{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260629", "trade_date": "20260630", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3835, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1869, "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": 14.401981599433821, "last": 32.33, "vwap": 32.869186803527796, "above_vwap": false, "amount": 441262259.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.932868904369844, "last": 35.98, "vwap": 34.42001962762687, "above_vwap": true, "amount": 873318506.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 13.05534495830174, "last": 74.56, "vwap": 73.5057528264149, "above_vwap": true, "amount": 3526925982.0 }, { "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": 11.500350315283757, "last": 445.6, "vwap": 420.8707630105756, "above_vwap": true, "amount": 3292537214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.991611099161114, "last": 51.6, "vwap": 48.998887572394764, "above_vwap": true, "amount": 2604311699.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20342549938902493, "above_vwap": true, "amount": 3978779.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 10.13245033112582, "last": 16.63, "vwap": 16.019496303993535, "above_vwap": true, "amount": 70791660.0 }, { "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": 72.81380950206521, "above_vwap": true, "amount": 7016193056.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.99077774362127, "last": 35.78, "vwap": 33.91183743715938, "above_vwap": true, "amount": 1347771720.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.5175879396985, "last": 53.49, "vwap": 52.42164951414169, "above_vwap": true, "amount": 1301531162.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.517196200458565, "last": 65.65, "vwap": 65.40341991368834, "above_vwap": true, "amount": 1054800195.0 }, { "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": 7.02928009056758, "last": 207.99, "vwap": 202.1264157752703, "above_vwap": true, "amount": 3388439149.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3835, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1869, "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": 14.401981599433821, "last": 32.33, "vwap": 32.869186803527796, "above_vwap": false, "amount": 441262259.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.932868904369844, "last": 35.98, "vwap": 34.42001962762687, "above_vwap": true, "amount": 873318506.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 13.05534495830174, "last": 74.56, "vwap": 73.5057528264149, "above_vwap": true, "amount": 3526925982.0 }, { "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": 11.500350315283757, "last": 445.6, "vwap": 420.8707630105756, "above_vwap": true, "amount": 3292537214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.991611099161114, "last": 51.6, "vwap": 48.998887572394764, "above_vwap": true, "amount": 2604311699.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20342549938902493, "above_vwap": true, "amount": 3978779.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 10.13245033112582, "last": 16.63, "vwap": 16.019496303993535, "above_vwap": true, "amount": 70791660.0 }, { "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": 72.81380950206521, "above_vwap": true, "amount": 7016193056.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.99077774362127, "last": 35.78, "vwap": 33.91183743715938, "above_vwap": true, "amount": 1347771720.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.5175879396985, "last": 53.49, "vwap": 52.42164951414169, "above_vwap": true, "amount": 1301531162.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.517196200458565, "last": 65.65, "vwap": 65.40341991368834, "above_vwap": true, "amount": 1054800195.0 }, { "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": 7.02928009056758, "last": 207.99, "vwap": 202.1264157752703, "above_vwap": true, "amount": 3388439149.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3835, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1869, "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": 14.401981599433821, "last": 32.33, "vwap": 32.869186803527796, "above_vwap": false, "amount": 441262259.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.932868904369844, "last": 35.98, "vwap": 34.42001962762687, "above_vwap": true, "amount": 873318506.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 13.05534495830174, "last": 74.56, "vwap": 73.5057528264149, "above_vwap": true, "amount": 3526925982.0 }, { "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": 11.500350315283757, "last": 445.6, "vwap": 420.8707630105756, "above_vwap": true, "amount": 3292537214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.991611099161114, "last": 51.6, "vwap": 48.998887572394764, "above_vwap": true, "amount": 2604311699.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20342549938902493, "above_vwap": true, "amount": 3978779.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 10.13245033112582, "last": 16.63, "vwap": 16.019496303993535, "above_vwap": true, "amount": 70791660.0 }, { "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": 72.81380950206521, "above_vwap": true, "amount": 7016193056.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.99077774362127, "last": 35.78, "vwap": 33.91183743715938, "above_vwap": true, "amount": 1347771720.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.5175879396985, "last": 53.49, "vwap": 52.42164951414169, "above_vwap": true, "amount": 1301531162.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.517196200458565, "last": 65.65, "vwap": 65.40341991368834, "above_vwap": true, "amount": 1054800195.0 }, { "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": 7.02928009056758, "last": 207.99, "vwap": 202.1264157752703, "above_vwap": true, "amount": 3388439149.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.3835, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "中芯产业链 / 半导体设备材料", "dominant_theme_share": 0.1869, "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": 14.401981599433821, "last": 32.33, "vwap": 32.869186803527796, "above_vwap": false, "amount": 441262259.0 }, { "symbol": "SZSE.300540", "name": "蜀道装备", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 13.932868904369844, "last": 35.98, "vwap": 34.42001962762687, "above_vwap": true, "amount": 873318506.0 }, { "symbol": "SHSE.688596", "name": "正帆科技", "theme": "氦气概念", "paper_scope": "active", "priority": 4, "ret_pct": 13.05534495830174, "last": 74.56, "vwap": 73.5057528264149, "above_vwap": true, "amount": 3526925982.0 }, { "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": 11.500350315283757, "last": 445.6, "vwap": 420.8707630105756, "above_vwap": true, "amount": 3292537214.0 }, { "symbol": "SHSE.688548", "name": "广钢气体", "theme": "氦气概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.991611099161114, "last": 51.6, "vwap": 48.998887572394764, "above_vwap": true, "amount": 2604311699.0 }, { "symbol": "SZSE.002808", "name": "恒久退", "theme": "数据安全", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473673, "last": 0.21, "vwap": 0.20342549938902493, "above_vwap": true, "amount": 3978779.0 }, { "symbol": "SHSE.688670", "name": "金迪克", "theme": "病毒防治", "paper_scope": "active", "priority": 6, "ret_pct": 10.13245033112582, "last": 16.63, "vwap": 16.019496303993535, "above_vwap": true, "amount": 70791660.0 }, { "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": 72.81380950206521, "above_vwap": true, "amount": 7016193056.0 }, { "symbol": "SHSE.600363", "name": "联创光电", "theme": "全息技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.99077774362127, "last": 35.78, "vwap": 33.91183743715938, "above_vwap": true, "amount": 1347771720.0 }, { "symbol": "SHSE.688336", "name": "三生国健", "theme": "重组蛋白", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.5175879396985, "last": 53.49, "vwap": 52.42164951414169, "above_vwap": true, "amount": 1301531162.0 }, { "symbol": "SZSE.002653", "name": "海思科", "theme": "创新药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.517196200458565, "last": 65.65, "vwap": 65.40341991368834, "above_vwap": true, "amount": 1054800195.0 }, { "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": 7.02928009056758, "last": 207.99, "vwap": 202.1264157752703, "above_vwap": true, "amount": 3388439149.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-06-30T13:38:24", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3900, "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": 7.7682, "price_vs_vwap_pct": 0.6668, "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": 0.0856, "prev_amount_yi": 0.0729, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0465 }, { "time": "13:33", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.016 }, { "time": "13:38", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 7.82, "ts": "2026-06-30T13:38:21", "prev_close": 8.06, "open": 8.0, "high": 8.09, "low": 7.65, "bid1": 7.82, "ask1": 7.83, "bid_qty1": 231, "ask_qty1": 173 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301393:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301393:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301393", "name": "昊帆生物", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 64.9, "exec_low": 64.9, "exec_high": 66.85, "invalid_price": 62.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "minute_energy_amount_too_low", "qty": 400, "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": 3.1538, "intraday_vwap": 64.1226, "price_vs_vwap_pct": 1.3527, "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": 0.1259, "prev_amount_yi": 0.1176, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 65.02, "high": 65.02, "low": 65.02, "close": 65.02, "amount_yi": 0.0812 }, { "time": "13:33", "open": 65.13, "high": 65.13, "low": 65.13, "close": 65.13, "amount_yi": 0.0116 }, { "time": "13:38", "open": 64.99, "high": 64.99, "low": 64.99, "close": 64.99, "amount_yi": 0.0331 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 65381.34, "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": 64.99, "ts": "2026-06-30T13:38:21", "prev_close": 63.1, "open": 62.54, "high": 65.88, "low": 61.6, "bid1": 64.93, "ask1": 65.0, "bid_qty1": 1, "ask_qty1": 21 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3900, "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": 7.6798, "price_vs_vwap_pct": 1.0443, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2782, "prev_amount_yi": 0.1724, "amount_floor_yi": 0.15, "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": "13:31", "open": 7.77, "high": 7.77, "low": 7.77, "close": 7.77, "amount_yi": 0.2078 }, { "time": "13:33", "open": 7.77, "high": 7.77, "low": 7.77, "close": 7.77, "amount_yi": 0.021 }, { "time": "13:38", "open": 7.76, "high": 7.76, "low": 7.76, "close": 7.76, "amount_yi": 0.0494 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 7.76, "ts": "2026-06-30T13:38:21", "prev_close": 7.9, "open": 7.95, "high": 7.95, "low": 7.53, "bid1": 7.76, "ask1": 7.77, "bid_qty1": 207, "ask_qty1": 403 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688117:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688117:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688117", "name": "圣诺生物", "side": "BUY", "priority": "P3", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 0.0524, "prev_amount_yi": 0.0289, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8131, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 26.63, "high": 26.63, "low": 26.63, "close": 26.63, "amount_yi": 0.0183 }, { "time": "13:33", "open": 26.66, "high": 26.66, "low": 26.66, "close": 26.66, "amount_yi": 0.0042 }, { "time": "13:38", "open": 26.64, "high": 26.64, "low": 26.64, "close": 26.64, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 26.64, "ts": "2026-06-30T13:38:23", "prev_close": 26.78, "open": 26.86, "high": 27.1, "low": 26.0, "bid1": 26.63, "ask1": 26.64, "bid_qty1": 6, "ask_qty1": 53 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 0.7673, "prev_amount_yi": 0.4512, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7006, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 74.78, "high": 74.78, "low": 74.78, "close": 74.78, "amount_yi": 0.4671 }, { "time": "13:33", "open": 74.88, "high": 74.88, "low": 74.88, "close": 74.88, "amount_yi": 0.0844 }, { "time": "13:38", "open": 74.56, "high": 74.56, "low": 74.56, "close": 74.56, "amount_yi": 0.2158 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 74.56, "ts": "2026-06-30T13:38:22", "prev_close": 65.95, "open": 70.61, "high": 76.88, "low": 70.61, "bid1": 74.57, "ask1": 74.62, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.301087:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.301087:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301087", "name": "可孚医疗", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 48.9, "exec_low": 48.9, "exec_high": 50.37, "invalid_price": 47.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "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": 47.0524, "price_vs_vwap_pct": 0.4837, "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": 0.0463, "prev_amount_yi": 0.0186, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 47.26, "high": 47.26, "low": 47.26, "close": 47.26, "amount_yi": 0.0136 }, { "time": "13:33", "open": 47.27, "high": 47.27, "low": 47.27, "close": 47.27, "amount_yi": 0.0024 }, { "time": "13:38", "open": 47.28, "high": 47.28, "low": 47.28, "close": 47.28, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 47.28, "ts": "2026-06-30T13:38:21", "prev_close": 47.62, "open": 47.79, "high": 48.0, "low": 46.05, "bid1": 47.28, "ask1": 47.29, "bid_qty1": 4, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688670:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688670:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688670", "name": "金迪克", "side": "BUY", "priority": "P6", "status": "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": "2026-06-30T13:38:24", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1800, "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": 0.0152, "prev_amount_yi": 0.0049, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.102, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 16.74, "high": 16.74, "low": 16.74, "close": 16.74, "amount_yi": 0.0081 }, { "time": "13:33", "open": 16.74, "high": 16.74, "low": 16.74, "close": 16.74, "amount_yi": 0.0014 }, { "time": "13:38", "open": 16.63, "high": 16.63, "low": 16.63, "close": 16.63, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 16.63, "ts": "2026-06-30T13:38:21", "prev_close": 15.1, "open": 15.0, "high": 16.99, "low": 14.7, "bid1": 16.52, "ask1": 16.63, "bid_qty1": 2, "ask_qty1": 90 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 600, "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": 44.5758, "price_vs_vwap_pct": 2.4323, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1692, "prev_amount_yi": 0.0573, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.9529, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 44.85, "high": 44.85, "low": 44.85, "close": 44.85, "amount_yi": 0.0438 }, { "time": "13:33", "open": 45.08, "high": 45.08, "low": 45.08, "close": 45.08, "amount_yi": 0.0188 }, { "time": "13:38", "open": 45.66, "high": 45.66, "low": 45.66, "close": 45.66, "amount_yi": 0.1066 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 45.66, "ts": "2026-06-30T13:38:21", "prev_close": 46.25, "open": 45.03, "high": 46.15, "low": 43.78, "bid1": 45.66, "ask1": 45.67, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "official_entry_wait_intraday_style_confirm", "qty": 200, "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": 4.4422, "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": 0.6478, "prev_amount_yi": 0.4135, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5666, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 109.29, "high": 109.29, "low": 109.29, "close": 109.29, "amount_yi": 0.2455 }, { "time": "13:33", "open": 109.66, "high": 109.66, "low": 109.66, "close": 109.66, "amount_yi": 0.2391 }, { "time": "13:38", "open": 109.63, "high": 109.63, "low": 109.63, "close": 109.63, "amount_yi": 0.1632 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 65381.34, "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": 109.63, "ts": "2026-06-30T13:38:22", "prev_close": 107.01, "open": 107.56, "high": 110.66, "low": 106.01, "bid1": 109.53, "ask1": 109.63, "bid_qty1": 15, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688566:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688566:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688566", "name": "吉贝尔", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.89, "exec_low": 25.89, "exec_high": 26.67, "invalid_price": 25.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "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": 0.0107, "prev_amount_yi": 0.0019, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 5.6316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 25.57, "high": 25.57, "low": 25.57, "close": 25.57, "amount_yi": 0.008 }, { "time": "13:33", "open": 25.57, "high": 25.57, "low": 25.57, "close": 25.57, "amount_yi": 0.0005 }, { "time": "13:38", "open": 25.59, "high": 25.59, "low": 25.59, "close": 25.59, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 25.59, "ts": "2026-06-30T13:38:19", "prev_close": 25.81, "open": 25.8, "high": 26.3, "low": 25.22, "bid1": 25.57, "ask1": 25.59, "bid_qty1": 54, "ask_qty1": 29 }, "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": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 1000, "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": 28.7605, "price_vs_vwap_pct": 1.2847, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4939, "prev_amount_yi": 0.3028, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 29.29, "high": 29.29, "low": 29.29, "close": 29.29, "amount_yi": 0.2657 }, { "time": "13:33", "open": 29.2, "high": 29.2, "low": 29.2, "close": 29.2, "amount_yi": 0.0505 }, { "time": "13:38", "open": 29.13, "high": 29.13, "low": 29.13, "close": 29.13, "amount_yi": 0.1777 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 29.13, "ts": "2026-06-30T13:38:21", "prev_close": 28.8, "open": 28.28, "high": 29.48, "low": 28.06, "bid1": 29.13, "ask1": 29.14, "bid_qty1": 85, "ask_qty1": 559 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 900, "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": 32.1706, "price_vs_vwap_pct": -0.4681, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3158, "prev_amount_yi": 0.1921, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 31.98, "high": 31.98, "low": 31.98, "close": 31.98, "amount_yi": 0.1923 }, { "time": "13:33", "open": 31.99, "high": 31.99, "low": 31.99, "close": 31.99, "amount_yi": 0.0386 }, { "time": "13:38", "open": 32.02, "high": 32.02, "low": 32.02, "close": 32.02, "amount_yi": 0.0849 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 32.02, "ts": "2026-06-30T13:38:21", "prev_close": 32.9, "open": 32.95, "high": 32.97, "low": 31.71, "bid1": 32.01, "ask1": 32.02, "bid_qty1": 1, "ask_qty1": 142 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3100, "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": 0.0311, "prev_amount_yi": 0.0217, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:31", "open": 9.92, "high": 9.92, "low": 9.92, "close": 9.92, "amount_yi": 0.0158 }, { "time": "13:33", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0038 }, { "time": "13:38", "open": 9.92, "high": 9.92, "low": 9.92, "close": 9.92, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130762.68, "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": 9.92, "ts": "2026-06-30T13:38:21", "prev_close": 10.22, "open": 10.22, "high": 10.23, "low": 9.88, "bid1": 9.92, "ask1": 9.93, "bid_qty1": 51, "ask_qty1": 88 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1963, "prev_amount_yi": 0.2801, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 33.9, "high": 33.9, "low": 33.9, "close": 33.9, "amount_yi": 0.0169 }, { "time": "13:23", "open": 33.86, "high": 33.86, "low": 33.86, "close": 33.86, "amount_yi": 0.0328 }, { "time": "13:31", "open": 33.85, "high": 33.85, "low": 33.85, "close": 33.85, "amount_yi": 0.0789 }, { "time": "13:33", "open": 33.92, "high": 33.92, "low": 33.92, "close": 33.92, "amount_yi": 0.0167 }, { "time": "13:38", "open": 33.87, "high": 33.87, "low": 33.87, "close": 33.87, "amount_yi": 0.051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 33.87, "ts": "2026-06-30T13:38:22", "prev_close": 33.96, "open": 33.5, "high": 34.87, "low": 33.36, "bid1": 33.86, "ask1": 33.87, "bid_qty1": 13, "ask_qty1": 47 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1700, "prev_close": null, "theme": "创新药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.36, "max_chase_pct": 1.5, "base_exec_high": 19.08, "dynamic_exec_high": null, "entry_zone_low": 18.52, "entry_zone_high": 19.08, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0713, "prev_amount_yi": 0.151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4722, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 18.17, "high": 18.17, "low": 18.17, "close": 18.17, "amount_yi": 0.0066 }, { "time": "13:23", "open": 18.16, "high": 18.16, "low": 18.16, "close": 18.16, "amount_yi": 0.0032 }, { "time": "13:31", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0285 }, { "time": "13:33", "open": 18.14, "high": 18.14, "low": 18.14, "close": 18.14, "amount_yi": 0.0099 }, { "time": "13:38", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 18.08, "ts": "2026-06-30T13:38:24", "prev_close": 18.35, "open": 18.2, "high": 18.71, "low": 17.86, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 51, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "ACTIONABLE", "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": "2026-06-30T13:38:24", "sim_reason": "trigger_touched", "qty": 1000, "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": 3.6479, "intraday_vwap": 29.0263, "price_vs_vwap_pct": 2.8722, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2047, "prev_amount_yi": 0.0811, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 29.3, "high": 29.3, "low": 29.3, "close": 29.3, "amount_yi": 0.0016 }, { "time": "13:23", "open": 29.28, "high": 29.28, "low": 29.28, "close": 29.28, "amount_yi": 0.0022 }, { "time": "13:31", "open": 29.8, "high": 29.8, "low": 29.8, "close": 29.8, "amount_yi": 0.0882 }, { "time": "13:33", "open": 29.76, "high": 29.76, "low": 29.76, "close": 29.76, "amount_yi": 0.0344 }, { "time": "13:38", "open": 29.86, "high": 29.86, "low": 29.86, "close": 29.86, "amount_yi": 0.0783 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43587.56, "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": 29.86, "ts": "2026-06-30T13:38:21", "prev_close": 29.28, "open": 28.99, "high": 29.98, "low": 28.48, "bid1": 29.85, "ask1": 29.88, "bid_qty1": 53, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300723:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300723", "name": "一品红", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 38.32, "exec_low": 38.32, "exec_high": 38.89, "invalid_price": 37.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "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": 37.1318, "price_vs_vwap_pct": 0.3183, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1696, "prev_amount_yi": 0.2178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 37.25, "high": 37.25, "low": 37.25, "close": 37.25, "amount_yi": 0.0075 }, { "time": "13:23", "open": 37.18, "high": 37.18, "low": 37.18, "close": 37.18, "amount_yi": 0.0189 }, { "time": "13:31", "open": 37.17, "high": 37.17, "low": 37.17, "close": 37.17, "amount_yi": 0.0714 }, { "time": "13:33", "open": 37.25, "high": 37.25, "low": 37.25, "close": 37.25, "amount_yi": 0.0223 }, { "time": "13:38", "open": 37.25, "high": 37.25, "low": 37.25, "close": 37.25, "amount_yi": 0.0495 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 37.25, "ts": "2026-06-30T13:38:21", "prev_close": 37.98, "open": 37.21, "high": 37.96, "low": 36.68, "bid1": 37.22, "ask1": 37.25, "bid_qty1": 307, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688266:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688266", "name": "泽璟制药-U", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 117.54, "exec_low": 117.54, "exec_high": 119.3, "invalid_price": 114.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3785, "prev_amount_yi": 0.5261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 114.92, "high": 114.92, "low": 114.92, "close": 114.92, "amount_yi": 0.0247 }, { "time": "13:23", "open": 114.81, "high": 114.81, "low": 114.81, "close": 114.81, "amount_yi": 0.0203 }, { "time": "13:31", "open": 114.3, "high": 114.3, "low": 114.3, "close": 114.3, "amount_yi": 0.1925 }, { "time": "13:33", "open": 114.62, "high": 114.62, "low": 114.62, "close": 114.62, "amount_yi": 0.0407 }, { "time": "13:38", "open": 114.2, "high": 114.2, "low": 114.2, "close": 114.2, "amount_yi": 0.1003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 114.2, "ts": "2026-06-30T13:38:21", "prev_close": 114.41, "open": 115.01, "high": 118.0, "low": 112.0, "bid1": 114.2, "ask1": 114.29, "bid_qty1": 7, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.600196:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.600196:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600196", "name": "复星医药", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.75, "exec_low": 22.75, "exec_high": 23.09, "invalid_price": 22.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 1300, "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": 22.3425, "price_vs_vwap_pct": 0.0783, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2267, "prev_amount_yi": 0.3178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0299 }, { "time": "13:23", "open": 22.35, "high": 22.35, "low": 22.35, "close": 22.35, "amount_yi": 0.0162 }, { "time": "13:31", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.1039 }, { "time": "13:33", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0162 }, { "time": "13:38", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0605 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 22.36, "ts": "2026-06-30T13:38:23", "prev_close": 22.73, "open": 22.73, "high": 22.73, "low": 22.07, "bid1": 22.36, "ask1": 22.37, "bid_qty1": 56, "ask_qty1": 90 }, "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": "2026-06-30T13:38:24", "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": 27.8595, "price_vs_vwap_pct": 0.0018, "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": 0.3631, "prev_amount_yi": 0.4138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8775, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 27.85, "high": 27.85, "low": 27.85, "close": 27.85, "amount_yi": 0.0162 }, { "time": "13:23", "open": 27.84, "high": 27.84, "low": 27.84, "close": 27.84, "amount_yi": 0.0296 }, { "time": "13:31", "open": 27.8, "high": 27.8, "low": 27.8, "close": 27.8, "amount_yi": 0.1851 }, { "time": "13:33", "open": 27.84, "high": 27.84, "low": 27.84, "close": 27.84, "amount_yi": 0.0495 }, { "time": "13:38", "open": 27.86, "high": 27.86, "low": 27.86, "close": 27.86, "amount_yi": 0.0827 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 27.86, "ts": "2026-06-30T13:38:21", "prev_close": 28.72, "open": 28.62, "high": 28.63, "low": 27.39, "bid1": 27.86, "ask1": 27.87, "bid_qty1": 40, "ask_qty1": 44 }, "previous_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "near_trigger", "qty": 500, "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": 0.0401, "prev_amount_yi": 0.0851, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 54.26, "high": 54.26, "low": 54.26, "close": 54.26, "amount_yi": 0.0014 }, { "time": "13:23", "open": 54.18, "high": 54.18, "low": 54.18, "close": 54.18, "amount_yi": 0.0027 }, { "time": "13:31", "open": 54.01, "high": 54.01, "low": 54.01, "close": 54.01, "amount_yi": 0.019 }, { "time": "13:33", "open": 54.12, "high": 54.12, "low": 54.12, "close": 54.12, "amount_yi": 0.0023 }, { "time": "13:38", "open": 54.03, "high": 54.03, "low": 54.03, "close": 54.03, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 54.03, "ts": "2026-06-30T13:38:24", "prev_close": 54.24, "open": 53.21, "high": 54.46, "low": 52.82, "bid1": 53.93, "ask1": 54.03, "bid_qty1": 11, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3200, "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": 9.3818, "price_vs_vwap_pct": 1.6862, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1746, "prev_amount_yi": 0.1792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 9.45, "high": 9.45, "low": 9.45, "close": 9.45, "amount_yi": 0.0169 }, { "time": "13:23", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.0081 }, { "time": "13:31", "open": 9.51, "high": 9.51, "low": 9.51, "close": 9.51, "amount_yi": 0.073 }, { "time": "13:33", "open": 9.51, "high": 9.51, "low": 9.51, "close": 9.51, "amount_yi": 0.015 }, { "time": "13:38", "open": 9.54, "high": 9.54, "low": 9.54, "close": 9.54, "amount_yi": 0.0616 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 9.54, "ts": "2026-06-30T13:38:21", "prev_close": 9.86, "open": 9.42, "high": 9.7, "low": 9.18, "bid1": 9.53, "ask1": 9.54, "bid_qty1": 237, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688356:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688356:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688356", "name": "XD键凯科", "side": "BUY", "priority": "W9", "status": "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": "2026-06-30T13:38:24", "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": 0.0514, "prev_amount_yi": 0.0223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 77.22, "high": 77.22, "low": 77.22, "close": 77.22, "amount_yi": 0.0008 }, { "time": "13:23", "open": 77.1, "high": 77.1, "low": 77.1, "close": 77.1, "amount_yi": 0.002 }, { "time": "13:31", "open": 77.33, "high": 77.33, "low": 77.33, "close": 77.33, "amount_yi": 0.0211 }, { "time": "13:33", "open": 77.8, "high": 77.8, "low": 77.8, "close": 77.8, "amount_yi": 0.0039 }, { "time": "13:38", "open": 77.52, "high": 77.52, "low": 77.52, "close": 77.52, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 77.52, "ts": "2026-06-30T13:38:20", "prev_close": 79.1, "open": 78.01, "high": 79.0, "low": 76.16, "bid1": 77.31, "ask1": 77.51, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 56.8687, "price_vs_vwap_pct": -0.0505, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1233, "prev_amount_yi": 0.1693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 56.95, "high": 56.95, "low": 56.95, "close": 56.95, "amount_yi": 0.0125 }, { "time": "13:23", "open": 56.88, "high": 56.88, "low": 56.88, "close": 56.88, "amount_yi": 0.0043 }, { "time": "13:31", "open": 56.86, "high": 56.86, "low": 56.86, "close": 56.86, "amount_yi": 0.0573 }, { "time": "13:33", "open": 56.97, "high": 56.97, "low": 56.97, "close": 56.97, "amount_yi": 0.0253 }, { "time": "13:38", "open": 56.84, "high": 56.84, "low": 56.84, "close": 56.84, "amount_yi": 0.0239 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 56.84, "ts": "2026-06-30T13:38:23", "prev_close": 57.57, "open": 57.5, "high": 57.59, "low": 56.4, "bid1": 56.84, "ask1": 56.88, "bid_qty1": 10, "ask_qty1": 1 }, "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": "2026-06-30T13:38:24", "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": 0.1116, "prev_amount_yi": 0.0968, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1529, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 86.4, "high": 86.4, "low": 86.4, "close": 86.4, "amount_yi": 0.0038 }, { "time": "13:23", "open": 86.36, "high": 86.36, "low": 86.36, "close": 86.36, "amount_yi": 0.0087 }, { "time": "13:31", "open": 86.51, "high": 86.51, "low": 86.51, "close": 86.51, "amount_yi": 0.065 }, { "time": "13:33", "open": 86.51, "high": 86.51, "low": 86.51, "close": 86.51, "amount_yi": 0.0038 }, { "time": "13:38", "open": 86.66, "high": 86.66, "low": 86.66, "close": 86.66, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 86.66, "ts": "2026-06-30T13:38:22", "prev_close": 84.89, "open": 84.33, "high": 91.61, "low": 83.6, "bid1": 86.63, "ask1": 86.66, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.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": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "near_trigger", "qty": 1100, "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": 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": 0.0928, "prev_amount_yi": 0.0868, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 26.12, "high": 26.12, "low": 26.12, "close": 26.12, "amount_yi": 0.0078 }, { "time": "13:23", "open": 26.09, "high": 26.09, "low": 26.09, "close": 26.09, "amount_yi": 0.0021 }, { "time": "13:31", "open": 26.04, "high": 26.04, "low": 26.04, "close": 26.04, "amount_yi": 0.047 }, { "time": "13:33", "open": 26.11, "high": 26.11, "low": 26.11, "close": 26.11, "amount_yi": 0.0168 }, { "time": "13:38", "open": 26.08, "high": 26.08, "low": 26.08, "close": 26.08, "amount_yi": 0.0191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 26.08, "ts": "2026-06-30T13:38:22", "prev_close": 26.18, "open": 26.18, "high": 26.82, "low": 25.8, "bid1": 26.07, "ask1": 26.08, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2400, "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": 0.0304, "prev_amount_yi": 0.0575, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 12.77, "high": 12.77, "low": 12.77, "close": 12.77, "amount_yi": 0.0017 }, { "time": "13:23", "open": 12.76, "high": 12.76, "low": 12.76, "close": 12.76, "amount_yi": 0.0012 }, { "time": "13:31", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0153 }, { "time": "13:33", "open": 12.75, "high": 12.75, "low": 12.75, "close": 12.75, "amount_yi": 0.0039 }, { "time": "13:38", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 12.73, "ts": "2026-06-30T13:38:17", "prev_close": 12.71, "open": 12.53, "high": 13.1, "low": 12.46, "bid1": 12.72, "ask1": 12.73, "bid_qty1": 30, "ask_qty1": 28 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 700, "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": 0.0826, "prev_amount_yi": 0.0956, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 40.18, "high": 40.18, "low": 40.18, "close": 40.18, "amount_yi": 0.0038 }, { "time": "13:23", "open": 40.19, "high": 40.19, "low": 40.19, "close": 40.19, "amount_yi": 0.004 }, { "time": "13:31", "open": 40.01, "high": 40.01, "low": 40.01, "close": 40.01, "amount_yi": 0.0397 }, { "time": "13:33", "open": 40.1, "high": 40.1, "low": 40.1, "close": 40.1, "amount_yi": 0.0086 }, { "time": "13:38", "open": 40.02, "high": 40.02, "low": 40.02, "close": 40.02, "amount_yi": 0.0265 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 40.02, "ts": "2026-06-30T13:38:23", "prev_close": 40.7, "open": 40.78, "high": 41.6, "low": 39.73, "bid1": 40.02, "ask1": 40.03, "bid_qty1": 2, "ask_qty1": 27 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 600, "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": 0.0563, "prev_amount_yi": 0.0554, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 44.99, "high": 44.99, "low": 44.99, "close": 44.99, "amount_yi": 0.0023 }, { "time": "13:23", "open": 45.04, "high": 45.04, "low": 45.04, "close": 45.04, "amount_yi": 0.0025 }, { "time": "13:31", "open": 44.91, "high": 44.91, "low": 44.91, "close": 44.91, "amount_yi": 0.036 }, { "time": "13:33", "open": 44.98, "high": 44.98, "low": 44.98, "close": 44.98, "amount_yi": 0.0055 }, { "time": "13:38", "open": 44.81, "high": 44.81, "low": 44.81, "close": 44.81, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 44.81, "ts": "2026-06-30T13:38:17", "prev_close": 47.0, "open": 47.0, "high": 47.14, "low": 44.5, "bid1": 44.84, "ask1": 44.87, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 500, "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": 52.4708, "price_vs_vwap_pct": -0.6876, "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": 1.7252, "prev_amount_yi": 2.1997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 52.25, "high": 52.25, "low": 52.25, "close": 52.25, "amount_yi": 0.0954 }, { "time": "13:23", "open": 52.19, "high": 52.19, "low": 52.19, "close": 52.19, "amount_yi": 0.1562 }, { "time": "13:31", "open": 52.11, "high": 52.11, "low": 52.11, "close": 52.11, "amount_yi": 0.8019 }, { "time": "13:33", "open": 52.15, "high": 52.15, "low": 52.15, "close": 52.15, "amount_yi": 0.1864 }, { "time": "13:38", "open": 52.11, "high": 52.11, "low": 52.11, "close": 52.11, "amount_yi": 0.4853 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 52.11, "ts": "2026-06-30T13:38:21", "prev_close": 52.93, "open": 52.97, "high": 53.45, "low": 51.8, "bid1": 52.11, "ask1": 52.12, "bid_qty1": 30, "ask_qty1": 250 }, "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": "2026-06-30T13:38:24", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4592, "prev_amount_yi": 0.7234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6348, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 254.13, "high": 254.13, "low": 254.13, "close": 254.13, "amount_yi": 0.0485 }, { "time": "13:23", "open": 254.01, "high": 254.01, "low": 254.01, "close": 254.01, "amount_yi": 0.019 }, { "time": "13:31", "open": 253.9, "high": 253.9, "low": 253.9, "close": 253.9, "amount_yi": 0.2225 }, { "time": "13:33", "open": 253.9, "high": 253.9, "low": 253.9, "close": 253.9, "amount_yi": 0.0609 }, { "time": "13:38", "open": 253.77, "high": 253.77, "low": 253.77, "close": 253.77, "amount_yi": 0.1083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 253.77, "ts": "2026-06-30T13:38:23", "prev_close": 255.9, "open": 257.92, "high": 258.9, "low": 251.02, "bid1": 253.79, "ask1": 253.85, "bid_qty1": 21, "ask_qty1": 2 }, "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": "2026-06-30T13:38:24", "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": 22.2148, "price_vs_vwap_pct": -0.2917, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.331, "prev_amount_yi": 0.2811, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1775, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 22.14, "high": 22.14, "low": 22.14, "close": 22.14, "amount_yi": 0.0144 }, { "time": "13:23", "open": 22.13, "high": 22.13, "low": 22.13, "close": 22.13, "amount_yi": 0.0151 }, { "time": "13:31", "open": 22.13, "high": 22.13, "low": 22.13, "close": 22.13, "amount_yi": 0.1747 }, { "time": "13:33", "open": 22.16, "high": 22.16, "low": 22.16, "close": 22.16, "amount_yi": 0.0363 }, { "time": "13:38", "open": 22.15, "high": 22.15, "low": 22.15, "close": 22.15, "amount_yi": 0.0905 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 22.15, "ts": "2026-06-30T13:38:21", "prev_close": 22.1, "open": 22.06, "high": 22.72, "low": 21.88, "bid1": 22.14, "ask1": 22.15, "bid_qty1": 122, "ask_qty1": 143 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 66.2462, "price_vs_vwap_pct": -0.5226, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1418, "prev_amount_yi": 0.1808, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 65.84, "high": 65.84, "low": 65.84, "close": 65.84, "amount_yi": 0.0068 }, { "time": "13:23", "open": 65.85, "high": 65.85, "low": 65.85, "close": 65.85, "amount_yi": 0.0136 }, { "time": "13:31", "open": 65.86, "high": 65.86, "low": 65.86, "close": 65.86, "amount_yi": 0.0805 }, { "time": "13:33", "open": 65.93, "high": 65.93, "low": 65.93, "close": 65.93, "amount_yi": 0.0088 }, { "time": "13:38", "open": 65.9, "high": 65.9, "low": 65.9, "close": 65.9, "amount_yi": 0.0321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 65.9, "ts": "2026-06-30T13:38:21", "prev_close": 67.75, "open": 67.5, "high": 67.94, "low": 65.43, "bid1": 65.89, "ask1": 65.9, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688197:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688197", "name": "首药控股-U", "side": "BUY", "priority": "W20", "status": "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": "2026-06-30T13:38:24", "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": 0.013, "prev_amount_yi": 0.0126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 33.27, "high": 33.27, "low": 33.27, "close": 33.27, "amount_yi": 0.0024 }, { "time": "13:23", "open": 33.23, "high": 33.23, "low": 33.23, "close": 33.23, "amount_yi": 0.0029 }, { "time": "13:31", "open": 33.08, "high": 33.08, "low": 33.08, "close": 33.08, "amount_yi": 0.0034 }, { "time": "13:33", "open": 33.18, "high": 33.18, "low": 33.18, "close": 33.18, "amount_yi": 0.0021 }, { "time": "13:38", "open": 33.17, "high": 33.17, "low": 33.17, "close": 33.17, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 33.17, "ts": "2026-06-30T13:38:24", "prev_close": 33.86, "open": 33.78, "high": 34.24, "low": 32.73, "bid1": 33.19, "ask1": 33.22, "bid_qty1": 8, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 0.0331, "prev_amount_yi": 0.0363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 51.02, "high": 51.02, "low": 51.02, "close": 51.02, "amount_yi": 0.0006 }, { "time": "13:23", "open": 50.93, "high": 50.93, "low": 50.93, "close": 50.93, "amount_yi": 0.0076 }, { "time": "13:31", "open": 50.79, "high": 50.79, "low": 50.79, "close": 50.79, "amount_yi": 0.0148 }, { "time": "13:33", "open": 50.94, "high": 50.94, "low": 50.94, "close": 50.94, "amount_yi": 0.0021 }, { "time": "13:38", "open": 50.9, "high": 50.9, "low": 50.9, "close": 50.9, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 50.9, "ts": "2026-06-30T13:38:24", "prev_close": 51.42, "open": 51.01, "high": 51.9, "low": 50.5, "bid1": 50.82, "ask1": 50.92, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3500, "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": 8.8177, "price_vs_vwap_pct": -1.108, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0357, "prev_amount_yi": 0.0249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 8.75, "high": 8.75, "low": 8.75, "close": 8.75, "amount_yi": 0.0003 }, { "time": "13:23", "open": 8.76, "high": 8.76, "low": 8.76, "close": 8.76, "amount_yi": 0.0001 }, { "time": "13:31", "open": 8.73, "high": 8.73, "low": 8.73, "close": 8.73, "amount_yi": 0.0121 }, { "time": "13:33", "open": 8.74, "high": 8.74, "low": 8.74, "close": 8.74, "amount_yi": 0.0004 }, { "time": "13:38", "open": 8.72, "high": 8.72, "low": 8.72, "close": 8.72, "amount_yi": 0.0228 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 8.72, "ts": "2026-06-30T13:38:21", "prev_close": 9.0, "open": 8.9, "high": 9.03, "low": 8.66, "bid1": 8.72, "ask1": 8.73, "bid_qty1": 39, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.002773:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002773", "name": "康弘药业", "side": "BUY", "priority": "W23", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1500, "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": 20.3863, "price_vs_vwap_pct": -0.5214, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1049, "prev_amount_yi": 0.0661, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.587, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 20.42, "high": 20.42, "low": 20.42, "close": 20.42, "amount_yi": 0.0026 }, { "time": "13:23", "open": 20.41, "high": 20.41, "low": 20.41, "close": 20.41, "amount_yi": 0.001 }, { "time": "13:31", "open": 20.3, "high": 20.3, "low": 20.3, "close": 20.3, "amount_yi": 0.0369 }, { "time": "13:33", "open": 20.32, "high": 20.32, "low": 20.32, "close": 20.32, "amount_yi": 0.0079 }, { "time": "13:38", "open": 20.28, "high": 20.28, "low": 20.28, "close": 20.28, "amount_yi": 0.0565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 20.28, "ts": "2026-06-30T13:38:21", "prev_close": 20.93, "open": 20.81, "high": 20.81, "low": 20.21, "bid1": 20.27, "ask1": 20.28, "bid_qty1": 24, "ask_qty1": 23 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 1000, "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": 0.0633, "prev_amount_yi": 0.1097, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 28.39, "high": 28.39, "low": 28.39, "close": 28.39, "amount_yi": 0.0063 }, { "time": "13:23", "open": 28.33, "high": 28.33, "low": 28.33, "close": 28.33, "amount_yi": 0.0062 }, { "time": "13:31", "open": 28.29, "high": 28.29, "low": 28.29, "close": 28.29, "amount_yi": 0.0345 }, { "time": "13:33", "open": 28.32, "high": 28.32, "low": 28.32, "close": 28.32, "amount_yi": 0.0036 }, { "time": "13:38", "open": 28.23, "high": 28.23, "low": 28.23, "close": 28.23, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 28.23, "ts": "2026-06-30T13:38:24", "prev_close": 28.47, "open": 28.48, "high": 28.88, "low": 27.83, "bid1": 28.23, "ask1": 28.25, "bid_qty1": 1, "ask_qty1": 70 }, "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": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 48.0874, "price_vs_vwap_pct": 0.4421, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1221, "prev_amount_yi": 0.0855, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 48.31, "high": 48.31, "low": 48.31, "close": 48.31, "amount_yi": 0.0068 }, { "time": "13:23", "open": 48.29, "high": 48.29, "low": 48.29, "close": 48.29, "amount_yi": 0.0083 }, { "time": "13:31", "open": 48.23, "high": 48.23, "low": 48.23, "close": 48.23, "amount_yi": 0.0441 }, { "time": "13:33", "open": 48.37, "high": 48.37, "low": 48.37, "close": 48.37, "amount_yi": 0.023 }, { "time": "13:38", "open": 48.3, "high": 48.3, "low": 48.3, "close": 48.3, "amount_yi": 0.0399 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 48.3, "ts": "2026-06-30T13:38:21", "prev_close": 47.75, "open": 47.78, "high": 48.78, "low": 46.7, "bid1": 48.26, "ask1": 48.3, "bid_qty1": 14, "ask_qty1": 146 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "minute_energy_ratio_too_low", "qty": 2400, "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": 3.4109, "intraday_vwap": 12.7977, "price_vs_vwap_pct": 0.7212, "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": 0.3886, "prev_amount_yi": 0.4853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 12.91, "high": 12.91, "low": 12.91, "close": 12.91, "amount_yi": 0.0252 }, { "time": "13:23", "open": 12.88, "high": 12.88, "low": 12.88, "close": 12.88, "amount_yi": 0.0343 }, { "time": "13:31", "open": 12.9, "high": 12.9, "low": 12.9, "close": 12.9, "amount_yi": 0.1635 }, { "time": "13:33", "open": 12.94, "high": 12.94, "low": 12.94, "close": 12.94, "amount_yi": 0.0465 }, { "time": "13:38", "open": 12.89, "high": 12.89, "low": 12.89, "close": 12.89, "amount_yi": 0.1191 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43587.56, "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": 12.89, "ts": "2026-06-30T13:38:21", "prev_close": 12.84, "open": 12.76, "high": 13.04, "low": 12.55, "bid1": 12.89, "ask1": 12.9, "bid_qty1": 64, "ask_qty1": 1130 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "minute_energy_amount_too_low", "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": 3.3915, "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": 0.0705, "prev_amount_yi": 0.1216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5798, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 20.82, "high": 20.82, "low": 20.82, "close": 20.82, "amount_yi": 0.0097 }, { "time": "13:23", "open": 20.83, "high": 20.83, "low": 20.83, "close": 20.83, "amount_yi": 0.0037 }, { "time": "13:31", "open": 20.69, "high": 20.69, "low": 20.69, "close": 20.69, "amount_yi": 0.0401 }, { "time": "13:33", "open": 20.76, "high": 20.76, "low": 20.76, "close": 20.76, "amount_yi": 0.0104 }, { "time": "13:38", "open": 20.63, "high": 20.63, "low": 20.63, "close": 20.63, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43587.56, "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": 20.63, "ts": "2026-06-30T13:38:23", "prev_close": 20.05, "open": 19.77, "high": 20.9, "low": 19.52, "bid1": 20.63, "ask1": 20.64, "bid_qty1": 17, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1800, "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": 0.054, "prev_amount_yi": 0.0367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 16.82, "high": 16.82, "low": 16.82, "close": 16.82, "amount_yi": 0.0024 }, { "time": "13:23", "open": 16.83, "high": 16.83, "low": 16.83, "close": 16.83, "amount_yi": 0.0004 }, { "time": "13:31", "open": 16.79, "high": 16.79, "low": 16.79, "close": 16.79, "amount_yi": 0.038 }, { "time": "13:33", "open": 16.81, "high": 16.81, "low": 16.81, "close": 16.81, "amount_yi": 0.0041 }, { "time": "13:38", "open": 16.8, "high": 16.8, "low": 16.8, "close": 16.8, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 16.8, "ts": "2026-06-30T13:38:24", "prev_close": 17.36, "open": 17.19, "high": 17.51, "low": 16.76, "bid1": 16.8, "ask1": 16.81, "bid_qty1": 43, "ask_qty1": 26 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 3200, "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": 9.391, "price_vs_vwap_pct": 0.2023, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0393, "prev_amount_yi": 0.0859, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4575, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.0038 }, { "time": "13:23", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.001 }, { "time": "13:31", "open": 9.4, "high": 9.4, "low": 9.4, "close": 9.4, "amount_yi": 0.0177 }, { "time": "13:33", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.0032 }, { "time": "13:38", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 9.41, "ts": "2026-06-30T13:38:21", "prev_close": 9.67, "open": 9.57, "high": 9.67, "low": 9.26, "bid1": 9.4, "ask1": 9.41, "bid_qty1": 289, "ask_qty1": 379 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300725:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300725:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300725", "name": "药石科技", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.72, "exec_low": 36.72, "exec_high": 37.27, "invalid_price": 35.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 800, "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": 35.7145, "price_vs_vwap_pct": 1.5554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1667, "prev_amount_yi": 0.2595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 36.32, "high": 36.32, "low": 36.32, "close": 36.32, "amount_yi": 0.0085 }, { "time": "13:23", "open": 36.3, "high": 36.3, "low": 36.3, "close": 36.3, "amount_yi": 0.0144 }, { "time": "13:31", "open": 36.21, "high": 36.21, "low": 36.21, "close": 36.21, "amount_yi": 0.0726 }, { "time": "13:33", "open": 36.39, "high": 36.39, "low": 36.39, "close": 36.39, "amount_yi": 0.026 }, { "time": "13:38", "open": 36.27, "high": 36.27, "low": 36.27, "close": 36.27, "amount_yi": 0.0452 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 36.27, "ts": "2026-06-30T13:38:21", "prev_close": 36.18, "open": 35.68, "high": 36.55, "low": 35.18, "bid1": 36.26, "ask1": 36.27, "bid_qty1": 5, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.605177:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.605177:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.605177", "name": "东亚药业", "side": "BUY", "priority": "W31", "status": "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": "2026-06-30T13:38:24", "sim_reason": "near_trigger", "qty": 1700, "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": 17.2069, "price_vs_vwap_pct": 1.2385, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0274, "prev_amount_yi": 0.0188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4574, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 17.46, "high": 17.46, "low": 17.46, "close": 17.46, "amount_yi": 0.0022 }, { "time": "13:23", "open": 17.47, "high": 17.47, "low": 17.47, "close": 17.47, "amount_yi": 0.0003 }, { "time": "13:31", "open": 17.44, "high": 17.44, "low": 17.44, "close": 17.44, "amount_yi": 0.0143 }, { "time": "13:33", "open": 17.42, "high": 17.42, "low": 17.42, "close": 17.42, "amount_yi": 0.0011 }, { "time": "13:38", "open": 17.42, "high": 17.42, "low": 17.42, "close": 17.42, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 17.42, "ts": "2026-06-30T13:38:22", "prev_close": 17.2, "open": 17.18, "high": 17.62, "low": 16.6, "bid1": 17.4, "ask1": 17.42, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 37.3893, "price_vs_vwap_pct": -1.0947, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1708, "prev_amount_yi": 0.1622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 37.18, "high": 37.18, "low": 37.18, "close": 37.18, "amount_yi": 0.0032 }, { "time": "13:23", "open": 37.17, "high": 37.17, "low": 37.17, "close": 37.17, "amount_yi": 0.0103 }, { "time": "13:31", "open": 36.99, "high": 36.99, "low": 36.99, "close": 36.99, "amount_yi": 0.0743 }, { "time": "13:33", "open": 36.98, "high": 36.98, "low": 36.98, "close": 36.98, "amount_yi": 0.0202 }, { "time": "13:38", "open": 36.98, "high": 36.98, "low": 36.98, "close": 36.98, "amount_yi": 0.0628 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 36.98, "ts": "2026-06-30T13:38:21", "prev_close": 38.72, "open": 38.5, "high": 38.62, "low": 36.73, "bid1": 36.98, "ask1": 36.99, "bid_qty1": 9, "ask_qty1": 38 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688163:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688163:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688163", "name": "赛伦生物", "side": "BUY", "priority": "W33", "status": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "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": 0.0702, "prev_amount_yi": 0.0251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 47.13, "high": 47.13, "low": 47.13, "close": 47.13, "amount_yi": 0.0025 }, { "time": "13:23", "open": 47.23, "high": 47.23, "low": 47.23, "close": 47.23, "amount_yi": 0.0113 }, { "time": "13:31", "open": 47.58, "high": 47.58, "low": 47.58, "close": 47.58, "amount_yi": 0.0377 }, { "time": "13:33", "open": 47.81, "high": 47.81, "low": 47.81, "close": 47.81, "amount_yi": 0.0053 }, { "time": "13:38", "open": 47.6, "high": 47.6, "low": 47.6, "close": 47.6, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 47.6, "ts": "2026-06-30T13:38:22", "prev_close": 48.08, "open": 48.35, "high": 48.61, "low": 45.25, "bid1": 47.56, "ask1": 47.57, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1900, "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": 16.473, "price_vs_vwap_pct": -1.4144, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1562, "prev_amount_yi": 0.297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 16.4, "high": 16.4, "low": 16.4, "close": 16.4, "amount_yi": 0.0102 }, { "time": "13:23", "open": 16.39, "high": 16.39, "low": 16.39, "close": 16.39, "amount_yi": 0.011 }, { "time": "13:31", "open": 16.31, "high": 16.31, "low": 16.31, "close": 16.31, "amount_yi": 0.0702 }, { "time": "13:33", "open": 16.27, "high": 16.27, "low": 16.27, "close": 16.27, "amount_yi": 0.0206 }, { "time": "13:38", "open": 16.24, "high": 16.24, "low": 16.24, "close": 16.24, "amount_yi": 0.0442 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 16.24, "ts": "2026-06-30T13:38:21", "prev_close": 17.5, "open": 17.0, "high": 17.05, "low": 16.05, "bid1": 16.23, "ask1": 16.24, "bid_qty1": 176, "ask_qty1": 114 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300255:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300255", "name": "常山药业", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.83, "exec_low": 25.83, "exec_high": 26.22, "invalid_price": 25.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "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": 23.8326, "price_vs_vwap_pct": -0.976, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3266, "prev_amount_yi": 0.2336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 23.66, "high": 23.66, "low": 23.66, "close": 23.66, "amount_yi": 0.0318 }, { "time": "13:23", "open": 23.69, "high": 23.69, "low": 23.69, "close": 23.69, "amount_yi": 0.0353 }, { "time": "13:31", "open": 23.57, "high": 23.57, "low": 23.57, "close": 23.57, "amount_yi": 0.1866 }, { "time": "13:33", "open": 23.63, "high": 23.63, "low": 23.63, "close": 23.63, "amount_yi": 0.0305 }, { "time": "13:38", "open": 23.6, "high": 23.6, "low": 23.6, "close": 23.6, "amount_yi": 0.0424 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 23.6, "ts": "2026-06-30T13:38:21", "prev_close": 24.41, "open": 24.48, "high": 24.66, "low": 23.36, "bid1": 23.6, "ask1": 23.61, "bid_qty1": 15, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002755:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.002755:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002755", "name": "奥赛康", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 13.56, "exec_low": 13.56, "exec_high": 13.76, "invalid_price": 13.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 2300, "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": 13.352, "price_vs_vwap_pct": 0.3595, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1067, "prev_amount_yi": 0.1559, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6844, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 13.49, "high": 13.49, "low": 13.49, "close": 13.49, "amount_yi": 0.0172 }, { "time": "13:23", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.013 }, { "time": "13:31", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0601 }, { "time": "13:33", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0028 }, { "time": "13:38", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0136 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 13.4, "ts": "2026-06-30T13:38:21", "prev_close": 13.49, "open": 13.43, "high": 13.55, "low": 13.16, "bid1": 13.39, "ask1": 13.4, "bid_qty1": 55, "ask_qty1": 72 }, "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": "TOUCHED", "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": "2026-06-30T13:38:24", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1300, "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": 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": 0.1727, "prev_amount_yi": 0.1813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9526, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 22.31, "high": 22.31, "low": 22.31, "close": 22.31, "amount_yi": 0.008 }, { "time": "13:23", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 0.0106 }, { "time": "13:31", "open": 22.29, "high": 22.29, "low": 22.29, "close": 22.29, "amount_yi": 0.0812 }, { "time": "13:33", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 0.0187 }, { "time": "13:38", "open": 22.42, "high": 22.42, "low": 22.42, "close": 22.42, "amount_yi": 0.0542 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 22.42, "ts": "2026-06-30T13:38:23", "prev_close": 22.0, "open": 21.42, "high": 22.69, "low": 21.42, "bid1": 22.41, "ask1": 22.42, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "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": "2026-06-30T13:38:24", "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": 0.9788, "prev_amount_yi": 0.5519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7735, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 199.16, "high": 199.16, "low": 199.16, "close": 199.16, "amount_yi": 0.0223 }, { "time": "13:23", "open": 198.96, "high": 198.96, "low": 198.96, "close": 198.96, "amount_yi": 0.0696 }, { "time": "13:31", "open": 202.05, "high": 202.05, "low": 202.05, "close": 202.05, "amount_yi": 0.458 }, { "time": "13:33", "open": 201.11, "high": 201.11, "low": 201.11, "close": 201.11, "amount_yi": 0.15 }, { "time": "13:38", "open": 202.61, "high": 202.61, "low": 202.61, "close": 202.61, "amount_yi": 0.2789 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 202.61, "ts": "2026-06-30T13:38:22", "prev_close": 196.01, "open": 193.0, "high": 206.88, "low": 192.51, "bid1": 202.61, "ask1": 202.64, "bid_qty1": 16, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688621:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688621:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688621", "name": "XD阳光诺", "side": "BUY", "priority": "W39", "status": "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 500, "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": 0.0304, "prev_amount_yi": 0.0412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 54.83, "high": 54.83, "low": 54.83, "close": 54.83, "amount_yi": 0.0045 }, { "time": "13:23", "open": 54.7, "high": 54.7, "low": 54.7, "close": 54.7, "amount_yi": 0.0014 }, { "time": "13:31", "open": 54.78, "high": 54.78, "low": 54.78, "close": 54.78, "amount_yi": 0.0154 }, { "time": "13:33", "open": 54.74, "high": 54.74, "low": 54.74, "close": 54.74, "amount_yi": 0.0025 }, { "time": "13:38", "open": 54.74, "high": 54.74, "low": 54.74, "close": 54.74, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 54.74, "ts": "2026-06-30T13:38:23", "prev_close": 55.03, "open": 55.0, "high": 56.0, "low": 54.0, "bid1": 54.72, "ask1": 54.74, "bid_qty1": 3, "ask_qty1": 0 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "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": 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": 1.9623, "prev_amount_yi": 1.3258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 36.19, "high": 36.19, "low": 36.19, "close": 36.19, "amount_yi": 0.2923 }, { "time": "13:23", "open": 36.3, "high": 36.3, "low": 36.3, "close": 36.3, "amount_yi": 0.0656 }, { "time": "13:31", "open": 36.69, "high": 36.69, "low": 36.69, "close": 36.69, "amount_yi": 1.0449 }, { "time": "13:33", "open": 36.49, "high": 36.49, "low": 36.49, "close": 36.49, "amount_yi": 0.2047 }, { "time": "13:38", "open": 36.33, "high": 36.33, "low": 36.33, "close": 36.33, "amount_yi": 0.3548 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 36.33, "ts": "2026-06-30T13:38:24", "prev_close": 37.8, "open": 36.0, "high": 36.83, "low": 34.35, "bid1": 36.33, "ask1": 36.34, "bid_qty1": 34, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300347:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300347:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300347", "name": "泰格医药", "side": "BUY", "priority": "W41", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 50.1, "exec_low": 50.1, "exec_high": 50.85, "invalid_price": 48.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "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": 47.8466, "price_vs_vwap_pct": 0.4669, "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": 0.4161, "prev_amount_yi": 0.4164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 48.41, "high": 48.41, "low": 48.41, "close": 48.41, "amount_yi": 0.0126 }, { "time": "13:23", "open": 48.4, "high": 48.4, "low": 48.4, "close": 48.4, "amount_yi": 0.0392 }, { "time": "13:31", "open": 48.25, "high": 48.25, "low": 48.25, "close": 48.25, "amount_yi": 0.2 }, { "time": "13:33", "open": 48.21, "high": 48.21, "low": 48.21, "close": 48.21, "amount_yi": 0.043 }, { "time": "13:38", "open": 48.07, "high": 48.07, "low": 48.07, "close": 48.07, "amount_yi": 0.1213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 48.07, "ts": "2026-06-30T13:38:21", "prev_close": 49.16, "open": 48.0, "high": 48.8, "low": 47.22, "bid1": 48.05, "ask1": 48.07, "bid_qty1": 15, "ask_qty1": 116 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688008:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688008:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688008", "name": "澜起科技", "side": "BUY", "priority": "W42", "status": "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": "2026-06-30T13:38:24", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 8.2241, "prev_amount_yi": 9.1485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 308.38, "high": 308.38, "low": 308.38, "close": 308.38, "amount_yi": 0.7608 }, { "time": "13:23", "open": 308.1, "high": 308.1, "low": 308.1, "close": 308.1, "amount_yi": 0.3594 }, { "time": "13:31", "open": 310.04, "high": 310.04, "low": 310.04, "close": 310.04, "amount_yi": 4.3285 }, { "time": "13:33", "open": 308.97, "high": 308.97, "low": 308.97, "close": 308.97, "amount_yi": 0.6839 }, { "time": "13:38", "open": 307.0, "high": 307.0, "low": 307.0, "close": 307.0, "amount_yi": 2.0915 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 307.0, "ts": "2026-06-30T13:38:22", "prev_close": 296.06, "open": 296.66, "high": 313.13, "low": 290.01, "bid1": 307.0, "ask1": 307.01, "bid_qty1": 34, "ask_qty1": 9 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 2900, "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": 0.0732, "prev_amount_yi": 0.0299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0053 }, { "time": "13:23", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0017 }, { "time": "13:31", "open": 10.52, "high": 10.52, "low": 10.52, "close": 10.52, "amount_yi": 0.048 }, { "time": "13:33", "open": 10.55, "high": 10.55, "low": 10.55, "close": 10.55, "amount_yi": 0.002 }, { "time": "13:38", "open": 10.55, "high": 10.55, "low": 10.55, "close": 10.55, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 10.55, "ts": "2026-06-30T13:38:20", "prev_close": 10.61, "open": 10.8, "high": 10.94, "low": 10.5, "bid1": 10.54, "ask1": 10.55, "bid_qty1": 17, "ask_qty1": 11 }, "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": "2026-06-30T13:38:24", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "prev_close": null, "theme": "CRO", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 79.83, "max_chase_pct": 1.5, "base_exec_high": 78.66, "dynamic_exec_high": null, "entry_zone_low": 76.34, "entry_zone_high": 78.66, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3058, "prev_amount_yi": 0.3314, "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": "13:22", "open": 82.22, "high": 82.22, "low": 82.22, "close": 82.22, "amount_yi": 0.0241 }, { "time": "13:23", "open": 82.34, "high": 82.34, "low": 82.34, "close": 82.34, "amount_yi": 0.0163 }, { "time": "13:31", "open": 81.79, "high": 81.79, "low": 81.79, "close": 81.79, "amount_yi": 0.1723 }, { "time": "13:33", "open": 82.11, "high": 82.11, "low": 82.11, "close": 82.11, "amount_yi": 0.0138 }, { "time": "13:38", "open": 81.36, "high": 81.36, "low": 81.36, "close": 81.36, "amount_yi": 0.0793 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 81.36, "ts": "2026-06-30T13:38:22", "prev_close": 77.35, "open": 77.0, "high": 83.45, "low": 75.02, "bid1": 81.38, "ask1": 81.63, "bid_qty1": 20, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300841:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300841:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300841", "name": "康华生物", "side": "BUY", "priority": "W45", "status": "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": "2026-06-30T13:38:24", "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": 46.6522, "price_vs_vwap_pct": 0.1025, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0365, "prev_amount_yi": 0.0537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 46.73, "high": 46.73, "low": 46.73, "close": 46.73, "amount_yi": 0.0036 }, { "time": "13:23", "open": 46.7, "high": 46.7, "low": 46.7, "close": 46.7, "amount_yi": 0.0007 }, { "time": "13:31", "open": 46.53, "high": 46.53, "low": 46.53, "close": 46.53, "amount_yi": 0.0177 }, { "time": "13:33", "open": 46.57, "high": 46.57, "low": 46.57, "close": 46.57, "amount_yi": 0.0019 }, { "time": "13:38", "open": 46.7, "high": 46.7, "low": 46.7, "close": 46.7, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:15", "prev_close": 46.9, "open": 47.5, "high": 47.5, "low": 46.0, "bid1": 46.63, "ask1": 46.7, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.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": "2026-06-30T13:38:24", "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": 0.0258, "prev_amount_yi": 0.0308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8377, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0008 }, { "time": "13:23", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0005 }, { "time": "13:31", "open": 43.96, "high": 43.96, "low": 43.96, "close": 43.96, "amount_yi": 0.0163 }, { "time": "13:33", "open": 44.04, "high": 44.04, "low": 44.04, "close": 44.04, "amount_yi": 0.0037 }, { "time": "13:38", "open": 44.05, "high": 44.05, "low": 44.05, "close": 44.05, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 44.05, "ts": "2026-06-30T13:38:22", "prev_close": 44.5, "open": 44.5, "high": 45.5, "low": 43.58, "bid1": 44.01, "ask1": 44.05, "bid_qty1": 4, "ask_qty1": 1 }, "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": "2026-06-30T13:38:24", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3145, "prev_amount_yi": 0.4222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7449, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 95.32, "high": 95.32, "low": 95.32, "close": 95.32, "amount_yi": 0.0386 }, { "time": "13:23", "open": 95.27, "high": 95.27, "low": 95.27, "close": 95.27, "amount_yi": 0.0091 }, { "time": "13:31", "open": 95.19, "high": 95.19, "low": 95.19, "close": 95.19, "amount_yi": 0.1465 }, { "time": "13:33", "open": 95.12, "high": 95.12, "low": 95.12, "close": 95.12, "amount_yi": 0.0212 }, { "time": "13:38", "open": 94.9, "high": 94.9, "low": 94.9, "close": 94.9, "amount_yi": 0.0991 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 94.9, "ts": "2026-06-30T13:38:24", "prev_close": 98.11, "open": 96.51, "high": 97.47, "low": 93.9, "bid1": 94.87, "ask1": 94.9, "bid_qty1": 12, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688126:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688126:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688126", "name": "沪硅产业", "side": "BUY", "priority": "W48", "status": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "near_trigger", "qty": 700, "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": 4.9089, "prev_amount_yi": 2.8748, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 39.2, "high": 39.2, "low": 39.2, "close": 39.2, "amount_yi": 0.3516 }, { "time": "13:23", "open": 39.33, "high": 39.33, "low": 39.33, "close": 39.33, "amount_yi": 0.2555 }, { "time": "13:31", "open": 40.0, "high": 40.0, "low": 40.0, "close": 40.0, "amount_yi": 2.4494 }, { "time": "13:33", "open": 39.86, "high": 39.86, "low": 39.86, "close": 39.86, "amount_yi": 0.8889 }, { "time": "13:38", "open": 39.66, "high": 39.66, "low": 39.66, "close": 39.66, "amount_yi": 0.9635 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 39.66, "ts": "2026-06-30T13:38:23", "prev_close": 39.0, "open": 38.9, "high": 40.6, "low": 38.0, "bid1": 39.66, "ask1": 39.67, "bid_qty1": 41, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 900, "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2727, "prev_amount_yi": 0.3276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 32.41, "high": 32.41, "low": 32.41, "close": 32.41, "amount_yi": 0.007 }, { "time": "13:23", "open": 32.45, "high": 32.45, "low": 32.45, "close": 32.45, "amount_yi": 0.0315 }, { "time": "13:31", "open": 32.27, "high": 32.27, "low": 32.27, "close": 32.27, "amount_yi": 0.1022 }, { "time": "13:33", "open": 32.32, "high": 32.32, "low": 32.32, "close": 32.32, "amount_yi": 0.0544 }, { "time": "13:38", "open": 32.21, "high": 32.21, "low": 32.21, "close": 32.21, "amount_yi": 0.0776 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 32.21, "ts": "2026-06-30T13:38:22", "prev_close": 32.83, "open": 32.5, "high": 32.6, "low": 31.43, "bid1": 32.2, "ask1": 32.21, "bid_qty1": 45, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300346:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300346:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300346", "name": "南大光电", "side": "BUY", "priority": "W50", "status": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_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": 90.4236, "price_vs_vwap_pct": 0.9139, "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": 2.6789, "prev_amount_yi": 2.7372, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 91.2, "high": 91.2, "low": 91.2, "close": 91.2, "amount_yi": 0.2205 }, { "time": "13:23", "open": 91.27, "high": 91.27, "low": 91.27, "close": 91.27, "amount_yi": 0.1096 }, { "time": "13:31", "open": 91.88, "high": 91.88, "low": 91.88, "close": 91.88, "amount_yi": 1.1745 }, { "time": "13:33", "open": 91.68, "high": 91.68, "low": 91.68, "close": 91.68, "amount_yi": 0.3941 }, { "time": "13:38", "open": 91.25, "high": 91.25, "low": 91.25, "close": 91.25, "amount_yi": 0.7802 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 91.25, "ts": "2026-06-30T13:38:21", "prev_close": 90.0, "open": 90.0, "high": 93.66, "low": 85.5, "bid1": 91.24, "ask1": 91.25, "bid_qty1": 1, "ask_qty1": 130 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 400, "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": 64.1529, "price_vs_vwap_pct": 0.9619, "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": 0.5472, "prev_amount_yi": 0.523, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 64.32, "high": 64.32, "low": 64.32, "close": 64.32, "amount_yi": 0.0153 }, { "time": "13:23", "open": 64.36, "high": 64.36, "low": 64.36, "close": 64.36, "amount_yi": 0.0149 }, { "time": "13:31", "open": 64.57, "high": 64.57, "low": 64.57, "close": 64.57, "amount_yi": 0.2158 }, { "time": "13:33", "open": 64.77, "high": 64.77, "low": 64.77, "close": 64.77, "amount_yi": 0.117 }, { "time": "13:38", "open": 64.77, "high": 64.77, "low": 64.77, "close": 64.77, "amount_yi": 0.1842 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 64.77, "ts": "2026-06-30T13:38:21", "prev_close": 64.44, "open": 64.2, "high": 65.3, "low": 63.4, "bid1": 64.77, "ask1": 64.79, "bid_qty1": 97, "ask_qty1": 14 }, "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": "2026-06-30T13:38:24", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8042, "prev_amount_yi": 0.5159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 41.55, "high": 41.55, "low": 41.55, "close": 41.55, "amount_yi": 0.0323 }, { "time": "13:23", "open": 41.75, "high": 41.75, "low": 41.75, "close": 41.75, "amount_yi": 0.0226 }, { "time": "13:31", "open": 41.76, "high": 41.76, "low": 41.76, "close": 41.76, "amount_yi": 0.3705 }, { "time": "13:33", "open": 41.45, "high": 41.45, "low": 41.45, "close": 41.45, "amount_yi": 0.1076 }, { "time": "13:38", "open": 41.46, "high": 41.46, "low": 41.46, "close": 41.46, "amount_yi": 0.2712 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 41.46, "ts": "2026-06-30T13:38:24", "prev_close": 39.17, "open": 40.0, "high": 42.5, "low": 38.23, "bid1": 41.47, "ask1": 41.5, "bid_qty1": 32, "ask_qty1": 209 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688506:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688506:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688506", "name": "百利天恒", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 302.17, "exec_low": 302.17, "exec_high": 306.7, "invalid_price": 293.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "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": 0.4297, "prev_amount_yi": 0.4061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0581, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 295.05, "high": 295.05, "low": 295.05, "close": 295.05, "amount_yi": 0.0663 }, { "time": "13:23", "open": 294.05, "high": 294.05, "low": 294.05, "close": 294.05, "amount_yi": 0.0473 }, { "time": "13:31", "open": 293.62, "high": 293.62, "low": 293.62, "close": 293.62, "amount_yi": 0.24 }, { "time": "13:33", "open": 295.25, "high": 295.25, "low": 295.25, "close": 295.25, "amount_yi": 0.0291 }, { "time": "13:38", "open": 295.34, "high": 295.34, "low": 295.34, "close": 295.34, "amount_yi": 0.047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 295.34, "ts": "2026-06-30T13:38:22", "prev_close": 297.01, "open": 290.26, "high": 300.0, "low": 288.0, "bid1": 294.51, "ask1": 295.24, "bid_qty1": 6, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SZSE.300016:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300016", "name": "北陆药业", "side": "BUY", "priority": "W54", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 4000, "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": 7.6773, "price_vs_vwap_pct": -0.4858, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0504, "prev_amount_yi": 0.0698, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 7.67, "high": 7.67, "low": 7.67, "close": 7.67, "amount_yi": 0.0034 }, { "time": "13:23", "open": 7.65, "high": 7.65, "low": 7.65, "close": 7.65, "amount_yi": 0.0049 }, { "time": "13:31", "open": 7.62, "high": 7.62, "low": 7.62, "close": 7.62, "amount_yi": 0.0198 }, { "time": "13:33", "open": 7.63, "high": 7.63, "low": 7.63, "close": 7.63, "amount_yi": 0.0036 }, { "time": "13:38", "open": 7.64, "high": 7.64, "low": 7.64, "close": 7.64, "amount_yi": 0.0187 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 7.64, "ts": "2026-06-30T13:38:21", "prev_close": 7.85, "open": 7.78, "high": 7.86, "low": 7.52, "bid1": 7.63, "ask1": 7.64, "bid_qty1": 561, "ask_qty1": 54 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7953, "prev_amount_yi": 0.7411, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7718, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 431.0, "high": 431.0, "low": 431.0, "close": 431.0, "amount_yi": 0.0672 }, { "time": "13:23", "open": 435.0, "high": 435.0, "low": 435.0, "close": 435.0, "amount_yi": 0.234 }, { "time": "13:31", "open": 448.9, "high": 448.9, "low": 448.9, "close": 448.9, "amount_yi": 1.5246 }, { "time": "13:33", "open": 446.99, "high": 446.99, "low": 446.99, "close": 446.99, "amount_yi": 0.3322 }, { "time": "13:38", "open": 445.6, "high": 445.6, "low": 445.6, "close": 445.6, "amount_yi": 0.6373 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 445.6, "ts": "2026-06-30T13:38:21", "prev_close": 399.64, "open": 396.58, "high": 453.64, "low": 390.0, "bid1": 443.64, "ask1": 445.66, "bid_qty1": 2, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688443:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260629:SHSE.688443:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688443", "name": "智翔金泰-U", "side": "BUY", "priority": "W56", "status": "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 1300, "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": 0.0766, "prev_amount_yi": 0.034, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2529, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 23.2, "high": 23.2, "low": 23.2, "close": 23.2, "amount_yi": 0.0015 }, { "time": "13:23", "open": 23.25, "high": 23.25, "low": 23.25, "close": 23.25, "amount_yi": 0.0181 }, { "time": "13:31", "open": 23.13, "high": 23.13, "low": 23.13, "close": 23.13, "amount_yi": 0.0222 }, { "time": "13:33", "open": 23.18, "high": 23.18, "low": 23.18, "close": 23.18, "amount_yi": 0.0021 }, { "time": "13:38", "open": 23.12, "high": 23.12, "low": 23.12, "close": 23.12, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 23.12, "ts": "2026-06-30T13:38:23", "prev_close": 23.38, "open": 23.49, "high": 23.79, "low": 22.93, "bid1": 23.12, "ask1": 23.14, "bid_qty1": 6, "ask_qty1": 12 }, "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 800, "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": 0.0172, "prev_amount_yi": 0.031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 35.92, "high": 35.92, "low": 35.92, "close": 35.92, "amount_yi": 0.0019 }, { "time": "13:23", "open": 35.92, "high": 35.92, "low": 35.92, "close": 35.92, "amount_yi": 0.0003 }, { "time": "13:31", "open": 35.83, "high": 35.83, "low": 35.83, "close": 35.83, "amount_yi": 0.006 }, { "time": "13:33", "open": 35.89, "high": 35.89, "low": 35.89, "close": 35.89, "amount_yi": 0.0005 }, { "time": "13:38", "open": 35.69, "high": 35.69, "low": 35.69, "close": 35.69, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 35.69, "ts": "2026-06-30T13:38:16", "prev_close": 36.25, "open": 37.14, "high": 39.44, "low": 35.38, "bid1": 35.65, "ask1": 35.72, "bid_qty1": 12, "ask_qty1": 82 }, "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": "ACTIONABLE", "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": "2026-06-30T13:38:24", "sim_reason": "trigger_touched", "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": 3.5359, "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": 1.7899, "prev_amount_yi": 0.6336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:22", "open": 132.9, "high": 132.9, "low": 132.9, "close": 132.9, "amount_yi": 0.0347 }, { "time": "13:23", "open": 132.71, "high": 132.71, "low": 132.71, "close": 132.71, "amount_yi": 0.0792 }, { "time": "13:31", "open": 136.88, "high": 136.88, "low": 136.88, "close": 136.88, "amount_yi": 0.8002 }, { "time": "13:33", "open": 136.48, "high": 136.48, "low": 136.48, "close": 136.48, "amount_yi": 0.4611 }, { "time": "13:38", "open": 135.35, "high": 135.35, "low": 135.35, "close": 135.35, "amount_yi": 0.4147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43587.56, "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": 135.35, "ts": "2026-06-30T13:38:22", "prev_close": 134.66, "open": 128.5, "high": 137.33, "low": 125.0, "bid1": 135.35, "ask1": 135.75, "bid_qty1": 21, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "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": "2026-06-30T13:38:24", "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": 0.0474, "prev_amount_yi": 0.0574, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 50.32, "high": 50.32, "low": 50.32, "close": 50.32, "amount_yi": 0.0114 }, { "time": "13:23", "open": 50.37, "high": 50.37, "low": 50.37, "close": 50.37, "amount_yi": 0.0043 }, { "time": "13:31", "open": 50.2, "high": 50.2, "low": 50.2, "close": 50.2, "amount_yi": 0.0175 }, { "time": "13:33", "open": 50.16, "high": 50.16, "low": 50.16, "close": 50.16, "amount_yi": 0.0039 }, { "time": "13:38", "open": 50.23, "high": 50.23, "low": 50.23, "close": 50.23, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 50.23, "ts": "2026-06-30T13:38:23", "prev_close": 51.55, "open": 51.48, "high": 51.99, "low": 49.86, "bid1": 50.24, "ask1": 50.3, "bid_qty1": 10, "ask_qty1": 16 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 900, "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": 32.8692, "price_vs_vwap_pct": -1.6404, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0485, "prev_amount_yi": 0.035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 32.35, "high": 32.35, "low": 32.35, "close": 32.35, "amount_yi": 0.0024 }, { "time": "13:23", "open": 32.35, "high": 32.35, "low": 32.35, "close": 32.35, "amount_yi": 0.002 }, { "time": "13:31", "open": 32.35, "high": 32.35, "low": 32.35, "close": 32.35, "amount_yi": 0.0166 }, { "time": "13:33", "open": 32.4, "high": 32.4, "low": 32.4, "close": 32.4, "amount_yi": 0.0053 }, { "time": "13:38", "open": 32.33, "high": 32.33, "low": 32.33, "close": 32.33, "amount_yi": 0.0222 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 32.33, "ts": "2026-06-30T13:38:18", "prev_close": 28.26, "open": 31.0, "high": 33.91, "low": 31.0, "bid1": 32.25, "ask1": 32.33, "bid_qty1": 61, "ask_qty1": 690 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 2700, "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": 11.098, "price_vs_vwap_pct": 0.4686, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1059, "prev_amount_yi": 0.1735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0055 }, { "time": "13:23", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0055 }, { "time": "13:31", "open": 11.12, "high": 11.12, "low": 11.12, "close": 11.12, "amount_yi": 0.0615 }, { "time": "13:33", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0103 }, { "time": "13:38", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 11.15, "ts": "2026-06-30T13:38:21", "prev_close": 10.81, "open": 10.71, "high": 11.45, "low": 10.55, "bid1": 11.14, "ask1": 11.15, "bid_qty1": 84, "ask_qty1": 27 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 2200, "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": 13.316, "price_vs_vwap_pct": 1.532, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3895, "prev_amount_yi": 0.1919, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0297, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0138 }, { "time": "13:23", "open": 13.47, "high": 13.47, "low": 13.47, "close": 13.47, "amount_yi": 0.0054 }, { "time": "13:31", "open": 13.62, "high": 13.62, "low": 13.62, "close": 13.62, "amount_yi": 0.2263 }, { "time": "13:33", "open": 13.62, "high": 13.62, "low": 13.62, "close": 13.62, "amount_yi": 0.0766 }, { "time": "13:38", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.0674 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 13.52, "ts": "2026-06-30T13:38:24", "prev_close": 13.05, "open": 13.05, "high": 13.7, "low": 12.95, "bid1": 13.52, "ask1": 13.53, "bid_qty1": 298, "ask_qty1": 4 }, "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": "2026-06-30T13:38:24", "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": 1.2944, "prev_amount_yi": 0.9304, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 37.51, "high": 37.51, "low": 37.51, "close": 37.51, "amount_yi": 0.0413 }, { "time": "13:23", "open": 37.59, "high": 37.59, "low": 37.59, "close": 37.59, "amount_yi": 0.0227 }, { "time": "13:31", "open": 38.6, "high": 38.6, "low": 38.6, "close": 38.6, "amount_yi": 0.6141 }, { "time": "13:33", "open": 38.6, "high": 38.6, "low": 38.6, "close": 38.6, "amount_yi": 0.2767 }, { "time": "13:38", "open": 37.93, "high": 37.93, "low": 37.93, "close": 37.93, "amount_yi": 0.3396 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 37.93, "ts": "2026-06-30T13:38:24", "prev_close": 37.08, "open": 38.5, "high": 39.8, "low": 37.0, "bid1": 37.9, "ask1": 37.93, "bid_qty1": 43, "ask_qty1": 9 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 200, "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": 107.8242, "price_vs_vwap_pct": -0.412, "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": 0.3794, "prev_amount_yi": 0.5506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 108.32, "high": 108.32, "low": 108.32, "close": 108.32, "amount_yi": 0.0172 }, { "time": "13:23", "open": 108.33, "high": 108.33, "low": 108.33, "close": 108.33, "amount_yi": 0.0178 }, { "time": "13:31", "open": 107.36, "high": 107.36, "low": 107.36, "close": 107.36, "amount_yi": 0.2156 }, { "time": "13:33", "open": 107.61, "high": 107.61, "low": 107.61, "close": 107.61, "amount_yi": 0.0272 }, { "time": "13:38", "open": 107.38, "high": 107.38, "low": 107.38, "close": 107.38, "amount_yi": 0.1016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 107.38, "ts": "2026-06-30T13:38:18", "prev_close": 106.56, "open": 107.9, "high": 111.99, "low": 105.5, "bid1": 107.36, "ask1": 107.39, "bid_qty1": 2, "ask_qty1": 20 }, "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": "2026-06-30T13:38:24", "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": 0.8436, "prev_amount_yi": 0.9529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8853, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 205.5, "high": 205.5, "low": 205.5, "close": 205.5, "amount_yi": 0.0253 }, { "time": "13:23", "open": 206.16, "high": 206.16, "low": 206.16, "close": 206.16, "amount_yi": 0.04 }, { "time": "13:31", "open": 207.86, "high": 207.86, "low": 207.86, "close": 207.86, "amount_yi": 0.4099 }, { "time": "13:33", "open": 208.23, "high": 208.23, "low": 208.23, "close": 208.23, "amount_yi": 0.0926 }, { "time": "13:38", "open": 207.99, "high": 207.99, "low": 207.99, "close": 207.99, "amount_yi": 0.2758 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 207.99, "ts": "2026-06-30T13:38:22", "prev_close": 194.33, "open": 190.0, "high": 220.01, "low": 182.0, "bid1": 207.99, "ask1": 208.3, "bid_qty1": 1, "ask_qty1": 44 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 2600, "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": 11.9162, "price_vs_vwap_pct": -1.2269, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0519, "prev_amount_yi": 0.0477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.0034 }, { "time": "13:23", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.0037 }, { "time": "13:31", "open": 11.77, "high": 11.77, "low": 11.77, "close": 11.77, "amount_yi": 0.0223 }, { "time": "13:33", "open": 11.78, "high": 11.78, "low": 11.78, "close": 11.78, "amount_yi": 0.0087 }, { "time": "13:38", "open": 11.77, "high": 11.77, "low": 11.77, "close": 11.77, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 11.77, "ts": "2026-06-30T13:38:22", "prev_close": 11.96, "open": 12.09, "high": 12.22, "low": 11.67, "bid1": 11.77, "ask1": 11.78, "bid_qty1": 118, "ask_qty1": 104 }, "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": "2026-06-30T13:38:24", "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": 180.2204, "price_vs_vwap_pct": 2.1083, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.2149, "prev_amount_yi": 3.6969, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4106, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 186.5, "high": 186.5, "low": 186.5, "close": 186.5, "amount_yi": 0.4194 }, { "time": "13:23", "open": 186.03, "high": 186.03, "low": 186.03, "close": 186.03, "amount_yi": 0.2272 }, { "time": "13:31", "open": 185.7, "high": 185.7, "low": 185.7, "close": 185.7, "amount_yi": 1.9458 }, { "time": "13:33", "open": 185.28, "high": 185.28, "low": 185.28, "close": 185.28, "amount_yi": 0.4864 }, { "time": "13:38", "open": 184.02, "high": 184.02, "low": 184.02, "close": 184.02, "amount_yi": 2.1361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 184.02, "ts": "2026-06-30T13:38:21", "prev_close": 177.03, "open": 179.0, "high": 187.66, "low": 173.03, "bid1": 184.02, "ask1": 184.05, "bid_qty1": 8, "ask_qty1": 43 }, "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": "2026-06-30T13:38:24", "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": 20.5347, "price_vs_vwap_pct": 0.5615, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4232, "prev_amount_yi": 0.2197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 20.84, "high": 20.84, "low": 20.84, "close": 20.84, "amount_yi": 0.0307 }, { "time": "13:23", "open": 20.86, "high": 20.86, "low": 20.86, "close": 20.86, "amount_yi": 0.0096 }, { "time": "13:31", "open": 20.79, "high": 20.79, "low": 20.79, "close": 20.79, "amount_yi": 0.1723 }, { "time": "13:33", "open": 20.79, "high": 20.79, "low": 20.79, "close": 20.79, "amount_yi": 0.0501 }, { "time": "13:38", "open": 20.65, "high": 20.65, "low": 20.65, "close": 20.65, "amount_yi": 0.1605 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 20.65, "ts": "2026-06-30T13:38:21", "prev_close": 20.08, "open": 20.58, "high": 21.32, "low": 19.2, "bid1": 20.64, "ask1": 20.65, "bid_qty1": 66, "ask_qty1": 114 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 1200, "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": 23.7678, "price_vs_vwap_pct": 0.7666, "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": 0.3993, "prev_amount_yi": 0.622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.642, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 23.89, "high": 23.89, "low": 23.89, "close": 23.89, "amount_yi": 0.0266 }, { "time": "13:23", "open": 23.99, "high": 23.99, "low": 23.99, "close": 23.99, "amount_yi": 0.0467 }, { "time": "13:31", "open": 23.84, "high": 23.84, "low": 23.84, "close": 23.84, "amount_yi": 0.1669 }, { "time": "13:33", "open": 23.84, "high": 23.84, "low": 23.84, "close": 23.84, "amount_yi": 0.0409 }, { "time": "13:38", "open": 23.95, "high": 23.95, "low": 23.95, "close": 23.95, "amount_yi": 0.1182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 23.95, "ts": "2026-06-30T13:38:21", "prev_close": 23.28, "open": 23.51, "high": 24.38, "low": 23.3, "bid1": 23.93, "ask1": 23.95, "bid_qty1": 4, "ask_qty1": 12 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 11400, "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": 2.7275, "price_vs_vwap_pct": -1.3749, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0931, "prev_amount_yi": 0.1857, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 2.71, "high": 2.71, "low": 2.71, "close": 2.71, "amount_yi": 0.0116 }, { "time": "13:23", "open": 2.7, "high": 2.7, "low": 2.7, "close": 2.7, "amount_yi": 0.0017 }, { "time": "13:31", "open": 2.69, "high": 2.69, "low": 2.69, "close": 2.69, "amount_yi": 0.0477 }, { "time": "13:33", "open": 2.7, "high": 2.7, "low": 2.7, "close": 2.7, "amount_yi": 0.0101 }, { "time": "13:38", "open": 2.69, "high": 2.69, "low": 2.69, "close": 2.69, "amount_yi": 0.022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 2.69, "ts": "2026-06-30T13:38:21", "prev_close": 2.67, "open": 2.75, "high": 2.81, "low": 2.64, "bid1": 2.69, "ask1": 2.7, "bid_qty1": 8911, "ask_qty1": 8690 }, "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": "2026-06-30T13:38:24", "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": 38.0021, "price_vs_vwap_pct": 1.4154, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5786, "prev_amount_yi": 0.5473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 38.36, "high": 38.36, "low": 38.36, "close": 38.36, "amount_yi": 0.0489 }, { "time": "13:23", "open": 38.42, "high": 38.42, "low": 38.42, "close": 38.42, "amount_yi": 0.0234 }, { "time": "13:31", "open": 38.46, "high": 38.46, "low": 38.46, "close": 38.46, "amount_yi": 0.2489 }, { "time": "13:33", "open": 38.36, "high": 38.36, "low": 38.36, "close": 38.36, "amount_yi": 0.0717 }, { "time": "13:38", "open": 38.54, "high": 38.54, "low": 38.54, "close": 38.54, "amount_yi": 0.1857 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 38.54, "ts": "2026-06-30T13:38:21", "prev_close": 39.16, "open": 38.85, "high": 38.85, "low": 37.3, "bid1": 38.52, "ask1": 38.54, "bid_qty1": 220, "ask_qty1": 68 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 3800, "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": 8.0604, "price_vs_vwap_pct": -0.005, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1607, "prev_amount_yi": 0.1417, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 8.04, "high": 8.04, "low": 8.04, "close": 8.04, "amount_yi": 0.0149 }, { "time": "13:23", "open": 8.04, "high": 8.04, "low": 8.04, "close": 8.04, "amount_yi": 0.0159 }, { "time": "13:31", "open": 8.07, "high": 8.07, "low": 8.07, "close": 8.07, "amount_yi": 0.0938 }, { "time": "13:33", "open": 8.08, "high": 8.08, "low": 8.08, "close": 8.08, "amount_yi": 0.0142 }, { "time": "13:38", "open": 8.06, "high": 8.06, "low": 8.06, "close": 8.06, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 8.06, "ts": "2026-06-30T13:38:22", "prev_close": 8.17, "open": 8.09, "high": 8.24, "low": 7.97, "bid1": 8.05, "ask1": 8.06, "bid_qty1": 677, "ask_qty1": 411 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "中芯产业链 / 半导体设备材料", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.608, "prev_amount_yi": 1.8325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 312.71, "high": 312.71, "low": 312.71, "close": 312.71, "amount_yi": 0.1358 }, { "time": "13:23", "open": 314.28, "high": 314.28, "low": 314.28, "close": 314.28, "amount_yi": 0.1214 }, { "time": "13:31", "open": 322.5, "high": 322.5, "low": 322.5, "close": 322.5, "amount_yi": 1.8424 }, { "time": "13:33", "open": 324.77, "high": 324.77, "low": 324.77, "close": 324.77, "amount_yi": 0.7125 }, { "time": "13:38", "open": 323.0, "high": 323.0, "low": 323.0, "close": 323.0, "amount_yi": 0.7959 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 323.0, "ts": "2026-06-30T13:38:24", "prev_close": 316.32, "open": 330.0, "high": 332.55, "low": 303.01, "bid1": 323.0, "ask1": 323.48, "bid_qty1": 134, "ask_qty1": 20 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 500, "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": 0.5682, "prev_amount_yi": 0.5323, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0674, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 53.25, "high": 53.25, "low": 53.25, "close": 53.25, "amount_yi": 0.0124 }, { "time": "13:23", "open": 53.08, "high": 53.08, "low": 53.08, "close": 53.08, "amount_yi": 0.0354 }, { "time": "13:31", "open": 53.41, "high": 53.41, "low": 53.41, "close": 53.41, "amount_yi": 0.1914 }, { "time": "13:33", "open": 53.66, "high": 53.66, "low": 53.66, "close": 53.66, "amount_yi": 0.1448 }, { "time": "13:38", "open": 53.49, "high": 53.49, "low": 53.49, "close": 53.49, "amount_yi": 0.1842 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 53.49, "ts": "2026-06-30T13:38:22", "prev_close": 49.75, "open": 51.15, "high": 53.82, "low": 50.22, "bid1": 53.45, "ask1": 53.49, "bid_qty1": 100, "ask_qty1": 2 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 6600, "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": 4.709, "price_vs_vwap_pct": -0.4035, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1327, "prev_amount_yi": 0.1829, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 4.7, "high": 4.7, "low": 4.7, "close": 4.7, "amount_yi": 0.0284 }, { "time": "13:23", "open": 4.7, "high": 4.7, "low": 4.7, "close": 4.7, "amount_yi": 0.0096 }, { "time": "13:31", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0644 }, { "time": "13:33", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0073 }, { "time": "13:38", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:21", "prev_close": 4.54, "open": 4.64, "high": 4.86, "low": 4.56, "bid1": 4.68, "ask1": 4.69, "bid_qty1": 1985, "ask_qty1": 515 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 1200, "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": 24.448, "price_vs_vwap_pct": 0.7444, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8871, "prev_amount_yi": 0.3589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.4717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 24.29, "high": 24.29, "low": 24.29, "close": 24.29, "amount_yi": 0.0666 }, { "time": "13:23", "open": 24.24, "high": 24.24, "low": 24.24, "close": 24.24, "amount_yi": 0.0619 }, { "time": "13:31", "open": 24.49, "high": 24.49, "low": 24.49, "close": 24.49, "amount_yi": 0.4489 }, { "time": "13:33", "open": 24.64, "high": 24.64, "low": 24.64, "close": 24.64, "amount_yi": 0.1174 }, { "time": "13:38", "open": 24.63, "high": 24.63, "low": 24.63, "close": 24.63, "amount_yi": 0.1923 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 24.63, "ts": "2026-06-30T13:38:21", "prev_close": 24.85, "open": 24.64, "high": 25.17, "low": 24.01, "bid1": 24.63, "ask1": 24.64, "bid_qty1": 18, "ask_qty1": 75 }, "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": "2026-06-30T13:38:24", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6469, "prev_amount_yi": 0.5941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 51.54, "high": 51.54, "low": 51.54, "close": 51.54, "amount_yi": 0.0486 }, { "time": "13:23", "open": 51.54, "high": 51.54, "low": 51.54, "close": 51.54, "amount_yi": 0.0201 }, { "time": "13:31", "open": 51.62, "high": 51.62, "low": 51.62, "close": 51.62, "amount_yi": 0.2704 }, { "time": "13:33", "open": 51.79, "high": 51.79, "low": 51.79, "close": 51.79, "amount_yi": 0.1399 }, { "time": "13:38", "open": 51.6, "high": 51.6, "low": 51.6, "close": 51.6, "amount_yi": 0.1679 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 51.6, "ts": "2026-06-30T13:38:23", "prev_close": 46.49, "open": 46.8, "high": 54.98, "low": 45.1, "bid1": 51.56, "ask1": 51.6, "bid_qty1": 13, "ask_qty1": 9 }, "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": "2026-06-30T13:38:24", "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": 215.3975, "price_vs_vwap_pct": 2.8331, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.7352, "prev_amount_yi": 1.9905, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 218.5, "high": 218.5, "low": 218.5, "close": 218.5, "amount_yi": 0.1392 }, { "time": "13:23", "open": 218.85, "high": 218.85, "low": 218.85, "close": 218.85, "amount_yi": 0.0652 }, { "time": "13:31", "open": 219.5, "high": 219.5, "low": 219.5, "close": 219.5, "amount_yi": 1.8999 }, { "time": "13:33", "open": 220.58, "high": 220.58, "low": 220.58, "close": 220.58, "amount_yi": 0.6814 }, { "time": "13:38", "open": 221.5, "high": 221.5, "low": 221.5, "close": 221.5, "amount_yi": 0.9495 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 221.5, "ts": "2026-06-30T13:38:21", "prev_close": 207.46, "open": 216.24, "high": 222.58, "low": 207.47, "bid1": 221.37, "ask1": 221.5, "bid_qty1": 9, "ask_qty1": 46 }, "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": "2026-06-30T13:38:24", "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": 72.8138, "price_vs_vwap_pct": 3.5243, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2652, "prev_amount_yi": 0.134, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.0176 }, { "time": "13:23", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.0124 }, { "time": "13:31", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.0802 }, { "time": "13:33", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.0129 }, { "time": "13:38", "open": 75.38, "high": 75.38, "low": 75.38, "close": 75.38, "amount_yi": 0.1421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:20", "prev_close": 68.53, "open": 71.77, "high": 75.38, "low": 69.54, "bid1": 75.38, "ask1": 0.0, "bid_qty1": 27299, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 3200, "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": 9.2501, "price_vs_vwap_pct": 2.1611, "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": 0.2527, "prev_amount_yi": 0.4259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0162 }, { "time": "13:23", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0123 }, { "time": "13:31", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.122 }, { "time": "13:33", "open": 9.49, "high": 9.49, "low": 9.49, "close": 9.49, "amount_yi": 0.0203 }, { "time": "13:38", "open": 9.45, "high": 9.45, "low": 9.45, "close": 9.45, "amount_yi": 0.0819 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 9.45, "ts": "2026-06-30T13:38:24", "prev_close": 9.69, "open": 9.33, "high": 9.69, "low": 8.97, "bid1": 9.44, "ask1": 9.45, "bid_qty1": 66, "ask_qty1": 132 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 164.9515, "price_vs_vwap_pct": -0.3465, "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": 1.0133, "prev_amount_yi": 1.1667, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 165.86, "high": 165.86, "low": 165.86, "close": 165.86, "amount_yi": 0.071 }, { "time": "13:23", "open": 165.55, "high": 165.55, "low": 165.55, "close": 165.55, "amount_yi": 0.0719 }, { "time": "13:31", "open": 164.18, "high": 164.18, "low": 164.18, "close": 164.18, "amount_yi": 0.5776 }, { "time": "13:33", "open": 164.33, "high": 164.33, "low": 164.33, "close": 164.33, "amount_yi": 0.0854 }, { "time": "13:38", "open": 164.38, "high": 164.38, "low": 164.38, "close": 164.38, "amount_yi": 0.2074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 164.38, "ts": "2026-06-30T13:38:21", "prev_close": 167.75, "open": 170.76, "high": 171.8, "low": 160.68, "bid1": 164.33, "ask1": 164.38, "bid_qty1": 2, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 400, "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": 65.4034, "price_vs_vwap_pct": 0.377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7165, "prev_amount_yi": 0.3484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 65.36, "high": 65.36, "low": 65.36, "close": 65.36, "amount_yi": 0.0604 }, { "time": "13:23", "open": 65.39, "high": 65.39, "low": 65.39, "close": 65.39, "amount_yi": 0.0303 }, { "time": "13:31", "open": 65.74, "high": 65.74, "low": 65.74, "close": 65.74, "amount_yi": 0.2859 }, { "time": "13:33", "open": 66.12, "high": 66.12, "low": 66.12, "close": 66.12, "amount_yi": 0.1239 }, { "time": "13:38", "open": 65.65, "high": 65.65, "low": 65.65, "close": 65.65, "amount_yi": 0.216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 65.65, "ts": "2026-06-30T13:38:21", "prev_close": 61.06, "open": 63.44, "high": 67.16, "low": 62.89, "bid1": 65.64, "ask1": 65.65, "bid_qty1": 4, "ask_qty1": 31 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 3400, "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": 9.0503, "price_vs_vwap_pct": 0.7701, "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": 0.3267, "prev_amount_yi": 0.3626, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.901, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 9.21, "high": 9.21, "low": 9.21, "close": 9.21, "amount_yi": 0.0378 }, { "time": "13:23", "open": 9.22, "high": 9.22, "low": 9.22, "close": 9.22, "amount_yi": 0.0757 }, { "time": "13:31", "open": 9.14, "high": 9.14, "low": 9.14, "close": 9.14, "amount_yi": 0.1365 }, { "time": "13:33", "open": 9.15, "high": 9.15, "low": 9.15, "close": 9.15, "amount_yi": 0.0142 }, { "time": "13:38", "open": 9.12, "high": 9.12, "low": 9.12, "close": 9.12, "amount_yi": 0.0625 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 9.12, "ts": "2026-06-30T13:38:21", "prev_close": 8.8, "open": 8.95, "high": 9.28, "low": 8.8, "bid1": 9.11, "ask1": 9.12, "bid_qty1": 156, "ask_qty1": 37 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 1400, "prev_close": null, "theme": "氦气概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 21.0127, "price_vs_vwap_pct": 2.6522, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.314, "prev_amount_yi": 0.6319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 21.27, "high": 21.27, "low": 21.27, "close": 21.27, "amount_yi": 0.0377 }, { "time": "13:23", "open": 21.31, "high": 21.31, "low": 21.31, "close": 21.31, "amount_yi": 0.0799 }, { "time": "13:31", "open": 21.57, "high": 21.57, "low": 21.57, "close": 21.57, "amount_yi": 0.836 }, { "time": "13:33", "open": 21.43, "high": 21.43, "low": 21.43, "close": 21.43, "amount_yi": 0.1175 }, { "time": "13:38", "open": 21.57, "high": 21.57, "low": 21.57, "close": 21.57, "amount_yi": 0.2429 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 21.57, "ts": "2026-06-30T13:38:21", "prev_close": 20.89, "open": 21.5, "high": 22.0, "low": 19.93, "bid1": 21.56, "ask1": 21.57, "bid_qty1": 109, "ask_qty1": 191 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 5300, "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": 5.7821, "price_vs_vwap_pct": 0.8284, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1269, "prev_amount_yi": 0.1768, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 5.81, "high": 5.81, "low": 5.81, "close": 5.81, "amount_yi": 0.0034 }, { "time": "13:23", "open": 5.82, "high": 5.82, "low": 5.82, "close": 5.82, "amount_yi": 0.0065 }, { "time": "13:31", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0435 }, { "time": "13:33", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0207 }, { "time": "13:38", "open": 5.83, "high": 5.83, "low": 5.83, "close": 5.83, "amount_yi": 0.0528 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 5.83, "ts": "2026-06-30T13:38:21", "prev_close": 5.58, "open": 5.68, "high": 5.95, "low": 5.61, "bid1": 5.83, "ask1": 5.84, "bid_qty1": 77, "ask_qty1": 2038 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 147700, "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": 0.2034, "price_vs_vwap_pct": 3.2448, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.002, "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": [ { "time": "13:05", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0001 }, { "time": "13:10", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0001 }, { "time": "13:21", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0001 }, { "time": "13:31", "open": 0.2, "high": 0.2, "low": 0.2, "close": 0.2, "amount_yi": 0.0015 }, { "time": "13:38", "open": 0.21, "high": 0.21, "low": 0.21, "close": 0.21, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 0.21, "ts": "2026-06-30T13:38:18", "prev_close": 0.19, "open": 0.19, "high": 0.21, "low": 0.18, "bid1": 0.2, "ask1": 0.21, "bid_qty1": 32317, "ask_qty1": 20086 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 2200, "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": 13.6592, "price_vs_vwap_pct": 1.6165, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2457, "prev_amount_yi": 0.2844, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8639, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0163 }, { "time": "13:23", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0203 }, { "time": "13:31", "open": 13.85, "high": 13.85, "low": 13.85, "close": 13.85, "amount_yi": 0.1049 }, { "time": "13:33", "open": 13.85, "high": 13.85, "low": 13.85, "close": 13.85, "amount_yi": 0.0371 }, { "time": "13:38", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.0671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 13.88, "ts": "2026-06-30T13:38:21", "prev_close": 14.06, "open": 14.11, "high": 14.26, "low": 13.28, "bid1": 13.87, "ask1": 13.88, "bid_qty1": 43, "ask_qty1": 750 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 4300, "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": 7.3464, "price_vs_vwap_pct": -2.9457, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0631, "prev_amount_yi": 0.0535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 7.17, "high": 7.17, "low": 7.17, "close": 7.17, "amount_yi": 0.0048 }, { "time": "13:23", "open": 7.18, "high": 7.18, "low": 7.18, "close": 7.18, "amount_yi": 0.0028 }, { "time": "13:31", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.032 }, { "time": "13:33", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0049 }, { "time": "13:38", "open": 7.13, "high": 7.13, "low": 7.13, "close": 7.13, "amount_yi": 0.0186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 7.13, "ts": "2026-06-30T13:38:23", "prev_close": 7.25, "open": 7.9, "high": 7.9, "low": 7.07, "bid1": 7.12, "ask1": 7.13, "bid_qty1": 500, "ask_qty1": 308 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 800, "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": 33.9118, "price_vs_vwap_pct": 5.509, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0247, "prev_amount_yi": 0.0854, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0014 }, { "time": "13:23", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0017 }, { "time": "13:31", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0102 }, { "time": "13:33", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0036 }, { "time": "13:38", "open": 35.78, "high": 35.78, "low": 35.78, "close": 35.78, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 35.78, "ts": "2026-06-30T13:38:23", "prev_close": 32.53, "open": 33.88, "high": 35.78, "low": 31.42, "bid1": 35.78, "ask1": 0.0, "bid_qty1": 95108, "ask_qty1": 0 }, "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": "2026-06-30T13:38:24", "sim_reason": "signal_contract_missing_price_fields", "qty": 13300, "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": 2.3132, "price_vs_vwap_pct": 0.294, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0178, "prev_amount_yi": 0.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2532, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:22", "open": 2.33, "high": 2.33, "low": 2.33, "close": 2.33, "amount_yi": 0.0049 }, { "time": "13:23", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0001 }, { "time": "13:31", "open": 2.33, "high": 2.33, "low": 2.33, "close": 2.33, "amount_yi": 0.006 }, { "time": "13:33", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0002 }, { "time": "13:38", "open": 2.32, "high": 2.32, "low": 2.32, "close": 2.32, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 2.32, "ts": "2026-06-30T13:38:16", "prev_close": 2.25, "open": 2.36, "high": 2.36, "low": 2.24, "bid1": 2.32, "ask1": 2.33, "bid_qty1": 1063, "ask_qty1": 927 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2300, "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": 13.2515, "price_vs_vwap_pct": -0.766, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0213, "prev_amount_yi": 0.0298, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7148, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 13.17, "high": 13.17, "low": 13.17, "close": 13.17, "amount_yi": 0.0022 }, { "time": "13:23", "open": 13.16, "high": 13.16, "low": 13.16, "close": 13.16, "amount_yi": 0.0008 }, { "time": "13:31", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0098 }, { "time": "13:33", "open": 13.16, "high": 13.16, "low": 13.16, "close": 13.16, "amount_yi": 0.0012 }, { "time": "13:38", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 13.15, "ts": "2026-06-30T13:38:21", "prev_close": 13.84, "open": 13.62, "high": 13.7, "low": 13.03, "bid1": 13.15, "ask1": 13.16, "bid_qty1": 19, "ask_qty1": 51 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688268:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688268:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688268", "name": "华特气体", "side": "BUY", "priority": "W92", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 254.78, "exec_low": 254.78, "exec_high": 258.6, "invalid_price": 247.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "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_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5998, "prev_amount_yi": 0.4093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 246.31, "high": 246.31, "low": 246.31, "close": 246.31, "amount_yi": 0.0474 }, { "time": "13:23", "open": 246.32, "high": 246.32, "low": 246.32, "close": 246.32, "amount_yi": 0.0341 }, { "time": "13:31", "open": 246.22, "high": 246.22, "low": 246.22, "close": 246.22, "amount_yi": 0.2988 }, { "time": "13:33", "open": 246.68, "high": 246.68, "low": 246.68, "close": 246.68, "amount_yi": 0.0739 }, { "time": "13:38", "open": 246.15, "high": 246.15, "low": 246.15, "close": 246.15, "amount_yi": 0.1456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 246.15, "ts": "2026-06-30T13:38:23", "prev_close": 252.0, "open": 247.5, "high": 252.2, "low": 232.08, "bid1": 246.15, "ask1": 246.18, "bid_qty1": 6, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000739:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.000739:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000739", "name": "普洛药业", "side": "BUY", "priority": "W93", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1800, "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": 16.7089, "price_vs_vwap_pct": -0.5321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0511, "prev_amount_yi": 0.0537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0078 }, { "time": "13:23", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0024 }, { "time": "13:31", "open": 16.64, "high": 16.64, "low": 16.64, "close": 16.64, "amount_yi": 0.0218 }, { "time": "13:33", "open": 16.65, "high": 16.65, "low": 16.65, "close": 16.65, "amount_yi": 0.0068 }, { "time": "13:38", "open": 16.62, "high": 16.62, "low": 16.62, "close": 16.62, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 16.62, "ts": "2026-06-30T13:38:21", "prev_close": 17.03, "open": 16.98, "high": 16.99, "low": 16.53, "bid1": 16.62, "ask1": 16.63, "bid_qty1": 16, "ask_qty1": 28 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 9200, "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": 3.438, "price_vs_vwap_pct": -1.9779, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0002 }, { "time": "13:23", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0001 }, { "time": "13:31", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0073 }, { "time": "13:33", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0004 }, { "time": "13:38", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:09", "prev_close": 3.38, "open": 3.34, "high": 3.58, "low": 3.31, "bid1": 3.35, "ask1": 3.37, "bid_qty1": 2377, "ask_qty1": 485 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300419:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300419:VWAP_RECLAIM", "symbol": "SZSE.300419", "name": "ST浩丰", "side": "BUY", "priority": "W95", "status": "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 4400, "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": 6.9659, "price_vs_vwap_pct": 0.4895, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0209, "prev_amount_yi": 0.015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 7.03, "high": 7.03, "low": 7.03, "close": 7.03, "amount_yi": 0.0081 }, { "time": "13:23", "open": 7.03, "high": 7.03, "low": 7.03, "close": 7.03, "amount_yi": 0.0006 }, { "time": "13:31", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0099 }, { "time": "13:33", "open": 7.0, "high": 7.0, "low": 7.0, "close": 7.0, "amount_yi": 0.0004 }, { "time": "13:38", "open": 7.0, "high": 7.0, "low": 7.0, "close": 7.0, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 7.0, "ts": "2026-06-30T13:38:18", "prev_close": 6.7, "open": 6.67, "high": 7.09, "low": 6.66, "bid1": 7.0, "ask1": 7.01, "bid_qty1": 179, "ask_qty1": 368 }, "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1300, "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": 22.5123, "price_vs_vwap_pct": -1.4317, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0768, "prev_amount_yi": 0.1398, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0076 }, { "time": "13:23", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0097 }, { "time": "13:31", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.031 }, { "time": "13:33", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0049 }, { "time": "13:38", "open": 22.19, "high": 22.19, "low": 22.19, "close": 22.19, "amount_yi": 0.0236 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:23", "prev_close": 24.65, "open": 24.22, "high": 24.22, "low": 22.19, "bid1": 22.19, "ask1": 22.2, "bid_qty1": 408, "ask_qty1": 396 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000513:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SZSE.000513:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000513", "name": "丽珠集团", "side": "BUY", "priority": "W97", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 29.99, "exec_low": 29.99, "exec_high": 30.44, "invalid_price": 29.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1000, "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": 29.0827, "price_vs_vwap_pct": -0.5251, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0387, "prev_amount_yi": 0.0482, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 28.95, "high": 28.95, "low": 28.95, "close": 28.95, "amount_yi": 0.002 }, { "time": "13:23", "open": 28.95, "high": 28.95, "low": 28.95, "close": 28.95, "amount_yi": 0.0012 }, { "time": "13:31", "open": 28.91, "high": 28.91, "low": 28.91, "close": 28.91, "amount_yi": 0.0198 }, { "time": "13:33", "open": 28.93, "high": 28.93, "low": 28.93, "close": 28.93, "amount_yi": 0.0029 }, { "time": "13:38", "open": 28.93, "high": 28.93, "low": 28.93, "close": 28.93, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 28.93, "ts": "2026-06-30T13:38:18", "prev_close": 29.88, "open": 29.52, "high": 29.76, "low": 28.82, "bid1": 28.92, "ask1": 28.93, "bid_qty1": 75, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.002007:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.002007:VWAP_RECLAIM", "symbol": "SZSE.002007", "name": "华兰生物", "side": "BUY", "priority": "W98", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2500, "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": 12.3022, "price_vs_vwap_pct": -0.9933, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0533, "prev_amount_yi": 0.0531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 12.19, "high": 12.19, "low": 12.19, "close": 12.19, "amount_yi": 0.0024 }, { "time": "13:23", "open": 12.18, "high": 12.18, "low": 12.18, "close": 12.18, "amount_yi": 0.0023 }, { "time": "13:31", "open": 12.18, "high": 12.18, "low": 12.18, "close": 12.18, "amount_yi": 0.0275 }, { "time": "13:33", "open": 12.19, "high": 12.19, "low": 12.19, "close": 12.19, "amount_yi": 0.0035 }, { "time": "13:38", "open": 12.18, "high": 12.18, "low": 12.18, "close": 12.18, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 12.18, "ts": "2026-06-30T13:38:21", "prev_close": 12.68, "open": 12.6, "high": 12.6, "low": 12.16, "bid1": 12.17, "ask1": 12.18, "bid_qty1": 1334, "ask_qty1": 627 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "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": 0.0363, "prev_amount_yi": 0.0533, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 34.14, "high": 34.14, "low": 34.14, "close": 34.14, "amount_yi": 0.0008 }, { "time": "13:23", "open": 34.11, "high": 34.11, "low": 34.11, "close": 34.11, "amount_yi": 0.0024 }, { "time": "13:31", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.0208 }, { "time": "13:33", "open": 34.04, "high": 34.04, "low": 34.04, "close": 34.04, "amount_yi": 0.0026 }, { "time": "13:38", "open": 34.0, "high": 34.0, "low": 34.0, "close": 34.0, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 34.0, "ts": "2026-06-30T13:38:23", "prev_close": 35.3, "open": 35.29, "high": 35.5, "low": 33.95, "bid1": 34.0, "ask1": 34.01, "bid_qty1": 20, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2000, "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": 15.0778, "price_vs_vwap_pct": -0.7813, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.104, "prev_amount_yi": 0.0792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3131, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 14.98, "high": 14.98, "low": 14.98, "close": 14.98, "amount_yi": 0.0065 }, { "time": "13:23", "open": 14.97, "high": 14.97, "low": 14.97, "close": 14.97, "amount_yi": 0.0107 }, { "time": "13:31", "open": 14.95, "high": 14.95, "low": 14.95, "close": 14.95, "amount_yi": 0.0575 }, { "time": "13:33", "open": 14.96, "high": 14.96, "low": 14.96, "close": 14.96, "amount_yi": 0.0066 }, { "time": "13:38", "open": 14.96, "high": 14.96, "low": 14.96, "close": 14.96, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 14.96, "ts": "2026-06-30T13:38:21", "prev_close": 15.54, "open": 15.46, "high": 15.46, "low": 14.92, "bid1": 14.95, "ask1": 14.96, "bid_qty1": 15, "ask_qty1": 83 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 9200, "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": 3.3872, "price_vs_vwap_pct": -0.5078, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0295, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.8312, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:21", "open": 3.38, "high": 3.38, "low": 3.37, "close": 3.37, "amount_yi": 0.0024 }, { "time": "13:22", "open": 3.38, "high": 3.38, "low": 3.38, "close": 3.38, "amount_yi": 0.0008 }, { "time": "13:31", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0195 }, { "time": "13:33", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0002 }, { "time": "13:38", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:21", "prev_close": 3.46, "open": 3.43, "high": 3.47, "low": 3.34, "bid1": 3.36, "ask1": 3.37, "bid_qty1": 1712, "ask_qty1": 989 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2400, "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": 12.9359, "price_vs_vwap_pct": -0.664, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0264, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 12.88, "high": 12.88, "low": 12.88, "close": 12.88, "amount_yi": 0.0002 }, { "time": "13:23", "open": 12.89, "high": 12.89, "low": 12.89, "close": 12.89, "amount_yi": 0.0009 }, { "time": "13:31", "open": 12.84, "high": 12.84, "low": 12.84, "close": 12.84, "amount_yi": 0.0149 }, { "time": "13:33", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.003 }, { "time": "13:38", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": "2026-06-30T13:38:23", "prev_close": 13.27, "open": 13.18, "high": 13.2, "low": 12.78, "bid1": 12.84, "ask1": 12.86, "bid_qty1": 29, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1300, "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": 22.632, "price_vs_vwap_pct": -0.5832, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1315, "prev_amount_yi": 0.0823, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5978, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 22.46, "high": 22.46, "low": 22.46, "close": 22.46, "amount_yi": 0.0062 }, { "time": "13:23", "open": 22.46, "high": 22.46, "low": 22.46, "close": 22.46, "amount_yi": 0.0037 }, { "time": "13:31", "open": 22.44, "high": 22.44, "low": 22.44, "close": 22.44, "amount_yi": 0.0682 }, { "time": "13:33", "open": 22.47, "high": 22.47, "low": 22.47, "close": 22.47, "amount_yi": 0.0197 }, { "time": "13:38", "open": 22.5, "high": 22.5, "low": 22.5, "close": 22.5, "amount_yi": 0.0337 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 22.5, "ts": "2026-06-30T13:38:21", "prev_close": 23.25, "open": 22.88, "high": 23.04, "low": 22.4, "bid1": 22.5, "ask1": 22.52, "bid_qty1": 15, "ask_qty1": 109 }, "previous_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 500, "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": 0.077, "prev_amount_yi": 0.0824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 53.79, "high": 53.79, "low": 53.79, "close": 53.79, "amount_yi": 0.0019 }, { "time": "13:23", "open": 53.82, "high": 53.82, "low": 53.82, "close": 53.82, "amount_yi": 0.0007 }, { "time": "13:31", "open": 53.81, "high": 53.81, "low": 53.81, "close": 53.81, "amount_yi": 0.0202 }, { "time": "13:33", "open": 54.17, "high": 54.17, "low": 54.17, "close": 54.17, "amount_yi": 0.0433 }, { "time": "13:38", "open": 54.02, "high": 54.02, "low": 54.02, "close": 54.02, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 54.02, "ts": "2026-06-30T13:38:24", "prev_close": 55.4, "open": 55.26, "high": 55.88, "low": 53.02, "bid1": 53.98, "ask1": 54.02, "bid_qty1": 2, "ask_qty1": 0 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "minute_energy_amount_too_low", "qty": 2200, "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": 3.0769, "intraday_vwap": 13.6608, "price_vs_vwap_pct": -0.0791, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.102, "prev_amount_yi": 0.1241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8219, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 13.7, "high": 13.7, "low": 13.7, "close": 13.7, "amount_yi": 0.0056 }, { "time": "13:23", "open": 13.68, "high": 13.68, "low": 13.68, "close": 13.68, "amount_yi": 0.0065 }, { "time": "13:31", "open": 13.66, "high": 13.66, "low": 13.66, "close": 13.66, "amount_yi": 0.0465 }, { "time": "13:33", "open": 13.69, "high": 13.69, "low": 13.69, "close": 13.69, "amount_yi": 0.0133 }, { "time": "13:38", "open": 13.65, "high": 13.65, "low": 13.65, "close": 13.65, "amount_yi": 0.0301 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43587.56, "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": 13.65, "ts": "2026-06-30T13:38:24", "prev_close": 13.58, "open": 13.66, "high": 13.83, "low": 13.51, "bid1": 13.63, "ask1": 13.65, "bid_qty1": 75, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2100, "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": 14.7469, "price_vs_vwap_pct": -0.8605, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0339, "prev_amount_yi": 0.0184, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8424, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.0011 }, { "time": "13:23", "open": 14.64, "high": 14.64, "low": 14.64, "close": 14.64, "amount_yi": 0.0008 }, { "time": "13:31", "open": 14.64, "high": 14.64, "low": 14.64, "close": 14.64, "amount_yi": 0.0108 }, { "time": "13:33", "open": 14.65, "high": 14.65, "low": 14.65, "close": 14.65, "amount_yi": 0.0014 }, { "time": "13:38", "open": 14.62, "high": 14.62, "low": 14.62, "close": 14.62, "amount_yi": 0.0198 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 14.62, "ts": "2026-06-30T13:38:23", "prev_close": 15.21, "open": 15.16, "high": 15.2, "low": 14.58, "bid1": 14.62, "ask1": 14.63, "bid_qty1": 2, "ask_qty1": 130 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.300540:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.300540:VWAP_RECLAIM", "symbol": "SZSE.300540", "name": "蜀道装备", "side": "BUY", "priority": "W107", "status": "OBSERVE", "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": "2026-06-30T13:38:24", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 800, "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": 34.42, "price_vs_vwap_pct": 4.5322, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5735, "prev_amount_yi": 0.3531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 35.82, "high": 35.82, "low": 35.82, "close": 35.82, "amount_yi": 0.039 }, { "time": "13:23", "open": 35.9, "high": 35.9, "low": 35.9, "close": 35.9, "amount_yi": 0.0248 }, { "time": "13:31", "open": 35.56, "high": 35.56, "low": 35.56, "close": 35.56, "amount_yi": 0.1459 }, { "time": "13:33", "open": 35.98, "high": 35.98, "low": 35.98, "close": 35.98, "amount_yi": 0.0779 }, { "time": "13:38", "open": 35.98, "high": 35.98, "low": 35.98, "close": 35.98, "amount_yi": 0.2859 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 35.98, "ts": "2026-06-30T13:38:21", "prev_close": 31.58, "open": 32.27, "high": 36.13, "low": 32.27, "bid1": 35.99, "ask1": 36.0, "bid_qty1": 4, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 400, "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": 63.8321, "price_vs_vwap_pct": 1.015, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0441, "prev_amount_yi": 0.0666, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 64.24, "high": 64.24, "low": 64.24, "close": 64.24, "amount_yi": 0.0044 }, { "time": "13:23", "open": 64.31, "high": 64.31, "low": 64.31, "close": 64.31, "amount_yi": 0.0026 }, { "time": "13:31", "open": 64.42, "high": 64.42, "low": 64.42, "close": 64.42, "amount_yi": 0.0208 }, { "time": "13:33", "open": 64.57, "high": 64.57, "low": 64.57, "close": 64.57, "amount_yi": 0.0084 }, { "time": "13:38", "open": 64.48, "high": 64.48, "low": 64.48, "close": 64.48, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 64.48, "ts": "2026-06-30T13:38:21", "prev_close": 64.74, "open": 63.93, "high": 64.8, "low": 63.2, "bid1": 64.47, "ask1": 64.53, "bid_qty1": 62, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SZSE.000597:VWAP_RECLAIM:BUY", "plan_id": "20260629:SZSE.000597:VWAP_RECLAIM", "symbol": "SZSE.000597", "name": "东北制药", "side": "BUY", "priority": "W109", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.44, "exec_low": 4.51, "exec_high": 4.51, "invalid_price": 4.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 7300, "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": 4.2712, "price_vs_vwap_pct": -1.1987, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.0105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0001 }, { "time": "13:23", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0029 }, { "time": "13:31", "open": 4.22, "high": 4.22, "low": 4.22, "close": 4.22, "amount_yi": 0.0087 }, { "time": "13:33", "open": 4.24, "high": 4.24, "low": 4.24, "close": 4.24, "amount_yi": 0.0013 }, { "time": "13:38", "open": 4.22, "high": 4.22, "low": 4.22, "close": 4.22, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 4.22, "ts": "2026-06-30T13:38:21", "prev_close": 4.4, "open": 4.39, "high": 4.4, "low": 4.2, "bid1": 4.22, "ask1": 4.23, "bid_qty1": 2026, "ask_qty1": 158 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.603392:VWAP_RECLAIM:BUY", "plan_id": "20260629:SHSE.603392:VWAP_RECLAIM", "symbol": "SHSE.603392", "name": "万泰生物", "side": "BUY", "priority": "W110", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 27.96, "exec_low": 28.38, "exec_high": 28.38, "invalid_price": 27.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 1100, "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": 26.9406, "price_vs_vwap_pct": -0.2249, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0643, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 26.86, "high": 26.86, "low": 26.86, "close": 26.86, "amount_yi": 0.002 }, { "time": "13:23", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0026 }, { "time": "13:31", "open": 26.84, "high": 26.84, "low": 26.84, "close": 26.84, "amount_yi": 0.0267 }, { "time": "13:33", "open": 26.87, "high": 26.87, "low": 26.87, "close": 26.87, "amount_yi": 0.0053 }, { "time": "13:38", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0277 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 26.88, "ts": "2026-06-30T13:38:22", "prev_close": 27.28, "open": 27.11, "high": 27.49, "low": 26.62, "bid1": 26.88, "ask1": 26.9, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688302:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688302:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688302", "name": "海创药业-U", "side": "BUY", "priority": "W111", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 35.42, "exec_low": 35.42, "exec_high": 35.95, "invalid_price": 34.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 20, "created_at": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 800, "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": 0.0225, "prev_amount_yi": 0.0172, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 35.0, "high": 35.0, "low": 35.0, "close": 35.0, "amount_yi": 0.0039 }, { "time": "13:23", "open": 34.95, "high": 34.95, "low": 34.95, "close": 34.95, "amount_yi": 0.0002 }, { "time": "13:31", "open": 34.85, "high": 34.85, "low": 34.85, "close": 34.85, "amount_yi": 0.0106 }, { "time": "13:33", "open": 34.87, "high": 34.87, "low": 34.87, "close": 34.87, "amount_yi": 0.0011 }, { "time": "13:38", "open": 34.93, "high": 34.93, "low": 34.93, "close": 34.93, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 34.93, "ts": "2026-06-30T13:38:22", "prev_close": 35.05, "open": 34.91, "high": 36.53, "low": 34.64, "bid1": 34.89, "ask1": 34.93, "bid_qty1": 12, "ask_qty1": 2 }, "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": "2026-06-30T13:38:24", "sim_reason": "waiting_trigger", "qty": 1600, "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": 18.9923, "price_vs_vwap_pct": 0.9356, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0269, "prev_amount_yi": 0.0234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.0032 }, { "time": "13:23", "open": 19.3, "high": 19.3, "low": 19.3, "close": 19.3, "amount_yi": 0.0094 }, { "time": "13:31", "open": 19.18, "high": 19.18, "low": 19.18, "close": 19.18, "amount_yi": 0.0089 }, { "time": "13:33", "open": 19.15, "high": 19.15, "low": 19.15, "close": 19.15, "amount_yi": 0.0005 }, { "time": "13:38", "open": 19.17, "high": 19.17, "low": 19.17, "close": 19.17, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 19.17, "ts": "2026-06-30T13:38:15", "prev_close": 19.06, "open": 18.91, "high": 19.36, "low": 18.44, "bid1": 19.16, "ask1": 19.17, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-06-30T13:38:24", "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": 50.381, "price_vs_vwap_pct": -0.6768, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0533, "prev_amount_yi": 0.0383, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3916, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 50.27, "high": 50.27, "low": 50.27, "close": 50.27, "amount_yi": 0.0096 }, { "time": "13:23", "open": 50.23, "high": 50.23, "low": 50.23, "close": 50.23, "amount_yi": 0.006 }, { "time": "13:31", "open": 50.09, "high": 50.09, "low": 50.09, "close": 50.09, "amount_yi": 0.0167 }, { "time": "13:33", "open": 50.08, "high": 50.08, "low": 50.08, "close": 50.08, "amount_yi": 0.0053 }, { "time": "13:38", "open": 50.04, "high": 50.04, "low": 50.04, "close": 50.04, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 50.04, "ts": "2026-06-30T13:38:21", "prev_close": 52.67, "open": 51.35, "high": 51.94, "low": 49.65, "bid1": 50.03, "ask1": 50.05, "bid_qty1": 38, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688247:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688247:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688247", "name": "宣泰医药", "side": "BUY", "priority": "W114", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 4100, "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": 0.0049, "prev_amount_yi": 0.0055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:21", "open": 7.58, "high": 7.58, "low": 7.57, "close": 7.57, "amount_yi": 0.0017 }, { "time": "13:22", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0001 }, { "time": "13:31", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.002 }, { "time": "13:33", "open": 7.52, "high": 7.52, "low": 7.52, "close": 7.52, "amount_yi": 0.0002 }, { "time": "13:38", "open": 7.51, "high": 7.51, "low": 7.51, "close": 7.51, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 7.51, "ts": "2026-06-30T13:38:21", "prev_close": 7.68, "open": 7.66, "high": 7.66, "low": 7.43, "bid1": 7.49, "ask1": 7.51, "bid_qty1": 196, "ask_qty1": 8 }, "previous_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2600, "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": 11.7687, "price_vs_vwap_pct": -0.8387, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1024, "prev_amount_yi": 0.1102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 11.68, "high": 11.68, "low": 11.68, "close": 11.68, "amount_yi": 0.0046 }, { "time": "13:23", "open": 11.69, "high": 11.69, "low": 11.69, "close": 11.69, "amount_yi": 0.0054 }, { "time": "13:31", "open": 11.66, "high": 11.66, "low": 11.66, "close": 11.66, "amount_yi": 0.039 }, { "time": "13:33", "open": 11.68, "high": 11.68, "low": 11.68, "close": 11.68, "amount_yi": 0.0168 }, { "time": "13:38", "open": 11.67, "high": 11.67, "low": 11.67, "close": 11.67, "amount_yi": 0.0366 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 11.67, "ts": "2026-06-30T13:38:21", "prev_close": 12.02, "open": 11.88, "high": 11.98, "low": 11.62, "bid1": 11.67, "ask1": 11.68, "bid_qty1": 105, "ask_qty1": 324 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 4900, "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": 6.2227, "price_vs_vwap_pct": 0.1173, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0339, "prev_amount_yi": 0.0394, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8604, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0019 }, { "time": "13:23", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0044 }, { "time": "13:31", "open": 6.21, "high": 6.21, "low": 6.21, "close": 6.21, "amount_yi": 0.013 }, { "time": "13:33", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.0022 }, { "time": "13:38", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 6.23, "ts": "2026-06-30T13:38:18", "prev_close": 6.38, "open": 6.37, "high": 6.37, "low": 6.16, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 95, "ask_qty1": 259 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260629:20260630:SHSE.688276:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260629:SHSE.688276:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688276", "name": "百克生物", "side": "BUY", "priority": "W117", "status": "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2200, "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": 0.0084, "prev_amount_yi": 0.0055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0002 }, { "time": "13:23", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0006 }, { "time": "13:31", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.006 }, { "time": "13:33", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.0003 }, { "time": "13:38", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 13.87, "ts": "2026-06-30T13:38:17", "prev_close": 14.35, "open": 14.35, "high": 14.35, "low": 13.72, "bid1": 13.86, "ask1": 13.88, "bid_qty1": 8, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "CANCELLED", "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": "2026-06-30T13:38:24", "sim_reason": "invalid_price_broken", "qty": 2000, "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": 15.582, "price_vs_vwap_pct": -1.0397, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1407, "prev_amount_yi": 0.0868, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:22", "open": 15.4, "high": 15.4, "low": 15.4, "close": 15.4, "amount_yi": 0.0198 }, { "time": "13:23", "open": 15.41, "high": 15.41, "low": 15.41, "close": 15.41, "amount_yi": 0.0038 }, { "time": "13:31", "open": 15.39, "high": 15.39, "low": 15.39, "close": 15.39, "amount_yi": 0.0854 }, { "time": "13:33", "open": 15.4, "high": 15.4, "low": 15.4, "close": 15.4, "amount_yi": 0.0093 }, { "time": "13:38", "open": 15.42, "high": 15.42, "low": 15.42, "close": 15.42, "amount_yi": 0.0224 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 15.42, "ts": "2026-06-30T13:38:22", "prev_close": 15.88, "open": 15.89, "high": 15.9, "low": 15.37, "bid1": 15.41, "ask1": 15.42, "bid_qty1": 87, "ask_qty1": 86 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-06-30T13:38:24", "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": 32.9643, "price_vs_vwap_pct": -0.8321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1829, "prev_amount_yi": 0.2542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7195, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:22", "open": 32.78, "high": 32.78, "low": 32.78, "close": 32.78, "amount_yi": 0.0118 }, { "time": "13:23", "open": 32.76, "high": 32.76, "low": 32.76, "close": 32.76, "amount_yi": 0.0138 }, { "time": "13:31", "open": 32.67, "high": 32.67, "low": 32.67, "close": 32.67, "amount_yi": 0.072 }, { "time": "13:33", "open": 32.71, "high": 32.71, "low": 32.71, "close": 32.71, "amount_yi": 0.0147 }, { "time": "13:38", "open": 32.69, "high": 32.69, "low": 32.69, "close": 32.69, "amount_yi": 0.0706 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87175.12, "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": 32.69, "ts": "2026-06-30T13:38:24", "prev_close": 34.26, "open": 33.58, "high": 33.85, "low": 32.41, "bid1": 32.68, "ask1": 32.69, "bid_qty1": 7, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 630357.0, "market_value": 458332.0, "total_value": 1088689.0, "unrealized_pnl": 76592.00000000001, "unrealized_pnl_pct_of_initial": 7.659200000000002, "realized_pnl": 12096.999999999985, "realized_pnl_pct_of_initial": 1.2096999999999987, "total_pnl": 88689.0, "total_pnl_pct": 8.868900000000002 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 2000, "sellable_qty": 1800, "avg_cost": 110.65, "last_price": 128.71, "market_value": 257420.00000000003, "unrealized_pnl": 36120.00000000001, "unrealized_pnl_pct": 16.321735201084508, "updated_at": "2026-06-30T13:38:24", "prev_close": 128.77, "holding_days": 10, "position_pct_of_total": 23.64495278265878 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1600, "sellable_qty": 1600, "avg_cost": 80.3, "last_price": 103.67, "market_value": 165872.0, "unrealized_pnl": 37392.00000000001, "unrealized_pnl_pct": 29.103362391033638, "updated_at": "2026-06-30T13:38:24", "prev_close": 103.25, "holding_days": 6, "position_pct_of_total": 15.235939740366625 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 400, "avg_cost": 39.95, "last_price": 43.8, "market_value": 35040.0, "unrealized_pnl": 3079.9999999999955, "unrealized_pnl_pct": 9.637046307884845, "updated_at": "2026-06-30T13:38:24", "prev_close": 43.18, "holding_days": 9, "position_pct_of_total": 3.2185500174981096 } ], "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": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 45.0, "effective_shadow_total_position_pct": 45.0, "defensive_total_position_pct": 45.0, "warm_total_position_pct": 70.0, "hot_total_position_pct": 90.0, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 2, "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 } }