184.76, "low": 184.76, "close": 184.76, "amount_yi": 1.0741 }, { "time": "10:49", "open": 185.15, "high": 185.23, "low": 185.15, "close": 185.23, "amount_yi": 0.6335 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 185.23, "ts": "2026-06-30T10:49:51", "prev_close": 177.03, "open": 179.0, "high": 185.68, "low": 173.03, "bid1": 185.22, "ask1": 185.23, "bid_qty1": 7, "ask_qty1": 1 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 1500, "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": 20.4676, "price_vs_vwap_pct": 3.0409, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3898, "prev_amount_yi": 0.2213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 21.12, "high": 21.12, "low": 21.1, "close": 21.1, "amount_yi": 0.025 }, { "time": "10:41", "open": 21.17, "high": 21.21, "low": 21.17, "close": 21.21, "amount_yi": 0.1051 }, { "time": "10:46", "open": 21.13, "high": 21.13, "low": 21.13, "close": 21.13, "amount_yi": 0.1722 }, { "time": "10:48", "open": 21.2, "high": 21.2, "low": 21.2, "close": 21.2, "amount_yi": 0.0414 }, { "time": "10:49", "open": 21.17, "high": 21.17, "low": 21.09, "close": 21.09, "amount_yi": 0.0461 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.09, "ts": "2026-06-30T10:49:51", "prev_close": 20.08, "open": 20.58, "high": 21.32, "low": 19.2, "bid1": 21.09, "ask1": 21.1, "bid_qty1": 18, "ask_qty1": 351 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 1300, "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": 23.7927, "price_vs_vwap_pct": -0.7679, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4054, "prev_amount_yi": 0.2528, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 23.64, "high": 23.64, "low": 23.6, "close": 23.6, "amount_yi": 0.0395 }, { "time": "10:41", "open": 23.65, "high": 23.65, "low": 23.62, "close": 23.62, "amount_yi": 0.0845 }, { "time": "10:46", "open": 23.68, "high": 23.68, "low": 23.68, "close": 23.68, "amount_yi": 0.1614 }, { "time": "10:48", "open": 23.67, "high": 23.67, "low": 23.67, "close": 23.67, "amount_yi": 0.0713 }, { "time": "10:49", "open": 23.65, "high": 23.65, "low": 23.61, "close": 23.61, "amount_yi": 0.0487 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.61, "ts": "2026-06-30T10:49:48", "prev_close": 23.28, "open": 23.51, "high": 24.38, "low": 23.3, "bid1": 23.61, "ask1": 23.62, "bid_qty1": 104, "ask_qty1": 2 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 12100, "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": 2.7402, "price_vs_vwap_pct": -2.1969, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0714, "prev_amount_yi": 0.0887, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 2.67, "high": 2.67, "low": 2.67, "close": 2.67, "amount_yi": 0.0115 }, { "time": "10:41", "open": 2.69, "high": 2.69, "low": 2.69, "close": 2.69, "amount_yi": 0.0335 }, { "time": "10:46", "open": 2.69, "high": 2.69, "low": 2.69, "close": 2.69, "amount_yi": 0.0215 }, { "time": "10:48", "open": 2.68, "high": 2.68, "low": 2.68, "close": 2.68, "amount_yi": 0.0033 }, { "time": "10:49", "open": 2.68, "high": 2.68, "low": 2.68, "close": 2.68, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.68, "ts": "2026-06-30T10:49:48", "prev_close": 2.67, "open": 2.75, "high": 2.81, "low": 2.67, "bid1": 2.68, "ask1": 2.69, "bid_qty1": 8048, "ask_qty1": 8614 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 800, "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": 37.9738, "price_vs_vwap_pct": -0.1943, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.397, "prev_amount_yi": 0.2912, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3633, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 37.59, "high": 37.59, "low": 37.59, "close": 37.59, "amount_yi": 0.025 }, { "time": "10:41", "open": 37.77, "high": 37.77, "low": 37.72, "close": 37.72, "amount_yi": 0.0883 }, { "time": "10:46", "open": 37.82, "high": 37.82, "low": 37.82, "close": 37.82, "amount_yi": 0.1853 }, { "time": "10:48", "open": 37.92, "high": 37.92, "low": 37.92, "close": 37.92, "amount_yi": 0.053 }, { "time": "10:49", "open": 37.9, "high": 37.9, "low": 37.9, "close": 37.9, "amount_yi": 0.0454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.9, "ts": "2026-06-30T10:49:51", "prev_close": 39.16, "open": 38.85, "high": 38.85, "low": 37.3, "bid1": 37.89, "ask1": 37.9, "bid_qty1": 16, "ask_qty1": 23 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 4000, "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": 8.0737, "price_vs_vwap_pct": -0.9128, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1293, "prev_amount_yi": 0.0668, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 7.99, "high": 7.99, "low": 7.98, "close": 7.98, "amount_yi": 0.0117 }, { "time": "10:41", "open": 8.0, "high": 8.01, "low": 8.0, "close": 8.01, "amount_yi": 0.0423 }, { "time": "10:46", "open": 7.99, "high": 7.99, "low": 7.99, "close": 7.99, "amount_yi": 0.0417 }, { "time": "10:48", "open": 8.0, "high": 8.0, "low": 8.0, "close": 8.0, "amount_yi": 0.0272 }, { "time": "10:49", "open": 8.0, "high": 8.0, "low": 8.0, "close": 8.0, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.0, "ts": "2026-06-30T10:49:49", "prev_close": 8.17, "open": 8.09, "high": 8.24, "low": 7.98, "bid1": 7.99, "ask1": 8.0, "bid_qty1": 2093, "ask_qty1": 1649 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4523, "prev_amount_yi": 0.9815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 323.86, "high": 324.37, "low": 323.86, "close": 324.37, "amount_yi": 0.1036 }, { "time": "10:41", "open": 324.38, "high": 324.46, "low": 324.38, "close": 324.46, "amount_yi": 0.2303 }, { "time": "10:46", "open": 319.7, "high": 319.7, "low": 319.7, "close": 319.7, "amount_yi": 0.6813 }, { "time": "10:48", "open": 320.89, "high": 320.89, "low": 320.89, "close": 320.89, "amount_yi": 0.2546 }, { "time": "10:49", "open": 319.01, "high": 319.01, "low": 319.0, "close": 319.0, "amount_yi": 0.1825 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 319.0, "ts": "2026-06-30T10:49:48", "prev_close": 316.32, "open": 330.0, "high": 332.55, "low": 314.32, "bid1": 318.99, "ask1": 319.02, "bid_qty1": 2, "ask_qty1": 5 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 600, "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2619, "prev_amount_yi": 0.1629, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 51.63, "high": 51.65, "low": 51.63, "close": 51.65, "amount_yi": 0.0236 }, { "time": "10:41", "open": 51.91, "high": 51.92, "low": 51.91, "close": 51.92, "amount_yi": 0.085 }, { "time": "10:46", "open": 51.85, "high": 51.85, "low": 51.85, "close": 51.85, "amount_yi": 0.1027 }, { "time": "10:48", "open": 51.9, "high": 51.9, "low": 51.9, "close": 51.9, "amount_yi": 0.0186 }, { "time": "10:49", "open": 51.97, "high": 51.97, "low": 51.86, "close": 51.86, "amount_yi": 0.032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.86, "ts": "2026-06-30T10:49:49", "prev_close": 49.75, "open": 51.15, "high": 53.82, "low": 50.22, "bid1": 51.83, "ask1": 51.84, "bid_qty1": 2, "ask_qty1": 33 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 6900, "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": 4.7215, "price_vs_vwap_pct": -0.6672, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1234, "prev_amount_yi": 0.1276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0084 }, { "time": "10:41", "open": 4.71, "high": 4.71, "low": 4.7, "close": 4.7, "amount_yi": 0.0361 }, { "time": "10:46", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0316 }, { "time": "10:48", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.01 }, { "time": "10:49", "open": 4.68, "high": 4.69, "low": 4.68, "close": 4.69, "amount_yi": 0.0373 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.69, "ts": "2026-06-30T10:49:51", "prev_close": 4.54, "open": 4.64, "high": 4.86, "low": 4.61, "bid1": 4.68, "ask1": 4.69, "bid_qty1": 829, "ask_qty1": 62 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 1300, "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": 24.4817, "price_vs_vwap_pct": -0.7422, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3938, "prev_amount_yi": 0.1857, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1206, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 24.23, "high": 24.27, "low": 24.23, "close": 24.27, "amount_yi": 0.0192 }, { "time": "10:41", "open": 24.3, "high": 24.3, "low": 24.25, "close": 24.25, "amount_yi": 0.047 }, { "time": "10:46", "open": 24.22, "high": 24.22, "low": 24.22, "close": 24.22, "amount_yi": 0.2242 }, { "time": "10:48", "open": 24.31, "high": 24.31, "low": 24.31, "close": 24.31, "amount_yi": 0.0427 }, { "time": "10:49", "open": 24.32, "high": 24.32, "low": 24.3, "close": 24.3, "amount_yi": 0.0607 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.3, "ts": "2026-06-30T10:49:51", "prev_close": 24.85, "open": 24.64, "high": 25.17, "low": 24.01, "bid1": 24.3, "ask1": 24.31, "bid_qty1": 4, "ask_qty1": 27 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 600, "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": 0.83, "prev_amount_yi": 1.8346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 51.5, "high": 51.62, "low": 51.5, "close": 51.62, "amount_yi": 0.1317 }, { "time": "10:41", "open": 52.27, "high": 52.27, "low": 52.27, "close": 52.27, "amount_yi": 0.2387 }, { "time": "10:46", "open": 52.28, "high": 52.28, "low": 52.28, "close": 52.28, "amount_yi": 0.2938 }, { "time": "10:48", "open": 52.07, "high": 52.07, "low": 52.07, "close": 52.07, "amount_yi": 0.0809 }, { "time": "10:49", "open": 52.12, "high": 52.12, "low": 51.96, "close": 51.96, "amount_yi": 0.0849 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.96, "ts": "2026-06-30T10:49:47", "prev_close": 46.49, "open": 46.8, "high": 54.98, "low": 45.1, "bid1": 51.96, "ask1": 51.99, "bid_qty1": 26, "ask_qty1": 2 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 214.9916, "price_vs_vwap_pct": -0.4473, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1994, "prev_amount_yi": 1.8674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 215.81, "high": 215.81, "low": 213.51, "close": 213.51, "amount_yi": 0.2709 }, { "time": "10:41", "open": 215.51, "high": 215.58, "low": 215.51, "close": 215.58, "amount_yi": 0.4909 }, { "time": "10:46", "open": 212.7, "high": 212.7, "low": 212.7, "close": 212.7, "amount_yi": 1.053 }, { "time": "10:48", "open": 214.73, "high": 214.73, "low": 214.73, "close": 214.73, "amount_yi": 0.1868 }, { "time": "10:49", "open": 214.19, "high": 214.19, "low": 214.03, "close": 214.03, "amount_yi": 0.1978 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 214.03, "ts": "2026-06-30T10:49:48", "prev_close": 207.46, "open": 216.24, "high": 222.58, "low": 207.47, "bid1": 214.03, "ask1": 214.21, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 400, "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": 72.754, "price_vs_vwap_pct": 3.6094, "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": 2.5587, "prev_amount_yi": 7.649, "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": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.1913 }, { "time": "10:41", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 2.0155 }, { "time": "10:46", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.284 }, { "time": "10:48", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.044 }, { "time": "10:49", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.0239 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.38, "ts": "2026-06-30T10:49:50", "prev_close": 68.53, "open": 71.77, "high": 75.38, "low": 69.54, "bid1": 75.38, "ask1": 0.0, "bid_qty1": 53547, "ask_qty1": 0 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 3500, "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": 9.185, "price_vs_vwap_pct": 0.4899, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2115, "prev_amount_yi": 0.1536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 9.2, "high": 9.24, "low": 9.2, "close": 9.24, "amount_yi": 0.0137 }, { "time": "10:41", "open": 9.2, "high": 9.2, "low": 9.2, "close": 9.2, "amount_yi": 0.0492 }, { "time": "10:46", "open": 9.19, "high": 9.19, "low": 9.19, "close": 9.19, "amount_yi": 0.0755 }, { "time": "10:48", "open": 9.16, "high": 9.16, "low": 9.16, "close": 9.16, "amount_yi": 0.0453 }, { "time": "10:49", "open": 9.22, "high": 9.23, "low": 9.22, "close": 9.23, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.23, "ts": "2026-06-30T10:49:48", "prev_close": 9.69, "open": 9.33, "high": 9.59, "low": 8.97, "bid1": 9.22, "ask1": 9.23, "bid_qty1": 63, "ask_qty1": 324 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 200, "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": 165.0195, "price_vs_vwap_pct": -1.2238, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6124, "prev_amount_yi": 0.2423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 162.89, "high": 162.89, "low": 162.87, "close": 162.87, "amount_yi": 0.0534 }, { "time": "10:41", "open": 162.94, "high": 162.94, "low": 162.78, "close": 162.78, "amount_yi": 0.1684 }, { "time": "10:46", "open": 163.49, "high": 163.49, "low": 163.49, "close": 163.49, "amount_yi": 0.2086 }, { "time": "10:48", "open": 163.31, "high": 163.31, "low": 163.31, "close": 163.31, "amount_yi": 0.1205 }, { "time": "10:49", "open": 163.34, "high": 163.34, "low": 163.0, "close": 163.0, "amount_yi": 0.0615 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 163.0, "ts": "2026-06-30T10:49:48", "prev_close": 167.75, "open": 170.76, "high": 171.8, "low": 160.68, "bid1": 163.0, "ask1": 163.07, "bid_qty1": 29, "ask_qty1": 36 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 500, "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": 65.5109, "price_vs_vwap_pct": -1.7568, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4918, "prev_amount_yi": 0.27, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 64.63, "high": 64.63, "low": 64.56, "close": 64.56, "amount_yi": 0.0383 }, { "time": "10:41", "open": 64.7, "high": 64.9, "low": 64.7, "close": 64.9, "amount_yi": 0.2213 }, { "time": "10:46", "open": 64.68, "high": 64.68, "low": 64.68, "close": 64.68, "amount_yi": 0.1055 }, { "time": "10:48", "open": 64.46, "high": 64.46, "low": 64.46, "close": 64.46, "amount_yi": 0.0529 }, { "time": "10:49", "open": 64.42, "high": 64.42, "low": 64.36, "close": 64.36, "amount_yi": 0.0738 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 64.36, "ts": "2026-06-30T10:49:48", "prev_close": 61.06, "open": 63.44, "high": 67.16, "low": 62.89, "bid1": 64.35, "ask1": 64.36, "bid_qty1": 3, "ask_qty1": 62 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 3600, "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": 9.0288, "price_vs_vwap_pct": -0.4297, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0652, "prev_amount_yi": 0.0483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3499, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 8.97, "high": 8.97, "low": 8.97, "close": 8.97, "amount_yi": 0.0048 }, { "time": "10:41", "open": 8.98, "high": 8.98, "low": 8.98, "close": 8.98, "amount_yi": 0.011 }, { "time": "10:46", "open": 8.98, "high": 8.98, "low": 8.98, "close": 8.98, "amount_yi": 0.0135 }, { "time": "10:48", "open": 8.99, "high": 8.99, "low": 8.99, "close": 8.99, "amount_yi": 0.0225 }, { "time": "10:49", "open": 9.0, "high": 9.0, "low": 8.99, "close": 8.99, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.99, "ts": "2026-06-30T10:49:48", "prev_close": 8.8, "open": 8.95, "high": 9.18, "low": 8.8, "bid1": 8.98, "ask1": 8.99, "bid_qty1": 1319, "ask_qty1": 254 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 1500, "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": 20.9712, "price_vs_vwap_pct": -1.1025, "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": 0.5654, "prev_amount_yi": 0.641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8821, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 20.83, "high": 20.87, "low": 20.83, "close": 20.87, "amount_yi": 0.0351 }, { "time": "10:41", "open": 20.93, "high": 20.95, "low": 20.93, "close": 20.95, "amount_yi": 0.1611 }, { "time": "10:46", "open": 20.87, "high": 20.87, "low": 20.87, "close": 20.87, "amount_yi": 0.2518 }, { "time": "10:48", "open": 20.79, "high": 20.79, "low": 20.79, "close": 20.79, "amount_yi": 0.0594 }, { "time": "10:49", "open": 20.76, "high": 20.76, "low": 20.74, "close": 20.74, "amount_yi": 0.058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.74, "ts": "2026-06-30T10:49:51", "prev_close": 20.89, "open": 21.5, "high": 22.0, "low": 19.93, "bid1": 20.74, "ask1": 20.75, "bid_qty1": 41, "ask_qty1": 204 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 5700, "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": 5.7875, "price_vs_vwap_pct": -1.8575, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0468, "prev_amount_yi": 0.0597, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 5.68, "high": 5.68, "low": 5.68, "close": 5.68, "amount_yi": 0.0053 }, { "time": "10:41", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0138 }, { "time": "10:46", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.0204 }, { "time": "10:48", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.0045 }, { "time": "10:49", "open": 5.67, "high": 5.68, "low": 5.67, "close": 5.68, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.68, "ts": "2026-06-30T10:49:51", "prev_close": 5.58, "open": 5.68, "high": 5.95, "low": 5.61, "bid1": 5.67, "ask1": 5.68, "bid_qty1": 2016, "ask_qty1": 1716 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 155400, "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": 0.2031, "price_vs_vwap_pct": -1.5263, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_0/3", "window_min": 5, "bar_count": 0, "min_samples": 3, "amount_yi": 0, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 0.2, "ts": "2026-06-30T10:49:48", "prev_close": 0.19, "open": 0.19, "high": 0.21, "low": 0.18, "bid1": 0.2, "ask1": 0.21, "bid_qty1": 26872, "ask_qty1": 36951 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 2300, "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": 13.6243, "price_vs_vwap_pct": 0.4822, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2874, "prev_amount_yi": 0.1727, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6642, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 13.7, "high": 13.75, "low": 13.7, "close": 13.75, "amount_yi": 0.0428 }, { "time": "10:41", "open": 13.69, "high": 13.69, "low": 13.69, "close": 13.69, "amount_yi": 0.0671 }, { "time": "10:46", "open": 13.73, "high": 13.73, "low": 13.73, "close": 13.73, "amount_yi": 0.0918 }, { "time": "10:48", "open": 13.67, "high": 13.67, "low": 13.67, "close": 13.67, "amount_yi": 0.0579 }, { "time": "10:49", "open": 13.69, "high": 13.69, "low": 13.69, "close": 13.69, "amount_yi": 0.0278 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.69, "ts": "2026-06-30T10:49:48", "prev_close": 14.06, "open": 14.11, "high": 14.26, "low": 13.28, "bid1": 13.68, "ask1": 13.69, "bid_qty1": 288, "ask_qty1": 366 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 4400, "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": 7.3903, "price_vs_vwap_pct": -1.7631, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0714, "prev_amount_yi": 0.0363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 7.24, "high": 7.24, "low": 7.24, "close": 7.24, "amount_yi": 0.0122 }, { "time": "10:41", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0148 }, { "time": "10:46", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0262 }, { "time": "10:48", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0081 }, { "time": "10:49", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.26, "ts": "2026-06-30T10:49:47", "prev_close": 7.25, "open": 7.9, "high": 7.9, "low": 7.2, "bid1": 7.26, "ask1": 7.27, "bid_qty1": 66, "ask_qty1": 399 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 900, "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": 33.5341, "price_vs_vwap_pct": 4.0433, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5744, "prev_amount_yi": 0.4636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 34.65, "high": 34.65, "low": 34.6, "close": 34.6, "amount_yi": 0.0334 }, { "time": "10:41", "open": 34.56, "high": 34.63, "low": 34.56, "close": 34.63, "amount_yi": 0.0947 }, { "time": "10:46", "open": 34.61, "high": 34.61, "low": 34.61, "close": 34.61, "amount_yi": 0.1749 }, { "time": "10:48", "open": 34.8, "high": 34.8, "low": 34.8, "close": 34.8, "amount_yi": 0.1307 }, { "time": "10:49", "open": 34.85, "high": 34.89, "low": 34.85, "close": 34.89, "amount_yi": 0.1407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.89, "ts": "2026-06-30T10:49:47", "prev_close": 32.53, "open": 33.88, "high": 34.94, "low": 31.42, "bid1": 34.88, "ask1": 34.89, "bid_qty1": 218, "ask_qty1": 2 }, "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": "2026-06-30T10:49:51", "sim_reason": "signal_contract_missing_price_fields", "qty": 13800, "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": 2.3128, "price_vs_vwap_pct": 1.1761, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0154, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:38", "open": 2.35, "high": 2.35, "low": 2.34, "close": 2.34, "amount_yi": 0.0007 }, { "time": "10:41", "open": 2.35, "high": 2.35, "low": 2.35, "close": 2.35, "amount_yi": 0.0075 }, { "time": "10:46", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0032 }, { "time": "10:48", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0009 }, { "time": "10:49", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.34, "ts": "2026-06-30T10:49:43", "prev_close": 2.25, "open": 2.36, "high": 2.36, "low": 2.24, "bid1": 2.34, "ask1": 2.35, "bid_qty1": 1342, "ask_qty1": 2505 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2400, "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": 13.2952, "price_vs_vwap_pct": -1.3178, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0604, "prev_amount_yi": 0.039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 13.05, "high": 13.05, "low": 13.04, "close": 13.04, "amount_yi": 0.0177 }, { "time": "10:41", "open": 13.06, "high": 13.07, "low": 13.06, "close": 13.07, "amount_yi": 0.0139 }, { "time": "10:46", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0204 }, { "time": "10:48", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0061 }, { "time": "10:49", "open": 13.12, "high": 13.12, "low": 13.12, "close": 13.12, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.12, "ts": "2026-06-30T10:49:48", "prev_close": 13.84, "open": 13.62, "high": 13.7, "low": 13.03, "bid1": 13.12, "ask1": 13.13, "bid_qty1": 86, "ask_qty1": 50 }, "previous_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 100, "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": 1.0697, "prev_amount_yi": 1.2143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 247.9, "high": 248.55, "low": 247.9, "close": 248.55, "amount_yi": 0.141 }, { "time": "10:41", "open": 248.68, "high": 248.68, "low": 247.8, "close": 247.8, "amount_yi": 0.3654 }, { "time": "10:46", "open": 247.37, "high": 247.37, "low": 247.37, "close": 247.37, "amount_yi": 0.3968 }, { "time": "10:48", "open": 247.62, "high": 247.62, "low": 247.62, "close": 247.62, "amount_yi": 0.1149 }, { "time": "10:49", "open": 248.16, "high": 248.48, "low": 248.16, "close": 248.48, "amount_yi": 0.0516 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 248.48, "ts": "2026-06-30T10:49:50", "prev_close": 252.0, "open": 247.5, "high": 252.2, "low": 232.08, "bid1": 248.35, "ask1": 248.48, "bid_qty1": 6, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1900, "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": 16.7354, "price_vs_vwap_pct": -0.5103, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0552, "prev_amount_yi": 0.0543, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 16.61, "high": 16.62, "low": 16.61, "close": 16.62, "amount_yi": 0.0142 }, { "time": "10:41", "open": 16.66, "high": 16.66, "low": 16.64, "close": 16.64, "amount_yi": 0.0163 }, { "time": "10:46", "open": 16.64, "high": 16.64, "low": 16.64, "close": 16.64, "amount_yi": 0.0146 }, { "time": "10:48", "open": 16.64, "high": 16.64, "low": 16.64, "close": 16.64, "amount_yi": 0.0032 }, { "time": "10:49", "open": 16.64, "high": 16.65, "low": 16.64, "close": 16.65, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.65, "ts": "2026-06-30T10:49:51", "prev_close": 17.03, "open": 16.98, "high": 16.99, "low": 16.6, "bid1": 16.64, "ask1": 16.65, "bid_qty1": 10, "ask_qty1": 47 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 9500, "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": 3.452, "price_vs_vwap_pct": -1.2167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0049, "prev_amount_yi": 0.0086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 3.4, "high": 3.4, "low": 3.4, "close": 3.4, "amount_yi": 0.0005 }, { "time": "10:41", "open": 3.4, "high": 3.4, "low": 3.4, "close": 3.4, "amount_yi": 0.0003 }, { "time": "10:46", "open": 3.4, "high": 3.4, "low": 3.4, "close": 3.4, "amount_yi": 0.002 }, { "time": "10:48", "open": 3.41, "high": 3.41, "low": 3.41, "close": 3.41, "amount_yi": 0.002 }, { "time": "10:49", "open": 3.41, "high": 3.41, "low": 3.41, "close": 3.41, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.41, "ts": "2026-06-30T10:49:45", "prev_close": 3.38, "open": 3.34, "high": 3.58, "low": 3.31, "bid1": 3.4, "ask1": 3.41, "bid_qty1": 416, "ask_qty1": 1249 }, "previous_state": "CANCELLED", "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": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 4600, "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": 6.9644, "price_vs_vwap_pct": 1.0855, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0254, "prev_amount_yi": 0.0336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.756, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 7.06, "high": 7.06, "low": 7.05, "close": 7.05, "amount_yi": 0.0016 }, { "time": "10:41", "open": 7.02, "high": 7.02, "low": 7.01, "close": 7.01, "amount_yi": 0.0035 }, { "time": "10:46", "open": 7.05, "high": 7.05, "low": 7.05, "close": 7.05, "amount_yi": 0.0103 }, { "time": "10:48", "open": 7.04, "high": 7.04, "low": 7.04, "close": 7.04, "amount_yi": 0.0005 }, { "time": "10:49", "open": 7.04, "high": 7.04, "low": 7.04, "close": 7.04, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.04, "ts": "2026-06-30T10:49:48", "prev_close": 6.7, "open": 6.67, "high": 7.09, "low": 6.66, "bid1": 7.02, "ask1": 7.03, "bid_qty1": 106, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1400, "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": 22.6011, "price_vs_vwap_pct": -1.8189, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1898, "prev_amount_yi": 0.1932, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 22.19, "high": 22.2, "low": 22.19, "close": 22.2, "amount_yi": 0.088 }, { "time": "10:41", "open": 22.2, "high": 22.2, "low": 22.19, "close": 22.19, "amount_yi": 0.033 }, { "time": "10:46", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0456 }, { "time": "10:48", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0137 }, { "time": "10:49", "open": 22.2, "high": 22.2, "low": 22.19, "close": 22.19, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.19, "ts": "2026-06-30T10:49:49", "prev_close": 24.65, "open": 24.22, "high": 24.22, "low": 22.19, "bid1": 22.19, "ask1": 22.2, "bid_qty1": 1763, "ask_qty1": 47 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 29.1354, "price_vs_vwap_pct": -0.6363, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0635, "prev_amount_yi": 0.042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5119, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 28.91, "high": 28.92, "low": 28.91, "close": 28.92, "amount_yi": 0.0019 }, { "time": "10:41", "open": 28.9, "high": 28.91, "low": 28.9, "close": 28.91, "amount_yi": 0.0271 }, { "time": "10:46", "open": 28.93, "high": 28.93, "low": 28.93, "close": 28.93, "amount_yi": 0.0259 }, { "time": "10:48", "open": 28.96, "high": 28.96, "low": 28.96, "close": 28.96, "amount_yi": 0.0031 }, { "time": "10:49", "open": 28.96, "high": 28.96, "low": 28.95, "close": 28.95, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.95, "ts": "2026-06-30T10:49:51", "prev_close": 29.88, "open": 29.52, "high": 29.76, "low": 28.87, "bid1": 28.95, "ask1": 28.96, "bid_qty1": 30, "ask_qty1": 58 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2600, "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": 12.3446, "price_vs_vwap_pct": -1.0093, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0463, "prev_amount_yi": 0.07, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 12.2, "high": 12.21, "low": 12.2, "close": 12.21, "amount_yi": 0.0041 }, { "time": "10:41", "open": 12.23, "high": 12.23, "low": 12.22, "close": 12.22, "amount_yi": 0.0126 }, { "time": "10:46", "open": 12.22, "high": 12.22, "low": 12.22, "close": 12.22, "amount_yi": 0.0153 }, { "time": "10:48", "open": 12.22, "high": 12.22, "low": 12.22, "close": 12.22, "amount_yi": 0.0079 }, { "time": "10:49", "open": 12.23, "high": 12.23, "low": 12.22, "close": 12.22, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.22, "ts": "2026-06-30T10:49:51", "prev_close": 12.68, "open": 12.6, "high": 12.6, "low": 12.18, "bid1": 12.22, "ask1": 12.23, "bid_qty1": 118, "ask_qty1": 100 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 900, "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": 0.0758, "prev_amount_yi": 0.0287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 34.12, "high": 34.12, "low": 34.09, "close": 34.09, "amount_yi": 0.0023 }, { "time": "10:41", "open": 34.22, "high": 34.22, "low": 34.19, "close": 34.19, "amount_yi": 0.0063 }, { "time": "10:46", "open": 34.11, "high": 34.11, "low": 34.11, "close": 34.11, "amount_yi": 0.0404 }, { "time": "10:48", "open": 34.25, "high": 34.25, "low": 34.25, "close": 34.25, "amount_yi": 0.0098 }, { "time": "10:49", "open": 34.21, "high": 34.21, "low": 34.09, "close": 34.09, "amount_yi": 0.017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.09, "ts": "2026-06-30T10:49:50", "prev_close": 35.3, "open": 35.29, "high": 35.5, "low": 34.05, "bid1": 34.1, "ask1": 34.14, "bid_qty1": 54, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2100, "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": 15.1157, "price_vs_vwap_pct": -0.8316, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0572, "prev_amount_yi": 0.0858, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 14.93, "high": 14.94, "low": 14.93, "close": 14.94, "amount_yi": 0.0064 }, { "time": "10:41", "open": 14.96, "high": 14.96, "low": 14.96, "close": 14.96, "amount_yi": 0.0124 }, { "time": "10:46", "open": 14.98, "high": 14.98, "low": 14.98, "close": 14.98, "amount_yi": 0.0174 }, { "time": "10:48", "open": 14.98, "high": 14.98, "low": 14.98, "close": 14.98, "amount_yi": 0.0133 }, { "time": "10:49", "open": 14.99, "high": 14.99, "low": 14.99, "close": 14.99, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.99, "ts": "2026-06-30T10:49:48", "prev_close": 15.54, "open": 15.46, "high": 15.46, "low": 14.92, "bid1": 14.98, "ask1": 14.99, "bid_qty1": 443, "ask_qty1": 44 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 9600, "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": 3.3944, "price_vs_vwap_pct": -0.7188, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0168, "prev_amount_yi": 0.053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 3.34, "high": 3.34, "low": 3.34, "close": 3.34, "amount_yi": 0.001 }, { "time": "10:41", "open": 3.34, "high": 3.34, "low": 3.34, "close": 3.34, "amount_yi": 0.0043 }, { "time": "10:46", "open": 3.35, "high": 3.35, "low": 3.35, "close": 3.35, "amount_yi": 0.0078 }, { "time": "10:48", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0014 }, { "time": "10:49", "open": 3.36, "high": 3.37, "low": 3.36, "close": 3.37, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.37, "ts": "2026-06-30T10:49:45", "prev_close": 3.46, "open": 3.43, "high": 3.47, "low": 3.34, "bid1": 3.36, "ask1": 3.37, "bid_qty1": 466, "ask_qty1": 1046 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2500, "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": 12.9671, "price_vs_vwap_pct": -0.9031, "energy_floor_hint_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": 0.0741, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 12.81, "high": 12.81, "low": 12.8, "close": 12.8, "amount_yi": 0.0076 }, { "time": "10:41", "open": 12.83, "high": 12.84, "low": 12.83, "close": 12.84, "amount_yi": 0.0067 }, { "time": "10:46", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.0108 }, { "time": "10:48", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.0059 }, { "time": "10:49", "open": 12.86, "high": 12.86, "low": 12.85, "close": 12.85, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.85, "ts": "2026-06-30T10:49:50", "prev_close": 13.27, "open": 13.18, "high": 13.2, "low": 12.79, "bid1": 12.85, "ask1": 12.86, "bid_qty1": 71, "ask_qty1": 70 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1400, "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": 22.6852, "price_vs_vwap_pct": -0.9486, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1467, "prev_amount_yi": 0.1147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0225 }, { "time": "10:41", "open": 22.47, "high": 22.47, "low": 22.44, "close": 22.44, "amount_yi": 0.0209 }, { "time": "10:46", "open": 22.45, "high": 22.45, "low": 22.45, "close": 22.45, "amount_yi": 0.0762 }, { "time": "10:48", "open": 22.49, "high": 22.49, "low": 22.49, "close": 22.49, "amount_yi": 0.017 }, { "time": "10:49", "open": 22.47, "high": 22.47, "low": 22.47, "close": 22.47, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.47, "ts": "2026-06-30T10:49:51", "prev_close": 23.25, "open": 22.88, "high": 23.04, "low": 22.4, "bid1": 22.47, "ask1": 22.48, "bid_qty1": 47, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 600, "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": 0.0681, "prev_amount_yi": 0.057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1947, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 53.33, "high": 53.34, "low": 53.33, "close": 53.34, "amount_yi": 0.0014 }, { "time": "10:41", "open": 53.36, "high": 53.36, "low": 53.28, "close": 53.28, "amount_yi": 0.0202 }, { "time": "10:46", "open": 53.19, "high": 53.19, "low": 53.19, "close": 53.19, "amount_yi": 0.0308 }, { "time": "10:48", "open": 53.29, "high": 53.29, "low": 53.29, "close": 53.29, "amount_yi": 0.0068 }, { "time": "10:49", "open": 53.29, "high": 53.29, "low": 53.23, "close": 53.23, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.23, "ts": "2026-06-30T10:49:48", "prev_close": 55.4, "open": 55.26, "high": 55.88, "low": 53.16, "bid1": 53.22, "ask1": 53.23, "bid_qty1": 2, "ask_qty1": 17 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "near_trigger", "qty": 2300, "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": 13.6651, "price_vs_vwap_pct": -0.2569, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1167, "prev_amount_yi": 0.0881, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3246, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 13.54, "high": 13.54, "low": 13.54, "close": 13.54, "amount_yi": 0.0188 }, { "time": "10:41", "open": 13.59, "high": 13.59, "low": 13.59, "close": 13.59, "amount_yi": 0.0224 }, { "time": "10:46", "open": 13.61, "high": 13.61, "low": 13.61, "close": 13.61, "amount_yi": 0.0445 }, { "time": "10:48", "open": 13.63, "high": 13.63, "low": 13.63, "close": 13.63, "amount_yi": 0.0187 }, { "time": "10:49", "open": 13.63, "high": 13.63, "low": 13.63, "close": 13.63, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.63, "ts": "2026-06-30T10:49:48", "prev_close": 13.58, "open": 13.66, "high": 13.83, "low": 13.51, "bid1": 13.63, "ask1": 13.64, "bid_qty1": 77, "ask_qty1": 585 }, "previous_state": "NEAR_TRIGGER", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2200, "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": 14.7855, "price_vs_vwap_pct": -0.9841, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0291, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 14.62, "high": 14.62, "low": 14.61, "close": 14.61, "amount_yi": 0.0009 }, { "time": "10:41", "open": 14.63, "high": 14.63, "low": 14.62, "close": 14.62, "amount_yi": 0.0064 }, { "time": "10:46", "open": 14.61, "high": 14.61, "low": 14.61, "close": 14.61, "amount_yi": 0.0168 }, { "time": "10:48", "open": 14.64, "high": 14.64, "low": 14.64, "close": 14.64, "amount_yi": 0.0029 }, { "time": "10:49", "open": 14.64, "high": 14.64, "low": 14.64, "close": 14.64, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.64, "ts": "2026-06-30T10:49:47", "prev_close": 15.21, "open": 15.16, "high": 15.2, "low": 14.6, "bid1": 14.63, "ask1": 14.64, "bid_qty1": 64, "ask_qty1": 22 }, "previous_state": "CANCELLED", "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": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 900, "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": 34.1011, "price_vs_vwap_pct": 3.2225, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5116, "prev_amount_yi": 0.2818, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 34.79, "high": 34.79, "low": 34.73, "close": 34.73, "amount_yi": 0.0171 }, { "time": "10:41", "open": 34.94, "high": 35.14, "low": 34.94, "close": 35.14, "amount_yi": 0.1261 }, { "time": "10:46", "open": 35.3, "high": 35.3, "low": 35.3, "close": 35.3, "amount_yi": 0.2809 }, { "time": "10:48", "open": 35.5, "high": 35.5, "low": 35.5, "close": 35.5, "amount_yi": 0.049 }, { "time": "10:49", "open": 35.33, "high": 35.33, "low": 35.2, "close": 35.2, "amount_yi": 0.0385 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.2, "ts": "2026-06-30T10:49:48", "prev_close": 31.58, "open": 32.27, "high": 35.58, "low": 32.27, "bid1": 35.2, "ask1": 35.22, "bid_qty1": 82, "ask_qty1": 16 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 500, "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": 63.7399, "price_vs_vwap_pct": -0.3764, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0241, "prev_amount_yi": 0.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 63.27, "high": 63.31, "low": 63.27, "close": 63.31, "amount_yi": 0.004 }, { "time": "10:41", "open": 63.5, "high": 63.5, "low": 63.37, "close": 63.37, "amount_yi": 0.0031 }, { "time": "10:46", "open": 63.38, "high": 63.38, "low": 63.38, "close": 63.38, "amount_yi": 0.0113 }, { "time": "10:48", "open": 63.38, "high": 63.38, "low": 63.38, "close": 63.38, "amount_yi": 0.0016 }, { "time": "10:49", "open": 63.44, "high": 63.5, "low": 63.44, "close": 63.5, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.5, "ts": "2026-06-30T10:49:48", "prev_close": 64.74, "open": 63.93, "high": 64.8, "low": 63.2, "bid1": 63.41, "ask1": 63.46, "bid_qty1": 4, "ask_qty1": 3 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 7600, "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": 4.2869, "price_vs_vwap_pct": -1.094, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0164, "prev_amount_yi": 0.0217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 4.22, "high": 4.23, "low": 4.22, "close": 4.23, "amount_yi": 0.0007 }, { "time": "10:41", "open": 4.23, "high": 4.23, "low": 4.23, "close": 4.23, "amount_yi": 0.005 }, { "time": "10:46", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0068 }, { "time": "10:48", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0008 }, { "time": "10:49", "open": 4.23, "high": 4.24, "low": 4.23, "close": 4.24, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.24, "ts": "2026-06-30T10:49:48", "prev_close": 4.4, "open": 4.39, "high": 4.4, "low": 4.22, "bid1": 4.24, "ask1": 4.25, "bid_qty1": 9, "ask_qty1": 473 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 1200, "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": 26.9941, "price_vs_vwap_pct": -0.645, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0409, "prev_amount_yi": 0.052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 26.75, "high": 26.75, "low": 26.74, "close": 26.74, "amount_yi": 0.0075 }, { "time": "10:41", "open": 26.79, "high": 26.79, "low": 26.79, "close": 26.79, "amount_yi": 0.0085 }, { "time": "10:46", "open": 26.81, "high": 26.81, "low": 26.81, "close": 26.81, "amount_yi": 0.0167 }, { "time": "10:48", "open": 26.84, "high": 26.84, "low": 26.84, "close": 26.84, "amount_yi": 0.0066 }, { "time": "10:49", "open": 26.83, "high": 26.83, "low": 26.82, "close": 26.82, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.82, "ts": "2026-06-30T10:49:49", "prev_close": 27.28, "open": 27.11, "high": 27.49, "low": 26.71, "bid1": 26.81, "ask1": 26.82, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 900, "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": 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": 0.0106, "prev_amount_yi": 0.0141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 34.98, "high": 34.98, "low": 34.98, "close": 34.98, "amount_yi": 0.0001 }, { "time": "10:41", "open": 35.05, "high": 35.05, "low": 35.0, "close": 35.0, "amount_yi": 0.0036 }, { "time": "10:46", "open": 35.05, "high": 35.05, "low": 35.05, "close": 35.05, "amount_yi": 0.0054 }, { "time": "10:48", "open": 35.05, "high": 35.05, "low": 35.05, "close": 35.05, "amount_yi": 0.0009 }, { "time": "10:49", "open": 35.05, "high": 35.06, "low": 35.05, "close": 35.06, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.06, "ts": "2026-06-30T10:49:49", "prev_close": 35.05, "open": 34.91, "high": 36.53, "low": 34.64, "bid1": 35.05, "ask1": 35.06, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 1700, "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": 18.9349, "price_vs_vwap_pct": 0.4494, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0157, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8046, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 18.76, "high": 18.81, "low": 18.76, "close": 18.81, "amount_yi": 0.0023 }, { "time": "10:41", "open": 19.02, "high": 19.02, "low": 19.02, "close": 19.02, "amount_yi": 0.0083 }, { "time": "10:46", "open": 19.02, "high": 19.02, "low": 19.02, "close": 19.02, "amount_yi": 0.0027 }, { "time": "10:48", "open": 18.95, "high": 18.95, "low": 18.95, "close": 18.95, "amount_yi": 0.0011 }, { "time": "10:49", "open": 18.94, "high": 19.02, "low": 18.94, "close": 19.02, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.02, "ts": "2026-06-30T10:49:48", "prev_close": 19.06, "open": 18.91, "high": 19.25, "low": 18.44, "bid1": 18.94, "ask1": 19.0, "bid_qty1": 18, "ask_qty1": 27 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 600, "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": 50.4628, "price_vs_vwap_pct": -1.0162, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0773, "prev_amount_yi": 0.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 49.87, "high": 49.87, "low": 49.87, "close": 49.87, "amount_yi": 0.0056 }, { "time": "10:41", "open": 49.96, "high": 49.96, "low": 49.82, "close": 49.82, "amount_yi": 0.0203 }, { "time": "10:46", "open": 49.85, "high": 49.85, "low": 49.85, "close": 49.85, "amount_yi": 0.0326 }, { "time": "10:48", "open": 49.98, "high": 49.98, "low": 49.98, "close": 49.98, "amount_yi": 0.004 }, { "time": "10:49", "open": 50.01, "high": 50.01, "low": 49.95, "close": 49.95, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.95, "ts": "2026-06-30T10:49:48", "prev_close": 52.67, "open": 51.35, "high": 51.94, "low": 49.65, "bid1": 49.93, "ask1": 49.95, "bid_qty1": 70, "ask_qty1": 20 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 4300, "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": 0.0022, "prev_amount_yi": 0.006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 7.48, "high": 7.48, "low": 7.47, "close": 7.47, "amount_yi": 0.0001 }, { "time": "10:41", "open": 7.48, "high": 7.48, "low": 7.48, "close": 7.48, "amount_yi": 0.0002 }, { "time": "10:46", "open": 7.48, "high": 7.48, "low": 7.48, "close": 7.48, "amount_yi": 0.0013 }, { "time": "10:48", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.0001 }, { "time": "10:49", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.5, "ts": "2026-06-30T10:49:48", "prev_close": 7.68, "open": 7.66, "high": 7.66, "low": 7.45, "bid1": 7.5, "ask1": 7.51, "bid_qty1": 31, "ask_qty1": 85 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 2700, "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": 11.8065, "price_vs_vwap_pct": -0.7326, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0871, "prev_amount_yi": 0.1271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6853, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 11.68, "high": 11.68, "low": 11.68, "close": 11.68, "amount_yi": 0.0073 }, { "time": "10:41", "open": 11.7, "high": 11.71, "low": 11.7, "close": 11.71, "amount_yi": 0.0222 }, { "time": "10:46", "open": 11.71, "high": 11.71, "low": 11.71, "close": 11.71, "amount_yi": 0.044 }, { "time": "10:48", "open": 11.73, "high": 11.73, "low": 11.73, "close": 11.73, "amount_yi": 0.0089 }, { "time": "10:49", "open": 11.73, "high": 11.73, "low": 11.72, "close": 11.72, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.72, "ts": "2026-06-30T10:49:45", "prev_close": 12.02, "open": 11.88, "high": 11.98, "low": 11.67, "bid1": 11.72, "ask1": 11.73, "bid_qty1": 120, "ask_qty1": 65 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 5200, "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": 6.2266, "price_vs_vwap_pct": -0.7484, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0462, "prev_amount_yi": 0.1087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 6.17, "high": 6.18, "low": 6.17, "close": 6.18, "amount_yi": 0.0069 }, { "time": "10:41", "open": 6.18, "high": 6.18, "low": 6.17, "close": 6.17, "amount_yi": 0.008 }, { "time": "10:46", "open": 6.17, "high": 6.17, "low": 6.17, "close": 6.17, "amount_yi": 0.0158 }, { "time": "10:48", "open": 6.17, "high": 6.17, "low": 6.17, "close": 6.17, "amount_yi": 0.0108 }, { "time": "10:49", "open": 6.18, "high": 6.18, "low": 6.18, "close": 6.18, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.18, "ts": "2026-06-30T10:49:48", "prev_close": 6.38, "open": 6.37, "high": 6.37, "low": 6.16, "bid1": 6.17, "ask1": 6.18, "bid_qty1": 433, "ask_qty1": 485 }, "previous_state": "CANCELLED", "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": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 2300, "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": 0.0166, "prev_amount_yi": 0.0228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 13.83, "high": 13.83, "low": 13.81, "close": 13.81, "amount_yi": 0.0021 }, { "time": "10:41", "open": 13.83, "high": 13.83, "low": 13.83, "close": 13.83, "amount_yi": 0.0038 }, { "time": "10:46", "open": 13.83, "high": 13.83, "low": 13.83, "close": 13.83, "amount_yi": 0.0049 }, { "time": "10:48", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0046 }, { "time": "10:49", "open": 13.85, "high": 13.85, "low": 13.83, "close": 13.83, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.83, "ts": "2026-06-30T10:49:49", "prev_close": 14.35, "open": 14.35, "high": 14.35, "low": 13.77, "bid1": 13.83, "ask1": 13.84, "bid_qty1": 64, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-06-30T10:49:51", "sim_reason": "waiting_trigger", "qty": 2100, "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": 15.6558, "price_vs_vwap_pct": -0.9952, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0563, "prev_amount_yi": 0.0627, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8979, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:38", "open": 15.48, "high": 15.49, "low": 15.48, "close": 15.49, "amount_yi": 0.0034 }, { "time": "10:41", "open": 15.5, "high": 15.5, "low": 15.49, "close": 15.49, "amount_yi": 0.0148 }, { "time": "10:46", "open": 15.51, "high": 15.51, "low": 15.51, "close": 15.51, "amount_yi": 0.0141 }, { "time": "10:48", "open": 15.51, "high": 15.51, "low": 15.51, "close": 15.51, "amount_yi": 0.008 }, { "time": "10:49", "open": 15.5, "high": 15.5, "low": 15.5, "close": 15.5, "amount_yi": 0.016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.5, "ts": "2026-06-30T10:49:49", "prev_close": 15.88, "open": 15.89, "high": 15.9, "low": 15.47, "bid1": 15.49, "ask1": 15.5, "bid_qty1": 997, "ask_qty1": 504 }, "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": "2026-06-30T10:49:51", "sim_reason": "invalid_price_broken", "qty": 900, "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": 33.0901, "price_vs_vwap_pct": -1.0882, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1658, "prev_amount_yi": 0.172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:38", "open": 32.63, "high": 32.64, "low": 32.63, "close": 32.64, "amount_yi": 0.0184 }, { "time": "10:41", "open": 32.7, "high": 32.7, "low": 32.68, "close": 32.68, "amount_yi": 0.049 }, { "time": "10:46", "open": 32.75, "high": 32.75, "low": 32.75, "close": 32.75, "amount_yi": 0.067 }, { "time": "10:48", "open": 32.77, "high": 32.77, "low": 32.77, "close": 32.77, "amount_yi": 0.0182 }, { "time": "10:49", "open": 32.75, "high": 32.75, "low": 32.73, "close": 32.73, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86939.28, "current_position_value": 0.0, "cash_before_order": 630357.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.73, "ts": "2026-06-30T10:49:48", "prev_close": 34.26, "open": 33.58, "high": 33.85, "low": 32.54, "bid1": 32.73, "ask1": 32.74, "bid_qty1": 16, "ask_qty1": 22 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 630357.0, "market_value": 456324.0, "total_value": 1086681.0, "unrealized_pnl": 74584.00000000001, "unrealized_pnl_pct_of_initial": 7.458400000000001, "realized_pnl": 12096.999999999985, "realized_pnl_pct_of_initial": 1.2096999999999987, "total_pnl": 86681.0, "total_pnl_pct": 8.6681 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 2000, "sellable_qty": 1800, "avg_cost": 110.65, "last_price": 129.05, "market_value": 258100.00000000003, "unrealized_pnl": 36800.000000000015, "unrealized_pnl_pct": 16.629010393131495, "updated_at": "2026-06-30T10:49:51", "prev_close": 128.77, "holding_days": 10, "position_pct_of_total": 23.75122045936204 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 80.3, "last_price": 102.61, "market_value": 164176.0, "unrealized_pnl": 35696.0, "unrealized_pnl_pct": 27.78331257783313, "updated_at": "2026-06-30T10:49:51", "prev_close": 103.25, "holding_days": 6, "position_pct_of_total": 15.10802158131043 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 400, "avg_cost": 39.95, "last_price": 42.56, "market_value": 34048.0, "unrealized_pnl": 2087.9999999999995, "unrealized_pnl_pct": 6.533166458072581, "updated_at": "2026-06-30T10:49:51", "prev_close": 43.18, "holding_days": 9, "position_pct_of_total": 3.133210206123048 } ], "paper_orders": [ { "event_id": "20260630:SHSE.600584:profit_protection_day_drop_v2:step1@-6pct", "rule_id": "profit_protection_day_drop_v2", "tier": "step1@-6pct", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "FILLED", "order_kind": "RISK_SELL", "qty": 800, "quantity": 800, "price": 96.57, "amount": 77256.0, "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。", "trigger_price": 96.57, "day_return_pct": -6.4697, "unrealized_profit_pct": 20.2615, "quantity_before": 2400, "sellable_qty_before": 2400, "avg_cost": 80.3, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 13015.999999999996, "cost_basis": 64240.0, "realized_pnl_source": "order_raw_cost", "id": 6, "plan_date": "20260629", "trade_date": "20260630", "ts": "2026-06-30T09:40:52", "sim_reason": "profit_protection_day_drop_v2" }, { "event_id": "20260630:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 200, "quantity": 200, "price": 39.41, "amount": 7881.999999999999, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 39.41, "day_return_pct": -8.7309, "unrealized_profit_pct": 7.3842, "quantity_before": 600, "sellable_qty_before": 600, "avg_cost": 36.7, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 541.9999999999987, "cost_basis": 7340.000000000001, "realized_pnl_source": "order_raw_cost", "id": 7, "plan_date": "20260629", "trade_date": "20260630", "ts": "2026-06-30T09:41:23", "sim_reason": "loss_side_invalidation_day_drop_v1" }, { "amount": 30089.999999999996, "base_exec_high": 301.11, "cash_before_order": 673565.0, "chase_ceiling": 305.56, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.3669, "entry_zone_high": 301.11, "entry_zone_low": 292.21, "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 301.11, "exec_low": 296.66, "intraday_vwap": null, "invalid_price": 287.76, "ma5": null, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 4.5613, "bar_count": 4, "bars": [ { "amount_yi": 0.7249, "close": 300.78, "high": 300.78, "low": 300.78, "open": 300.78, "time": "10:20" }, { "amount_yi": 1.2791, "close": 302.5, "high": 302.5, "low": 300.9, "open": 300.9, "time": "10:21" }, { "amount_yi": 1.252, "close": 302.27, "high": 302.27, "low": 302.27, "open": 302.27, "time": "10:22" }, { "amount_yi": 1.3053, "close": 300.9, "high": 300.9, "low": 300.9, "open": 300.9, "time": "10:23" } ], "energy_ratio": null, "min_samples": 3, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 5 }, "name": "澜起科技", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260629", "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP", "price": 300.9, "price_vs_vwap_pct": null, "qty": 100, "quote_ask1": 300.9, "quote_ask_qty1": 27, "quote_bid1": 300.68, "quote_bid_qty1": 23, "quote_high": 304.88, "quote_last": 300.9, "quote_low": 290.01, "quote_open": 296.66, "quote_prev_close": 296.06, "quote_ts": "2026-06-30T10:23:46", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 142.92, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SHSE.688008", "target_amount": 43164.52, "target_position_pct": 4.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "数据安全", "trade_date": "20260630", "trigger_price": 296.66, "ts": "2026-06-30T10:23:49", "id": 8 }, { "amount": 17280.0, "base_exec_high": 43.55, "cash_before_order": 673565.0, "chase_ceiling": null, "current_position_value": 17280.0, "decision": "position_add", "dynamic_exec_high": 43.55, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 43.55, "entry_zone_low": 40.68, "event_id": "20260629:20260630:SHSE.600353:POSITION_TREND_ADD:BUY", "exec_high": 43.55, "exec_low": 40.68, "intraday_vwap": 40.6759, "invalid_price": 42.12, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "旭光电子", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260629", "plan_id": "20260629:SHSE.600353:POSITION_TREND_ADD", "price": 43.2, "price_vs_vwap_pct": 6.2054, "qty": 400, "quote_ask1": 43.2, "quote_ask_qty1": 712, "quote_bid1": 43.19, "quote_bid_qty1": 45, "quote_high": 43.3, "quote_last": 43.2, "quote_low": 38.87, "quote_open": 42.64, "quote_prev_close": 43.18, "quote_ts": "2026-06-30T10:37:46", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 400, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct_t0_protection_capped", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SHSE.600353", "t0_protection_qty_cap": 400, "target_amount": 217367.8, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": null, "trade_date": "20260630", "trigger_price": 43.2, "ts": "2026-06-30T10:37:51", "id": 9 }, { "amount": 25927.999999999996, "base_exec_high": 130.68, "cash_before_order": 656285.0, "chase_ceiling": 130.68, "current_position_value": 233352.0, "decision": "position_add", "dynamic_exec_high": 130.68, "energy_floor_hint_yi": null, "entry_risk_pct": null, "entry_zone_high": 130.68, "entry_zone_low": 127.71, "event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY", "exec_high": 130.68, "exec_low": 127.71, "intraday_vwap": 127.71, "invalid_price": 126.4, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "上海新阳", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260629", "plan_id": "20260629:SZSE.300236:CORE_TREND_TACTICAL_ADD", "price": 129.64, "price_vs_vwap_pct": 1.5124, "qty": 200, "quote_ask1": 129.64, "quote_ask_qty1": 3, "quote_bid1": 129.58, "quote_bid_qty1": 2, "quote_high": 131.95, "quote_last": 129.64, "quote_low": 123.0, "quote_open": 129.5, "quote_prev_close": 128.77, "quote_ts": "2026-06-30T10:38:21", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 1800, "side": "BUY", "sim_reason": "core_profit_position_tactical_add", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 24.4535, "symbol": "SZSE.300236", "t0_protection_qty_cap": 1800, "target_amount": 265982.92, "target_position_pct": 24.4535, "template_key": "CORE_TREND_TACTICAL_ADD", "theme": null, "trade_date": "20260630", "trigger_price": 129.64, "ts": "2026-06-30T10:38:23", "id": 10 } ], "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": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察", "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,active_mainline_not_confirmed" } }, "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": 1, "filled_orders": 4, "filled_official_orders": 2, "position_add_signals": 0, "position_add_filled": 2, "filled_watch_orders": 1, "filled_shadow_orders": 1, "shadow_filled_orders": 1, "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 } }