{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260630", "trade_date": "20260701", "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", "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": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.6842, "active_up_ratio": 0.8462, "active_positive": 11, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.4022, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 4, "top_symbols": [ "SZSE.300115", "SHSE.688150", "SZSE.300331", "SHSE.605588" ], "top_return_pct": 11.3099 }, { "theme": "显示面板链 / OLED", "count": 3, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212" ], "top_return_pct": 12.5846 }, { "theme": "显示面板链 / MiniLED", "count": 3, "top_symbols": [ "SZSE.000100", "SHSE.605218", "SZSE.300269" ], "top_return_pct": 6.8729 }, { "theme": "机器人链 / 人形机器人", "count": 3, "top_symbols": [ "SHSE.688165", "SZSE.003021", "SHSE.603662" ], "top_return_pct": 6.8627 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.2774 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.584573748308525, "last": 41.6, "vwap": 39.917595397779834, "above_vwap": true, "amount": 690414730.0 }, { "symbol": "SZSE.300115", "name": "长盈精密", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.309949892627058, "last": 31.1, "vwap": 30.266723115630455, "above_vwap": true, "amount": 1099523464.0 }, { "symbol": "SZSE.000536", "name": "华映科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 1, "ret_pct": 10.149253731343277, "last": 3.69, "vwap": 3.5739197657573483, "above_vwap": true, "amount": 302949742.0 }, { "symbol": "SZSE.000823", "name": "超声电子", "theme": "AI算力链 / 光通信模块", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.019493177387906, "last": 28.22, "vwap": 27.377954776911796, "above_vwap": true, "amount": 1564589884.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 353424456.0 }, { "symbol": "SZSE.300503", "name": "昊志机电", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.277356446370533, "last": 99.94, "vwap": 98.98358740505951, "above_vwap": true, "amount": 2317146391.0 }, { "symbol": "SZSE.002403", "name": "爱仕达", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.735426008968593, "last": 9.61, "vwap": 9.281056541256948, "above_vwap": true, "amount": 34733426.0 }, { "symbol": "SZSE.000100", "name": "TCL科技", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872852233676974, "last": 6.22, "vwap": 6.022677750053336, "above_vwap": true, "amount": 7246668356.0 }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "theme": "机器人链 / 人形机器人", "paper_scope": "active", "priority": 5, "ret_pct": 6.862745098039236, "last": 21.8, "vwap": 21.331057657874144, "above_vwap": true, "amount": 254584424.0 }, { "symbol": "SHSE.688150", "name": "莱特光电", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "active", "priority": 11, "ret_pct": 6.397551734188278, "last": 73.01, "vwap": 71.4911745491846, "above_vwap": true, "amount": 403047868.0 }, { "symbol": "SHSE.605218", "name": "伟时电子", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.291591046581968, "last": 17.57, "vwap": 17.07117433166035, "above_vwap": true, "amount": 33333175.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.209150326797386, "last": 13.0, "vwap": 12.85866723654603, "above_vwap": true, "amount": 204578824.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.6842, "active_up_ratio": 0.8462, "active_positive": 11, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.4022, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 4, "top_symbols": [ "SZSE.300115", "SHSE.688150", "SZSE.300331", "SHSE.605588" ], "top_return_pct": 11.3099 }, { "theme": "显示面板链 / OLED", "count": 3, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212" ], "top_return_pct": 12.5846 }, { "theme": "显示面板链 / MiniLED", "count": 3, "top_symbols": [ "SZSE.000100", "SHSE.605218", "SZSE.300269" ], "top_return_pct": 6.8729 }, { "theme": "机器人链 / 人形机器人", "count": 3, "top_symbols": [ "SHSE.688165", "SZSE.003021", "SHSE.603662" ], "top_return_pct": 6.8627 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.2774 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.584573748308525, "last": 41.6, "vwap": 39.917595397779834, "above_vwap": true, "amount": 690414730.0 }, { "symbol": "SZSE.300115", "name": "长盈精密", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.309949892627058, "last": 31.1, "vwap": 30.266723115630455, "above_vwap": true, "amount": 1099523464.0 }, { "symbol": "SZSE.000536", "name": "华映科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 1, "ret_pct": 10.149253731343277, "last": 3.69, "vwap": 3.5739197657573483, "above_vwap": true, "amount": 302949742.0 }, { "symbol": "SZSE.000823", "name": "超声电子", "theme": "AI算力链 / 光通信模块", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.019493177387906, "last": 28.22, "vwap": 27.377954776911796, "above_vwap": true, "amount": 1564589884.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 353424456.0 }, { "symbol": "SZSE.300503", "name": "昊志机电", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.277356446370533, "last": 99.94, "vwap": 98.98358740505951, "above_vwap": true, "amount": 2317146391.0 }, { "symbol": "SZSE.002403", "name": "爱仕达", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.735426008968593, "last": 9.61, "vwap": 9.281056541256948, "above_vwap": true, "amount": 34733426.0 }, { "symbol": "SZSE.000100", "name": "TCL科技", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872852233676974, "last": 6.22, "vwap": 6.022677750053336, "above_vwap": true, "amount": 7246668356.0 }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "theme": "机器人链 / 人形机器人", "paper_scope": "active", "priority": 5, "ret_pct": 6.862745098039236, "last": 21.8, "vwap": 21.331057657874144, "above_vwap": true, "amount": 254584424.0 }, { "symbol": "SHSE.688150", "name": "莱特光电", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "active", "priority": 11, "ret_pct": 6.397551734188278, "last": 73.01, "vwap": 71.4911745491846, "above_vwap": true, "amount": 403047868.0 }, { "symbol": "SHSE.605218", "name": "伟时电子", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.291591046581968, "last": 17.57, "vwap": 17.07117433166035, "above_vwap": true, "amount": 33333175.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.209150326797386, "last": 13.0, "vwap": 12.85866723654603, "above_vwap": true, "amount": 204578824.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" } }, "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", "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": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.6842, "active_up_ratio": 0.8462, "active_positive": 11, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.4022, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 4, "top_symbols": [ "SZSE.300115", "SHSE.688150", "SZSE.300331", "SHSE.605588" ], "top_return_pct": 11.3099 }, { "theme": "显示面板链 / OLED", "count": 3, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212" ], "top_return_pct": 12.5846 }, { "theme": "显示面板链 / MiniLED", "count": 3, "top_symbols": [ "SZSE.000100", "SHSE.605218", "SZSE.300269" ], "top_return_pct": 6.8729 }, { "theme": "机器人链 / 人形机器人", "count": 3, "top_symbols": [ "SHSE.688165", "SZSE.003021", "SHSE.603662" ], "top_return_pct": 6.8627 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.2774 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.584573748308525, "last": 41.6, "vwap": 39.917595397779834, "above_vwap": true, "amount": 690414730.0 }, { "symbol": "SZSE.300115", "name": "长盈精密", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.309949892627058, "last": 31.1, "vwap": 30.266723115630455, "above_vwap": true, "amount": 1099523464.0 }, { "symbol": "SZSE.000536", "name": "华映科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 1, "ret_pct": 10.149253731343277, "last": 3.69, "vwap": 3.5739197657573483, "above_vwap": true, "amount": 302949742.0 }, { "symbol": "SZSE.000823", "name": "超声电子", "theme": "AI算力链 / 光通信模块", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.019493177387906, "last": 28.22, "vwap": 27.377954776911796, "above_vwap": true, "amount": 1564589884.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 353424456.0 }, { "symbol": "SZSE.300503", "name": "昊志机电", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.277356446370533, "last": 99.94, "vwap": 98.98358740505951, "above_vwap": true, "amount": 2317146391.0 }, { "symbol": "SZSE.002403", "name": "爱仕达", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.735426008968593, "last": 9.61, "vwap": 9.281056541256948, "above_vwap": true, "amount": 34733426.0 }, { "symbol": "SZSE.000100", "name": "TCL科技", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872852233676974, "last": 6.22, "vwap": 6.022677750053336, "above_vwap": true, "amount": 7246668356.0 }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "theme": "机器人链 / 人形机器人", "paper_scope": "active", "priority": 5, "ret_pct": 6.862745098039236, "last": 21.8, "vwap": 21.331057657874144, "above_vwap": true, "amount": 254584424.0 }, { "symbol": "SHSE.688150", "name": "莱特光电", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "active", "priority": 11, "ret_pct": 6.397551734188278, "last": 73.01, "vwap": 71.4911745491846, "above_vwap": true, "amount": 403047868.0 }, { "symbol": "SHSE.605218", "name": "伟时电子", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.291591046581968, "last": 17.57, "vwap": 17.07117433166035, "above_vwap": true, "amount": 33333175.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.209150326797386, "last": 13.0, "vwap": 12.85866723654603, "above_vwap": true, "amount": 204578824.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.6842, "active_up_ratio": 0.8462, "active_positive": 11, "active_positive_min": 1, "active_above_vwap": 9, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.4022, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 4, "top_symbols": [ "SZSE.300115", "SHSE.688150", "SZSE.300331", "SHSE.605588" ], "top_return_pct": 11.3099 }, { "theme": "显示面板链 / OLED", "count": 3, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212" ], "top_return_pct": 12.5846 }, { "theme": "显示面板链 / MiniLED", "count": 3, "top_symbols": [ "SZSE.000100", "SHSE.605218", "SZSE.300269" ], "top_return_pct": 6.8729 }, { "theme": "机器人链 / 人形机器人", "count": 3, "top_symbols": [ "SHSE.688165", "SZSE.003021", "SHSE.603662" ], "top_return_pct": 6.8627 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.2774 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.584573748308525, "last": 41.6, "vwap": 39.917595397779834, "above_vwap": true, "amount": 690414730.0 }, { "symbol": "SZSE.300115", "name": "长盈精密", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 11.309949892627058, "last": 31.1, "vwap": 30.266723115630455, "above_vwap": true, "amount": 1099523464.0 }, { "symbol": "SZSE.000536", "name": "华映科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 1, "ret_pct": 10.149253731343277, "last": 3.69, "vwap": 3.5739197657573483, "above_vwap": true, "amount": 302949742.0 }, { "symbol": "SZSE.000823", "name": "超声电子", "theme": "AI算力链 / 光通信模块", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.019493177387906, "last": 28.22, "vwap": 27.377954776911796, "above_vwap": true, "amount": 1564589884.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 353424456.0 }, { "symbol": "SZSE.300503", "name": "昊志机电", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.277356446370533, "last": 99.94, "vwap": 98.98358740505951, "above_vwap": true, "amount": 2317146391.0 }, { "symbol": "SZSE.002403", "name": "爱仕达", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.735426008968593, "last": 9.61, "vwap": 9.281056541256948, "above_vwap": true, "amount": 34733426.0 }, { "symbol": "SZSE.000100", "name": "TCL科技", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872852233676974, "last": 6.22, "vwap": 6.022677750053336, "above_vwap": true, "amount": 7246668356.0 }, { "symbol": "SHSE.688165", "name": "埃夫特-U", "theme": "机器人链 / 人形机器人", "paper_scope": "active", "priority": 5, "ret_pct": 6.862745098039236, "last": 21.8, "vwap": 21.331057657874144, "above_vwap": true, "amount": 254584424.0 }, { "symbol": "SHSE.688150", "name": "莱特光电", "theme": "显示面板链 / 柔性屏(折叠屏)", "paper_scope": "active", "priority": 11, "ret_pct": 6.397551734188278, "last": 73.01, "vwap": 71.4911745491846, "above_vwap": true, "amount": 403047868.0 }, { "symbol": "SHSE.605218", "name": "伟时电子", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.291591046581968, "last": 17.57, "vwap": 17.07117433166035, "above_vwap": true, "amount": 33333175.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.209150326797386, "last": 13.0, "vwap": 12.85866723654603, "above_vwap": true, "amount": 204578824.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-07-01T09:54:06", "signals": [ { "event_id": "20260630:20260701:SZSE.300812:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300812:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300812", "name": "易天股份", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.43, "exec_low": 29.43, "exec_high": 30.31, "invalid_price": 28.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 30.31, "max_chase_pct": 3.0, "base_exec_high": 30.31, "dynamic_exec_high": null, "entry_zone_low": 28.99, "entry_zone_high": 29.87, "entry_risk_pct": 3.2531, "intraday_vwap": 29.2978, "price_vs_vwap_pct": 0.6902, "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": 0.08, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 29.63, "high": 29.63, "low": 29.58, "close": 29.58, "amount_yi": 0.0277 }, { "time": "09:53", "open": 29.6, "high": 29.6, "low": 29.51, "close": 29.51, "amount_yi": 0.0376 }, { "time": "09:54", "open": 29.5, "high": 29.5, "low": 29.5, "close": 29.5, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 66866.34, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.5, "ts": "2026-07-01T09:54:03", "prev_close": 29.31, "open": 29.04, "high": 29.76, "low": 28.72, "bid1": 29.49, "ask1": 29.51, "bid_qty1": 33, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000536", "name": "华映科技", "side": "BUY", "priority": "P1", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 3.39, "exec_low": 3.39, "exec_high": 3.49, "invalid_price": 3.29, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 3.49, "max_chase_pct": 3.0, "base_exec_high": 3.49, "dynamic_exec_high": null, "entry_zone_low": 3.34, "entry_zone_high": 3.44, "entry_risk_pct": null, "intraday_vwap": 3.5739, "price_vs_vwap_pct": 3.2486, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.69, "ts": "2026-07-01T09:54:03", "prev_close": 3.35, "open": 3.3, "high": 3.69, "low": 3.26, "bid1": 3.69, "ask1": 0.0, "bid_qty1": 883045, "ask_qty1": 0 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.003015:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.003015:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.003015", "name": "日久光电", "side": "BUY", "priority": "P2", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 13.25, "exec_low": 13.25, "exec_high": 13.65, "invalid_price": 12.85, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 13.65, "max_chase_pct": 3.0, "base_exec_high": 13.65, "dynamic_exec_high": null, "entry_zone_low": 13.05, "entry_zone_high": 13.45, "entry_risk_pct": null, "intraday_vwap": 13.0261, "price_vs_vwap_pct": 0.7209, "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": 0.0366, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 13.16, "high": 13.16, "low": 13.11, "close": 13.11, "amount_yi": 0.027 }, { "time": "09:53", "open": 13.13, "high": 13.13, "low": 13.12, "close": 13.12, "amount_yi": 0.0074 }, { "time": "09:54", "open": 13.12, "high": 13.12, "low": 13.12, "close": 13.12, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.12, "ts": "2026-07-01T09:54:03", "prev_close": 13.03, "open": 13.02, "high": 13.16, "low": 12.74, "bid1": 13.11, "ask1": 13.12, "bid_qty1": 338, "ask_qty1": 42 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688017:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688017:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688017", "name": "绿的谐波", "side": "BUY", "priority": "P3", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 422.0, "exec_low": 422.0, "exec_high": 434.66, "invalid_price": 409.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 434.66, "max_chase_pct": 3.0, "base_exec_high": 434.66, "dynamic_exec_high": null, "entry_zone_low": 415.67, "entry_zone_high": 428.33, "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": 2.3627, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 412.0, "high": 414.33, "low": 412.0, "close": 414.33, "amount_yi": 0.7989 }, { "time": "09:53", "open": 417.06, "high": 419.23, "low": 417.06, "close": 419.23, "amount_yi": 0.8722 }, { "time": "09:54", "open": 419.54, "high": 419.54, "low": 419.54, "close": 419.54, "amount_yi": 0.6916 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 419.54, "ts": "2026-07-01T09:54:04", "prev_close": 417.86, "open": 406.0, "high": 419.99, "low": 400.28, "bid1": 419.5, "ask1": 419.54, "bid_qty1": 43, "ask_qty1": 8 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000727:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.000727:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000727", "name": "冠捷科技", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 2.74, "exec_low": 2.74, "exec_high": 2.82, "invalid_price": 2.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 2.82, "max_chase_pct": 3.0, "base_exec_high": 2.82, "dynamic_exec_high": null, "entry_zone_low": 2.7, "entry_zone_high": 2.78, "entry_risk_pct": null, "intraday_vwap": 2.6741, "price_vs_vwap_pct": -0.1533, "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": 0.07, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 2.67, "high": 2.67, "low": 2.67, "close": 2.67, "amount_yi": 0.03 }, { "time": "09:53", "open": 2.67, "high": 2.67, "low": 2.67, "close": 2.67, "amount_yi": 0.0316 }, { "time": "09:54", "open": 2.67, "high": 2.67, "low": 2.67, "close": 2.67, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.67, "ts": "2026-07-01T09:54:03", "prev_close": 2.73, "open": 2.71, "high": 2.73, "low": 2.65, "bid1": 2.67, "ask1": 2.68, "bid_qty1": 3853, "ask_qty1": 6569 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688165:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688165:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688165", "name": "埃夫特-U", "side": "BUY", "priority": "P5", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 20.46, "exec_low": 20.46, "exec_high": 21.07, "invalid_price": 19.85, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 21.07, "max_chase_pct": 3.0, "base_exec_high": 21.07, "dynamic_exec_high": null, "entry_zone_low": 20.15, "entry_zone_high": 20.77, "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": 0.2334, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 21.54, "high": 21.54, "low": 21.4, "close": 21.4, "amount_yi": 0.0423 }, { "time": "09:53", "open": 21.58, "high": 21.61, "low": 21.58, "close": 21.61, "amount_yi": 0.103 }, { "time": "09:54", "open": 21.8, "high": 21.8, "low": 21.8, "close": 21.8, "amount_yi": 0.0881 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.8, "ts": "2026-07-01T09:54:06", "prev_close": 20.4, "open": 20.18, "high": 21.8, "low": 20.18, "bid1": 21.79, "ask1": 21.8, "bid_qty1": 30, "ask_qty1": 309 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301183:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.301183:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301183", "name": "东田微", "side": "BUY", "priority": "P6", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 268.9, "exec_low": 268.9, "exec_high": 276.97, "invalid_price": 260.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 276.97, "max_chase_pct": 3.0, "base_exec_high": 276.97, "dynamic_exec_high": null, "entry_zone_low": 264.87, "entry_zone_high": 272.93, "entry_risk_pct": null, "intraday_vwap": 263.5668, "price_vs_vwap_pct": -0.8942, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2192, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 262.14, "high": 262.5, "low": 262.14, "close": 262.5, "amount_yi": 0.0854 }, { "time": "09:53", "open": 262.05, "high": 262.05, "low": 261.2, "close": 261.2, "amount_yi": 0.1011 }, { "time": "09:54", "open": 261.21, "high": 261.21, "low": 261.21, "close": 261.21, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 261.21, "ts": "2026-07-01T09:54:03", "prev_close": 264.87, "open": 262.0, "high": 266.23, "low": 260.0, "bid1": 261.21, "ask1": 261.22, "bid_qty1": 2, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "BUY", "priority": "P7", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 120.5, "exec_low": 120.5, "exec_high": 124.12, "invalid_price": 116.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 124.12, "max_chase_pct": 3.0, "base_exec_high": 124.12, "dynamic_exec_high": null, "entry_zone_low": 118.69, "entry_zone_high": 122.31, "entry_risk_pct": null, "intraday_vwap": 118.5869, "price_vs_vwap_pct": -0.3263, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.2, "ts": "2026-07-01T09:54:03", "prev_close": 118.17, "open": 118.35, "high": 121.5, "low": 117.03, "bid1": 118.0, "ask1": 118.2, "bid_qty1": 6, "ask_qty1": 18 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688158:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688158:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688158", "name": "优刻得-W", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.57, "exec_low": 37.57, "exec_high": 38.7, "invalid_price": 36.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 算力概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.7, "max_chase_pct": 3.0, "base_exec_high": 38.7, "dynamic_exec_high": null, "entry_zone_low": 37.01, "entry_zone_high": 38.13, "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": 0.1764, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 37.08, "high": 37.08, "low": 37.08, "close": 37.08, "amount_yi": 0.0659 }, { "time": "09:53", "open": 37.11, "high": 37.11, "low": 36.95, "close": 36.95, "amount_yi": 0.0726 }, { "time": "09:54", "open": 36.97, "high": 36.97, "low": 36.97, "close": 36.97, "amount_yi": 0.0379 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.97, "ts": "2026-07-01T09:54:04", "prev_close": 36.76, "open": 36.95, "high": 37.5, "low": 36.4, "bid1": 36.97, "ask1": 37.01, "bid_qty1": 40, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002845:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.002845:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002845", "name": "同兴达", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.45, "exec_low": 16.45, "exec_high": 16.94, "invalid_price": 15.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 16.94, "max_chase_pct": 3.0, "base_exec_high": 16.94, "dynamic_exec_high": null, "entry_zone_low": 16.2, "entry_zone_high": 16.7, "entry_risk_pct": 3.0377, "intraday_vwap": 16.4086, "price_vs_vwap_pct": 0.2523, "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": 0.0782, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 16.48, "high": 16.48, "low": 16.47, "close": 16.47, "amount_yi": 0.0204 }, { "time": "09:53", "open": 16.5, "high": 16.5, "low": 16.45, "close": 16.45, "amount_yi": 0.0359 }, { "time": "09:54", "open": 16.45, "high": 16.45, "low": 16.45, "close": 16.45, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 66866.34, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.45, "ts": "2026-07-01T09:54:03", "prev_close": 16.4, "open": 16.26, "high": 16.6, "low": 16.16, "bid1": 16.45, "ask1": 16.46, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300566:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300566:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300566", "name": "激智科技", "side": "BUY", "priority": "P10", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.17, "exec_low": 37.17, "exec_high": 38.29, "invalid_price": 36.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.29, "max_chase_pct": 3.0, "base_exec_high": 38.29, "dynamic_exec_high": null, "entry_zone_low": 36.61, "entry_zone_high": 37.73, "entry_risk_pct": null, "intraday_vwap": 39.9176, "price_vs_vwap_pct": 4.2147, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3025, "prev_amount_yi": 0, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 41.98, "high": 41.98, "low": 41.89, "close": 41.89, "amount_yi": 0.1416 }, { "time": "09:53", "open": 41.8, "high": 41.83, "low": 41.8, "close": 41.83, "amount_yi": 0.1241 }, { "time": "09:54", "open": 41.6, "high": 41.6, "low": 41.6, "close": 41.6, "amount_yi": 0.0368 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 133732.68, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.6, "ts": "2026-07-01T09:54:03", "prev_close": 36.95, "open": 36.59, "high": 42.31, "low": 36.21, "bid1": 41.6, "ask1": 41.65, "bid_qty1": 34, "ask_qty1": 43 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688150", "name": "莱特光电", "side": "BUY", "priority": "P11", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 69.58, "exec_low": 69.58, "exec_high": 71.67, "invalid_price": 67.49, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 71.67, "max_chase_pct": 3.0, "base_exec_high": 71.67, "dynamic_exec_high": null, "entry_zone_low": 68.54, "entry_zone_high": 70.62, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.01, "ts": "2026-07-01T09:54:05", "prev_close": 68.62, "open": 71.01, "high": 73.79, "low": 68.78, "bid1": 73.01, "ask1": 73.13, "bid_qty1": 7, "ask_qty1": 5 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002979", "name": "雷赛智能", "side": "BUY", "priority": "P12", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 56.11, "exec_low": 56.11, "exec_high": 57.79, "invalid_price": 54.43, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 57.79, "max_chase_pct": 3.0, "base_exec_high": 57.79, "dynamic_exec_high": null, "entry_zone_low": 55.27, "entry_zone_high": 56.95, "entry_risk_pct": 4.8094, "intraday_vwap": 56.7399, "price_vs_vwap_pct": 0.7756, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.18, "ts": "2026-07-01T09:54:03", "prev_close": 55.78, "open": 55.82, "high": 57.5, "low": 55.82, "bid1": 57.17, "ask1": 57.18, "bid_qty1": 34, "ask_qty1": 9 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300102:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300102:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300102", "name": "乾照光电", "side": "BUY", "priority": "W0", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.2, "exec_low": 26.2, "exec_high": 26.59, "invalid_price": 25.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.99, "max_chase_pct": 1.5, "base_exec_high": 26.59, "dynamic_exec_high": null, "entry_zone_low": 25.81, "entry_zone_high": 26.59, "entry_risk_pct": null, "intraday_vwap": 25.8062, "price_vs_vwap_pct": 1.1385, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.476, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 26.03, "high": 26.19, "low": 26.03, "close": 26.19, "amount_yi": 0.191 }, { "time": "09:53", "open": 26.25, "high": 26.25, "low": 26.06, "close": 26.06, "amount_yi": 0.2112 }, { "time": "09:54", "open": 26.1, "high": 26.1, "low": 26.1, "close": 26.1, "amount_yi": 0.0738 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.1, "ts": "2026-07-01T09:54:03", "prev_close": 26.04, "open": 26.0, "high": 26.27, "low": 25.52, "bid1": 26.07, "ask1": 26.1, "bid_qty1": 216, "ask_qty1": 446 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300241:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300241:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300241", "name": "瑞丰光电", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 7.25, "exec_low": 7.25, "exec_high": 7.36, "invalid_price": 7.03, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.47, "max_chase_pct": 1.5, "base_exec_high": 7.36, "dynamic_exec_high": null, "entry_zone_low": 7.14, "entry_zone_high": 7.36, "entry_risk_pct": 3.168, "intraday_vwap": 7.2206, "price_vs_vwap_pct": 0.5457, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0738, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 7.26, "high": 7.27, "low": 7.26, "close": 7.27, "amount_yi": 0.0245 }, { "time": "09:53", "open": 7.28, "high": 7.28, "low": 7.25, "close": 7.25, "amount_yi": 0.0424 }, { "time": "09:54", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.26, "ts": "2026-07-01T09:54:03", "prev_close": 7.24, "open": 7.18, "high": 7.29, "low": 7.11, "bid1": 7.25, "ask1": 7.26, "bid_qty1": 827, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300162:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300162:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300162", "name": "雷曼光电", "side": "BUY", "priority": "W2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.17, "exec_low": 14.17, "exec_high": 14.38, "invalid_price": 13.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.6, "max_chase_pct": 1.5, "base_exec_high": 14.38, "dynamic_exec_high": null, "entry_zone_low": 13.96, "entry_zone_high": 14.38, "entry_risk_pct": null, "intraday_vwap": 13.1179, "price_vs_vwap_pct": 1.3119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1886, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 13.25, "high": 13.33, "low": 13.25, "close": 13.33, "amount_yi": 0.1024 }, { "time": "09:53", "open": 13.32, "high": 13.32, "low": 13.32, "close": 13.32, "amount_yi": 0.0563 }, { "time": "09:54", "open": 13.29, "high": 13.29, "low": 13.29, "close": 13.29, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.29, "ts": "2026-07-01T09:54:03", "prev_close": 13.81, "open": 13.55, "high": 13.62, "low": 12.85, "bid1": 13.28, "ask1": 13.29, "bid_qty1": 868, "ask_qty1": 25 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000725:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.000725:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000725", "name": "京东方Ａ", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.75, "exec_low": 8.75, "exec_high": 8.88, "invalid_price": 8.49, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.01, "max_chase_pct": 1.5, "base_exec_high": 8.88, "dynamic_exec_high": null, "entry_zone_low": 8.62, "entry_zone_high": 8.88, "entry_risk_pct": null, "intraday_vwap": 8.4683, "price_vs_vwap_pct": 1.5552, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 11.0775, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 8.65, "high": 8.65, "low": 8.64, "close": 8.64, "amount_yi": 5.9363 }, { "time": "09:53", "open": 8.66, "high": 8.66, "low": 8.61, "close": 8.61, "amount_yi": 4.0806 }, { "time": "09:54", "open": 8.6, "high": 8.6, "low": 8.6, "close": 8.6, "amount_yi": 1.0606 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.6, "ts": "2026-07-01T09:54:03", "prev_close": 8.68, "open": 8.49, "high": 8.68, "low": 8.31, "bid1": 8.6, "ask1": 8.62, "bid_qty1": 949, "ask_qty1": 4268 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300263", "name": "隆华科技", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": null, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": 4.4578, "intraday_vwap": 16.4757, "price_vs_vwap_pct": 0.7544, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3485, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 16.67, "high": 16.67, "low": 16.65, "close": 16.65, "amount_yi": 0.2134 }, { "time": "09:53", "open": 16.59, "high": 16.59, "low": 16.58, "close": 16.58, "amount_yi": 0.0981 }, { "time": "09:54", "open": 16.6, "high": 16.6, "low": 16.6, "close": 16.6, "amount_yi": 0.037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.6, "ts": "2026-07-01T09:54:03", "prev_close": 16.3, "open": 16.05, "high": 16.73, "low": 15.93, "bid1": 16.59, "ask1": 16.6, "bid_qty1": 60, "ask_qty1": 52 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688378", "name": "奥来德", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 62.0, "exec_low": 62.0, "exec_high": 62.93, "invalid_price": 60.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 63.86, "max_chase_pct": 1.5, "base_exec_high": 62.93, "dynamic_exec_high": null, "entry_zone_low": 61.07, "entry_zone_high": 62.93, "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": 3, "min_samples": 3, "amount_yi": 0.1891, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 60.79, "high": 60.79, "low": 60.72, "close": 60.72, "amount_yi": 0.0502 }, { "time": "09:53", "open": 60.58, "high": 60.6, "low": 60.58, "close": 60.6, "amount_yi": 0.1239 }, { "time": "09:54", "open": 60.5, "high": 60.5, "low": 60.5, "close": 60.5, "amount_yi": 0.015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.5, "ts": "2026-07-01T09:54:06", "prev_close": 62.0, "open": 62.01, "high": 62.89, "low": 60.3, "bid1": 60.5, "ask1": 60.51, "bid_qty1": 109, "ask_qty1": 105 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300115:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300115:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300115", "name": "长盈精密", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.14, "exec_low": 28.14, "exec_high": 28.56, "invalid_price": 27.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.98, "max_chase_pct": 1.5, "base_exec_high": 28.56, "dynamic_exec_high": null, "entry_zone_low": 27.72, "entry_zone_high": 28.56, "entry_risk_pct": null, "intraday_vwap": 30.2667, "price_vs_vwap_pct": 2.7532, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.739, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 31.18, "high": 31.18, "low": 31.18, "close": 31.18, "amount_yi": 0.3198 }, { "time": "09:53", "open": 31.1, "high": 31.12, "low": 31.1, "close": 31.12, "amount_yi": 0.2944 }, { "time": "09:54", "open": 31.1, "high": 31.1, "low": 31.1, "close": 31.1, "amount_yi": 0.1248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.1, "ts": "2026-07-01T09:54:03", "prev_close": 27.94, "open": 27.96, "high": 31.65, "low": 27.96, "bid1": 31.08, "ask1": 31.1, "bid_qty1": 136, "ask_qty1": 9 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300331:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300331:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300331", "name": "苏大维格", "side": "BUY", "priority": "W7", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 71.88, "exec_low": 71.88, "exec_high": 72.96, "invalid_price": 69.72, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 74.04, "max_chase_pct": 1.5, "base_exec_high": 72.96, "dynamic_exec_high": null, "entry_zone_low": 70.8, "entry_zone_high": 72.96, "entry_risk_pct": null, "intraday_vwap": 74.2721, "price_vs_vwap_pct": 1.1551, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3356, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 75.0, "high": 75.0, "low": 74.6, "close": 74.6, "amount_yi": 0.1436 }, { "time": "09:53", "open": 74.81, "high": 75.06, "low": 74.81, "close": 75.06, "amount_yi": 0.1653 }, { "time": "09:54", "open": 75.13, "high": 75.13, "low": 75.13, "close": 75.13, "amount_yi": 0.0267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 75.13, "ts": "2026-07-01T09:54:03", "prev_close": 71.11, "open": 71.48, "high": 75.82, "low": 70.44, "bid1": 75.13, "ask1": 75.2, "bid_qty1": 61, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688322", "name": "奥比中光-W", "side": "BUY", "priority": "W8", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 132.88, "exec_low": 132.88, "exec_high": 134.87, "invalid_price": 128.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 136.87, "max_chase_pct": 1.5, "base_exec_high": 134.87, "dynamic_exec_high": null, "entry_zone_low": 130.89, "entry_zone_high": 134.87, "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": 3, "min_samples": 3, "amount_yi": 0.6273, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 131.58, "high": 131.58, "low": 131.4, "close": 131.4, "amount_yi": 0.1959 }, { "time": "09:53", "open": 132.0, "high": 132.54, "low": 132.0, "close": 132.54, "amount_yi": 0.2285 }, { "time": "09:54", "open": 132.61, "high": 132.61, "low": 132.61, "close": 132.61, "amount_yi": 0.2029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 132.61, "ts": "2026-07-01T09:54:04", "prev_close": 130.55, "open": 132.5, "high": 135.98, "low": 129.3, "bid1": 132.61, "ask1": 132.78, "bid_qty1": 38, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603667:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.603667:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.603667", "name": "五洲新春", "side": "BUY", "priority": "W9", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 65.68, "exec_low": 65.68, "exec_high": 66.67, "invalid_price": 63.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 67.65, "max_chase_pct": 1.5, "base_exec_high": 66.67, "dynamic_exec_high": null, "entry_zone_low": 64.69, "entry_zone_high": 66.67, "entry_risk_pct": null, "intraday_vwap": 66.6229, "price_vs_vwap_pct": 1.3015, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4593, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 66.91, "high": 66.91, "low": 66.64, "close": 66.64, "amount_yi": 0.1303 }, { "time": "09:53", "open": 66.8, "high": 67.13, "low": 66.8, "close": 67.13, "amount_yi": 0.1781 }, { "time": "09:54", "open": 67.49, "high": 67.49, "low": 67.49, "close": 67.49, "amount_yi": 0.1509 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 67.49, "ts": "2026-07-01T09:54:06", "prev_close": 65.52, "open": 65.46, "high": 67.5, "low": 64.8, "bid1": 67.46, "ask1": 67.49, "bid_qty1": 18, "ask_qty1": 28 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688609:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688609:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688609", "name": "九联科技", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.09, "exec_low": 11.09, "exec_high": 11.26, "invalid_price": 10.76, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.42, "max_chase_pct": 1.5, "base_exec_high": 11.26, "dynamic_exec_high": null, "entry_zone_low": 10.92, "entry_zone_high": 11.26, "entry_risk_pct": 3.7567, "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": 3, "min_samples": 3, "amount_yi": 0.0418, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 11.24, "high": 11.24, "low": 11.2, "close": 11.2, "amount_yi": 0.0095 }, { "time": "09:53", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0295 }, { "time": "09:54", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.18, "ts": "2026-07-01T09:54:06", "prev_close": 11.01, "open": 10.97, "high": 11.29, "low": 10.89, "bid1": 11.17, "ask1": 11.18, "bid_qty1": 143, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002281:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.002281:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W11", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 259.0, "exec_low": 259.0, "exec_high": 262.88, "invalid_price": 251.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 266.77, "max_chase_pct": 1.5, "base_exec_high": 262.88, "dynamic_exec_high": null, "entry_zone_low": 255.12, "entry_zone_high": 262.88, "entry_risk_pct": null, "intraday_vwap": 261.4512, "price_vs_vwap_pct": -1.4883, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 2.9577, "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": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:52", "open": 261.99, "high": 261.99, "low": 261.15, "close": 261.15, "amount_yi": 0.9555 }, { "time": "09:53", "open": 259.4, "high": 259.4, "low": 257.99, "close": 257.99, "amount_yi": 1.422 }, { "time": "09:54", "open": 257.56, "high": 257.56, "low": 257.56, "close": 257.56, "amount_yi": 0.5802 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 257.56, "ts": "2026-07-01T09:54:03", "prev_close": 256.94, "open": 258.0, "high": 264.88, "low": 256.95, "bid1": 257.53, "ask1": 257.56, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300269:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.300269:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300269", "name": "联建光电", "side": "BUY", "priority": "W12", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "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": 5.7777, "price_vs_vwap_pct": 0.2129, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1049, "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": "09:52", "open": 5.81, "high": 5.81, "low": 5.81, "close": 5.81, "amount_yi": 0.036 }, { "time": "09:53", "open": 5.8, "high": 5.82, "low": 5.8, "close": 5.82, "amount_yi": 0.0313 }, { "time": "09:54", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0376 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.79, "ts": "2026-07-01T09:54:03", "prev_close": 5.51, "open": 5.88, "high": 5.92, "low": 5.6, "bid1": 5.78, "ask1": 5.79, "bid_qty1": 1304, "ask_qty1": 867 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300545:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.300545:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300545", "name": "联得装备", "side": "BUY", "priority": "W13", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "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": 45.5403, "price_vs_vwap_pct": -2.4381, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3735, "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": "09:52", "open": 44.44, "high": 44.44, "low": 44.35, "close": 44.35, "amount_yi": 0.2618 }, { "time": "09:53", "open": 44.31, "high": 44.31, "low": 44.3, "close": 44.3, "amount_yi": 0.0812 }, { "time": "09:54", "open": 44.43, "high": 44.43, "low": 44.43, "close": 44.43, "amount_yi": 0.0305 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.43, "ts": "2026-07-01T09:54:03", "prev_close": 46.2, "open": 47.54, "high": 48.2, "low": 43.98, "bid1": 44.42, "ask1": 44.43, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002587:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002587:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002587", "name": "奥拓电子", "side": "BUY", "priority": "W14", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "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": 7.66, "price_vs_vwap_pct": -0.7833, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1041, "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": "09:52", "open": 7.62, "high": 7.62, "low": 7.62, "close": 7.62, "amount_yi": 0.039 }, { "time": "09:53", "open": 7.62, "high": 7.62, "low": 7.59, "close": 7.59, "amount_yi": 0.0509 }, { "time": "09:54", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.6, "ts": "2026-07-01T09:54:03", "prev_close": 7.81, "open": 7.76, "high": 7.88, "low": 7.57, "bid1": 7.59, "ask1": 7.6, "bid_qty1": 1621, "ask_qty1": 162 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000100:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.000100:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000100", "name": "TCL科技", "side": "BUY", "priority": "W15", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "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": 6.0227, "price_vs_vwap_pct": 3.2759, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 4.7868, "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": "09:52", "open": 6.19, "high": 6.21, "low": 6.19, "close": 6.21, "amount_yi": 1.7254 }, { "time": "09:53", "open": 6.21, "high": 6.21, "low": 6.2, "close": 6.2, "amount_yi": 2.4715 }, { "time": "09:54", "open": 6.22, "high": 6.22, "low": 6.22, "close": 6.22, "amount_yi": 0.5899 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.22, "ts": "2026-07-01T09:54:03", "prev_close": 5.82, "open": 5.98, "high": 6.24, "low": 5.86, "bid1": 6.22, "ask1": 6.23, "bid_qty1": 25, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301589:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301589:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301589", "name": "诺瓦星云", "side": "BUY", "priority": "W16", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 150.9, "exec_low": 150.9, "exec_high": 153.16, "invalid_price": 146.37, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 155.43, "max_chase_pct": 1.5, "base_exec_high": 153.16, "dynamic_exec_high": null, "entry_zone_low": 148.64, "entry_zone_high": 153.16, "entry_risk_pct": null, "intraday_vwap": 147.6048, "price_vs_vwap_pct": 0.3965, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0095, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 148.73, "high": 148.73, "low": 148.68, "close": 148.68, "amount_yi": 0.0048 }, { "time": "09:53", "open": 148.69, "high": 148.69, "low": 148.18, "close": 148.18, "amount_yi": 0.004 }, { "time": "09:54", "open": 148.19, "high": 148.19, "low": 148.19, "close": 148.19, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 148.19, "ts": "2026-07-01T09:54:03", "prev_close": 148.98, "open": 147.0, "high": 149.9, "low": 145.01, "bid1": 148.27, "ask1": 148.63, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002983", "name": "芯瑞达", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 27.79, "exec_low": 27.79, "exec_high": 28.21, "invalid_price": 26.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.62, "max_chase_pct": 1.5, "base_exec_high": 28.21, "dynamic_exec_high": null, "entry_zone_low": 27.37, "entry_zone_high": 28.21, "entry_risk_pct": null, "intraday_vwap": 27.2337, "price_vs_vwap_pct": 0.6841, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0239, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 27.47, "high": 27.47, "low": 27.46, "close": 27.46, "amount_yi": 0.0111 }, { "time": "09:53", "open": 27.46, "high": 27.46, "low": 27.42, "close": 27.42, "amount_yi": 0.0101 }, { "time": "09:54", "open": 27.42, "high": 27.42, "low": 27.42, "close": 27.42, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.42, "ts": "2026-07-01T09:54:03", "prev_close": 27.68, "open": 27.26, "high": 27.55, "low": 26.82, "bid1": 27.42, "ask1": 27.43, "bid_qty1": 16, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 28.6, "exec_low": 29.03, "exec_high": 29.03, "invalid_price": 27.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.46, "max_chase_pct": 1.5, "base_exec_high": 29.03, "dynamic_exec_high": null, "entry_zone_low": 28.17, "entry_zone_high": 29.03, "entry_risk_pct": null, "intraday_vwap": 27.1997, "price_vs_vwap_pct": -0.293, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0502, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 27.04, "high": 27.04, "low": 27.03, "close": 27.03, "amount_yi": 0.022 }, { "time": "09:53", "open": 27.02, "high": 27.02, "low": 27.02, "close": 27.02, "amount_yi": 0.0218 }, { "time": "09:54", "open": 27.12, "high": 27.12, "low": 27.12, "close": 27.12, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.12, "ts": "2026-07-01T09:54:06", "prev_close": 27.87, "open": 27.87, "high": 27.87, "low": 26.8, "bid1": 27.12, "ask1": 27.13, "bid_qty1": 7, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300389:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300389:VWAP_RECLAIM", "symbol": "SZSE.300389", "name": "艾比森", "side": "BUY", "priority": "W19", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.86, "exec_low": 13.05, "exec_high": 13.05, "invalid_price": 12.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.25, "max_chase_pct": 1.5, "base_exec_high": 13.05, "dynamic_exec_high": null, "entry_zone_low": 12.67, "entry_zone_high": 13.05, "entry_risk_pct": 3.5576, "intraday_vwap": 12.781, "price_vs_vwap_pct": 1.1658, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0106, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 12.92, "high": 12.92, "low": 12.91, "close": 12.91, "amount_yi": 0.0048 }, { "time": "09:53", "open": 12.93, "high": 12.93, "low": 12.9, "close": 12.9, "amount_yi": 0.0039 }, { "time": "09:54", "open": 12.93, "high": 12.93, "low": 12.93, "close": 12.93, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.93, "ts": "2026-07-01T09:54:03", "prev_close": 12.82, "open": 12.83, "high": 12.95, "low": 12.62, "bid1": 12.91, "ask1": 12.93, "bid_qty1": 82, "ask_qty1": 88 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000810:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000810:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000810", "name": "创维数字", "side": "BUY", "priority": "W20", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.39, "exec_low": 13.39, "exec_high": 13.59, "invalid_price": 12.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.79, "max_chase_pct": 1.5, "base_exec_high": 13.59, "dynamic_exec_high": null, "entry_zone_low": 13.19, "entry_zone_high": 13.59, "entry_risk_pct": null, "intraday_vwap": 13.2484, "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": 3, "min_samples": 3, "amount_yi": 0.0477, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 13.46, "high": 13.46, "low": 13.41, "close": 13.41, "amount_yi": 0.0225 }, { "time": "09:53", "open": 13.41, "high": 13.41, "low": 13.39, "close": 13.39, "amount_yi": 0.0166 }, { "time": "09:54", "open": 13.38, "high": 13.38, "low": 13.38, "close": 13.38, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.38, "ts": "2026-07-01T09:54:03", "prev_close": 13.25, "open": 13.26, "high": 13.48, "low": 13.04, "bid1": 13.37, "ask1": 13.38, "bid_qty1": 149, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300219:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300219:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300219", "name": "鸿利智汇", "side": "BUY", "priority": "W21", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.53, "exec_low": 10.53, "exec_high": 10.69, "invalid_price": 10.21, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.85, "max_chase_pct": 1.5, "base_exec_high": 10.69, "dynamic_exec_high": null, "entry_zone_low": 10.37, "entry_zone_high": 10.69, "entry_risk_pct": null, "intraday_vwap": 10.0233, "price_vs_vwap_pct": 0.4659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1458, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 10.05, "high": 10.1, "low": 10.05, "close": 10.1, "amount_yi": 0.0379 }, { "time": "09:53", "open": 10.11, "high": 10.11, "low": 10.08, "close": 10.08, "amount_yi": 0.0896 }, { "time": "09:54", "open": 10.07, "high": 10.07, "low": 10.07, "close": 10.07, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.07, "ts": "2026-07-01T09:54:03", "prev_close": 10.43, "open": 10.16, "high": 10.22, "low": 9.9, "bid1": 10.07, "ask1": 10.08, "bid_qty1": 190, "ask_qty1": 407 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.605218:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.605218:STRONG_WATCH_CONFIRM", "symbol": "SHSE.605218", "name": "伟时电子", "side": "BUY", "priority": "W22", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 16.66, "exec_low": 16.66, "exec_high": 16.91, "invalid_price": 16.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.16, "max_chase_pct": 1.5, "base_exec_high": 16.91, "dynamic_exec_high": null, "entry_zone_low": 16.41, "entry_zone_high": 16.91, "entry_risk_pct": null, "intraday_vwap": 17.0712, "price_vs_vwap_pct": 2.9219, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0209, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 17.47, "high": 17.55, "low": 17.47, "close": 17.55, "amount_yi": 0.0101 }, { "time": "09:53", "open": 17.53, "high": 17.53, "low": 17.52, "close": 17.52, "amount_yi": 0.0038 }, { "time": "09:54", "open": 17.57, "high": 17.57, "low": 17.57, "close": 17.57, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.57, "ts": "2026-07-01T09:54:04", "prev_close": 16.53, "open": 16.44, "high": 17.68, "low": 16.38, "bid1": 17.56, "ask1": 17.57, "bid_qty1": 30, "ask_qty1": 7 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002449:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002449:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002449", "name": "国星光电", "side": "BUY", "priority": "W23", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 7.8, "exec_low": 7.8, "exec_high": 7.92, "invalid_price": 7.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.03, "max_chase_pct": 1.5, "base_exec_high": 7.92, "dynamic_exec_high": null, "entry_zone_low": 7.68, "entry_zone_high": 7.92, "entry_risk_pct": null, "intraday_vwap": 7.6504, "price_vs_vwap_pct": 1.1712, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0196, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 7.72, "high": 7.72, "low": 7.71, "close": 7.71, "amount_yi": 0.0092 }, { "time": "09:53", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.0053 }, { "time": "09:54", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.74, "ts": "2026-07-01T09:54:03", "prev_close": 7.75, "open": 7.73, "high": 7.75, "low": 7.58, "bid1": 7.73, "ask1": 7.74, "bid_qty1": 71, "ask_qty1": 87 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300232:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300232:VWAP_RECLAIM", "symbol": "SZSE.300232", "name": "洲明科技", "side": "BUY", "priority": "W24", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.79, "exec_low": 5.88, "exec_high": 5.88, "invalid_price": 5.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.96, "max_chase_pct": 1.5, "base_exec_high": 5.88, "dynamic_exec_high": null, "entry_zone_low": 5.7, "entry_zone_high": 5.88, "entry_risk_pct": null, "intraday_vwap": 5.665, "price_vs_vwap_pct": -0.0883, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0255, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 5.65, "high": 5.66, "low": 5.65, "close": 5.66, "amount_yi": 0.0108 }, { "time": "09:53", "open": 5.66, "high": 5.66, "low": 5.65, "close": 5.65, "amount_yi": 0.0077 }, { "time": "09:54", "open": 5.66, "high": 5.66, "low": 5.66, "close": 5.66, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.66, "ts": "2026-07-01T09:54:03", "prev_close": 5.73, "open": 5.75, "high": 5.75, "low": 5.62, "bid1": 5.66, "ask1": 5.67, "bid_qty1": 17, "ask_qty1": 276 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002008:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002008:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002008", "name": "大族激光", "side": "BUY", "priority": "W25", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 155.32, "exec_low": 155.32, "exec_high": 157.65, "invalid_price": 150.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 159.98, "max_chase_pct": 1.5, "base_exec_high": 157.65, "dynamic_exec_high": null, "entry_zone_low": 152.99, "entry_zone_high": 157.65, "entry_risk_pct": null, "intraday_vwap": 147.805, "price_vs_vwap_pct": 0.9709, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.643, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 149.32, "high": 149.32, "low": 149.08, "close": 149.08, "amount_yi": 0.4422 }, { "time": "09:53", "open": 148.62, "high": 148.62, "low": 148.61, "close": 148.61, "amount_yi": 0.8353 }, { "time": "09:54", "open": 149.24, "high": 149.24, "low": 149.24, "close": 149.24, "amount_yi": 0.3655 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 149.24, "ts": "2026-07-01T09:54:03", "prev_close": 150.11, "open": 149.0, "high": 150.49, "low": 145.18, "bid1": 149.13, "ask1": 149.23, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300296:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300296:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300296", "name": "利亚德", "side": "BUY", "priority": "W26", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.68, "exec_low": 5.68, "exec_high": 5.77, "invalid_price": 5.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.85, "max_chase_pct": 1.5, "base_exec_high": 5.77, "dynamic_exec_high": null, "entry_zone_low": 5.59, "entry_zone_high": 5.77, "entry_risk_pct": null, "intraday_vwap": 5.4904, "price_vs_vwap_pct": 1.0855, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0711, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 5.52, "high": 5.52, "low": 5.52, "close": 5.52, "amount_yi": 0.0135 }, { "time": "09:53", "open": 5.53, "high": 5.53, "low": 5.53, "close": 5.53, "amount_yi": 0.0398 }, { "time": "09:54", "open": 5.55, "high": 5.55, "low": 5.55, "close": 5.55, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.55, "ts": "2026-07-01T09:54:03", "prev_close": 5.6, "open": 5.55, "high": 5.56, "low": 5.44, "bid1": 5.54, "ask1": 5.55, "bid_qty1": 97, "ask_qty1": 1611 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000050:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.000050:VWAP_RECLAIM", "symbol": "SZSE.000050", "name": "深天马Ａ", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.41, "exec_low": 10.57, "exec_high": 10.57, "invalid_price": 10.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.72, "max_chase_pct": 1.5, "base_exec_high": 10.57, "dynamic_exec_high": null, "entry_zone_low": 10.25, "entry_zone_high": 10.57, "entry_risk_pct": null, "intraday_vwap": 9.7048, "price_vs_vwap_pct": 1.2901, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1576, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 9.82, "high": 9.82, "low": 9.81, "close": 9.81, "amount_yi": 0.0277 }, { "time": "09:53", "open": 9.81, "high": 9.83, "low": 9.81, "close": 9.83, "amount_yi": 0.1122 }, { "time": "09:54", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.83, "ts": "2026-07-01T09:54:03", "prev_close": 9.91, "open": 9.9, "high": 9.94, "low": 9.54, "bid1": 9.82, "ask1": 9.83, "bid_qty1": 83, "ask_qty1": 36 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300939:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300939:VWAP_RECLAIM", "symbol": "SZSE.300939", "name": "秋田微", "side": "BUY", "priority": "W28", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 69.65, "exec_low": 70.69, "exec_high": 70.69, "invalid_price": 67.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 71.74, "max_chase_pct": 1.5, "base_exec_high": 70.69, "dynamic_exec_high": null, "entry_zone_low": 68.61, "entry_zone_high": 70.69, "entry_risk_pct": null, "intraday_vwap": 68.938, "price_vs_vwap_pct": 0.0899, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0877, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 69.61, "high": 69.61, "low": 69.36, "close": 69.36, "amount_yi": 0.0385 }, { "time": "09:53", "open": 69.0, "high": 69.0, "low": 68.89, "close": 68.89, "amount_yi": 0.04 }, { "time": "09:54", "open": 69.0, "high": 69.0, "low": 69.0, "close": 69.0, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.0, "ts": "2026-07-01T09:54:03", "prev_close": 69.2, "open": 68.65, "high": 70.4, "low": 67.5, "bid1": 69.0, "ask1": 69.16, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002217:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002217:VWAP_RECLAIM", "symbol": "SZSE.002217", "name": "ST合力泰", "side": "BUY", "priority": "W29", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 1.86, "exec_low": 1.89, "exec_high": 1.89, "invalid_price": 1.8, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 1.92, "max_chase_pct": 1.5, "base_exec_high": 1.89, "dynamic_exec_high": null, "entry_zone_low": 1.83, "entry_zone_high": 1.89, "entry_risk_pct": null, "intraday_vwap": 1.77, "price_vs_vwap_pct": 0.0, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0088, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0045 }, { "time": "09:53", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0034 }, { "time": "09:54", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1.77, "ts": "2026-07-01T09:54:03", "prev_close": 1.86, "open": 1.77, "high": 1.77, "low": 1.77, "bid1": 0.0, "ask1": 1.77, "bid_qty1": 0, "ask_qty1": 4081669 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603773:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603773:VWAP_RECLAIM", "symbol": "SHSE.603773", "name": "沃格光电", "side": "BUY", "priority": "W30", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 173.57, "exec_low": 176.17, "exec_high": 176.17, "invalid_price": 168.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 178.78, "max_chase_pct": 1.5, "base_exec_high": 176.17, "dynamic_exec_high": null, "entry_zone_low": 170.97, "entry_zone_high": 176.17, "entry_risk_pct": null, "intraday_vwap": 156.4671, "price_vs_vwap_pct": 2.0406, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.8024, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 159.86, "high": 161.0, "low": 159.86, "close": 161.0, "amount_yi": 0.3607 }, { "time": "09:53", "open": 161.46, "high": 161.46, "low": 159.99, "close": 159.99, "amount_yi": 0.3703 }, { "time": "09:54", "open": 159.66, "high": 159.66, "low": 159.66, "close": 159.66, "amount_yi": 0.0714 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 159.66, "ts": "2026-07-01T09:54:04", "prev_close": 162.97, "open": 157.01, "high": 161.86, "low": 153.1, "bid1": 159.58, "ask1": 159.66, "bid_qty1": 4, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300632:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300632:VWAP_RECLAIM", "symbol": "SZSE.300632", "name": "光莆股份", "side": "BUY", "priority": "W31", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 29.44, "exec_low": 29.88, "exec_high": 29.88, "invalid_price": 28.56, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.32, "max_chase_pct": 1.5, "base_exec_high": 29.88, "dynamic_exec_high": null, "entry_zone_low": 29.0, "entry_zone_high": 29.88, "entry_risk_pct": null, "intraday_vwap": 27.6098, "price_vs_vwap_pct": -0.3977, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1329, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 27.72, "high": 27.72, "low": 27.68, "close": 27.68, "amount_yi": 0.0425 }, { "time": "09:53", "open": 27.6, "high": 27.6, "low": 27.46, "close": 27.46, "amount_yi": 0.0581 }, { "time": "09:54", "open": 27.5, "high": 27.5, "low": 27.5, "close": 27.5, "amount_yi": 0.0323 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.5, "ts": "2026-07-01T09:54:03", "prev_close": 28.55, "open": 28.62, "high": 28.8, "low": 27.0, "bid1": 27.45, "ask1": 27.5, "bid_qty1": 24, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603936:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603936:VWAP_RECLAIM", "symbol": "SHSE.603936", "name": "博敏电子", "side": "BUY", "priority": "W32", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 26.79, "exec_low": 27.19, "exec_high": 27.19, "invalid_price": 25.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.59, "max_chase_pct": 1.5, "base_exec_high": 27.19, "dynamic_exec_high": null, "entry_zone_low": 26.39, "entry_zone_high": 27.19, "entry_risk_pct": null, "intraday_vwap": 26.2784, "price_vs_vwap_pct": 1.1097, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1932, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 26.69, "high": 26.72, "low": 26.69, "close": 26.72, "amount_yi": 0.0641 }, { "time": "09:53", "open": 26.64, "high": 26.64, "low": 26.55, "close": 26.55, "amount_yi": 0.1049 }, { "time": "09:54", "open": 26.57, "high": 26.57, "low": 26.57, "close": 26.57, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.57, "ts": "2026-07-01T09:54:05", "prev_close": 26.71, "open": 26.41, "high": 26.84, "low": 25.8, "bid1": 26.55, "ask1": 26.57, "bid_qty1": 4, "ask_qty1": 11 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002429:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002429:VWAP_RECLAIM", "symbol": "SZSE.002429", "name": "兆驰股份", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.65, "exec_low": 10.81, "exec_high": 10.81, "invalid_price": 10.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.97, "max_chase_pct": 1.5, "base_exec_high": 10.81, "dynamic_exec_high": null, "entry_zone_low": 10.49, "entry_zone_high": 10.81, "entry_risk_pct": 3.5481, "intraday_vwap": 10.6695, "price_vs_vwap_pct": 0.3796, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1278, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 10.77, "high": 10.77, "low": 10.76, "close": 10.76, "amount_yi": 0.0351 }, { "time": "09:53", "open": 10.74, "high": 10.74, "low": 10.7, "close": 10.7, "amount_yi": 0.0589 }, { "time": "09:54", "open": 10.71, "high": 10.71, "low": 10.71, "close": 10.71, "amount_yi": 0.0338 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.71, "ts": "2026-07-01T09:54:03", "prev_close": 10.39, "open": 10.39, "high": 10.84, "low": 10.23, "bid1": 10.7, "ask1": 10.71, "bid_qty1": 642, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603212:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.603212:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603212", "name": "赛伍技术", "side": "BUY", "priority": "W34", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 12.8587, "price_vs_vwap_pct": 1.0989, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.041, "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": "09:52", "open": 13.04, "high": 13.04, "low": 13.02, "close": 13.02, "amount_yi": 0.014 }, { "time": "09:53", "open": 13.05, "high": 13.05, "low": 13.01, "close": 13.01, "amount_yi": 0.0202 }, { "time": "09:54", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.0, "ts": "2026-07-01T09:54:05", "prev_close": 12.24, "open": 12.51, "high": 13.23, "low": 12.48, "bid1": 12.99, "ask1": 13.0, "bid_qty1": 10, "ask_qty1": 94 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002036:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002036:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002036", "name": "联创电子", "side": "BUY", "priority": "W35", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "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": 7.6309, "price_vs_vwap_pct": 1.4297, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1738, "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": "09:52", "open": 7.63, "high": 7.68, "low": 7.63, "close": 7.68, "amount_yi": 0.0721 }, { "time": "09:53", "open": 7.74, "high": 7.74, "low": 7.72, "close": 7.72, "amount_yi": 0.0847 }, { "time": "09:54", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.74, "ts": "2026-07-01T09:54:03", "prev_close": 7.57, "open": 7.7, "high": 7.76, "low": 7.51, "bid1": 7.73, "ask1": 7.74, "bid_qty1": 83, "ask_qty1": 1268 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002106:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002106:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002106", "name": "莱宝高科", "side": "BUY", "priority": "W36", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "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": 16.8755, "price_vs_vwap_pct": 0.8563, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2832, "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": "09:52", "open": 16.98, "high": 17.03, "low": 16.98, "close": 17.03, "amount_yi": 0.086 }, { "time": "09:53", "open": 17.09, "high": 17.1, "low": 17.09, "close": 17.1, "amount_yi": 0.1359 }, { "time": "09:54", "open": 17.02, "high": 17.02, "low": 17.02, "close": 17.02, "amount_yi": 0.0613 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.02, "ts": "2026-07-01T09:54:03", "prev_close": 17.52, "open": 17.35, "high": 17.35, "low": 16.5, "bid1": 17.01, "ask1": 17.02, "bid_qty1": 6, "ask_qty1": 44 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300567:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300567:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300567", "name": "精测电子", "side": "BUY", "priority": "W37", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 324.55, "exec_low": 324.55, "exec_high": 329.42, "invalid_price": 314.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 334.29, "max_chase_pct": 1.5, "base_exec_high": 329.42, "dynamic_exec_high": null, "entry_zone_low": 319.68, "entry_zone_high": 329.42, "entry_risk_pct": null, "intraday_vwap": 316.211, "price_vs_vwap_pct": 0.4551, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4085, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 317.17, "high": 317.17, "low": 315.7, "close": 315.7, "amount_yi": 0.1271 }, { "time": "09:53", "open": 316.88, "high": 317.21, "low": 316.88, "close": 317.21, "amount_yi": 0.2168 }, { "time": "09:54", "open": 317.65, "high": 317.65, "low": 317.65, "close": 317.65, "amount_yi": 0.0646 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 317.65, "ts": "2026-07-01T09:54:03", "prev_close": 317.6, "open": 317.36, "high": 321.46, "low": 308.0, "bid1": 316.68, "ask1": 317.65, "bid_qty1": 38, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000045:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000045:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000045", "name": "深纺织Ａ", "side": "BUY", "priority": "W38", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.64, "exec_low": 10.64, "exec_high": 10.8, "invalid_price": 10.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.96, "max_chase_pct": 1.5, "base_exec_high": 10.8, "dynamic_exec_high": null, "entry_zone_low": 10.48, "entry_zone_high": 10.8, "entry_risk_pct": null, "intraday_vwap": 10.3741, "price_vs_vwap_pct": 0.0569, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0136, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0031 }, { "time": "09:53", "open": 10.39, "high": 10.39, "low": 10.37, "close": 10.37, "amount_yi": 0.0093 }, { "time": "09:54", "open": 10.38, "high": 10.38, "low": 10.38, "close": 10.38, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.38, "ts": "2026-07-01T09:54:03", "prev_close": 10.54, "open": 10.55, "high": 10.55, "low": 10.28, "bid1": 10.38, "ask1": 10.39, "bid_qty1": 15, "ask_qty1": 135 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002456:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002456:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002456", "name": "欧菲光", "side": "BUY", "priority": "W39", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.65, "exec_low": 9.65, "exec_high": 9.79, "invalid_price": 9.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.94, "max_chase_pct": 1.5, "base_exec_high": 9.79, "dynamic_exec_high": null, "entry_zone_low": 9.51, "entry_zone_high": 9.79, "entry_risk_pct": null, "intraday_vwap": 9.4424, "price_vs_vwap_pct": 1.0336, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2501, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 9.57, "high": 9.57, "low": 9.55, "close": 9.55, "amount_yi": 0.1104 }, { "time": "09:53", "open": 9.55, "high": 9.55, "low": 9.55, "close": 9.55, "amount_yi": 0.0982 }, { "time": "09:54", "open": 9.54, "high": 9.54, "low": 9.54, "close": 9.54, "amount_yi": 0.0415 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.54, "ts": "2026-07-01T09:54:03", "prev_close": 9.46, "open": 9.5, "high": 9.62, "low": 9.32, "bid1": 9.53, "ask1": 9.54, "bid_qty1": 74, "ask_qty1": 1464 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002643", "name": "万润股份", "side": "BUY", "priority": "W40", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.16, "exec_low": 21.16, "exec_high": 21.48, "invalid_price": 20.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.79, "max_chase_pct": 1.5, "base_exec_high": 21.48, "dynamic_exec_high": null, "entry_zone_low": 20.84, "entry_zone_high": 21.48, "entry_risk_pct": null, "intraday_vwap": 21.6593, "price_vs_vwap_pct": 0.5573, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2334, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 21.93, "high": 21.93, "low": 21.73, "close": 21.73, "amount_yi": 0.1106 }, { "time": "09:53", "open": 21.73, "high": 21.75, "low": 21.73, "close": 21.75, "amount_yi": 0.0931 }, { "time": "09:54", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.0297 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.78, "ts": "2026-07-01T09:54:03", "prev_close": 20.95, "open": 21.0, "high": 22.22, "low": 20.81, "bid1": 21.77, "ask1": 21.78, "bid_qty1": 3, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002876:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002876:VWAP_RECLAIM", "symbol": "SZSE.002876", "name": "三利谱", "side": "BUY", "priority": "W41", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 35.21, "exec_low": 35.74, "exec_high": 35.74, "invalid_price": 34.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.27, "max_chase_pct": 1.5, "base_exec_high": 35.74, "dynamic_exec_high": null, "entry_zone_low": 34.68, "entry_zone_high": 35.74, "entry_risk_pct": null, "intraday_vwap": 34.7467, "price_vs_vwap_pct": -0.0481, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0674, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 34.8, "high": 34.8, "low": 34.8, "close": 34.8, "amount_yi": 0.0296 }, { "time": "09:53", "open": 34.79, "high": 34.79, "low": 34.77, "close": 34.77, "amount_yi": 0.0278 }, { "time": "09:54", "open": 34.73, "high": 34.73, "low": 34.73, "close": 34.73, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.73, "ts": "2026-07-01T09:54:03", "prev_close": 35.21, "open": 34.58, "high": 35.27, "low": 34.16, "bid1": 34.72, "ask1": 34.73, "bid_qty1": 20, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300088:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300088:VWAP_RECLAIM", "symbol": "SZSE.300088", "name": "长信科技", "side": "BUY", "priority": "W42", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.15, "exec_low": 12.33, "exec_high": 12.33, "invalid_price": 11.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.51, "max_chase_pct": 1.5, "base_exec_high": 12.33, "dynamic_exec_high": null, "entry_zone_low": 11.97, "entry_zone_high": 12.33, "entry_risk_pct": null, "intraday_vwap": 11.3924, "price_vs_vwap_pct": 2.1734, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.0211, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 11.64, "high": 11.7, "low": 11.64, "close": 11.7, "amount_yi": 0.2831 }, { "time": "09:53", "open": 11.74, "high": 11.74, "low": 11.65, "close": 11.65, "amount_yi": 0.5798 }, { "time": "09:54", "open": 11.64, "high": 11.64, "low": 11.64, "close": 11.64, "amount_yi": 0.1582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.64, "ts": "2026-07-01T09:54:03", "prev_close": 11.6, "open": 11.55, "high": 11.75, "low": 11.15, "bid1": 11.63, "ask1": 11.64, "bid_qty1": 315, "ask_qty1": 185 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002387:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002387:VWAP_RECLAIM", "symbol": "SZSE.002387", "name": "维信诺", "side": "BUY", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.05, "exec_low": 9.19, "exec_high": 9.19, "invalid_price": 8.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.32, "max_chase_pct": 1.5, "base_exec_high": 9.19, "dynamic_exec_high": null, "entry_zone_low": 8.91, "entry_zone_high": 9.19, "entry_risk_pct": 2.9834, "intraday_vwap": 8.9452, "price_vs_vwap_pct": 1.1716, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0681, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 9.03, "high": 9.03, "low": 9.03, "close": 9.03, "amount_yi": 0.0264 }, { "time": "09:53", "open": 9.04, "high": 9.05, "low": 9.04, "close": 9.05, "amount_yi": 0.0357 }, { "time": "09:54", "open": 9.05, "high": 9.05, "low": 9.05, "close": 9.05, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.05, "ts": "2026-07-01T09:54:03", "prev_close": 9.0, "open": 8.87, "high": 9.05, "low": 8.81, "bid1": 9.04, "ask1": 9.05, "bid_qty1": 469, "ask_qty1": 1355 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300400:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300400:VWAP_RECLAIM", "symbol": "SZSE.300400", "name": "劲拓股份", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 38.1, "exec_low": 38.67, "exec_high": 38.67, "invalid_price": 36.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.24, "max_chase_pct": 1.5, "base_exec_high": 38.67, "dynamic_exec_high": null, "entry_zone_low": 37.53, "entry_zone_high": 38.67, "entry_risk_pct": null, "intraday_vwap": 37.4464, "price_vs_vwap_pct": -0.658, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0516, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 37.33, "high": 37.34, "low": 37.33, "close": 37.34, "amount_yi": 0.031 }, { "time": "09:53", "open": 37.3, "high": 37.3, "low": 37.17, "close": 37.17, "amount_yi": 0.0178 }, { "time": "09:54", "open": 37.2, "high": 37.2, "low": 37.2, "close": 37.2, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.2, "ts": "2026-07-01T09:54:03", "prev_close": 37.65, "open": 37.65, "high": 38.26, "low": 36.7, "bid1": 37.2, "ask1": 37.23, "bid_qty1": 5, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300054:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300054:VWAP_RECLAIM", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 106.55, "exec_low": 108.15, "exec_high": 108.15, "invalid_price": 103.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 109.75, "max_chase_pct": 1.5, "base_exec_high": 108.15, "dynamic_exec_high": null, "entry_zone_low": 104.95, "entry_zone_high": 108.15, "entry_risk_pct": 3.6453, "intraday_vwap": 108.0609, "price_vs_vwap_pct": -0.7412, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.0775, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 107.79, "high": 108.39, "low": 107.79, "close": 108.39, "amount_yi": 0.471 }, { "time": "09:53", "open": 108.29, "high": 108.29, "low": 107.98, "close": 107.98, "amount_yi": 0.3902 }, { "time": "09:54", "open": 107.26, "high": 107.26, "low": 107.26, "close": 107.26, "amount_yi": 0.2163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.26, "ts": "2026-07-01T09:54:03", "prev_close": 105.97, "open": 105.0, "high": 109.9, "low": 103.88, "bid1": 107.25, "ask1": 107.26, "bid_qty1": 2, "ask_qty1": 39 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000990:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.000990:VWAP_RECLAIM", "symbol": "SZSE.000990", "name": "诚志股份", "side": "BUY", "priority": "W46", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.23, "exec_low": 8.35, "exec_high": 8.35, "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.48, "max_chase_pct": 1.5, "base_exec_high": 8.35, "dynamic_exec_high": null, "entry_zone_low": 8.11, "entry_zone_high": 8.35, "entry_risk_pct": null, "intraday_vwap": 8.4648, "price_vs_vwap_pct": 1.3609, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.034, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 8.56, "high": 8.58, "low": 8.56, "close": 8.58, "amount_yi": 0.013 }, { "time": "09:53", "open": 8.57, "high": 8.58, "low": 8.57, "close": 8.58, "amount_yi": 0.0153 }, { "time": "09:54", "open": 8.58, "high": 8.58, "low": 8.58, "close": 8.58, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.58, "ts": "2026-07-01T09:54:03", "prev_close": 8.18, "open": 8.2, "high": 8.69, "low": 8.2, "bid1": 8.57, "ask1": 8.58, "bid_qty1": 371, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002585:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002585:VWAP_RECLAIM", "symbol": "SZSE.002585", "name": "双星新材", "side": "BUY", "priority": "W47", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 12.76, "exec_low": 12.95, "exec_high": 12.95, "invalid_price": 12.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.14, "max_chase_pct": 1.5, "base_exec_high": 12.95, "dynamic_exec_high": null, "entry_zone_low": 12.57, "entry_zone_high": 12.95, "entry_risk_pct": null, "intraday_vwap": 12.4764, "price_vs_vwap_pct": 1.3113, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1592, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 12.61, "high": 12.62, "low": 12.61, "close": 12.62, "amount_yi": 0.0722 }, { "time": "09:53", "open": 12.63, "high": 12.63, "low": 12.63, "close": 12.63, "amount_yi": 0.0619 }, { "time": "09:54", "open": 12.64, "high": 12.64, "low": 12.64, "close": 12.64, "amount_yi": 0.0251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.64, "ts": "2026-07-01T09:54:03", "prev_close": 12.4, "open": 12.66, "high": 12.85, "low": 12.0, "bid1": 12.63, "ask1": 12.64, "bid_qty1": 464, "ask_qty1": 115 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300131:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300131:VWAP_RECLAIM", "symbol": "SZSE.300131", "name": "英唐智控", "side": "BUY", "priority": "W48", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.59, "exec_low": 19.88, "exec_high": 19.88, "invalid_price": 19.0, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.18, "max_chase_pct": 1.5, "base_exec_high": 19.88, "dynamic_exec_high": null, "entry_zone_low": 19.3, "entry_zone_high": 19.88, "entry_risk_pct": null, "intraday_vwap": 19.1471, "price_vs_vwap_pct": 0.2763, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1302, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 19.33, "high": 19.33, "low": 19.31, "close": 19.31, "amount_yi": 0.0473 }, { "time": "09:53", "open": 19.28, "high": 19.28, "low": 19.21, "close": 19.21, "amount_yi": 0.0558 }, { "time": "09:54", "open": 19.2, "high": 19.2, "low": 19.2, "close": 19.2, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.2, "ts": "2026-07-01T09:54:03", "prev_close": 19.03, "open": 18.79, "high": 19.45, "low": 18.79, "bid1": 19.2, "ask1": 19.21, "bid_qty1": 236, "ask_qty1": 96 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688328:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.688328:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688328", "name": "深科达", "side": "BUY", "priority": "W49", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "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": 3, "min_samples": 3, "amount_yi": 0.2178, "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": "09:52", "open": 98.74, "high": 99.21, "low": 98.74, "close": 99.21, "amount_yi": 0.1406 }, { "time": "09:53", "open": 98.7, "high": 98.7, "low": 98.34, "close": 98.34, "amount_yi": 0.057 }, { "time": "09:54", "open": 97.92, "high": 97.92, "low": 97.92, "close": 97.92, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 97.92, "ts": "2026-07-01T09:54:04", "prev_close": 95.7, "open": 99.74, "high": 103.0, "low": 94.2, "bid1": 97.95, "ask1": 97.99, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002600:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002600:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002600", "name": "领益智造", "side": "BUY", "priority": "W50", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "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": 17.7427, "price_vs_vwap_pct": 0.7175, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.9419, "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": "09:52", "open": 17.84, "high": 17.88, "low": 17.84, "close": 17.88, "amount_yi": 0.3732 }, { "time": "09:53", "open": 17.92, "high": 17.92, "low": 17.85, "close": 17.85, "amount_yi": 0.3933 }, { "time": "09:54", "open": 17.87, "high": 17.87, "low": 17.87, "close": 17.87, "amount_yi": 0.1754 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.87, "ts": "2026-07-01T09:54:03", "prev_close": 17.34, "open": 17.34, "high": 18.08, "low": 17.34, "bid1": 17.86, "ask1": 17.88, "bid_qty1": 1121, "ask_qty1": 1076 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.605588:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.605588:VWAP_RECLAIM", "symbol": "SHSE.605588", "name": "冠石科技", "side": "BUY", "priority": "W51", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 68.2, "exec_low": 69.22, "exec_high": 69.22, "invalid_price": 66.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 70.25, "max_chase_pct": 1.5, "base_exec_high": 69.22, "dynamic_exec_high": null, "entry_zone_low": 67.18, "entry_zone_high": 69.22, "entry_risk_pct": null, "intraday_vwap": 69.177, "price_vs_vwap_pct": 2.057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0704, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 70.06, "high": 70.09, "low": 70.06, "close": 70.09, "amount_yi": 0.0149 }, { "time": "09:53", "open": 69.94, "high": 70.17, "low": 69.94, "close": 70.17, "amount_yi": 0.0261 }, { "time": "09:54", "open": 70.6, "high": 70.6, "low": 70.6, "close": 70.6, "amount_yi": 0.0294 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.6, "ts": "2026-07-01T09:54:05", "prev_close": 67.17, "open": 67.18, "high": 70.6, "low": 66.38, "bid1": 70.57, "ask1": 70.6, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603051:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.603051:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603051", "name": "鹿山新材", "side": "BUY", "priority": "W52", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 19.44, "exec_low": 19.44, "exec_high": 19.73, "invalid_price": 18.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.02, "max_chase_pct": 1.5, "base_exec_high": 19.73, "dynamic_exec_high": null, "entry_zone_low": 19.15, "entry_zone_high": 19.73, "entry_risk_pct": 3.8246, "intraday_vwap": 19.4541, "price_vs_vwap_pct": 0.6986, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0138, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 19.65, "high": 19.68, "low": 19.65, "close": 19.68, "amount_yi": 0.0078 }, { "time": "09:53", "open": 19.63, "high": 19.63, "low": 19.6, "close": 19.6, "amount_yi": 0.004 }, { "time": "09:54", "open": 19.59, "high": 19.59, "low": 19.59, "close": 19.59, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.59, "ts": "2026-07-01T09:54:05", "prev_close": 19.28, "open": 19.28, "high": 19.77, "low": 19.19, "bid1": 19.6, "ask1": 19.61, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002952:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002952:VWAP_RECLAIM", "symbol": "SZSE.002952", "name": "亚世光电", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.57, "exec_low": 22.91, "exec_high": 22.91, "invalid_price": 21.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.25, "max_chase_pct": 1.5, "base_exec_high": 22.91, "dynamic_exec_high": null, "entry_zone_low": 22.23, "entry_zone_high": 22.91, "entry_risk_pct": null, "intraday_vwap": 21.9035, "price_vs_vwap_pct": 1.9928, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0175, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 22.39, "high": 22.39, "low": 22.35, "close": 22.35, "amount_yi": 0.0066 }, { "time": "09:53", "open": 22.35, "high": 22.35, "low": 22.32, "close": 22.32, "amount_yi": 0.0086 }, { "time": "09:54", "open": 22.34, "high": 22.34, "low": 22.34, "close": 22.34, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.34, "ts": "2026-07-01T09:54:03", "prev_close": 22.03, "open": 21.93, "high": 22.4, "low": 21.6, "bid1": 22.34, "ask1": 22.35, "bid_qty1": 4, "ask_qty1": 134 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 54.8, "exec_low": 55.62, "exec_high": 55.62, "invalid_price": 53.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 56.44, "max_chase_pct": 1.5, "base_exec_high": 55.62, "dynamic_exec_high": null, "entry_zone_low": 53.98, "entry_zone_high": 55.62, "entry_risk_pct": 3.3103, "intraday_vwap": 54.6509, "price_vs_vwap_pct": 0.5839, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.9485, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 55.07, "high": 55.22, "low": 55.07, "close": 55.22, "amount_yi": 0.3286 }, { "time": "09:53", "open": 55.2, "high": 55.2, "low": 55.04, "close": 55.04, "amount_yi": 0.4042 }, { "time": "09:54", "open": 54.97, "high": 54.97, "low": 54.97, "close": 54.97, "amount_yi": 0.2157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.97, "ts": "2026-07-01T09:54:03", "prev_close": 53.66, "open": 53.8, "high": 55.5, "low": 53.47, "bid1": 54.96, "ask1": 54.98, "bid_qty1": 108, "ask_qty1": 81 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM", "symbol": "SZSE.300709", "name": "精研科技", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.13, "exec_low": 57.99, "exec_high": 57.99, "invalid_price": 55.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.84, "max_chase_pct": 1.5, "base_exec_high": 57.99, "dynamic_exec_high": null, "entry_zone_low": 56.27, "entry_zone_high": 57.99, "entry_risk_pct": null, "intraday_vwap": 55.6829, "price_vs_vwap_pct": -0.5799, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1289, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 55.52, "high": 55.64, "low": 55.52, "close": 55.64, "amount_yi": 0.0828 }, { "time": "09:53", "open": 55.53, "high": 55.53, "low": 55.44, "close": 55.44, "amount_yi": 0.0413 }, { "time": "09:54", "open": 55.36, "high": 55.36, "low": 55.36, "close": 55.36, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.36, "ts": "2026-07-01T09:54:03", "prev_close": 56.25, "open": 56.05, "high": 56.5, "low": 54.89, "bid1": 55.35, "ask1": 55.36, "bid_qty1": 10, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600203:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600203:VWAP_RECLAIM", "symbol": "SHSE.600203", "name": "福日电子", "side": "BUY", "priority": "W56", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.21, "exec_low": 12.39, "exec_high": 12.39, "invalid_price": 11.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.58, "max_chase_pct": 1.5, "base_exec_high": 12.39, "dynamic_exec_high": null, "entry_zone_low": 12.03, "entry_zone_high": 12.39, "entry_risk_pct": null, "intraday_vwap": 12.4782, "price_vs_vwap_pct": 0.896, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1138, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 12.63, "high": 12.64, "low": 12.63, "close": 12.64, "amount_yi": 0.0635 }, { "time": "09:53", "open": 12.64, "high": 12.64, "low": 12.62, "close": 12.62, "amount_yi": 0.0342 }, { "time": "09:54", "open": 12.59, "high": 12.59, "low": 12.59, "close": 12.59, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.59, "ts": "2026-07-01T09:54:06", "prev_close": 12.15, "open": 12.18, "high": 12.96, "low": 11.97, "bid1": 12.59, "ask1": 12.6, "bid_qty1": 177, "ask_qty1": 65 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002632:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002632:VWAP_RECLAIM", "symbol": "SZSE.002632", "name": "道明光学", "side": "BUY", "priority": "W57", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.04, "exec_low": 9.18, "exec_high": 9.18, "invalid_price": 8.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.31, "max_chase_pct": 1.5, "base_exec_high": 9.18, "dynamic_exec_high": null, "entry_zone_low": 8.9, "entry_zone_high": 9.18, "entry_risk_pct": null, "intraday_vwap": 8.8918, "price_vs_vwap_pct": 0.4296, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0163, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 8.93, "high": 8.96, "low": 8.93, "close": 8.96, "amount_yi": 0.0084 }, { "time": "09:53", "open": 8.97, "high": 8.97, "low": 8.93, "close": 8.93, "amount_yi": 0.0053 }, { "time": "09:54", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.93, "ts": "2026-07-01T09:54:03", "prev_close": 9.01, "open": 8.99, "high": 9.01, "low": 8.82, "bid1": 8.92, "ask1": 8.94, "bid_qty1": 84, "ask_qty1": 37 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002514:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002514:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002514", "name": "*ST宝馨", "side": "BUY", "priority": "W58", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "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": 2.2688, "price_vs_vwap_pct": 4.0197, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0883, "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": "09:52", "open": 2.35, "high": 2.35, "low": 2.35, "close": 2.35, "amount_yi": 0.0502 }, { "time": "09:53", "open": 2.35, "high": 2.36, "low": 2.35, "close": 2.36, "amount_yi": 0.0286 }, { "time": "09:54", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.36, "ts": "2026-07-01T09:54:03", "prev_close": 2.25, "open": 2.16, "high": 2.36, "low": 2.15, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 14201, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300503:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.300503:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300503", "name": "昊志机电", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "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": 98.9836, "price_vs_vwap_pct": 0.9662, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.8539, "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": "09:52", "open": 99.67, "high": 99.67, "low": 99.52, "close": 99.52, "amount_yi": 0.1771 }, { "time": "09:53", "open": 99.91, "high": 99.91, "low": 99.8, "close": 99.8, "amount_yi": 0.2453 }, { "time": "09:54", "open": 99.94, "high": 99.94, "low": 99.94, "close": 99.94, "amount_yi": 0.4315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.94, "ts": "2026-07-01T09:54:03", "prev_close": 92.3, "open": 97.37, "high": 101.0, "low": 96.2, "bid1": 99.94, "ask1": 99.95, "bid_qty1": 24, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603728:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.603728:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603728", "name": "鸣志电器", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "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": 62.6841, "price_vs_vwap_pct": 1.2059, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1637, "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": "09:52", "open": 62.9, "high": 62.9, "low": 62.74, "close": 62.74, "amount_yi": 0.0419 }, { "time": "09:53", "open": 63.01, "high": 63.08, "low": 63.01, "close": 63.08, "amount_yi": 0.0554 }, { "time": "09:54", "open": 63.44, "high": 63.44, "low": 63.44, "close": 63.44, "amount_yi": 0.0664 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.44, "ts": "2026-07-01T09:54:04", "prev_close": 60.92, "open": 60.88, "high": 63.72, "low": 60.6, "bid1": 63.4, "ask1": 63.44, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000821:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.000821:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000821", "name": "ST京机", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "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": 7.629, "price_vs_vwap_pct": -0.249, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.009, "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": "09:52", "open": 7.6, "high": 7.61, "low": 7.6, "close": 7.61, "amount_yi": 0.0033 }, { "time": "09:53", "open": 7.6, "high": 7.61, "low": 7.6, "close": 7.61, "amount_yi": 0.005 }, { "time": "09:54", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.61, "ts": "2026-07-01T09:54:03", "prev_close": 7.55, "open": 7.76, "high": 7.76, "low": 7.51, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 465, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002403:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002403:VWAP_RECLAIM", "symbol": "SZSE.002403", "name": "爱仕达", "side": "BUY", "priority": "W62", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.05, "exec_low": 9.19, "exec_high": 9.19, "invalid_price": 8.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.32, "max_chase_pct": 1.5, "base_exec_high": 9.19, "dynamic_exec_high": null, "entry_zone_low": 8.91, "entry_zone_high": 9.19, "entry_risk_pct": null, "intraday_vwap": 9.2811, "price_vs_vwap_pct": 3.5438, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0918, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 9.28, "high": 9.28, "low": 9.26, "close": 9.26, "amount_yi": 0.0029 }, { "time": "09:53", "open": 9.4, "high": 9.42, "low": 9.4, "close": 9.42, "amount_yi": 0.0424 }, { "time": "09:54", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0465 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.61, "ts": "2026-07-01T09:54:03", "prev_close": 8.92, "open": 8.91, "high": 9.62, "low": 8.86, "bid1": 9.57, "ask1": 9.6, "bid_qty1": 40, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002896:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002896:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002896", "name": "中大力德", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 76.96, "exec_low": 76.96, "exec_high": 78.11, "invalid_price": 74.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 79.27, "max_chase_pct": 1.5, "base_exec_high": 78.11, "dynamic_exec_high": null, "entry_zone_low": 75.81, "entry_zone_high": 78.11, "entry_risk_pct": 3.6774, "intraday_vwap": 77.001, "price_vs_vwap_pct": 0.648, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2631, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 76.67, "high": 76.67, "low": 76.4, "close": 76.4, "amount_yi": 0.0763 }, { "time": "09:53", "open": 76.63, "high": 76.98, "low": 76.63, "close": 76.98, "amount_yi": 0.1359 }, { "time": "09:54", "open": 77.5, "high": 77.5, "low": 77.5, "close": 77.5, "amount_yi": 0.0509 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 77.5, "ts": "2026-07-01T09:54:03", "prev_close": 76.38, "open": 76.08, "high": 78.29, "low": 76.0, "bid1": 77.46, "ask1": 77.5, "bid_qty1": 1, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300691", "name": "联合光电", "side": "BUY", "priority": "W64", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 16.18, "exec_low": 16.18, "exec_high": 16.42, "invalid_price": 15.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.67, "max_chase_pct": 1.5, "base_exec_high": 16.42, "dynamic_exec_high": null, "entry_zone_low": 15.94, "entry_zone_high": 16.42, "entry_risk_pct": null, "intraday_vwap": 15.8892, "price_vs_vwap_pct": 1.012, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0414, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 16.01, "high": 16.1, "low": 16.01, "close": 16.1, "amount_yi": 0.033 }, { "time": "09:53", "open": 16.07, "high": 16.07, "low": 16.03, "close": 16.03, "amount_yi": 0.0057 }, { "time": "09:54", "open": 16.05, "high": 16.05, "low": 16.05, "close": 16.05, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.05, "ts": "2026-07-01T09:54:00", "prev_close": 15.81, "open": 15.82, "high": 16.13, "low": 15.7, "bid1": 16.04, "ask1": 16.06, "bid_qty1": 20, "ask_qty1": 17 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002139:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002139:VWAP_RECLAIM", "symbol": "SZSE.002139", "name": "拓邦股份", "side": "BUY", "priority": "W65", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 9.57, "exec_low": 9.71, "exec_high": 9.71, "invalid_price": 9.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.86, "max_chase_pct": 1.5, "base_exec_high": 9.71, "dynamic_exec_high": null, "entry_zone_low": 9.43, "entry_zone_high": 9.71, "entry_risk_pct": null, "intraday_vwap": 9.6588, "price_vs_vwap_pct": 0.6336, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0499, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0119 }, { "time": "09:53", "open": 9.66, "high": 9.71, "low": 9.66, "close": 9.71, "amount_yi": 0.0269 }, { "time": "09:54", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.72, "ts": "2026-07-01T09:54:03", "prev_close": 9.52, "open": 9.55, "high": 9.73, "low": 9.55, "bid1": 9.72, "ask1": 9.73, "bid_qty1": 320, "ask_qty1": 526 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000837", "name": "秦川机床", "side": "BUY", "priority": "W66", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.14, "exec_low": 11.14, "exec_high": 11.31, "invalid_price": 10.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.47, "max_chase_pct": 1.5, "base_exec_high": 11.31, "dynamic_exec_high": null, "entry_zone_low": 10.97, "entry_zone_high": 11.31, "entry_risk_pct": null, "intraday_vwap": 11.3576, "price_vs_vwap_pct": -0.243, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0715, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 11.2, "high": 11.2, "low": 11.17, "close": 11.17, "amount_yi": 0.0312 }, { "time": "09:53", "open": 11.25, "high": 11.29, "low": 11.25, "close": 11.29, "amount_yi": 0.0268 }, { "time": "09:54", "open": 11.33, "high": 11.33, "low": 11.33, "close": 11.33, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.33, "ts": "2026-07-01T09:54:03", "prev_close": 11.11, "open": 11.18, "high": 11.62, "low": 11.12, "bid1": 11.32, "ask1": 11.33, "bid_qty1": 22, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002031:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002031:VWAP_RECLAIM", "symbol": "SZSE.002031", "name": "巨轮智能", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.7, "exec_low": 5.79, "exec_high": 5.79, "invalid_price": 5.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.87, "max_chase_pct": 1.5, "base_exec_high": 5.79, "dynamic_exec_high": null, "entry_zone_low": 5.61, "entry_zone_high": 5.79, "entry_risk_pct": 3.8261, "intraday_vwap": 5.665, "price_vs_vwap_pct": 1.5004, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1533, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 5.73, "high": 5.73, "low": 5.73, "close": 5.73, "amount_yi": 0.0549 }, { "time": "09:53", "open": 5.73, "high": 5.73, "low": 5.73, "close": 5.73, "amount_yi": 0.0415 }, { "time": "09:54", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0569 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.75, "ts": "2026-07-01T09:54:03", "prev_close": 5.58, "open": 5.53, "high": 5.75, "low": 5.5, "bid1": 5.74, "ask1": 5.75, "bid_qty1": 2115, "ask_qty1": 5268 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002708:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002708:VWAP_RECLAIM", "symbol": "SZSE.002708", "name": "光洋股份", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 13.42, "exec_low": 13.62, "exec_high": 13.62, "invalid_price": 13.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.82, "max_chase_pct": 1.5, "base_exec_high": 13.62, "dynamic_exec_high": null, "entry_zone_low": 13.22, "entry_zone_high": 13.62, "entry_risk_pct": null, "intraday_vwap": 13.1064, "price_vs_vwap_pct": -0.1251, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0657, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 13.03, "high": 13.03, "low": 13.03, "close": 13.03, "amount_yi": 0.0291 }, { "time": "09:53", "open": 13.06, "high": 13.06, "low": 13.05, "close": 13.05, "amount_yi": 0.0208 }, { "time": "09:54", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.09, "ts": "2026-07-01T09:54:03", "prev_close": 13.19, "open": 13.1, "high": 13.42, "low": 12.93, "bid1": 13.08, "ask1": 13.09, "bid_qty1": 27, "ask_qty1": 829 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002527:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002527:VWAP_RECLAIM", "symbol": "SZSE.002527", "name": "新时达", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.94, "exec_low": 13.13, "exec_high": 13.13, "invalid_price": 12.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.33, "max_chase_pct": 1.5, "base_exec_high": 13.13, "dynamic_exec_high": null, "entry_zone_low": 12.75, "entry_zone_high": 13.13, "entry_risk_pct": null, "intraday_vwap": 13.2533, "price_vs_vwap_pct": 1.6351, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0802, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 13.4, "high": 13.4, "low": 13.38, "close": 13.38, "amount_yi": 0.0125 }, { "time": "09:53", "open": 13.39, "high": 13.42, "low": 13.39, "close": 13.42, "amount_yi": 0.0362 }, { "time": "09:54", "open": 13.47, "high": 13.47, "low": 13.47, "close": 13.47, "amount_yi": 0.0315 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.47, "ts": "2026-07-01T09:54:03", "prev_close": 12.83, "open": 12.75, "high": 13.47, "low": 12.7, "bid1": 13.47, "ask1": 13.48, "bid_qty1": 8, "ask_qty1": 539 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603638:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603638:VWAP_RECLAIM", "symbol": "SHSE.603638", "name": "艾迪精密", "side": "BUY", "priority": "W70", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 23.75, "exec_low": 24.11, "exec_high": 24.11, "invalid_price": 23.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.46, "max_chase_pct": 1.5, "base_exec_high": 24.11, "dynamic_exec_high": null, "entry_zone_low": 23.39, "entry_zone_high": 24.11, "entry_risk_pct": null, "intraday_vwap": 23.643, "price_vs_vwap_pct": 0.3257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.034, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 23.52, "high": 23.52, "low": 23.52, "close": 23.52, "amount_yi": 0.0116 }, { "time": "09:53", "open": 23.56, "high": 23.64, "low": 23.56, "close": 23.64, "amount_yi": 0.0141 }, { "time": "09:54", "open": 23.72, "high": 23.72, "low": 23.72, "close": 23.72, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.72, "ts": "2026-07-01T09:54:06", "prev_close": 23.45, "open": 23.49, "high": 24.05, "low": 23.31, "bid1": 23.71, "ask1": 23.72, "bid_qty1": 7, "ask_qty1": 9 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688580:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688580:VWAP_RECLAIM", "symbol": "SHSE.688580", "name": "伟思医疗", "side": "BUY", "priority": "W71", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 56.28, "exec_low": 57.12, "exec_high": 57.12, "invalid_price": 54.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 57.97, "max_chase_pct": 1.5, "base_exec_high": 57.12, "dynamic_exec_high": null, "entry_zone_low": 55.44, "entry_zone_high": 57.12, "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": 3, "min_samples": 3, "amount_yi": 0.0482, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 52.25, "high": 52.27, "low": 52.25, "close": 52.27, "amount_yi": 0.0087 }, { "time": "09:53", "open": 52.22, "high": 52.23, "low": 52.22, "close": 52.23, "amount_yi": 0.0078 }, { "time": "09:54", "open": 52.36, "high": 52.36, "low": 52.36, "close": 52.36, "amount_yi": 0.0317 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.36, "ts": "2026-07-01T09:54:06", "prev_close": 53.27, "open": 53.5, "high": 53.5, "low": 52.0, "bid1": 52.27, "ask1": 52.36, "bid_qty1": 14, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002933:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002933:VWAP_RECLAIM", "symbol": "SZSE.002933", "name": "新兴装备", "side": "BUY", "priority": "W72", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 25.98, "exec_low": 26.37, "exec_high": 26.37, "invalid_price": 25.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.76, "max_chase_pct": 1.5, "base_exec_high": 26.37, "dynamic_exec_high": null, "entry_zone_low": 25.59, "entry_zone_high": 26.37, "entry_risk_pct": null, "intraday_vwap": 25.8399, "price_vs_vwap_pct": 0.0778, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0072, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 25.86, "high": 25.86, "low": 25.86, "close": 25.86, "amount_yi": 0.0049 }, { "time": "09:53", "open": 25.83, "high": 25.87, "low": 25.83, "close": 25.87, "amount_yi": 0.002 }, { "time": "09:54", "open": 25.86, "high": 25.86, "low": 25.86, "close": 25.86, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.86, "ts": "2026-07-01T09:54:03", "prev_close": 25.85, "open": 25.69, "high": 26.28, "low": 25.62, "bid1": 25.82, "ask1": 25.85, "bid_qty1": 4, "ask_qty1": 10 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002526:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002526:VWAP_RECLAIM", "symbol": "SZSE.002526", "name": "山东矿机", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.56, "exec_low": 2.6, "exec_high": 2.6, "invalid_price": 2.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 2.64, "max_chase_pct": 1.5, "base_exec_high": 2.6, "dynamic_exec_high": null, "entry_zone_low": 2.52, "entry_zone_high": 2.6, "entry_risk_pct": null, "intraday_vwap": 2.6514, "price_vs_vwap_pct": 0.3244, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0079, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 2.65, "high": 2.66, "low": 2.65, "close": 2.66, "amount_yi": 0.0032 }, { "time": "09:53", "open": 2.65, "high": 2.66, "low": 2.65, "close": 2.66, "amount_yi": 0.0014 }, { "time": "09:54", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.66, "ts": "2026-07-01T09:54:03", "prev_close": 2.56, "open": 2.57, "high": 2.73, "low": 2.56, "bid1": 2.65, "ask1": 2.66, "bid_qty1": 3388, "ask_qty1": 2584 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002273:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002273:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002273", "name": "水晶光电", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "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": 39.03, "price_vs_vwap_pct": 0.0, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0355, "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": "09:52", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0191 }, { "time": "09:53", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0143 }, { "time": "09:54", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.03, "ts": "2026-07-01T09:54:03", "prev_close": 35.48, "open": 39.03, "high": 39.03, "low": 39.03, "bid1": 39.03, "ask1": 0.0, "bid_qty1": 230525, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002841:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002841:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002841", "name": "视源股份", "side": "BUY", "priority": "W75", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.93, "exec_low": 34.93, "exec_high": 35.45, "invalid_price": 33.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.98, "max_chase_pct": 1.5, "base_exec_high": 35.45, "dynamic_exec_high": null, "entry_zone_low": 34.41, "entry_zone_high": 35.45, "entry_risk_pct": null, "intraday_vwap": 35.3161, "price_vs_vwap_pct": 0.8039, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0203, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 35.66, "high": 35.66, "low": 35.63, "close": 35.63, "amount_yi": 0.0063 }, { "time": "09:53", "open": 35.63, "high": 35.63, "low": 35.62, "close": 35.62, "amount_yi": 0.0084 }, { "time": "09:54", "open": 35.6, "high": 35.6, "low": 35.6, "close": 35.6, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.6, "ts": "2026-07-01T09:54:03", "prev_close": 34.53, "open": 34.58, "high": 35.95, "low": 34.08, "bid1": 35.58, "ask1": 35.61, "bid_qty1": 5, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603297:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603297:VWAP_RECLAIM", "symbol": "SHSE.603297", "name": "永新光学", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 146.98, "exec_low": 149.18, "exec_high": 149.18, "invalid_price": 142.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 151.39, "max_chase_pct": 1.5, "base_exec_high": 149.18, "dynamic_exec_high": null, "entry_zone_low": 144.78, "entry_zone_high": 149.18, "entry_risk_pct": null, "intraday_vwap": 144.8543, "price_vs_vwap_pct": -1.2801, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.111, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 143.8, "high": 143.8, "low": 143.63, "close": 143.63, "amount_yi": 0.0331 }, { "time": "09:53", "open": 143.32, "high": 143.32, "low": 143.25, "close": 143.25, "amount_yi": 0.0336 }, { "time": "09:54", "open": 143.0, "high": 143.0, "low": 143.0, "close": 143.0, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 143.0, "ts": "2026-07-01T09:54:04", "prev_close": 146.95, "open": 146.97, "high": 146.98, "low": 142.96, "bid1": 142.96, "ask1": 143.0, "bid_qty1": 1, "ask_qty1": 116 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688039:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.688039:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688039", "name": "当虹科技", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 38.0, "exec_low": 38.0, "exec_high": 38.57, "invalid_price": 36.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.14, "max_chase_pct": 1.5, "base_exec_high": 38.57, "dynamic_exec_high": null, "entry_zone_low": 37.43, "entry_zone_high": 38.57, "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": 3, "min_samples": 3, "amount_yi": 0.0082, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 37.3, "high": 37.3, "low": 37.3, "close": 37.3, "amount_yi": 0.0029 }, { "time": "09:53", "open": 37.39, "high": 37.39, "low": 37.3, "close": 37.3, "amount_yi": 0.0047 }, { "time": "09:54", "open": 37.39, "high": 37.39, "low": 37.39, "close": 37.39, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.39, "ts": "2026-07-01T09:54:04", "prev_close": 37.32, "open": 37.8, "high": 37.8, "low": 36.56, "bid1": 37.39, "ask1": 37.4, "bid_qty1": 14, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688496:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688496:VWAP_RECLAIM", "symbol": "SHSE.688496", "name": "*ST清越", "side": "BUY", "priority": "W78", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 0.98, "exec_low": 0.99, "exec_high": 0.99, "invalid_price": 0.95, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 1.01, "max_chase_pct": 1.5, "base_exec_high": 0.99, "dynamic_exec_high": null, "entry_zone_low": 0.97, "entry_zone_high": 0.99, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_warmup_2/3", "window_min": 5, "bar_count": 2, "min_samples": 3, "amount_yi": 0.0006, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 0.9, "high": 0.91, "low": 0.9, "close": 0.91, "amount_yi": 0.0001 }, { "time": "09:53", "open": 0.9, "high": 0.9, "low": 0.9, "close": 0.9, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 0.9, "ts": "2026-07-01T09:54:06", "prev_close": 0.92, "open": 0.91, "high": 0.92, "low": 0.89, "bid1": 0.9, "ask1": 0.91, "bid_qty1": 192, "ask_qty1": 674 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603662:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.603662:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603662", "name": "柯力传感", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "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": 73.8979, "price_vs_vwap_pct": 1.4643, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.4839, "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": "09:52", "open": 73.84, "high": 74.05, "low": 73.84, "close": 74.05, "amount_yi": 0.1977 }, { "time": "09:53", "open": 74.27, "high": 74.67, "low": 74.27, "close": 74.67, "amount_yi": 0.1156 }, { "time": "09:54", "open": 74.98, "high": 74.98, "low": 74.98, "close": 74.98, "amount_yi": 0.1706 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.98, "ts": "2026-07-01T09:54:06", "prev_close": 71.17, "open": 72.5, "high": 74.98, "low": 71.95, "bid1": 74.97, "ask1": 74.98, "bid_qty1": 7, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688160:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.688160:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688160", "name": "步科股份", "side": "BUY", "priority": "W80", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 109.5, "exec_low": 109.5, "exec_high": 111.14, "invalid_price": 106.22, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 112.78, "max_chase_pct": 1.5, "base_exec_high": 111.14, "dynamic_exec_high": null, "entry_zone_low": 107.86, "entry_zone_high": 111.14, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.142, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 113.3, "high": 113.3, "low": 113.24, "close": 113.24, "amount_yi": 0.0101 }, { "time": "09:53", "open": 114.11, "high": 114.11, "low": 114.0, "close": 114.0, "amount_yi": 0.1202 }, { "time": "09:54", "open": 114.05, "high": 114.05, "low": 114.05, "close": 114.05, "amount_yi": 0.0117 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 114.05, "ts": "2026-07-01T09:54:04", "prev_close": 108.77, "open": 108.7, "high": 114.3, "low": 107.56, "bid1": 114.0, "ask1": 114.05, "bid_qty1": 13, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603583:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603583:VWAP_RECLAIM", "symbol": "SHSE.603583", "name": "捷昌驱动", "side": "BUY", "priority": "W81", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.25, "exec_low": 23.6, "exec_high": 23.6, "invalid_price": 22.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.95, "max_chase_pct": 1.5, "base_exec_high": 23.6, "dynamic_exec_high": null, "entry_zone_low": 22.9, "entry_zone_high": 23.6, "entry_risk_pct": 3.55, "intraday_vwap": 23.1173, "price_vs_vwap_pct": 1.1364, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0323, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 23.08, "high": 23.12, "low": 23.08, "close": 23.12, "amount_yi": 0.0075 }, { "time": "09:53", "open": 23.26, "high": 23.27, "low": 23.26, "close": 23.27, "amount_yi": 0.0102 }, { "time": "09:54", "open": 23.38, "high": 23.38, "low": 23.38, "close": 23.38, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.38, "ts": "2026-07-01T09:54:04", "prev_close": 22.8, "open": 22.81, "high": 23.44, "low": 22.66, "bid1": 23.37, "ask1": 23.38, "bid_qty1": 92, "ask_qty1": 112 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.003021:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.003021:STRONG_WATCH_CONFIRM", "symbol": "SZSE.003021", "name": "兆威机电", "side": "BUY", "priority": "W82", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 88.27, "exec_low": 88.27, "exec_high": 89.59, "invalid_price": 85.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 90.92, "max_chase_pct": 1.5, "base_exec_high": 89.59, "dynamic_exec_high": null, "entry_zone_low": 86.95, "entry_zone_high": 89.59, "entry_risk_pct": null, "intraday_vwap": 92.3491, "price_vs_vwap_pct": 0.0551, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.153, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 91.54, "high": 91.54, "low": 91.43, "close": 91.43, "amount_yi": 0.0498 }, { "time": "09:53", "open": 91.97, "high": 92.41, "low": 91.97, "close": 92.41, "amount_yi": 0.0757 }, { "time": "09:54", "open": 92.4, "high": 92.4, "low": 92.4, "close": 92.4, "amount_yi": 0.0275 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.4, "ts": "2026-07-01T09:54:03", "prev_close": 87.35, "open": 88.5, "high": 94.58, "low": 87.96, "bid1": 92.36, "ask1": 92.5, "bid_qty1": 1, "ask_qty1": 75 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301368:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301368:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301368", "name": "丰立智能", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 42.24, "exec_low": 42.24, "exec_high": 42.87, "invalid_price": 40.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 43.51, "max_chase_pct": 1.5, "base_exec_high": 42.87, "dynamic_exec_high": null, "entry_zone_low": 41.61, "entry_zone_high": 42.87, "entry_risk_pct": 4.0066, "intraday_vwap": 42.6714, "price_vs_vwap_pct": 0.0202, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0222, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 42.29, "high": 42.29, "low": 42.16, "close": 42.16, "amount_yi": 0.0078 }, { "time": "09:53", "open": 42.26, "high": 42.41, "low": 42.26, "close": 42.41, "amount_yi": 0.0103 }, { "time": "09:54", "open": 42.68, "high": 42.68, "low": 42.68, "close": 42.68, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.68, "ts": "2026-07-01T09:54:03", "prev_close": 41.63, "open": 42.53, "high": 43.69, "low": 41.9, "bid1": 42.63, "ask1": 42.68, "bid_qty1": 2, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300660:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300660:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300660", "name": "江苏雷利", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 28.03, "exec_low": 28.59, "exec_high": 28.72, "invalid_price": 27.19, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.87, "max_chase_pct": 1.5, "base_exec_high": 28.45, "dynamic_exec_high": 28.72, "entry_zone_low": 27.61, "entry_zone_high": 28.45, "entry_risk_pct": 4.9301, "intraday_vwap": 28.59, "price_vs_vwap_pct": 0.035, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0614, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 28.35, "high": 28.35, "low": 28.3, "close": 28.3, "amount_yi": 0.034 }, { "time": "09:53", "open": 28.39, "high": 28.47, "low": 28.39, "close": 28.47, "amount_yi": 0.0162 }, { "time": "09:54", "open": 28.6, "high": 28.6, "low": 28.6, "close": 28.6, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.6, "ts": "2026-07-01T09:54:03", "prev_close": 27.86, "open": 27.97, "high": 29.5, "low": 27.86, "bid1": 28.59, "ask1": 28.6, "bid_qty1": 38, "ask_qty1": 23 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301023:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301023:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301023", "name": "奕帆传动", "side": "BUY", "priority": "W85", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.38, "exec_low": 34.38, "exec_high": 34.9, "invalid_price": 33.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.41, "max_chase_pct": 1.5, "base_exec_high": 34.9, "dynamic_exec_high": null, "entry_zone_low": 33.86, "entry_zone_high": 34.9, "entry_risk_pct": null, "intraday_vwap": 34.5887, "price_vs_vwap_pct": 1.7095, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.077, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 34.89, "high": 35.06, "low": 34.89, "close": 35.06, "amount_yi": 0.0459 }, { "time": "09:53", "open": 35.04, "high": 35.1, "low": 35.04, "close": 35.1, "amount_yi": 0.0183 }, { "time": "09:54", "open": 35.18, "high": 35.18, "low": 35.18, "close": 35.18, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.18, "ts": "2026-07-01T09:54:03", "prev_close": 33.95, "open": 33.7, "high": 35.21, "low": 33.51, "bid1": 35.16, "ask1": 35.18, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300403:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300403:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300403", "name": "汉宇集团", "side": "BUY", "priority": "W86", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.45, "exec_low": 9.45, "exec_high": 9.59, "invalid_price": 9.17, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.73, "max_chase_pct": 1.5, "base_exec_high": 9.59, "dynamic_exec_high": null, "entry_zone_low": 9.31, "entry_zone_high": 9.59, "entry_risk_pct": null, "intraday_vwap": 9.6553, "price_vs_vwap_pct": 2.1201, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0792, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 9.78, "high": 9.78, "low": 9.74, "close": 9.74, "amount_yi": 0.0158 }, { "time": "09:53", "open": 9.75, "high": 9.8, "low": 9.75, "close": 9.8, "amount_yi": 0.0373 }, { "time": "09:54", "open": 9.86, "high": 9.86, "low": 9.86, "close": 9.86, "amount_yi": 0.0261 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.86, "ts": "2026-07-01T09:54:03", "prev_close": 9.42, "open": 9.35, "high": 9.86, "low": 9.33, "bid1": 9.85, "ask1": 9.86, "bid_qty1": 128, "ask_qty1": 15 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300680:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300680:VWAP_RECLAIM", "symbol": "SZSE.300680", "name": "隆盛科技", "side": "BUY", "priority": "W87", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 23.07, "exec_low": 23.42, "exec_high": 23.42, "invalid_price": 22.38, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.76, "max_chase_pct": 1.5, "base_exec_high": 23.42, "dynamic_exec_high": null, "entry_zone_low": 22.72, "entry_zone_high": 23.42, "entry_risk_pct": null, "intraday_vwap": 22.9393, "price_vs_vwap_pct": 0.3518, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0274, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 22.88, "high": 22.88, "low": 22.84, "close": 22.84, "amount_yi": 0.0135 }, { "time": "09:53", "open": 22.93, "high": 22.93, "low": 22.93, "close": 22.93, "amount_yi": 0.0075 }, { "time": "09:54", "open": 23.02, "high": 23.02, "low": 23.02, "close": 23.02, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.02, "ts": "2026-07-01T09:54:03", "prev_close": 22.72, "open": 22.71, "high": 23.3, "low": 22.6, "bid1": 23.01, "ask1": 23.02, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.001306:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.001306:VWAP_RECLAIM", "symbol": "SZSE.001306", "name": "夏厦精密", "side": "BUY", "priority": "W88", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 55.1, "exec_low": 55.93, "exec_high": 55.93, "invalid_price": 53.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 56.75, "max_chase_pct": 1.5, "base_exec_high": 55.93, "dynamic_exec_high": null, "entry_zone_low": 54.27, "entry_zone_high": 55.93, "entry_risk_pct": null, "intraday_vwap": 55.6772, "price_vs_vwap_pct": 0.7414, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0041, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 55.58, "high": 55.58, "low": 55.42, "close": 55.42, "amount_yi": 0.0007 }, { "time": "09:53", "open": 55.56, "high": 55.72, "low": 55.56, "close": 55.72, "amount_yi": 0.0023 }, { "time": "09:54", "open": 56.09, "high": 56.09, "low": 56.09, "close": 56.09, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.09, "ts": "2026-07-01T09:54:03", "prev_close": 54.57, "open": 55.0, "high": 57.14, "low": 54.5, "bid1": 56.0, "ask1": 56.1, "bid_qty1": 6, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600699:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600699:VWAP_RECLAIM", "symbol": "SHSE.600699", "name": "均胜电子", "side": "BUY", "priority": "W89", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.99, "exec_low": 22.32, "exec_high": 22.32, "invalid_price": 21.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.65, "max_chase_pct": 1.5, "base_exec_high": 22.32, "dynamic_exec_high": null, "entry_zone_low": 21.66, "entry_zone_high": 22.32, "entry_risk_pct": 3.8323, "intraday_vwap": 21.8124, "price_vs_vwap_pct": 1.5936, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2107, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 22.04, "high": 22.04, "low": 21.98, "close": 21.98, "amount_yi": 0.0905 }, { "time": "09:53", "open": 22.01, "high": 22.06, "low": 22.01, "close": 22.06, "amount_yi": 0.0466 }, { "time": "09:54", "open": 22.16, "high": 22.16, "low": 22.16, "close": 22.16, "amount_yi": 0.0736 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.16, "ts": "2026-07-01T09:54:04", "prev_close": 21.61, "open": 21.56, "high": 22.2, "low": 21.46, "bid1": 22.16, "ask1": 22.18, "bid_qty1": 256, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300258:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300258:VWAP_RECLAIM", "symbol": "SZSE.300258", "name": "精锻科技", "side": "BUY", "priority": "W90", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.06, "exec_low": 11.22, "exec_high": 11.27, "invalid_price": 10.73, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.39, "max_chase_pct": 1.5, "base_exec_high": 11.23, "dynamic_exec_high": 11.27, "entry_zone_low": 10.89, "entry_zone_high": 11.23, "entry_risk_pct": 4.7069, "intraday_vwap": 11.2155, "price_vs_vwap_pct": 0.3076, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0347, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 11.2, "high": 11.2, "low": 11.16, "close": 11.16, "amount_yi": 0.0101 }, { "time": "09:53", "open": 11.17, "high": 11.21, "low": 11.17, "close": 11.21, "amount_yi": 0.0167 }, { "time": "09:54", "open": 11.25, "high": 11.25, "low": 11.25, "close": 11.25, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.25, "ts": "2026-07-01T09:54:03", "prev_close": 11.03, "open": 11.0, "high": 11.41, "low": 10.98, "bid1": 11.25, "ask1": 11.26, "bid_qty1": 64, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300432:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300432:VWAP_RECLAIM", "symbol": "SZSE.300432", "name": "富临精工", "side": "BUY", "priority": "W91", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 20.3, "exec_low": 20.6, "exec_high": 20.6, "invalid_price": 19.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.91, "max_chase_pct": 1.5, "base_exec_high": 20.6, "dynamic_exec_high": null, "entry_zone_low": 20.0, "entry_zone_high": 20.6, "entry_risk_pct": null, "intraday_vwap": 19.5886, "price_vs_vwap_pct": -1.2181, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1589, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 19.46, "high": 19.46, "low": 19.44, "close": 19.44, "amount_yi": 0.0487 }, { "time": "09:53", "open": 19.36, "high": 19.36, "low": 19.36, "close": 19.36, "amount_yi": 0.0909 }, { "time": "09:54", "open": 19.35, "high": 19.35, "low": 19.35, "close": 19.35, "amount_yi": 0.0193 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.35, "ts": "2026-07-01T09:54:03", "prev_close": 20.09, "open": 20.09, "high": 20.1, "low": 19.3, "bid1": 19.34, "ask1": 19.35, "bid_qty1": 31, "ask_qty1": 360 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688048", "name": "长光华芯", "side": "BUY", "priority": "W92", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "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": 3, "min_samples": 3, "amount_yi": 1.6291, "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": "09:52", "open": 496.0, "high": 498.81, "low": 496.0, "close": 498.81, "amount_yi": 0.4326 }, { "time": "09:53", "open": 499.2, "high": 499.2, "low": 498.0, "close": 498.0, "amount_yi": 0.8255 }, { "time": "09:54", "open": 495.0, "high": 495.0, "low": 495.0, "close": 495.0, "amount_yi": 0.371 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 495.0, "ts": "2026-07-01T09:54:05", "prev_close": 502.0, "open": 504.0, "high": 509.11, "low": 471.77, "bid1": 495.0, "ask1": 495.21, "bid_qty1": 45, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002475:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002475:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002475", "name": "立讯精密", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 70.88, "exec_low": 70.88, "exec_high": 71.94, "invalid_price": 68.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 73.01, "max_chase_pct": 1.5, "base_exec_high": 71.94, "dynamic_exec_high": null, "entry_zone_low": 69.82, "entry_zone_high": 71.94, "entry_risk_pct": null, "intraday_vwap": 69.7402, "price_vs_vwap_pct": 0.2148, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 1.4974, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 70.2, "high": 70.2, "low": 70.17, "close": 70.17, "amount_yi": 0.4618 }, { "time": "09:53", "open": 70.17, "high": 70.17, "low": 69.87, "close": 69.87, "amount_yi": 0.8552 }, { "time": "09:54", "open": 69.89, "high": 69.89, "low": 69.89, "close": 69.89, "amount_yi": 0.1804 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.89, "ts": "2026-07-01T09:54:03", "prev_close": 70.4, "open": 70.4, "high": 70.77, "low": 68.67, "bid1": 69.87, "ask1": 69.89, "bid_qty1": 6, "ask_qty1": 136 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300620:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300620:VWAP_RECLAIM", "symbol": "SZSE.300620", "name": "光库科技", "side": "BUY", "priority": "W94", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 381.8, "exec_low": 387.53, "exec_high": 387.53, "invalid_price": 370.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 393.25, "max_chase_pct": 1.5, "base_exec_high": 387.53, "dynamic_exec_high": null, "entry_zone_low": 376.07, "entry_zone_high": 387.53, "entry_risk_pct": null, "intraday_vwap": 371.1261, "price_vs_vwap_pct": -0.7157, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.9182, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 372.31, "high": 372.31, "low": 371.92, "close": 371.92, "amount_yi": 0.3839 }, { "time": "09:53", "open": 371.22, "high": 371.22, "low": 369.47, "close": 369.47, "amount_yi": 0.2767 }, { "time": "09:54", "open": 368.47, "high": 368.47, "low": 368.47, "close": 368.47, "amount_yi": 0.2576 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 368.47, "ts": "2026-07-01T09:54:03", "prev_close": 378.2, "open": 373.15, "high": 375.73, "low": 366.0, "bid1": 368.47, "ask1": 368.9, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688195:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688195:VWAP_RECLAIM", "symbol": "SHSE.688195", "name": "腾景科技", "side": "BUY", "priority": "W95", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 195.28, "exec_low": 198.21, "exec_high": 198.21, "invalid_price": 189.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 201.14, "max_chase_pct": 1.5, "base_exec_high": 198.21, "dynamic_exec_high": null, "entry_zone_low": 192.35, "entry_zone_high": 198.21, "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": 3, "min_samples": 3, "amount_yi": 0.1652, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 191.38, "high": 191.5, "low": 191.38, "close": 191.5, "amount_yi": 0.094 }, { "time": "09:53", "open": 191.26, "high": 191.26, "low": 190.5, "close": 190.5, "amount_yi": 0.0457 }, { "time": "09:54", "open": 190.4, "high": 190.4, "low": 190.4, "close": 190.4, "amount_yi": 0.0255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 190.4, "ts": "2026-07-01T09:54:05", "prev_close": 192.58, "open": 191.13, "high": 193.99, "low": 188.08, "bid1": 190.25, "ask1": 190.4, "bid_qty1": 10, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688313:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.688313:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688313", "name": "仕佳光子", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 191.6, "exec_low": 191.6, "exec_high": 194.47, "invalid_price": 185.85, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 197.35, "max_chase_pct": 1.5, "base_exec_high": 194.47, "dynamic_exec_high": null, "entry_zone_low": 188.73, "entry_zone_high": 194.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.8652, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 182.1, "high": 182.1, "low": 182.02, "close": 182.02, "amount_yi": 0.4117 }, { "time": "09:53", "open": 181.79, "high": 181.79, "low": 181.46, "close": 181.46, "amount_yi": 0.29 }, { "time": "09:54", "open": 180.68, "high": 180.68, "low": 180.68, "close": 180.68, "amount_yi": 0.1635 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 180.68, "ts": "2026-07-01T09:54:04", "prev_close": 184.65, "open": 181.55, "high": 183.97, "low": 179.39, "bid1": 180.68, "ask1": 180.7, "bid_qty1": 2, "ask_qty1": 103 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300252:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300252:VWAP_RECLAIM", "symbol": "SZSE.300252", "name": "金信诺", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.49, "exec_low": 17.75, "exec_high": 17.75, "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.01, "max_chase_pct": 1.5, "base_exec_high": 17.75, "dynamic_exec_high": null, "entry_zone_low": 17.23, "entry_zone_high": 17.75, "entry_risk_pct": 3.2497, "intraday_vwap": 17.3733, "price_vs_vwap_pct": 0.902, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.2426, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 17.62, "high": 17.62, "low": 17.59, "close": 17.59, "amount_yi": 0.1245 }, { "time": "09:53", "open": 17.59, "high": 17.59, "low": 17.52, "close": 17.52, "amount_yi": 0.1066 }, { "time": "09:54", "open": 17.53, "high": 17.53, "low": 17.53, "close": 17.53, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.53, "ts": "2026-07-01T09:54:03", "prev_close": 17.25, "open": 17.2, "high": 17.62, "low": 17.05, "bid1": 17.52, "ask1": 17.54, "bid_qty1": 86, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000823:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.000823:VWAP_RECLAIM", "symbol": "SZSE.000823", "name": "超声电子", "side": "BUY", "priority": "W98", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 26.23, "exec_low": 26.62, "exec_high": 26.62, "invalid_price": 25.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.02, "max_chase_pct": 1.5, "base_exec_high": 26.62, "dynamic_exec_high": null, "entry_zone_low": 25.84, "entry_zone_high": 26.62, "entry_risk_pct": null, "intraday_vwap": 27.378, "price_vs_vwap_pct": 3.0755, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.1488, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.074 }, { "time": "09:53", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0524 }, { "time": "09:54", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0224 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.22, "ts": "2026-07-01T09:54:03", "prev_close": 25.65, "open": 25.65, "high": 28.22, "low": 25.65, "bid1": 28.22, "ask1": 0.0, "bid_qty1": 297513, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002222:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002222:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002222", "name": "福晶科技", "side": "BUY", "priority": "W99", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 93.0, "exec_low": 93.0, "exec_high": 94.39, "invalid_price": 90.21, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "LED概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 95.79, "max_chase_pct": 1.5, "base_exec_high": 94.39, "dynamic_exec_high": null, "entry_zone_low": 91.61, "entry_zone_high": 94.39, "entry_risk_pct": null, "intraday_vwap": 90.73, "price_vs_vwap_pct": -0.3307, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3366, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 91.09, "high": 91.09, "low": 91.0, "close": 91.0, "amount_yi": 0.1112 }, { "time": "09:53", "open": 90.8, "high": 90.8, "low": 90.5, "close": 90.5, "amount_yi": 0.1489 }, { "time": "09:54", "open": 90.43, "high": 90.43, "low": 90.43, "close": 90.43, "amount_yi": 0.0765 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.43, "ts": "2026-07-01T09:54:03", "prev_close": 92.28, "open": 92.0, "high": 92.16, "low": 89.3, "bid1": 90.42, "ask1": 90.43, "bid_qty1": 2, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002472:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002472:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002472", "name": "双环传动", "side": "BUY", "priority": "W100", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 43.1525, "price_vs_vwap_pct": 0.6431, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.582, "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": "09:52", "open": 43.11, "high": 43.11, "low": 42.97, "close": 42.97, "amount_yi": 0.2137 }, { "time": "09:53", "open": 43.19, "high": 43.31, "low": 43.19, "close": 43.31, "amount_yi": 0.3043 }, { "time": "09:54", "open": 43.43, "high": 43.43, "low": 43.43, "close": 43.43, "amount_yi": 0.064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.43, "ts": "2026-07-01T09:54:03", "prev_close": 41.51, "open": 42.21, "high": 43.68, "low": 42.05, "bid1": 43.43, "ask1": 43.45, "bid_qty1": 89, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.605208:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.605208:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.605208", "name": "永茂泰", "side": "BUY", "priority": "W101", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 16.5005, "price_vs_vwap_pct": 1.0272, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0614, "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": "09:52", "open": 16.55, "high": 16.55, "low": 16.55, "close": 16.55, "amount_yi": 0.0181 }, { "time": "09:53", "open": 16.56, "high": 16.57, "low": 16.56, "close": 16.57, "amount_yi": 0.0276 }, { "time": "09:54", "open": 16.67, "high": 16.67, "low": 16.67, "close": 16.67, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.67, "ts": "2026-07-01T09:54:06", "prev_close": 15.95, "open": 16.61, "high": 16.79, "low": 16.12, "bid1": 16.66, "ask1": 16.67, "bid_qty1": 75, "ask_qty1": 48 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002921:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002921:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002921", "name": "联诚精密", "side": "BUY", "priority": "W102", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 27.7176, "price_vs_vwap_pct": -0.4604, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0631, "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": "09:52", "open": 27.62, "high": 27.62, "low": 27.61, "close": 27.61, "amount_yi": 0.0109 }, { "time": "09:53", "open": 27.44, "high": 27.44, "low": 27.43, "close": 27.43, "amount_yi": 0.041 }, { "time": "09:54", "open": 27.59, "high": 27.59, "low": 27.59, "close": 27.59, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.59, "ts": "2026-07-01T09:54:03", "prev_close": 27.34, "open": 28.23, "high": 28.69, "low": 27.0, "bid1": 27.57, "ask1": 27.59, "bid_qty1": 16, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000026:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.000026:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000026", "name": "飞亚达", "side": "BUY", "priority": "W103", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 21.6767, "price_vs_vwap_pct": -1.9223, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0348, "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": "09:52", "open": 21.22, "high": 21.22, "low": 21.21, "close": 21.21, "amount_yi": 0.0117 }, { "time": "09:53", "open": 21.24, "high": 21.25, "low": 21.24, "close": 21.25, "amount_yi": 0.0218 }, { "time": "09:54", "open": 21.26, "high": 21.26, "low": 21.26, "close": 21.26, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.26, "ts": "2026-07-01T09:54:03", "prev_close": 21.54, "open": 22.26, "high": 22.45, "low": 21.15, "bid1": 21.25, "ask1": 21.26, "bid_qty1": 6, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002833:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002833:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002833", "name": "弘亚数控", "side": "BUY", "priority": "W104", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 19.2058, "price_vs_vwap_pct": 0.7508, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0428, "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": "09:52", "open": 19.37, "high": 19.37, "low": 19.37, "close": 19.37, "amount_yi": 0.0148 }, { "time": "09:53", "open": 19.37, "high": 19.37, "low": 19.32, "close": 19.32, "amount_yi": 0.0236 }, { "time": "09:54", "open": 19.35, "high": 19.35, "low": 19.35, "close": 19.35, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.35, "ts": "2026-07-01T09:54:03", "prev_close": 19.29, "open": 19.17, "high": 19.49, "low": 18.88, "bid1": 19.35, "ask1": 19.36, "bid_qty1": 16, "ask_qty1": 53 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002903:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002903:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002903", "name": "宇环数控", "side": "BUY", "priority": "W105", "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "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": 46.1365, "price_vs_vwap_pct": -0.751, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0837, "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": "09:52", "open": 45.98, "high": 45.98, "low": 45.83, "close": 45.83, "amount_yi": 0.0288 }, { "time": "09:53", "open": 45.7, "high": 45.7, "low": 45.7, "close": 45.7, "amount_yi": 0.0381 }, { "time": "09:54", "open": 45.79, "high": 45.79, "low": 45.79, "close": 45.79, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 45.79, "ts": "2026-07-01T09:54:03", "prev_close": 45.42, "open": 46.33, "high": 47.5, "low": 45.01, "bid1": 45.77, "ask1": 45.79, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300382:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300382:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300382", "name": "斯莱克", "side": "BUY", "priority": "W106", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 23.5, "exec_low": 23.5, "exec_high": 23.85, "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.21, "max_chase_pct": 1.5, "base_exec_high": 23.85, "dynamic_exec_high": null, "entry_zone_low": 23.15, "entry_zone_high": 23.85, "entry_risk_pct": null, "intraday_vwap": 22.667, "price_vs_vwap_pct": 0.3221, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.091, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 22.82, "high": 22.82, "low": 22.74, "close": 22.74, "amount_yi": 0.0393 }, { "time": "09:53", "open": 22.74, "high": 22.74, "low": 22.72, "close": 22.72, "amount_yi": 0.037 }, { "time": "09:54", "open": 22.74, "high": 22.74, "low": 22.74, "close": 22.74, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.74, "ts": "2026-07-01T09:54:03", "prev_close": 23.11, "open": 22.93, "high": 23.15, "low": 22.18, "bid1": 22.71, "ask1": 22.74, "bid_qty1": 8, "ask_qty1": 49 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688556:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.688556:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688556", "name": "高测股份", "side": "BUY", "priority": "W107", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.69, "exec_low": 13.69, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.1, "max_chase_pct": 1.5, "base_exec_high": 13.9, "dynamic_exec_high": null, "entry_zone_low": 13.48, "entry_zone_high": 13.9, "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": 3, "min_samples": 3, "amount_yi": 0.0828, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 13.28, "high": 13.28, "low": 13.28, "close": 13.28, "amount_yi": 0.0299 }, { "time": "09:53", "open": 13.24, "high": 13.28, "low": 13.24, "close": 13.28, "amount_yi": 0.0241 }, { "time": "09:54", "open": 13.33, "high": 13.33, "low": 13.33, "close": 13.33, "amount_yi": 0.0288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.33, "ts": "2026-07-01T09:54:06", "prev_close": 13.28, "open": 13.4, "high": 13.4, "low": 12.89, "bid1": 13.32, "ask1": 13.33, "bid_qty1": 9, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300488:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300488:VWAP_RECLAIM", "symbol": "SZSE.300488", "name": "恒锋工具", "side": "BUY", "priority": "W108", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 46.95, "exec_low": 47.65, "exec_high": 47.65, "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": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 48.36, "max_chase_pct": 1.5, "base_exec_high": 47.65, "dynamic_exec_high": null, "entry_zone_low": 46.25, "entry_zone_high": 47.65, "entry_risk_pct": 3.476, "intraday_vwap": 46.2718, "price_vs_vwap_pct": 1.7682, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.3727, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 47.37, "high": 47.37, "low": 47.01, "close": 47.01, "amount_yi": 0.2078 }, { "time": "09:53", "open": 47.08, "high": 47.13, "low": 47.08, "close": 47.13, "amount_yi": 0.1426 }, { "time": "09:54", "open": 47.09, "high": 47.09, "low": 47.09, "close": 47.09, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.09, "ts": "2026-07-01T09:54:03", "prev_close": 46.83, "open": 46.0, "high": 47.37, "low": 45.01, "bid1": 47.08, "ask1": 47.18, "bid_qty1": 3, "ask_qty1": 180 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301398:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.301398:VWAP_RECLAIM", "symbol": "SZSE.301398", "name": "星源卓镁", "side": "BUY", "priority": "W109", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 35.74, "exec_low": 36.28, "exec_high": 36.28, "invalid_price": 34.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.81, "max_chase_pct": 1.5, "base_exec_high": 36.28, "dynamic_exec_high": null, "entry_zone_low": 35.2, "entry_zone_high": 36.28, "entry_risk_pct": 4.0941, "intraday_vwap": 35.4724, "price_vs_vwap_pct": 1.9102, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0337, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 35.54, "high": 36.29, "low": 35.54, "close": 36.29, "amount_yi": 0.0205 }, { "time": "09:53", "open": 36.01, "high": 36.01, "low": 35.98, "close": 35.98, "amount_yi": 0.0098 }, { "time": "09:54", "open": 36.15, "high": 36.15, "low": 36.15, "close": 36.15, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.15, "ts": "2026-07-01T09:54:03", "prev_close": 35.11, "open": 35.2, "high": 36.3, "low": 34.66, "bid1": 35.98, "ask1": 36.15, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000887:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000887:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000887", "name": "中鼎股份", "side": "BUY", "priority": "W110", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 18.38, "exec_low": 18.38, "exec_high": 18.66, "invalid_price": 17.83, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.93, "max_chase_pct": 1.5, "base_exec_high": 18.66, "dynamic_exec_high": null, "entry_zone_low": 18.1, "entry_zone_high": 18.66, "entry_risk_pct": null, "intraday_vwap": 17.8471, "price_vs_vwap_pct": -0.2079, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0934, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 17.73, "high": 17.73, "low": 17.71, "close": 17.71, "amount_yi": 0.0469 }, { "time": "09:53", "open": 17.71, "high": 17.76, "low": 17.71, "close": 17.76, "amount_yi": 0.0398 }, { "time": "09:54", "open": 17.81, "high": 17.81, "low": 17.81, "close": 17.81, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.81, "ts": "2026-07-01T09:54:03", "prev_close": 17.89, "open": 17.8, "high": 18.15, "low": 17.68, "bid1": 17.81, "ask1": 17.82, "bid_qty1": 39, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002553:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002553:VWAP_RECLAIM", "symbol": "SZSE.002553", "name": "南方精工", "side": "BUY", "priority": "W111", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.1, "exec_low": 16.34, "exec_high": 16.34, "invalid_price": 15.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.58, "max_chase_pct": 1.5, "base_exec_high": 16.34, "dynamic_exec_high": null, "entry_zone_low": 15.86, "entry_zone_high": 16.34, "entry_risk_pct": 3.2817, "intraday_vwap": 16.0899, "price_vs_vwap_pct": 0.3735, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0289, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 16.05, "high": 16.05, "low": 16.05, "close": 16.05, "amount_yi": 0.0039 }, { "time": "09:53", "open": 16.08, "high": 16.13, "low": 16.08, "close": 16.13, "amount_yi": 0.0215 }, { "time": "09:54", "open": 16.15, "high": 16.15, "low": 16.15, "close": 16.15, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.15, "ts": "2026-07-01T09:54:03", "prev_close": 15.99, "open": 16.03, "high": 16.24, "low": 15.91, "bid1": 16.14, "ask1": 16.15, "bid_qty1": 32, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688280:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688280:VWAP_RECLAIM", "symbol": "SHSE.688280", "name": "精进电动-W", "side": "BUY", "priority": "W112", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.49, "exec_low": 5.57, "exec_high": 5.57, "invalid_price": 5.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.65, "max_chase_pct": 1.5, "base_exec_high": 5.57, "dynamic_exec_high": null, "entry_zone_low": 5.41, "entry_zone_high": 5.57, "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": 3, "min_samples": 3, "amount_yi": 0.0031, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 5.45, "high": 5.45, "low": 5.45, "close": 5.45, "amount_yi": 0.0012 }, { "time": "09:53", "open": 5.44, "high": 5.45, "low": 5.44, "close": 5.45, "amount_yi": 0.0016 }, { "time": "09:54", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.46, "ts": "2026-07-01T09:54:05", "prev_close": 5.49, "open": 5.46, "high": 5.56, "low": 5.41, "bid1": 5.46, "ask1": 5.47, "bid_qty1": 33, "ask_qty1": 108 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301261:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.301261:VWAP_RECLAIM", "symbol": "SZSE.301261", "name": "恒工精密", "side": "BUY", "priority": "W113", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 78.66, "exec_low": 79.84, "exec_high": 79.84, "invalid_price": 76.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 81.02, "max_chase_pct": 1.5, "base_exec_high": 79.84, "dynamic_exec_high": null, "entry_zone_low": 77.48, "entry_zone_high": 79.84, "entry_risk_pct": 4.2179, "intraday_vwap": 78.714, "price_vs_vwap_pct": 1.1764, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0461, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 78.73, "high": 78.73, "low": 78.63, "close": 78.63, "amount_yi": 0.0122 }, { "time": "09:53", "open": 78.88, "high": 79.18, "low": 78.88, "close": 79.18, "amount_yi": 0.0217 }, { "time": "09:54", "open": 79.64, "high": 79.64, "low": 79.64, "close": 79.64, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 79.64, "ts": "2026-07-01T09:54:03", "prev_close": 78.1, "open": 78.1, "high": 80.0, "low": 77.32, "bid1": 79.61, "ask1": 79.66, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603915:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603915:VWAP_RECLAIM", "symbol": "SHSE.603915", "name": "国茂股份", "side": "BUY", "priority": "W114", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 14.44, "exec_low": 14.66, "exec_high": 14.66, "invalid_price": 14.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.87, "max_chase_pct": 1.5, "base_exec_high": 14.66, "dynamic_exec_high": null, "entry_zone_low": 14.22, "entry_zone_high": 14.66, "entry_risk_pct": null, "intraday_vwap": 14.3848, "price_vs_vwap_pct": 0.1752, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0287, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 14.35, "high": 14.35, "low": 14.32, "close": 14.32, "amount_yi": 0.0096 }, { "time": "09:53", "open": 14.34, "high": 14.37, "low": 14.34, "close": 14.37, "amount_yi": 0.0147 }, { "time": "09:54", "open": 14.41, "high": 14.41, "low": 14.41, "close": 14.41, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.41, "ts": "2026-07-01T09:54:05", "prev_close": 14.19, "open": 14.27, "high": 14.6, "low": 14.19, "bid1": 14.4, "ask1": 14.41, "bid_qty1": 22, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002164:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002164:VWAP_RECLAIM", "symbol": "SZSE.002164", "name": "宁波东力", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.84, "exec_low": 12.02, "exec_high": 12.02, "invalid_price": 11.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.2, "max_chase_pct": 1.5, "base_exec_high": 12.02, "dynamic_exec_high": null, "entry_zone_low": 11.66, "entry_zone_high": 12.02, "entry_risk_pct": 3.1224, "intraday_vwap": 11.7756, "price_vs_vwap_pct": 0.5469, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0229, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 11.76, "high": 11.76, "low": 11.75, "close": 11.75, "amount_yi": 0.0125 }, { "time": "09:53", "open": 11.75, "high": 11.78, "low": 11.75, "close": 11.78, "amount_yi": 0.0075 }, { "time": "09:54", "open": 11.84, "high": 11.84, "low": 11.84, "close": 11.84, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.84, "ts": "2026-07-01T09:54:03", "prev_close": 11.8, "open": 11.79, "high": 11.95, "low": 11.63, "bid1": 11.84, "ask1": 11.85, "bid_qty1": 452, "ask_qty1": 157 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603275:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603275:VWAP_RECLAIM", "symbol": "SHSE.603275", "name": "众辰科技", "side": "BUY", "priority": "W116", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 38.29, "exec_low": 38.86, "exec_high": 38.86, "invalid_price": 37.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.44, "max_chase_pct": 1.5, "base_exec_high": 38.86, "dynamic_exec_high": null, "entry_zone_low": 37.72, "entry_zone_high": 38.86, "entry_risk_pct": 4.1796, "intraday_vwap": 38.3789, "price_vs_vwap_pct": 0.8367, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0037, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 38.77, "high": 38.77, "low": 38.68, "close": 38.68, "amount_yi": 0.001 }, { "time": "09:53", "open": 38.69, "high": 38.69, "low": 38.69, "close": 38.69, "amount_yi": 0.0024 }, { "time": "09:54", "open": 38.7, "high": 38.7, "low": 38.7, "close": 38.7, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44577.56, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.7, "ts": "2026-07-01T09:54:07", "prev_close": 38.07, "open": 38.32, "high": 38.9, "low": 37.9, "bid1": 38.7, "ask1": 38.76, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.605389:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.605389:STRONG_WATCH_CONFIRM", "symbol": "SHSE.605389", "name": "长龄液压", "side": "BUY", "priority": "W117", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 97.01, "exec_low": 97.01, "exec_high": 98.47, "invalid_price": 94.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 99.92, "max_chase_pct": 1.5, "base_exec_high": 98.47, "dynamic_exec_high": null, "entry_zone_low": 95.55, "entry_zone_high": 98.47, "entry_risk_pct": null, "intraday_vwap": 99.9247, "price_vs_vwap_pct": 1.7566, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0693, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 101.39, "high": 101.61, "low": 101.39, "close": 101.61, "amount_yi": 0.031 }, { "time": "09:53", "open": 101.13, "high": 101.13, "low": 101.01, "close": 101.01, "amount_yi": 0.0113 }, { "time": "09:54", "open": 101.68, "high": 101.68, "low": 101.68, "close": 101.68, "amount_yi": 0.027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 101.68, "ts": "2026-07-01T09:54:04", "prev_close": 96.0, "open": 96.55, "high": 102.83, "low": 96.0, "bid1": 101.25, "ask1": 101.68, "bid_qty1": 7, "ask_qty1": 15 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301596:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301596:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301596", "name": "瑞迪智驱", "side": "BUY", "priority": "W118", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 50.87, "exec_low": 50.87, "exec_high": 51.63, "invalid_price": 49.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.4, "max_chase_pct": 1.5, "base_exec_high": 51.63, "dynamic_exec_high": null, "entry_zone_low": 50.11, "entry_zone_high": 51.63, "entry_risk_pct": null, "intraday_vwap": 51.3714, "price_vs_vwap_pct": 1.4183, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0429, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:52", "open": 51.51, "high": 51.59, "low": 51.51, "close": 51.59, "amount_yi": 0.0052 }, { "time": "09:53", "open": 51.68, "high": 51.98, "low": 51.68, "close": 51.98, "amount_yi": 0.0102 }, { "time": "09:54", "open": 52.1, "high": 52.1, "low": 52.1, "close": 52.1, "amount_yi": 0.0275 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.1, "ts": "2026-07-01T09:54:03", "prev_close": 50.4, "open": 50.08, "high": 52.4, "low": 50.08, "bid1": 52.06, "ask1": 52.18, "bid_qty1": 12, "ask_qty1": 18 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300780:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300780:VWAP_RECLAIM", "symbol": "SZSE.300780", "name": "德恩精工", "side": "BUY", "priority": "W119", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 34.82, "exec_low": 35.34, "exec_high": 35.34, "invalid_price": 33.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T09:54:06", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.86, "max_chase_pct": 1.5, "base_exec_high": 35.34, "dynamic_exec_high": null, "entry_zone_low": 34.3, "entry_zone_high": 35.34, "entry_risk_pct": null, "intraday_vwap": 34.1227, "price_vs_vwap_pct": 1.5746, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0679, "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": "VWAP_RECLAIM", "bars": [ { "time": "09:52", "open": 34.78, "high": 34.78, "low": 34.6, "close": 34.6, "amount_yi": 0.0444 }, { "time": "09:53", "open": 34.63, "high": 34.63, "low": 34.48, "close": 34.48, "amount_yi": 0.018 }, { "time": "09:54", "open": 34.66, "high": 34.66, "low": 34.66, "close": 34.66, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89155.12, "current_position_value": 0.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.66, "ts": "2026-07-01T09:54:03", "prev_close": 34.06, "open": 33.61, "high": 34.97, "low": 33.33, "bid1": 34.63, "ask1": 34.66, "bid_qty1": 17, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 356438.0, "market_value": 758061.0, "total_value": 1114499.0, "unrealized_pnl": 102401.99999999997, "unrealized_pnl_pct_of_initial": 10.240199999999996, "realized_pnl": 12097.00000000003, "realized_pnl_pct_of_initial": 1.2097000000000029, "total_pnl": 114499.0, "total_pnl_pct": 11.44989999999999 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 2000, "sellable_qty": 2000, "avg_cost": 110.65, "last_price": 132.98, "market_value": 265960.0, "unrealized_pnl": 44659.99999999997, "unrealized_pnl_pct": 20.180750112968802, "updated_at": "2026-07-01T09:54:06", "prev_close": 131.5, "holding_days": 10, "position_pct_of_total": 23.86363738325472 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1800, "sellable_qty": 1600, "avg_cost": 83.20444444444445, "last_price": 110.29, "market_value": 198522.0, "unrealized_pnl": 48754.00000000001, "unrealized_pnl_pct": 32.55301533037765, "updated_at": "2026-07-01T09:54:06", "prev_close": 103.55, "holding_days": 6, "position_pct_of_total": 17.812667395843334 }, { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 19200, "sellable_qty": 0, "avg_cost": 3.42, "last_price": 3.69, "market_value": 70848.0, "unrealized_pnl": 5184.0, "unrealized_pnl_pct": 7.8947368421052655, "updated_at": "2026-07-01T09:54:06", "prev_close": 3.35, "holding_days": null, "position_pct_of_total": 6.356937063200594 }, { "symbol": "SHSE.688150", "name": "莱特光电", "quantity": 900, "sellable_qty": 0, "avg_cost": 70.8, "last_price": 73.01, "market_value": 65709.0, "unrealized_pnl": 1989.0000000000073, "unrealized_pnl_pct": 3.1214689265536943, "updated_at": "2026-07-01T09:54:06", "prev_close": 68.62, "holding_days": null, "position_pct_of_total": 5.895833015552279 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 0, "avg_cost": 57.27, "last_price": 57.18, "market_value": 62898.0, "unrealized_pnl": -99.00000000000375, "unrealized_pnl_pct": -0.15715034049240684, "updated_at": "2026-07-01T09:54:06", "prev_close": 55.78, "holding_days": null, "position_pct_of_total": 5.6436120624603525 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 500, "sellable_qty": 0, "avg_cost": 120.5, "last_price": 118.2, "market_value": 59100.0, "unrealized_pnl": -1149.9999999999986, "unrealized_pnl_pct": -1.9087136929460513, "updated_at": "2026-07-01T09:54:06", "prev_close": 118.17, "holding_days": null, "position_pct_of_total": 5.30283113757841 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 39.95, "last_price": 43.78, "market_value": 35024.0, "unrealized_pnl": 3063.9999999999986, "unrealized_pnl_pct": 9.58698372966207, "updated_at": "2026-07-01T09:54:06", "prev_close": 45.6, "holding_days": 9, "position_pct_of_total": 3.1425779655253163 } ], "paper_orders": [ { "amount": 21288.0, "base_exec_high": 107.29, "cash_before_order": 630357.0, "chase_ceiling": null, "current_position_value": 169856.0, "decision": "position_add", "dynamic_exec_high": 107.29, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 107.29, "entry_zone_low": 105.65, "event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY", "exec_high": 107.29, "exec_low": 105.65, "intraday_vwap": 105.6491, "invalid_price": 103.51, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "长电科技", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SHSE.600584:POSITION_TREND_ADD", "price": 106.44, "price_vs_vwap_pct": 0.4836, "qty": 200, "quote_ask1": 106.44, "quote_ask_qty1": 3, "quote_bid1": 106.16, "quote_bid_qty1": 20, "quote_high": 106.5, "quote_last": 106.16, "quote_low": 105.36, "quote_open": 105.5, "quote_prev_close": 103.55, "quote_ts": "2026-07-01T09:30:25", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 1600, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 26.38, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SHSE.600584", "t0_protection_qty_cap": 1600, "target_amount": 218118.6, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": null, "trade_date": "20260701", "trigger_price": 106.16, "ts": "2026-07-01T09:30:26", "id": 11 }, { "amount": 62997.0, "base_exec_high": 57.79, "cash_before_order": 609069.0, "chase_ceiling": 57.79, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.959, "entry_zone_high": 56.95, "entry_zone_low": 55.27, "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 57.79, "exec_low": 56.11, "intraday_vwap": 56.3658, "invalid_price": 54.43, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.4217, "bar_count": 3, "bars": [ { "amount_yi": 0.2146, "close": 56.42, "high": 56.42, "low": 56.4, "open": 56.4, "time": "09:30" }, { "amount_yi": 0.0832, "close": 56.41, "high": 56.41, "low": 56.41, "open": 56.41, "time": "09:31" }, { "amount_yi": 0.1239, "close": 57.17, "high": 57.17, "low": 57.17, "open": 57.17, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "雷赛智能", "paper_scope": "active", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP", "price": 57.27, "price_vs_vwap_pct": 1.4268, "qty": 1100, "quote_ask1": 57.27, "quote_ask_qty1": 1, "quote_bid1": 57.15, "quote_bid_qty1": 2, "quote_high": 57.3, "quote_last": 57.17, "quote_low": 55.82, "quote_open": 55.82, "quote_prev_close": 55.78, "quote_ts": "2026-07-01T09:31:57", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 206.74, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002979", "target_amount": 65921.94, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "机器人链 / 机器人概念", "trade_date": "20260701", "trigger_price": 56.11, "ts": "2026-07-01T09:32:00", "id": 12 }, { "amount": 40332.0, "base_exec_high": 134.87, "cash_before_order": 546072.0, "chase_ceiling": 136.87, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.1282, "entry_zone_high": 134.87, "entry_zone_low": 130.89, "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 134.87, "exec_low": 132.88, "intraday_vwap": null, "invalid_price": 128.89, "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": 1.4792, "bar_count": 3, "bars": [ { "amount_yi": 0.7929, "close": 132.5, "high": 132.63, "low": 132.5, "open": 132.63, "time": "09:30" }, { "amount_yi": 0.4435, "close": 132.6, "high": 132.6, "low": 132.6, "open": 132.6, "time": "09:31" }, { "amount_yi": 0.2428, "close": 134.36, "high": 134.36, "low": 134.36, "open": 134.36, "time": "09:32" } ], "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": "奥比中光-W", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP", "price": 134.44, "price_vs_vwap_pct": null, "qty": 300, "quote_ask1": 134.44, "quote_ask_qty1": 3, "quote_bid1": 134.36, "quote_bid_qty1": 3, "quote_high": 134.36, "quote_last": 134.36, "quote_low": 131.81, "quote_open": 132.5, "quote_prev_close": 130.55, "quote_ts": "2026-07-01T09:31:58", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 117.4, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SHSE.688322", "target_amount": 43947.96, "target_position_pct": 4.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "机器人链 / 人形机器人", "trade_date": "20260701", "trigger_price": 132.88, "ts": "2026-07-01T09:32:00", "id": 13 }, { "amount": 65664.0, "base_exec_high": 3.49, "cash_before_order": 546072.0, "chase_ceiling": 3.49, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.8012, "entry_zone_high": 3.44, "entry_zone_low": 3.34, "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 3.49, "exec_low": 3.39, "intraday_vwap": 3.3334, "invalid_price": 3.29, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.3622, "bar_count": 3, "bars": [ { "amount_yi": 0.1503, "close": 3.33, "high": 3.33, "low": 3.29, "open": 3.29, "time": "09:30" }, { "amount_yi": 0.0877, "close": 3.39, "high": 3.39, "low": 3.39, "open": 3.39, "time": "09:31" }, { "amount_yi": 0.1242, "close": 3.41, "high": 3.41, "low": 3.38, "open": 3.38, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "华映科技", "paper_scope": "active", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP", "price": 3.42, "price_vs_vwap_pct": 2.298, "qty": 19200, "quote_ask1": 3.42, "quote_ask_qty1": 952, "quote_bid1": 3.41, "quote_bid_qty1": 146, "quote_high": 3.43, "quote_last": 3.41, "quote_low": 3.26, "quote_open": 3.3, "quote_prev_close": 3.35, "quote_ts": "2026-07-01T09:32:30", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 88.5, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.000536", "target_amount": 65908.02, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "显示面板链 / OLED", "trade_date": "20260701", "trigger_price": 3.39, "ts": "2026-07-01T09:32:33", "id": 14 }, { "amount": 60250.0, "base_exec_high": 124.12, "cash_before_order": 480408.0, "chase_ceiling": 124.12, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.0041, "entry_zone_high": 122.31, "entry_zone_low": 118.69, "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 124.12, "exec_low": 120.5, "intraday_vwap": 119.1848, "invalid_price": 116.88, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.3503, "bar_count": 3, "bars": [ { "amount_yi": 0.1767, "close": 119.0, "high": 119.0, "low": 118.56, "open": 118.56, "time": "09:30" }, { "amount_yi": 0.0433, "close": 118.58, "high": 118.58, "low": 118.58, "open": 118.58, "time": "09:31" }, { "amount_yi": 0.1303, "close": 120.66, "high": 120.66, "low": 120.25, "open": 120.25, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "三瑞智能", "paper_scope": "active", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP", "price": 120.5, "price_vs_vwap_pct": 1.2377, "qty": 500, "quote_ask1": 120.5, "quote_ask_qty1": 4, "quote_bid1": 120.43, "quote_bid_qty1": 6, "quote_high": 121.5, "quote_last": 120.66, "quote_low": 117.39, "quote_open": 118.35, "quote_prev_close": 118.17, "quote_ts": "2026-07-01T09:32:30", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.301696", "target_amount": 65908.02, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "机器人链 / 减速器", "trade_date": "20260701", "trigger_price": 120.5, "ts": "2026-07-01T09:32:33", "id": 15 }, { "amount": 63720.0, "base_exec_high": 71.67, "cash_before_order": 420158.0, "chase_ceiling": 71.67, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.6751, "entry_zone_high": 70.62, "entry_zone_low": 68.54, "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 71.67, "exec_low": 69.58, "intraday_vwap": null, "invalid_price": 67.49, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 0.7563, "bar_count": 3, "bars": [ { "amount_yi": 0.3024, "close": 68.86, "high": 69.68, "low": 68.86, "open": 69.68, "time": "09:30" }, { "amount_yi": 0.0982, "close": 69.1, "high": 69.1, "low": 69.1, "open": 69.1, "time": "09:31" }, { "amount_yi": 0.3557, "close": 70.8, "high": 70.8, "low": 69.57, "open": 69.57, "time": "09:32" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "莱特光电", "paper_scope": "active", "participation_rate": null, "plan_date": "20260630", "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP", "price": 70.8, "price_vs_vwap_pct": null, "qty": 900, "quote_ask1": 70.8, "quote_ask_qty1": 34, "quote_bid1": 70.79, "quote_bid_qty1": 10, "quote_high": 71.3, "quote_last": 70.8, "quote_low": 68.78, "quote_open": 71.01, "quote_prev_close": 68.62, "quote_ts": "2026-07-01T09:32:32", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 175.34, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SHSE.688150", "target_amount": 65977.68, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "显示面板链 / 柔性屏(折叠屏)", "trade_date": "20260701", "trigger_price": 69.58, "ts": "2026-07-01T09:32:33", "id": 16 } ], "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" } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 5, "filled_official_orders": 5, "position_add_signals": 0, "position_add_filled": 1, "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 } }