{ "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": 0.6391, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.3798, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 11.3396 }, { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 3, "top_symbols": [ "SZSE.300115", "SZSE.300331", "SHSE.688150" ], "top_return_pct": 10.272 }, { "theme": "机器人链 / 人形机器人", "count": 2, "top_symbols": [ "SHSE.688160", "SHSE.688165" ], "top_return_pct": 10.1039 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.0282 }, { "theme": "显示面板链 / MiniLED", "count": 2, "top_symbols": [ "SZSE.000100", "SZSE.300269" ], "top_return_pct": 5.4983 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "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": 11.339648173207028, "last": 41.14, "vwap": 40.2943952983991, "above_vwap": true, "amount": 876918866.0 }, { "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": 10.272011453113805, "last": 30.81, "vwap": 30.52400891969176, "above_vwap": true, "amount": 1476290639.0 }, { "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": 3.5800615174910337, "above_vwap": true, "amount": 320426246.0 }, { "symbol": "SHSE.688160", "name": "步科股份", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.103888939965078, "last": 119.76, "vwap": 114.94546606323361, "above_vwap": true, "amount": 308104540.0 }, { "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": 27.438858798607217, "above_vwap": true, "amount": 1690329738.0 }, { "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": 392513001.0 }, { "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": 8.028169014084497, "last": 99.71, "vwap": 99.12133392284493, "above_vwap": true, "amount": 2701472659.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.59803921568627, "last": 13.17, "vwap": 12.929169277971983, "above_vwap": true, "amount": 257051279.0 }, { "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": 6.96078431372551, "last": 21.82, "vwap": 21.6261010435942, "above_vwap": true, "amount": 393725293.0 }, { "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": 6.726457399103136, "last": 9.52, "vwap": 9.361367811001791, "above_vwap": true, "amount": 48620136.0 }, { "symbol": "SHSE.605389", "name": "长龄液压", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.041666666666656, "last": 101.8, "vwap": 100.27589800839509, "above_vwap": true, "amount": 112278923.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.5012224938875365, "last": 8.63, "vwap": 8.519857001946377, "above_vwap": true, "amount": 161522005.0 } ] }, "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": 0.6391, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.3798, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 11.3396 }, { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 3, "top_symbols": [ "SZSE.300115", "SZSE.300331", "SHSE.688150" ], "top_return_pct": 10.272 }, { "theme": "机器人链 / 人形机器人", "count": 2, "top_symbols": [ "SHSE.688160", "SHSE.688165" ], "top_return_pct": 10.1039 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.0282 }, { "theme": "显示面板链 / MiniLED", "count": 2, "top_symbols": [ "SZSE.000100", "SZSE.300269" ], "top_return_pct": 5.4983 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "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": 11.339648173207028, "last": 41.14, "vwap": 40.2943952983991, "above_vwap": true, "amount": 876918866.0 }, { "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": 10.272011453113805, "last": 30.81, "vwap": 30.52400891969176, "above_vwap": true, "amount": 1476290639.0 }, { "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": 3.5800615174910337, "above_vwap": true, "amount": 320426246.0 }, { "symbol": "SHSE.688160", "name": "步科股份", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.103888939965078, "last": 119.76, "vwap": 114.94546606323361, "above_vwap": true, "amount": 308104540.0 }, { "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": 27.438858798607217, "above_vwap": true, "amount": 1690329738.0 }, { "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": 392513001.0 }, { "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": 8.028169014084497, "last": 99.71, "vwap": 99.12133392284493, "above_vwap": true, "amount": 2701472659.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.59803921568627, "last": 13.17, "vwap": 12.929169277971983, "above_vwap": true, "amount": 257051279.0 }, { "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": 6.96078431372551, "last": 21.82, "vwap": 21.6261010435942, "above_vwap": true, "amount": 393725293.0 }, { "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": 6.726457399103136, "last": 9.52, "vwap": 9.361367811001791, "above_vwap": true, "amount": 48620136.0 }, { "symbol": "SHSE.605389", "name": "长龄液压", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.041666666666656, "last": 101.8, "vwap": 100.27589800839509, "above_vwap": true, "amount": 112278923.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.5012224938875365, "last": 8.63, "vwap": 8.519857001946377, "above_vwap": true, "amount": 161522005.0 } ] }, "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": 0.6391, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.3798, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 11.3396 }, { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 3, "top_symbols": [ "SZSE.300115", "SZSE.300331", "SHSE.688150" ], "top_return_pct": 10.272 }, { "theme": "机器人链 / 人形机器人", "count": 2, "top_symbols": [ "SHSE.688160", "SHSE.688165" ], "top_return_pct": 10.1039 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.0282 }, { "theme": "显示面板链 / MiniLED", "count": 2, "top_symbols": [ "SZSE.000100", "SZSE.300269" ], "top_return_pct": 5.4983 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "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": 11.339648173207028, "last": 41.14, "vwap": 40.2943952983991, "above_vwap": true, "amount": 876918866.0 }, { "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": 10.272011453113805, "last": 30.81, "vwap": 30.52400891969176, "above_vwap": true, "amount": 1476290639.0 }, { "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": 3.5800615174910337, "above_vwap": true, "amount": 320426246.0 }, { "symbol": "SHSE.688160", "name": "步科股份", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.103888939965078, "last": 119.76, "vwap": 114.94546606323361, "above_vwap": true, "amount": 308104540.0 }, { "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": 27.438858798607217, "above_vwap": true, "amount": 1690329738.0 }, { "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": 392513001.0 }, { "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": 8.028169014084497, "last": 99.71, "vwap": 99.12133392284493, "above_vwap": true, "amount": 2701472659.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.59803921568627, "last": 13.17, "vwap": 12.929169277971983, "above_vwap": true, "amount": 257051279.0 }, { "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": 6.96078431372551, "last": 21.82, "vwap": 21.6261010435942, "above_vwap": true, "amount": 393725293.0 }, { "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": 6.726457399103136, "last": 9.52, "vwap": 9.361367811001791, "above_vwap": true, "amount": 48620136.0 }, { "symbol": "SHSE.605389", "name": "长龄液压", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.041666666666656, "last": 101.8, "vwap": 100.27589800839509, "above_vwap": true, "amount": 112278923.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.5012224938875365, "last": 8.63, "vwap": 8.519857001946377, "above_vwap": true, "amount": 161522005.0 } ] }, "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": 0.6391, "active_up_ratio": 0.6923, "active_positive": 9, "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": 0.3798, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 11.3396 }, { "theme": "显示面板链 / 柔性屏(折叠屏)", "count": 3, "top_symbols": [ "SZSE.300115", "SZSE.300331", "SHSE.688150" ], "top_return_pct": 10.272 }, { "theme": "机器人链 / 人形机器人", "count": 2, "top_symbols": [ "SHSE.688160", "SHSE.688165" ], "top_return_pct": 10.1039 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.300503", "SZSE.002403" ], "top_return_pct": 8.0282 }, { "theme": "显示面板链 / MiniLED", "count": 2, "top_symbols": [ "SZSE.000100", "SZSE.300269" ], "top_return_pct": 5.4983 } ], "structural_symbol_whitelist": [ "SZSE.300812", "SZSE.000536", "SZSE.003015", "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": 11.339648173207028, "last": 41.14, "vwap": 40.2943952983991, "above_vwap": true, "amount": 876918866.0 }, { "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": 10.272011453113805, "last": 30.81, "vwap": 30.52400891969176, "above_vwap": true, "amount": 1476290639.0 }, { "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": 3.5800615174910337, "above_vwap": true, "amount": 320426246.0 }, { "symbol": "SHSE.688160", "name": "步科股份", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.103888939965078, "last": 119.76, "vwap": 114.94546606323361, "above_vwap": true, "amount": 308104540.0 }, { "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": 27.438858798607217, "above_vwap": true, "amount": 1690329738.0 }, { "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": 392513001.0 }, { "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": 8.028169014084497, "last": 99.71, "vwap": 99.12133392284493, "above_vwap": true, "amount": 2701472659.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.59803921568627, "last": 13.17, "vwap": 12.929169277971983, "above_vwap": true, "amount": 257051279.0 }, { "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": 6.96078431372551, "last": 21.82, "vwap": 21.6261010435942, "above_vwap": true, "amount": 393725293.0 }, { "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": 6.726457399103136, "last": 9.52, "vwap": 9.361367811001791, "above_vwap": true, "amount": 48620136.0 }, { "symbol": "SHSE.605389", "name": "长龄液压", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.041666666666656, "last": 101.8, "vwap": 100.27589800839509, "above_vwap": true, "amount": 112278923.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.5012224938875365, "last": 8.63, "vwap": 8.519857001946377, "above_vwap": true, "amount": 161522005.0 } ] }, "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": "2026-07-01T10:12:12", "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": "2026-07-01T10:12:12", "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": 3.4168, "intraday_vwap": 29.3687, "price_vs_vwap_pct": 0.6514, "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": 0.0743, "prev_amount_yi": 0.0721, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 29.5, "high": 29.52, "low": 29.5, "close": 29.52, "amount_yi": 0.0271 }, { "time": "10:11", "open": 29.57, "high": 29.6, "low": 29.57, "close": 29.6, "amount_yi": 0.0332 }, { "time": "10:12", "open": 29.56, "high": 29.56, "low": 29.56, "close": 29.56, "amount_yi": 0.014 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 67070.4, "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": 29.56, "ts": "2026-07-01T10:12:09", "prev_close": 29.31, "open": 29.04, "high": 29.79, "low": 28.72, "bid1": 29.55, "ask1": 29.56, "bid_qty1": 1, "ask_qty1": 54 }, "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": "2026-07-01T10:12:12", "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": 3.5801, "price_vs_vwap_pct": 3.0697, "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": "2026-07-01T10:12:09", "prev_close": 3.35, "open": 3.3, "high": 3.69, "low": 3.26, "bid1": 3.69, "ask1": 0.0, "bid_qty1": 782797, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "sim_reason": "waiting_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": 13.04, "price_vs_vwap_pct": 0.2301, "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": 0.0177, "prev_amount_yi": 0.0297, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 13.03, "high": 13.03, "low": 13.02, "close": 13.02, "amount_yi": 0.0035 }, { "time": "10:11", "open": 13.05, "high": 13.06, "low": 13.05, "close": 13.06, "amount_yi": 0.0111 }, { "time": "10:12", "open": 13.07, "high": 13.07, "low": 13.07, "close": 13.07, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 13.07, "ts": "2026-07-01T10:12:09", "prev_close": 13.03, "open": 13.02, "high": 13.16, "low": 12.74, "bid1": 13.06, "ask1": 13.07, "bid_qty1": 39, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "sim_reason": "waiting_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_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.7839, "prev_amount_yi": 1.2556, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 413.0, "high": 413.14, "low": 413.0, "close": 413.14, "amount_yi": 0.4465 }, { "time": "10:11", "open": 415.0, "high": 417.0, "low": 415.0, "close": 417.0, "amount_yi": 0.2144 }, { "time": "10:12", "open": 415.1, "high": 415.1, "low": 415.1, "close": 415.1, "amount_yi": 0.123 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 415.1, "ts": "2026-07-01T10:12:10", "prev_close": 417.86, "open": 406.0, "high": 421.88, "low": 400.28, "bid1": 415.1, "ask1": 415.19, "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.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": "2026-07-01T10:12:12", "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": 2.6736, "price_vs_vwap_pct": -0.1346, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.039, "prev_amount_yi": 0.1184, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0258 }, { "time": "10:11", "open": 2.66, "high": 2.67, "low": 2.66, "close": 2.67, "amount_yi": 0.0098 }, { "time": "10:12", "open": 2.67, "high": 2.67, "low": 2.67, "close": 2.67, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": "2026-07-01T10:12:09", "prev_close": 2.73, "open": 2.71, "high": 2.73, "low": 2.65, "bid1": 2.66, "ask1": 2.67, "bid_qty1": 12346, "ask_qty1": 6969 }, "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": "2026-07-01T10:12:12", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0753, "prev_amount_yi": 0.0882, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 21.81, "high": 21.81, "low": 21.72, "close": 21.72, "amount_yi": 0.042 }, { "time": "10:11", "open": 21.81, "high": 21.81, "low": 21.8, "close": 21.8, "amount_yi": 0.0198 }, { "time": "10:12", "open": 21.82, "high": 21.82, "low": 21.82, "close": 21.82, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 21.82, "ts": "2026-07-01T10:12:09", "prev_close": 20.4, "open": 20.18, "high": 22.58, "low": 20.18, "bid1": 21.81, "ask1": 21.82, "bid_qty1": 94, "ask_qty1": 37 }, "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": "CANCELLED", "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": "2026-07-01T10:12:12", "sim_reason": "invalid_price_broken", "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": 262.0813, "price_vs_vwap_pct": -1.1757, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2927, "prev_amount_yi": 0.2923, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 257.56, "high": 258.67, "low": 257.56, "close": 258.67, "amount_yi": 0.2085 }, { "time": "10:11", "open": 258.95, "high": 259.19, "low": 258.95, "close": 259.19, "amount_yi": 0.0596 }, { "time": "10:12", "open": 259.0, "high": 259.0, "low": 259.0, "close": 259.0, "amount_yi": 0.0246 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 259.0, "ts": "2026-07-01T10:12:09", "prev_close": 264.87, "open": 262.0, "high": 266.23, "low": 256.66, "bid1": 258.8, "ask1": 258.99, "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.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": "2026-07-01T10:12:12", "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": 118.3408, "price_vs_vwap_pct": -0.7527, "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": 117.45, "ts": "2026-07-01T10:12:09", "prev_close": 118.17, "open": 118.35, "high": 121.5, "low": 116.61, "bid1": 117.35, "ask1": 117.45, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1393, "prev_amount_yi": 0.1947, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 36.57, "high": 36.72, "low": 36.57, "close": 36.72, "amount_yi": 0.0812 }, { "time": "10:11", "open": 36.85, "high": 36.92, "low": 36.85, "close": 36.92, "amount_yi": 0.0339 }, { "time": "10:12", "open": 36.9, "high": 36.9, "low": 36.9, "close": 36.9, "amount_yi": 0.0242 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 36.9, "ts": "2026-07-01T10:12:10", "prev_close": 36.76, "open": 36.95, "high": 37.5, "low": 36.4, "bid1": 36.9, "ask1": 36.91, "bid_qty1": 0, "ask_qty1": 7 }, "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": "2026-07-01T10:12:12", "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": 3.6232, "intraday_vwap": 16.4407, "price_vs_vwap_pct": 0.6648, "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": 0.0513, "prev_amount_yi": 0.058, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 16.51, "high": 16.53, "low": 16.51, "close": 16.53, "amount_yi": 0.0229 }, { "time": "10:11", "open": 16.54, "high": 16.55, "low": 16.54, "close": 16.55, "amount_yi": 0.0211 }, { "time": "10:12", "open": 16.55, "high": 16.55, "low": 16.55, "close": 16.55, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 67070.4, "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": 16.55, "ts": "2026-07-01T10:12:09", "prev_close": 16.4, "open": 16.26, "high": 16.66, "low": 16.16, "bid1": 16.55, "ask1": 16.56, "bid_qty1": 22, "ask_qty1": 29 }, "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": "2026-07-01T10:12:12", "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": 40.2944, "price_vs_vwap_pct": 2.0986, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.3062, "prev_amount_yi": 0.2197, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:10", "open": 41.39, "high": 41.56, "low": 41.39, "close": 41.56, "amount_yi": 0.2102 }, { "time": "10:11", "open": 41.5, "high": 41.5, "low": 41.48, "close": 41.48, "amount_yi": 0.0728 }, { "time": "10:12", "open": 41.14, "high": 41.14, "low": 41.14, "close": 41.14, "amount_yi": 0.0232 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 134140.8, "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": 41.14, "ts": "2026-07-01T10:12:09", "prev_close": 36.95, "open": 36.59, "high": 42.31, "low": 36.21, "bid1": 41.14, "ask1": 41.16, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 72.06, "ts": "2026-07-01T10:12:08", "prev_close": 68.62, "open": 71.01, "high": 73.79, "low": 68.78, "bid1": 71.96, "ask1": 72.06, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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": 4.9921, "intraday_vwap": 57.0637, "price_vs_vwap_pct": 0.3966, "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": 57.29, "ts": "2026-07-01T10:12:09", "prev_close": 55.78, "open": 55.82, "high": 58.08, "low": 55.82, "bid1": 57.27, "ask1": 57.29, "bid_qty1": 20, "ask_qty1": 16 }, "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": "2026-07-01T10:12:12", "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": 25.9711, "price_vs_vwap_pct": 0.7659, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4994, "prev_amount_yi": 0.4903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 26.16, "high": 26.16, "low": 26.1, "close": 26.1, "amount_yi": 0.0697 }, { "time": "10:09", "open": 26.12, "high": 26.12, "low": 26.06, "close": 26.06, "amount_yi": 0.1765 }, { "time": "10:10", "open": 26.08, "high": 26.09, "low": 26.08, "close": 26.09, "amount_yi": 0.15 }, { "time": "10:11", "open": 26.16, "high": 26.18, "low": 26.16, "close": 26.18, "amount_yi": 0.0588 }, { "time": "10:12", "open": 26.17, "high": 26.17, "low": 26.17, "close": 26.17, "amount_yi": 0.0444 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 26.17, "ts": "2026-07-01T10:12:09", "prev_close": 26.04, "open": 26.0, "high": 26.5, "low": 25.52, "bid1": 26.16, "ask1": 26.17, "bid_qty1": 5, "ask_qty1": 68 }, "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": "2026-07-01T10:12:12", "sim_reason": "position_sizing_entry_risk_reduced", "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": 3.3012, "intraday_vwap": 7.2252, "price_vs_vwap_pct": 0.4816, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1669, "prev_amount_yi": 0.0891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8732, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 7.23, "high": 7.23, "low": 7.21, "close": 7.21, "amount_yi": 0.0204 }, { "time": "10:09", "open": 7.21, "high": 7.21, "low": 7.2, "close": 7.2, "amount_yi": 0.0463 }, { "time": "10:10", "open": 7.22, "high": 7.22, "low": 7.22, "close": 7.22, "amount_yi": 0.0629 }, { "time": "10:11", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0206 }, { "time": "10:12", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": "2026-07-01T10:12:09", "prev_close": 7.24, "open": 7.18, "high": 7.29, "low": 7.11, "bid1": 7.26, "ask1": 7.27, "bid_qty1": 372, "ask_qty1": 672 }, "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": "2026-07-01T10:12:12", "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": 13.1337, "price_vs_vwap_pct": 0.8094, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3158, "prev_amount_yi": 0.1638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 13.18, "high": 13.19, "low": 13.18, "close": 13.19, "amount_yi": 0.0514 }, { "time": "10:09", "open": 13.14, "high": 13.14, "low": 13.11, "close": 13.11, "amount_yi": 0.1198 }, { "time": "10:10", "open": 13.18, "high": 13.21, "low": 13.18, "close": 13.21, "amount_yi": 0.0584 }, { "time": "10:11", "open": 13.24, "high": 13.26, "low": 13.24, "close": 13.26, "amount_yi": 0.0679 }, { "time": "10:12", "open": 13.24, "high": 13.24, "low": 13.24, "close": 13.24, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 13.24, "ts": "2026-07-01T10:12:09", "prev_close": 13.81, "open": 13.55, "high": 13.62, "low": 12.85, "bid1": 13.22, "ask1": 13.23, "bid_qty1": 110, "ask_qty1": 122 }, "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": "2026-07-01T10:12:12", "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": 8.4903, "price_vs_vwap_pct": 1.4098, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 6.1364, "prev_amount_yi": 5.7577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0658, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 8.61, "high": 8.61, "low": 8.6, "close": 8.6, "amount_yi": 1.1288 }, { "time": "10:09", "open": 8.59, "high": 8.59, "low": 8.56, "close": 8.56, "amount_yi": 1.0926 }, { "time": "10:10", "open": 8.58, "high": 8.59, "low": 8.58, "close": 8.59, "amount_yi": 2.0244 }, { "time": "10:11", "open": 8.59, "high": 8.61, "low": 8.59, "close": 8.61, "amount_yi": 1.4494 }, { "time": "10:12", "open": 8.61, "high": 8.61, "low": 8.61, "close": 8.61, "amount_yi": 0.4412 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 8.61, "ts": "2026-07-01T10:12:09", "prev_close": 8.68, "open": 8.49, "high": 8.68, "low": 8.31, "bid1": 8.6, "ask1": 8.61, "bid_qty1": 3213, "ask_qty1": 13468 }, "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": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 16.5341, "price_vs_vwap_pct": 0.8824, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.46, "prev_amount_yi": 0.515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8932, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 16.66, "high": 16.69, "low": 16.66, "close": 16.69, "amount_yi": 0.0927 }, { "time": "10:09", "open": 16.68, "high": 16.68, "low": 16.61, "close": 16.61, "amount_yi": 0.1074 }, { "time": "10:10", "open": 16.66, "high": 16.66, "low": 16.66, "close": 16.66, "amount_yi": 0.1067 }, { "time": "10:11", "open": 16.68, "high": 16.73, "low": 16.68, "close": 16.73, "amount_yi": 0.0712 }, { "time": "10:12", "open": 16.68, "high": 16.68, "low": 16.68, "close": 16.68, "amount_yi": 0.082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 16.68, "ts": "2026-07-01T10:12:09", "prev_close": 16.3, "open": 16.05, "high": 16.82, "low": 15.93, "bid1": 16.68, "ask1": 16.7, "bid_qty1": 26, "ask_qty1": 330 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 5, "min_samples": 3, "amount_yi": 0.239, "prev_amount_yi": 0.2618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 59.84, "high": 59.84, "low": 59.81, "close": 59.81, "amount_yi": 0.0424 }, { "time": "10:09", "open": 59.82, "high": 59.82, "low": 59.28, "close": 59.28, "amount_yi": 0.0865 }, { "time": "10:10", "open": 59.59, "high": 59.59, "low": 59.59, "close": 59.59, "amount_yi": 0.0625 }, { "time": "10:11", "open": 59.65, "high": 59.67, "low": 59.65, "close": 59.67, "amount_yi": 0.0364 }, { "time": "10:12", "open": 59.49, "high": 59.49, "low": 59.49, "close": 59.49, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 59.49, "ts": "2026-07-01T10:12:09", "prev_close": 62.0, "open": 62.01, "high": 62.89, "low": 58.88, "bid1": 59.42, "ask1": 59.49, "bid_qty1": 16, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 30.524, "price_vs_vwap_pct": 0.937, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.659, "prev_amount_yi": 0.6513, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 30.97, "high": 30.97, "low": 30.96, "close": 30.96, "amount_yi": 0.1703 }, { "time": "10:09", "open": 30.98, "high": 30.98, "low": 30.89, "close": 30.89, "amount_yi": 0.1547 }, { "time": "10:10", "open": 30.87, "high": 30.87, "low": 30.82, "close": 30.82, "amount_yi": 0.1254 }, { "time": "10:11", "open": 30.86, "high": 30.86, "low": 30.86, "close": 30.86, "amount_yi": 0.1251 }, { "time": "10:12", "open": 30.81, "high": 30.81, "low": 30.81, "close": 30.81, "amount_yi": 0.0835 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 30.81, "ts": "2026-07-01T10:12:09", "prev_close": 27.94, "open": 27.96, "high": 31.86, "low": 27.96, "bid1": 30.81, "ask1": 30.82, "bid_qty1": 244, "ask_qty1": 23 }, "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": "2026-07-01T10:12:12", "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": 74.4375, "price_vs_vwap_pct": 0.4064, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2845, "prev_amount_yi": 0.3473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8192, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 74.36, "high": 74.36, "low": 74.21, "close": 74.21, "amount_yi": 0.0533 }, { "time": "10:09", "open": 74.37, "high": 74.37, "low": 74.32, "close": 74.32, "amount_yi": 0.06 }, { "time": "10:10", "open": 74.54, "high": 74.54, "low": 74.41, "close": 74.41, "amount_yi": 0.0521 }, { "time": "10:11", "open": 75.09, "high": 75.09, "low": 75.04, "close": 75.04, "amount_yi": 0.1042 }, { "time": "10:12", "open": 74.74, "high": 74.74, "low": 74.74, "close": 74.74, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 74.74, "ts": "2026-07-01T10:12:09", "prev_close": 71.11, "open": 71.48, "high": 75.82, "low": 70.44, "bid1": 74.68, "ask1": 74.74, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.657, "prev_amount_yi": 0.7929, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 132.67, "high": 132.67, "low": 132.0, "close": 132.0, "amount_yi": 0.1552 }, { "time": "10:09", "open": 131.7, "high": 131.89, "low": 131.7, "close": 131.89, "amount_yi": 0.1563 }, { "time": "10:10", "open": 131.91, "high": 131.91, "low": 131.91, "close": 131.91, "amount_yi": 0.175 }, { "time": "10:11", "open": 132.3, "high": 132.92, "low": 132.3, "close": 132.92, "amount_yi": 0.0653 }, { "time": "10:12", "open": 132.48, "high": 132.48, "low": 132.48, "close": 132.48, "amount_yi": 0.1052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 132.48, "ts": "2026-07-01T10:12:10", "prev_close": 130.55, "open": 132.5, "high": 135.98, "low": 129.3, "bid1": 132.48, "ask1": 132.67, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 67.1082, "price_vs_vwap_pct": 1.2991, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5212, "prev_amount_yi": 0.4809, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0838, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 68.1, "high": 68.1, "low": 67.98, "close": 67.98, "amount_yi": 0.1468 }, { "time": "10:09", "open": 67.93, "high": 67.93, "low": 67.84, "close": 67.84, "amount_yi": 0.082 }, { "time": "10:10", "open": 67.76, "high": 67.76, "low": 67.71, "close": 67.71, "amount_yi": 0.1292 }, { "time": "10:11", "open": 67.93, "high": 68.0, "low": 67.93, "close": 68.0, "amount_yi": 0.1146 }, { "time": "10:12", "open": 67.98, "high": 67.98, "low": 67.98, "close": 67.98, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 67.98, "ts": "2026-07-01T10:12:09", "prev_close": 65.52, "open": 65.46, "high": 68.65, "low": 64.8, "bid1": 67.98, "ask1": 67.99, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0695, "prev_amount_yi": 0.0625, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.112, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 10.95, "high": 10.95, "low": 10.93, "close": 10.93, "amount_yi": 0.0157 }, { "time": "10:09", "open": 10.93, "high": 10.93, "low": 10.9, "close": 10.9, "amount_yi": 0.0143 }, { "time": "10:10", "open": 10.91, "high": 10.91, "low": 10.91, "close": 10.91, "amount_yi": 0.0074 }, { "time": "10:11", "open": 10.98, "high": 11.0, "low": 10.98, "close": 11.0, "amount_yi": 0.0287 }, { "time": "10:12", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 10.96, "ts": "2026-07-01T10:12:09", "prev_close": 11.01, "open": 10.97, "high": 11.29, "low": 10.89, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 46, "ask_qty1": 54 }, "previous_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 258.7726, "price_vs_vwap_pct": -1.0637, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.4467, "prev_amount_yi": 4.7974, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7185, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:08", "open": 253.15, "high": 253.15, "low": 252.8, "close": 252.8, "amount_yi": 0.7375 }, { "time": "10:09", "open": 252.23, "high": 253.0, "low": 252.23, "close": 253.0, "amount_yi": 0.9782 }, { "time": "10:10", "open": 253.8, "high": 254.45, "low": 253.8, "close": 254.45, "amount_yi": 0.4767 }, { "time": "10:11", "open": 256.0, "high": 256.21, "low": 256.0, "close": 256.21, "amount_yi": 0.8329 }, { "time": "10:12", "open": 256.02, "high": 256.02, "low": 256.02, "close": 256.02, "amount_yi": 0.4214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 256.02, "ts": "2026-07-01T10:12:09", "prev_close": 256.94, "open": 258.0, "high": 264.88, "low": 251.99, "bid1": 255.37, "ask1": 255.55, "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.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": "2026-07-01T10:12:12", "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": 5.778, "price_vs_vwap_pct": 0.5538, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0947, "prev_amount_yi": 0.0928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0136 }, { "time": "10:09", "open": 5.78, "high": 5.78, "low": 5.77, "close": 5.77, "amount_yi": 0.0153 }, { "time": "10:10", "open": 5.76, "high": 5.79, "low": 5.76, "close": 5.79, "amount_yi": 0.0357 }, { "time": "10:11", "open": 5.81, "high": 5.81, "low": 5.81, "close": 5.81, "amount_yi": 0.0191 }, { "time": "10:12", "open": 5.81, "high": 5.81, "low": 5.81, "close": 5.81, "amount_yi": 0.011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 5.81, "ts": "2026-07-01T10:12:09", "prev_close": 5.51, "open": 5.88, "high": 5.92, "low": 5.6, "bid1": 5.8, "ask1": 5.81, "bid_qty1": 134, "ask_qty1": 957 }, "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": "2026-07-01T10:12:12", "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": 45.2348, "price_vs_vwap_pct": -2.995, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3503, "prev_amount_yi": 0.5843, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 44.17, "high": 44.17, "low": 44.16, "close": 44.16, "amount_yi": 0.1015 }, { "time": "10:09", "open": 44.15, "high": 44.15, "low": 44.01, "close": 44.01, "amount_yi": 0.0582 }, { "time": "10:10", "open": 44.02, "high": 44.05, "low": 44.02, "close": 44.05, "amount_yi": 0.0929 }, { "time": "10:11", "open": 44.05, "high": 44.08, "low": 44.05, "close": 44.08, "amount_yi": 0.0289 }, { "time": "10:12", "open": 43.88, "high": 43.88, "low": 43.88, "close": 43.88, "amount_yi": 0.0688 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 43.88, "ts": "2026-07-01T10:12:09", "prev_close": 46.2, "open": 47.54, "high": 48.2, "low": 43.8, "bid1": 43.89, "ask1": 43.92, "bid_qty1": 1, "ask_qty1": 16 }, "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": "2026-07-01T10:12:12", "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": 7.645, "price_vs_vwap_pct": -0.7194, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2152, "prev_amount_yi": 0.1838, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 7.55, "high": 7.55, "low": 7.55, "close": 7.55, "amount_yi": 0.1061 }, { "time": "10:09", "open": 7.57, "high": 7.57, "low": 7.55, "close": 7.55, "amount_yi": 0.0312 }, { "time": "10:10", "open": 7.56, "high": 7.58, "low": 7.56, "close": 7.58, "amount_yi": 0.0363 }, { "time": "10:11", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0287 }, { "time": "10:12", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 7.59, "ts": "2026-07-01T10:12:09", "prev_close": 7.81, "open": 7.76, "high": 7.88, "low": 7.54, "bid1": 7.58, "ask1": 7.59, "bid_qty1": 1093, "ask_qty1": 115 }, "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": "2026-07-01T10:12:12", "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": 6.0515, "price_vs_vwap_pct": 1.4624, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.9453, "prev_amount_yi": 3.3914, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1633, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 6.08, "high": 6.09, "low": 6.08, "close": 6.09, "amount_yi": 1.4158 }, { "time": "10:09", "open": 6.09, "high": 6.09, "low": 6.09, "close": 6.09, "amount_yi": 0.7991 }, { "time": "10:10", "open": 6.09, "high": 6.11, "low": 6.09, "close": 6.11, "amount_yi": 0.702 }, { "time": "10:11", "open": 6.13, "high": 6.14, "low": 6.13, "close": 6.14, "amount_yi": 0.6442 }, { "time": "10:12", "open": 6.14, "high": 6.14, "low": 6.14, "close": 6.14, "amount_yi": 0.3842 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 6.14, "ts": "2026-07-01T10:12:09", "prev_close": 5.82, "open": 5.98, "high": 6.26, "low": 5.86, "bid1": 6.13, "ask1": 6.15, "bid_qty1": 543, "ask_qty1": 11277 }, "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": "2026-07-01T10:12:12", "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": 147.8805, "price_vs_vwap_pct": 0.1146, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0303, "prev_amount_yi": 0.0384, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 148.16, "high": 148.18, "low": 148.16, "close": 148.18, "amount_yi": 0.0052 }, { "time": "10:09", "open": 148.0, "high": 148.0, "low": 147.74, "close": 147.74, "amount_yi": 0.0108 }, { "time": "10:10", "open": 147.69, "high": 147.69, "low": 147.58, "close": 147.58, "amount_yi": 0.0053 }, { "time": "10:11", "open": 148.0, "high": 148.04, "low": 148.0, "close": 148.04, "amount_yi": 0.0043 }, { "time": "10:12", "open": 148.05, "high": 148.05, "low": 148.05, "close": 148.05, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 148.05, "ts": "2026-07-01T10:12:09", "prev_close": 148.98, "open": 147.0, "high": 149.9, "low": 145.01, "bid1": 148.04, "ask1": 148.21, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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": 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": 4.1933, "intraday_vwap": 27.4989, "price_vs_vwap_pct": 2.3677, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1841, "prev_amount_yi": 0.1814, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 28.03, "high": 28.03, "low": 27.97, "close": 27.97, "amount_yi": 0.059 }, { "time": "10:09", "open": 27.95, "high": 27.97, "low": 27.95, "close": 27.97, "amount_yi": 0.0234 }, { "time": "10:10", "open": 28.07, "high": 28.07, "low": 28.03, "close": 28.03, "amount_yi": 0.0361 }, { "time": "10:11", "open": 28.09, "high": 28.17, "low": 28.09, "close": 28.17, "amount_yi": 0.0285 }, { "time": "10:12", "open": 28.15, "high": 28.15, "low": 28.15, "close": 28.15, "amount_yi": 0.0371 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 28.15, "ts": "2026-07-01T10:12:09", "prev_close": 27.68, "open": 27.26, "high": 28.19, "low": 26.82, "bid1": 28.1, "ask1": 28.14, "bid_qty1": 1, "ask_qty1": 5 }, "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": "2026-07-01T10:12:12", "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": 27.1156, "price_vs_vwap_pct": -0.8689, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0599, "prev_amount_yi": 0.1568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 26.9, "high": 26.96, "low": 26.9, "close": 26.96, "amount_yi": 0.0291 }, { "time": "10:09", "open": 26.9, "high": 26.9, "low": 26.9, "close": 26.9, "amount_yi": 0.0099 }, { "time": "10:10", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0069 }, { "time": "10:11", "open": 26.97, "high": 26.97, "low": 26.92, "close": 26.92, "amount_yi": 0.0068 }, { "time": "10:12", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 26.88, "ts": "2026-07-01T10:12:09", "prev_close": 27.87, "open": 27.87, "high": 27.87, "low": 26.71, "bid1": 26.89, "ask1": 26.9, "bid_qty1": 1, "ask_qty1": 15 }, "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 12.7929, "price_vs_vwap_pct": -0.4917, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0201, "prev_amount_yi": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 12.74, "high": 12.74, "low": 12.73, "close": 12.73, "amount_yi": 0.0022 }, { "time": "10:09", "open": 12.72, "high": 12.72, "low": 12.71, "close": 12.71, "amount_yi": 0.0042 }, { "time": "10:10", "open": 12.71, "high": 12.72, "low": 12.71, "close": 12.72, "amount_yi": 0.0097 }, { "time": "10:11", "open": 12.75, "high": 12.75, "low": 12.75, "close": 12.75, "amount_yi": 0.0031 }, { "time": "10:12", "open": 12.73, "high": 12.73, "low": 12.73, "close": 12.73, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 12.73, "ts": "2026-07-01T10:12:09", "prev_close": 12.82, "open": 12.83, "high": 12.95, "low": 12.62, "bid1": 12.73, "ask1": 12.74, "bid_qty1": 67, "ask_qty1": 9 }, "previous_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 13.79, "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": 3.4201, "intraday_vwap": 13.304, "price_vs_vwap_pct": 1.0222, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0621, "prev_amount_yi": 0.105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5914, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 13.49, "high": 13.5, "low": 13.49, "close": 13.5, "amount_yi": 0.014 }, { "time": "10:09", "open": 13.51, "high": 13.51, "low": 13.46, "close": 13.46, "amount_yi": 0.0181 }, { "time": "10:10", "open": 13.46, "high": 13.47, "low": 13.46, "close": 13.47, "amount_yi": 0.011 }, { "time": "10:11", "open": 13.48, "high": 13.48, "low": 13.46, "close": 13.46, "amount_yi": 0.0095 }, { "time": "10:12", "open": 13.44, "high": 13.44, "low": 13.44, "close": 13.44, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 13.44, "ts": "2026-07-01T10:12:09", "prev_close": 13.25, "open": 13.26, "high": 13.56, "low": 13.04, "bid1": 13.44, "ask1": 13.45, "bid_qty1": 352, "ask_qty1": 196 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 10.0234, "price_vs_vwap_pct": -0.1337, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1531, "prev_amount_yi": 0.2343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6534, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 10.0, "high": 10.0, "low": 9.99, "close": 9.99, "amount_yi": 0.0335 }, { "time": "10:09", "open": 9.99, "high": 9.99, "low": 9.98, "close": 9.98, "amount_yi": 0.0597 }, { "time": "10:10", "open": 9.98, "high": 9.99, "low": 9.98, "close": 9.99, "amount_yi": 0.0272 }, { "time": "10:11", "open": 10.0, "high": 10.02, "low": 10.0, "close": 10.02, "amount_yi": 0.0164 }, { "time": "10:12", "open": 10.01, "high": 10.01, "low": 10.01, "close": 10.01, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 10.01, "ts": "2026-07-01T10:12:09", "prev_close": 10.43, "open": 10.16, "high": 10.22, "low": 9.9, "bid1": 10.01, "ask1": 10.02, "bid_qty1": 409, "ask_qty1": 288 }, "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": "2026-07-01T10:12:12", "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": 17.163, "price_vs_vwap_pct": 0.3321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0227, "prev_amount_yi": 0.035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6486, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 17.28, "high": 17.28, "low": 17.27, "close": 17.27, "amount_yi": 0.0035 }, { "time": "10:09", "open": 17.25, "high": 17.25, "low": 17.18, "close": 17.18, "amount_yi": 0.004 }, { "time": "10:10", "open": 17.21, "high": 17.25, "low": 17.21, "close": 17.25, "amount_yi": 0.008 }, { "time": "10:11", "open": 17.28, "high": 17.29, "low": 17.28, "close": 17.29, "amount_yi": 0.0045 }, { "time": "10:12", "open": 17.22, "high": 17.22, "low": 17.22, "close": 17.22, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 17.22, "ts": "2026-07-01T10:12:10", "prev_close": 16.53, "open": 16.44, "high": 17.68, "low": 16.38, "bid1": 17.22, "ask1": 17.24, "bid_qty1": 17, "ask_qty1": 3 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 2.9487, "intraday_vwap": 7.6929, "price_vs_vwap_pct": 1.3922, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0544, "prev_amount_yi": 0.0377, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 7.75, "high": 7.76, "low": 7.75, "close": 7.76, "amount_yi": 0.0104 }, { "time": "10:09", "open": 7.73, "high": 7.75, "low": 7.73, "close": 7.75, "amount_yi": 0.0115 }, { "time": "10:10", "open": 7.75, "high": 7.76, "low": 7.75, "close": 7.76, "amount_yi": 0.0106 }, { "time": "10:11", "open": 7.78, "high": 7.8, "low": 7.78, "close": 7.8, "amount_yi": 0.0168 }, { "time": "10:12", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 7.8, "ts": "2026-07-01T10:12:09", "prev_close": 7.75, "open": 7.73, "high": 7.82, "low": 7.58, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 185, "ask_qty1": 154 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 5.6593, "price_vs_vwap_pct": -0.5177, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0576, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0235 }, { "time": "10:09", "open": 5.62, "high": 5.63, "low": 5.62, "close": 5.63, "amount_yi": 0.0057 }, { "time": "10:10", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0191 }, { "time": "10:11", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0079 }, { "time": "10:12", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 5.63, "ts": "2026-07-01T10:12:09", "prev_close": 5.73, "open": 5.75, "high": 5.75, "low": 5.61, "bid1": 5.62, "ask1": 5.63, "bid_qty1": 1449, "ask_qty1": 759 }, "previous_state": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 147.4968, "price_vs_vwap_pct": -1.8352, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.2283, "prev_amount_yi": 2.4701, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 145.61, "high": 145.61, "low": 145.19, "close": 145.19, "amount_yi": 1.4074 }, { "time": "10:09", "open": 145.62, "high": 145.62, "low": 145.2, "close": 145.2, "amount_yi": 0.8887 }, { "time": "10:10", "open": 145.26, "high": 145.26, "low": 145.1, "close": 145.1, "amount_yi": 0.7386 }, { "time": "10:11", "open": 145.5, "high": 145.5, "low": 145.11, "close": 145.11, "amount_yi": 1.603 }, { "time": "10:12", "open": 144.79, "high": 144.79, "low": 144.79, "close": 144.79, "amount_yi": 0.5906 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 144.79, "ts": "2026-07-01T10:12:09", "prev_close": 150.11, "open": 149.0, "high": 150.49, "low": 144.7, "bid1": 144.71, "ask1": 144.79, "bid_qty1": 4, "ask_qty1": 33 }, "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": "2026-07-01T10:12:12", "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": 5.5018, "price_vs_vwap_pct": 0.6943, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1145, "prev_amount_yi": 0.1129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 5.52, "high": 5.52, "low": 5.52, "close": 5.52, "amount_yi": 0.0279 }, { "time": "10:09", "open": 5.52, "high": 5.52, "low": 5.52, "close": 5.52, "amount_yi": 0.0246 }, { "time": "10:10", "open": 5.51, "high": 5.52, "low": 5.51, "close": 5.52, "amount_yi": 0.0341 }, { "time": "10:11", "open": 5.52, "high": 5.54, "low": 5.52, "close": 5.54, "amount_yi": 0.0138 }, { "time": "10:12", "open": 5.54, "high": 5.54, "low": 5.54, "close": 5.54, "amount_yi": 0.0141 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 5.54, "ts": "2026-07-01T10:12:09", "prev_close": 5.6, "open": 5.55, "high": 5.58, "low": 5.44, "bid1": 5.53, "ask1": 5.54, "bid_qty1": 1118, "ask_qty1": 185 }, "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": "2026-07-01T10:12:12", "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": 9.722, "price_vs_vwap_pct": 1.3166, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.208, "prev_amount_yi": 0.1485, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 9.73, "high": 9.73, "low": 9.72, "close": 9.72, "amount_yi": 0.0503 }, { "time": "10:09", "open": 9.8, "high": 9.81, "low": 9.8, "close": 9.81, "amount_yi": 0.0699 }, { "time": "10:10", "open": 9.83, "high": 9.83, "low": 9.82, "close": 9.82, "amount_yi": 0.0457 }, { "time": "10:11", "open": 9.84, "high": 9.84, "low": 9.83, "close": 9.83, "amount_yi": 0.0279 }, { "time": "10:12", "open": 9.85, "high": 9.85, "low": 9.85, "close": 9.85, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 9.85, "ts": "2026-07-01T10:12:09", "prev_close": 9.91, "open": 9.9, "high": 9.94, "low": 9.54, "bid1": 9.84, "ask1": 9.85, "bid_qty1": 258, "ask_qty1": 1160 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 68.685, "price_vs_vwap_pct": -1.6088, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1377, "prev_amount_yi": 0.133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0353, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 67.7, "high": 67.7, "low": 67.6, "close": 67.6, "amount_yi": 0.0339 }, { "time": "10:09", "open": 67.41, "high": 67.41, "low": 67.31, "close": 67.31, "amount_yi": 0.0288 }, { "time": "10:10", "open": 67.7, "high": 67.98, "low": 67.7, "close": 67.98, "amount_yi": 0.0318 }, { "time": "10:11", "open": 68.01, "high": 68.01, "low": 67.95, "close": 67.95, "amount_yi": 0.0177 }, { "time": "10:12", "open": 67.58, "high": 67.58, "low": 67.58, "close": 67.58, "amount_yi": 0.0255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 67.58, "ts": "2026-07-01T10:12:09", "prev_close": 69.2, "open": 68.65, "high": 70.4, "low": 67.31, "bid1": 67.57, "ask1": 67.58, "bid_qty1": 26, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.0039, "prev_amount_yi": 0.0139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:07", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0008 }, { "time": "10:08", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0013 }, { "time": "10:09", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0005 }, { "time": "10:10", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0005 }, { "time": "10:11", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:09", "prev_close": 1.86, "open": 1.77, "high": 1.77, "low": 1.77, "bid1": 0.0, "ask1": 1.77, "bid_qty1": 0, "ask_qty1": 4277809 }, "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": "2026-07-01T10:12:12", "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": 156.857, "price_vs_vwap_pct": 1.2706, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8839, "prev_amount_yi": 0.7861, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 158.94, "high": 158.94, "low": 158.68, "close": 158.68, "amount_yi": 0.0926 }, { "time": "10:09", "open": 158.08, "high": 158.08, "low": 157.9, "close": 157.9, "amount_yi": 0.1232 }, { "time": "10:10", "open": 158.27, "high": 158.27, "low": 157.81, "close": 157.81, "amount_yi": 0.3475 }, { "time": "10:11", "open": 158.68, "high": 159.33, "low": 158.68, "close": 159.33, "amount_yi": 0.2642 }, { "time": "10:12", "open": 158.85, "high": 158.85, "low": 158.85, "close": 158.85, "amount_yi": 0.0564 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 158.85, "ts": "2026-07-01T10:12:10", "prev_close": 162.97, "open": 157.01, "high": 161.86, "low": 153.1, "bid1": 158.72, "ask1": 158.85, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-07-01T10:12:12", "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": 27.5679, "price_vs_vwap_pct": -0.5728, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1569, "prev_amount_yi": 0.1477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0623, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 27.47, "high": 27.47, "low": 27.41, "close": 27.41, "amount_yi": 0.0184 }, { "time": "10:09", "open": 27.41, "high": 27.41, "low": 27.4, "close": 27.4, "amount_yi": 0.0395 }, { "time": "10:10", "open": 27.35, "high": 27.35, "low": 27.34, "close": 27.34, "amount_yi": 0.0453 }, { "time": "10:11", "open": 27.39, "high": 27.4, "low": 27.39, "close": 27.4, "amount_yi": 0.0379 }, { "time": "10:12", "open": 27.41, "high": 27.41, "low": 27.41, "close": 27.41, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 27.41, "ts": "2026-07-01T10:12:09", "prev_close": 28.55, "open": 28.62, "high": 28.8, "low": 27.0, "bid1": 27.41, "ask1": 27.42, "bid_qty1": 6, "ask_qty1": 47 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 26.3355, "price_vs_vwap_pct": 0.6246, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4025, "prev_amount_yi": 0.249, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 26.4, "high": 26.4, "low": 26.34, "close": 26.34, "amount_yi": 0.0972 }, { "time": "10:09", "open": 26.29, "high": 26.29, "low": 26.28, "close": 26.28, "amount_yi": 0.0745 }, { "time": "10:10", "open": 26.49, "high": 26.62, "low": 26.49, "close": 26.62, "amount_yi": 0.1422 }, { "time": "10:11", "open": 26.6, "high": 26.63, "low": 26.6, "close": 26.63, "amount_yi": 0.0737 }, { "time": "10:12", "open": 26.5, "high": 26.5, "low": 26.5, "close": 26.5, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 26.5, "ts": "2026-07-01T10:12:08", "prev_close": 26.71, "open": 26.41, "high": 26.84, "low": 25.8, "bid1": 26.5, "ask1": 26.53, "bid_qty1": 5, "ask_qty1": 7 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 10.6522, "price_vs_vwap_pct": -0.7717, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.443, "prev_amount_yi": 0.3289, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 10.59, "high": 10.59, "low": 10.58, "close": 10.58, "amount_yi": 0.0874 }, { "time": "10:09", "open": 10.57, "high": 10.57, "low": 10.53, "close": 10.53, "amount_yi": 0.0801 }, { "time": "10:10", "open": 10.54, "high": 10.54, "low": 10.52, "close": 10.52, "amount_yi": 0.0836 }, { "time": "10:11", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.0336 }, { "time": "10:12", "open": 10.57, "high": 10.57, "low": 10.57, "close": 10.57, "amount_yi": 0.1583 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 10.57, "ts": "2026-07-01T10:12:09", "prev_close": 10.39, "open": 10.39, "high": 10.84, "low": 10.23, "bid1": 10.57, "ask1": 10.58, "bid_qty1": 1, "ask_qty1": 16 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 12.9292, "price_vs_vwap_pct": 1.8625, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0679, "prev_amount_yi": 0.1099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 13.17, "high": 13.17, "low": 13.16, "close": 13.16, "amount_yi": 0.0162 }, { "time": "10:09", "open": 13.16, "high": 13.16, "low": 13.12, "close": 13.12, "amount_yi": 0.0124 }, { "time": "10:10", "open": 13.12, "high": 13.14, "low": 13.12, "close": 13.14, "amount_yi": 0.0175 }, { "time": "10:11", "open": 13.15, "high": 13.16, "low": 13.15, "close": 13.16, "amount_yi": 0.0107 }, { "time": "10:12", "open": 13.17, "high": 13.17, "low": 13.17, "close": 13.17, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 13.17, "ts": "2026-07-01T10:12:08", "prev_close": 12.24, "open": 12.51, "high": 13.35, "low": 12.48, "bid1": 13.15, "ask1": 13.17, "bid_qty1": 189, "ask_qty1": 129 }, "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": "2026-07-01T10:12:12", "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": 7.677, "price_vs_vwap_pct": 1.3417, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1402, "prev_amount_yi": 0.1036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3533, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 7.76, "high": 7.77, "low": 7.76, "close": 7.77, "amount_yi": 0.0149 }, { "time": "10:09", "open": 7.74, "high": 7.74, "low": 7.73, "close": 7.73, "amount_yi": 0.0421 }, { "time": "10:10", "open": 7.76, "high": 7.79, "low": 7.76, "close": 7.79, "amount_yi": 0.0219 }, { "time": "10:11", "open": 7.78, "high": 7.79, "low": 7.78, "close": 7.79, "amount_yi": 0.0346 }, { "time": "10:12", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 7.78, "ts": "2026-07-01T10:12:09", "prev_close": 7.57, "open": 7.7, "high": 7.86, "low": 7.51, "bid1": 7.78, "ask1": 7.79, "bid_qty1": 644, "ask_qty1": 392 }, "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": "2026-07-01T10:12:12", "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": 16.8949, "price_vs_vwap_pct": 0.5037, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2903, "prev_amount_yi": 0.2751, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 17.08, "high": 17.08, "low": 17.05, "close": 17.05, "amount_yi": 0.0671 }, { "time": "10:09", "open": 17.04, "high": 17.04, "low": 17.0, "close": 17.0, "amount_yi": 0.0564 }, { "time": "10:10", "open": 16.93, "high": 16.93, "low": 16.92, "close": 16.92, "amount_yi": 0.0986 }, { "time": "10:11", "open": 16.96, "high": 16.98, "low": 16.96, "close": 16.98, "amount_yi": 0.0501 }, { "time": "10:12", "open": 16.98, "high": 16.98, "low": 16.98, "close": 16.98, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 16.98, "ts": "2026-07-01T10:12:09", "prev_close": 17.52, "open": 17.35, "high": 17.35, "low": 16.5, "bid1": 16.97, "ask1": 16.98, "bid_qty1": 19, "ask_qty1": 353 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": 317.6093, "price_vs_vwap_pct": 1.3383, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9292, "prev_amount_yi": 0.7938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 324.32, "high": 324.32, "low": 321.97, "close": 321.97, "amount_yi": 0.3071 }, { "time": "10:09", "open": 321.11, "high": 321.11, "low": 319.2, "close": 319.2, "amount_yi": 0.1549 }, { "time": "10:10", "open": 318.51, "high": 318.51, "low": 318.24, "close": 318.24, "amount_yi": 0.1462 }, { "time": "10:11", "open": 321.09, "high": 322.9, "low": 321.09, "close": 322.9, "amount_yi": 0.2669 }, { "time": "10:12", "open": 321.86, "high": 321.86, "low": 321.86, "close": 321.86, "amount_yi": 0.0541 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 321.86, "ts": "2026-07-01T10:12:09", "prev_close": 317.6, "open": 317.36, "high": 324.69, "low": 308.0, "bid1": 321.87, "ask1": 321.88, "bid_qty1": 17, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 10.3641, "price_vs_vwap_pct": -0.6185, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.0304, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7862, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0032 }, { "time": "10:09", "open": 10.28, "high": 10.28, "low": 10.28, "close": 10.28, "amount_yi": 0.0124 }, { "time": "10:10", "open": 10.28, "high": 10.3, "low": 10.28, "close": 10.3, "amount_yi": 0.0038 }, { "time": "10:11", "open": 10.3, "high": 10.31, "low": 10.3, "close": 10.31, "amount_yi": 0.0017 }, { "time": "10:12", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 10.3, "ts": "2026-07-01T10:12:09", "prev_close": 10.54, "open": 10.55, "high": 10.55, "low": 10.27, "bid1": 10.3, "ask1": 10.31, "bid_qty1": 12, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": 9.4754, "price_vs_vwap_pct": 0.8928, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3171, "prev_amount_yi": 0.277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 9.55, "high": 9.55, "low": 9.54, "close": 9.54, "amount_yi": 0.0459 }, { "time": "10:09", "open": 9.53, "high": 9.53, "low": 9.51, "close": 9.51, "amount_yi": 0.052 }, { "time": "10:10", "open": 9.53, "high": 9.55, "low": 9.53, "close": 9.55, "amount_yi": 0.0967 }, { "time": "10:11", "open": 9.57, "high": 9.58, "low": 9.57, "close": 9.58, "amount_yi": 0.0831 }, { "time": "10:12", "open": 9.56, "high": 9.56, "low": 9.56, "close": 9.56, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 9.56, "ts": "2026-07-01T10:12:09", "prev_close": 9.46, "open": 9.5, "high": 9.62, "low": 9.32, "bid1": 9.55, "ask1": 9.56, "bid_qty1": 1134, "ask_qty1": 1083 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 21.6543, "price_vs_vwap_pct": -0.4817, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2754, "prev_amount_yi": 0.226, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 21.74, "high": 21.74, "low": 21.68, "close": 21.68, "amount_yi": 0.0623 }, { "time": "10:09", "open": 21.71, "high": 21.71, "low": 21.65, "close": 21.65, "amount_yi": 0.0913 }, { "time": "10:10", "open": 21.59, "high": 21.59, "low": 21.54, "close": 21.54, "amount_yi": 0.0288 }, { "time": "10:11", "open": 21.54, "high": 21.63, "low": 21.54, "close": 21.63, "amount_yi": 0.0724 }, { "time": "10:12", "open": 21.55, "high": 21.55, "low": 21.55, "close": 21.55, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 21.55, "ts": "2026-07-01T10:12:09", "prev_close": 20.95, "open": 21.0, "high": 22.22, "low": 20.81, "bid1": 21.55, "ask1": 21.61, "bid_qty1": 133, "ask_qty1": 26 }, "previous_state": "TOUCHED", "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 34.5614, "price_vs_vwap_pct": -2.0873, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2449, "prev_amount_yi": 0.3, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 34.01, "high": 34.01, "low": 33.98, "close": 33.98, "amount_yi": 0.0936 }, { "time": "10:09", "open": 33.89, "high": 33.89, "low": 33.89, "close": 33.89, "amount_yi": 0.0582 }, { "time": "10:10", "open": 34.0, "high": 34.0, "low": 33.98, "close": 33.98, "amount_yi": 0.0298 }, { "time": "10:11", "open": 33.98, "high": 33.98, "low": 33.91, "close": 33.91, "amount_yi": 0.0438 }, { "time": "10:12", "open": 33.84, "high": 33.84, "low": 33.84, "close": 33.84, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 33.84, "ts": "2026-07-01T10:12:09", "prev_close": 35.21, "open": 34.58, "high": 35.27, "low": 33.8, "bid1": 33.84, "ask1": 33.85, "bid_qty1": 8, "ask_qty1": 86 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 11.4415, "price_vs_vwap_pct": 1.3853, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7822, "prev_amount_yi": 0.8618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 11.58, "high": 11.58, "low": 11.56, "close": 11.56, "amount_yi": 0.1633 }, { "time": "10:09", "open": 11.54, "high": 11.54, "low": 11.54, "close": 11.54, "amount_yi": 0.1536 }, { "time": "10:10", "open": 11.57, "high": 11.58, "low": 11.57, "close": 11.58, "amount_yi": 0.189 }, { "time": "10:11", "open": 11.61, "high": 11.61, "low": 11.61, "close": 11.61, "amount_yi": 0.18 }, { "time": "10:12", "open": 11.6, "high": 11.6, "low": 11.6, "close": 11.6, "amount_yi": 0.0963 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 11.6, "ts": "2026-07-01T10:12:09", "prev_close": 11.6, "open": 11.55, "high": 11.75, "low": 11.15, "bid1": 11.6, "ask1": 11.61, "bid_qty1": 1306, "ask_qty1": 225 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": 8.9796, "price_vs_vwap_pct": 0.6726, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0854, "prev_amount_yi": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 9.08, "high": 9.08, "low": 9.07, "close": 9.07, "amount_yi": 0.0173 }, { "time": "10:09", "open": 9.05, "high": 9.05, "low": 9.03, "close": 9.03, "amount_yi": 0.0241 }, { "time": "10:10", "open": 9.03, "high": 9.04, "low": 9.03, "close": 9.04, "amount_yi": 0.0198 }, { "time": "10:11", "open": 9.06, "high": 9.06, "low": 9.06, "close": 9.06, "amount_yi": 0.0186 }, { "time": "10:12", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 9.04, "ts": "2026-07-01T10:12:09", "prev_close": 9.0, "open": 8.87, "high": 9.11, "low": 8.81, "bid1": 9.04, "ask1": 9.05, "bid_qty1": 210, "ask_qty1": 132 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 37.2829, "price_vs_vwap_pct": -1.7244, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1328, "prev_amount_yi": 0.2105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6309, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 36.73, "high": 36.73, "low": 36.72, "close": 36.72, "amount_yi": 0.0413 }, { "time": "10:09", "open": 36.68, "high": 36.68, "low": 36.6, "close": 36.6, "amount_yi": 0.0251 }, { "time": "10:10", "open": 36.62, "high": 36.62, "low": 36.6, "close": 36.6, "amount_yi": 0.0203 }, { "time": "10:11", "open": 36.7, "high": 36.74, "low": 36.7, "close": 36.74, "amount_yi": 0.0327 }, { "time": "10:12", "open": 36.64, "high": 36.64, "low": 36.64, "close": 36.64, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 36.64, "ts": "2026-07-01T10:12:09", "prev_close": 37.65, "open": 37.65, "high": 38.26, "low": 36.6, "bid1": 36.63, "ask1": 36.64, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 108.0359, "price_vs_vwap_pct": 1.1516, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4744, "prev_amount_yi": 1.4997, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 109.0, "high": 109.0, "low": 108.92, "close": 108.92, "amount_yi": 0.4169 }, { "time": "10:09", "open": 108.55, "high": 108.55, "low": 108.12, "close": 108.12, "amount_yi": 0.2081 }, { "time": "10:10", "open": 107.97, "high": 107.97, "low": 107.88, "close": 107.88, "amount_yi": 0.2539 }, { "time": "10:11", "open": 107.8, "high": 109.0, "low": 107.8, "close": 109.0, "amount_yi": 0.2834 }, { "time": "10:12", "open": 109.28, "high": 109.28, "low": 109.28, "close": 109.28, "amount_yi": 0.3121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 109.28, "ts": "2026-07-01T10:12:09", "prev_close": 105.97, "open": 105.0, "high": 109.9, "low": 103.88, "bid1": 109.28, "ask1": 109.29, "bid_qty1": 6, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 8.5199, "price_vs_vwap_pct": 1.2923, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1607, "prev_amount_yi": 0.2447, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 8.69, "high": 8.72, "low": 8.69, "close": 8.72, "amount_yi": 0.0588 }, { "time": "10:09", "open": 8.74, "high": 8.74, "low": 8.71, "close": 8.71, "amount_yi": 0.0444 }, { "time": "10:10", "open": 8.7, "high": 8.7, "low": 8.66, "close": 8.66, "amount_yi": 0.0372 }, { "time": "10:11", "open": 8.65, "high": 8.65, "low": 8.64, "close": 8.64, "amount_yi": 0.009 }, { "time": "10:12", "open": 8.63, "high": 8.63, "low": 8.63, "close": 8.63, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 8.63, "ts": "2026-07-01T10:12:09", "prev_close": 8.18, "open": 8.2, "high": 8.74, "low": 8.2, "bid1": 8.62, "ask1": 8.63, "bid_qty1": 100, "ask_qty1": 131 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 12.4783, "price_vs_vwap_pct": 0.0938, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1739, "prev_amount_yi": 0.1951, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 12.46, "high": 12.46, "low": 12.44, "close": 12.44, "amount_yi": 0.0297 }, { "time": "10:09", "open": 12.43, "high": 12.43, "low": 12.42, "close": 12.42, "amount_yi": 0.0337 }, { "time": "10:10", "open": 12.43, "high": 12.45, "low": 12.43, "close": 12.45, "amount_yi": 0.0489 }, { "time": "10:11", "open": 12.45, "high": 12.5, "low": 12.45, "close": 12.5, "amount_yi": 0.0265 }, { "time": "10:12", "open": 12.49, "high": 12.49, "low": 12.49, "close": 12.49, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 12.49, "ts": "2026-07-01T10:12:09", "prev_close": 12.4, "open": 12.66, "high": 12.85, "low": 12.0, "bid1": 12.45, "ask1": 12.48, "bid_qty1": 10, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 19.0988, "price_vs_vwap_pct": -0.9362, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.392, "prev_amount_yi": 0.5416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7238, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 18.95, "high": 18.95, "low": 18.93, "close": 18.93, "amount_yi": 0.0928 }, { "time": "10:09", "open": 18.91, "high": 18.91, "low": 18.85, "close": 18.85, "amount_yi": 0.1115 }, { "time": "10:10", "open": 18.92, "high": 18.92, "low": 18.92, "close": 18.92, "amount_yi": 0.08 }, { "time": "10:11", "open": 18.95, "high": 18.96, "low": 18.95, "close": 18.96, "amount_yi": 0.0764 }, { "time": "10:12", "open": 18.92, "high": 18.92, "low": 18.92, "close": 18.92, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 18.92, "ts": "2026-07-01T10:12:09", "prev_close": 19.03, "open": 18.79, "high": 19.45, "low": 18.79, "bid1": 18.92, "ask1": 18.93, "bid_qty1": 65, "ask_qty1": 281 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T10:12:12", "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_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2965, "prev_amount_yi": 0.3064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 97.44, "high": 97.51, "low": 97.44, "close": 97.51, "amount_yi": 0.0226 }, { "time": "10:09", "open": 97.5, "high": 97.5, "low": 97.22, "close": 97.22, "amount_yi": 0.0556 }, { "time": "10:10", "open": 97.57, "high": 97.65, "low": 97.57, "close": 97.65, "amount_yi": 0.0573 }, { "time": "10:11", "open": 97.68, "high": 97.7, "low": 97.68, "close": 97.7, "amount_yi": 0.1174 }, { "time": "10:12", "open": 97.44, "high": 97.44, "low": 97.44, "close": 97.44, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 97.44, "ts": "2026-07-01T10:12:10", "prev_close": 95.7, "open": 99.74, "high": 103.0, "low": 94.2, "bid1": 97.01, "ask1": 97.41, "bid_qty1": 9, "ask_qty1": 14 }, "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": "2026-07-01T10:12:12", "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": 17.8895, "price_vs_vwap_pct": 0.8413, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8875, "prev_amount_yi": 1.7515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 18.0, "high": 18.0, "low": 18.0, "close": 18.0, "amount_yi": 0.5159 }, { "time": "10:09", "open": 18.05, "high": 18.05, "low": 18.0, "close": 18.0, "amount_yi": 0.5082 }, { "time": "10:10", "open": 18.05, "high": 18.08, "low": 18.05, "close": 18.08, "amount_yi": 0.2733 }, { "time": "10:11", "open": 18.07, "high": 18.08, "low": 18.07, "close": 18.08, "amount_yi": 0.3643 }, { "time": "10:12", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.2258 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 18.04, "ts": "2026-07-01T10:12:09", "prev_close": 17.34, "open": 17.34, "high": 18.54, "low": 17.34, "bid1": 18.03, "ask1": 18.04, "bid_qty1": 115, "ask_qty1": 65 }, "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": "2026-07-01T10:12:12", "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": 69.3479, "price_vs_vwap_pct": 1.2864, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.066, "prev_amount_yi": 0.0871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 70.24, "high": 70.24, "low": 70.07, "close": 70.07, "amount_yi": 0.0153 }, { "time": "10:09", "open": 70.05, "high": 70.05, "low": 69.84, "close": 69.84, "amount_yi": 0.0064 }, { "time": "10:10", "open": 69.8, "high": 69.93, "low": 69.8, "close": 69.93, "amount_yi": 0.0146 }, { "time": "10:11", "open": 70.02, "high": 70.2, "low": 70.02, "close": 70.2, "amount_yi": 0.0133 }, { "time": "10:12", "open": 70.24, "high": 70.24, "low": 70.24, "close": 70.24, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 70.24, "ts": "2026-07-01T10:12:08", "prev_close": 67.17, "open": 67.18, "high": 70.67, "low": 66.38, "bid1": 70.21, "ask1": 70.24, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 3.1828, "intraday_vwap": 19.525, "price_vs_vwap_pct": -0.2305, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0133, "prev_amount_yi": 0.0198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 19.56, "high": 19.56, "low": 19.56, "close": 19.56, "amount_yi": 0.0029 }, { "time": "10:09", "open": 19.54, "high": 19.54, "low": 19.53, "close": 19.53, "amount_yi": 0.0042 }, { "time": "10:10", "open": 19.5, "high": 19.5, "low": 19.5, "close": 19.5, "amount_yi": 0.0024 }, { "time": "10:11", "open": 19.51, "high": 19.51, "low": 19.5, "close": 19.5, "amount_yi": 0.0034 }, { "time": "10:12", "open": 19.48, "high": 19.48, "low": 19.48, "close": 19.48, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 19.48, "ts": "2026-07-01T10:12:08", "prev_close": 19.28, "open": 19.28, "high": 19.82, "low": 19.19, "bid1": 19.47, "ask1": 19.48, "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.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": "2026-07-01T10:12:12", "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": 22.009, "price_vs_vwap_pct": 1.095, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0155, "prev_amount_yi": 0.0212, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 22.3, "high": 22.3, "low": 22.26, "close": 22.26, "amount_yi": 0.0043 }, { "time": "10:09", "open": 22.24, "high": 22.24, "low": 22.2, "close": 22.2, "amount_yi": 0.0037 }, { "time": "10:10", "open": 22.22, "high": 22.25, "low": 22.22, "close": 22.25, "amount_yi": 0.0045 }, { "time": "10:11", "open": 22.31, "high": 22.33, "low": 22.31, "close": 22.33, "amount_yi": 0.002 }, { "time": "10:12", "open": 22.25, "high": 22.25, "low": 22.25, "close": 22.25, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 22.25, "ts": "2026-07-01T10:12:09", "prev_close": 22.03, "open": 21.93, "high": 22.5, "low": 21.6, "bid1": 22.24, "ask1": 22.25, "bid_qty1": 6, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 3.9046, "intraday_vwap": 54.8173, "price_vs_vwap_pct": 0.7893, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8403, "prev_amount_yi": 1.6009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 55.0, "high": 55.0, "low": 54.95, "close": 54.95, "amount_yi": 0.293 }, { "time": "10:09", "open": 54.83, "high": 54.83, "low": 54.8, "close": 54.8, "amount_yi": 0.4425 }, { "time": "10:10", "open": 54.88, "high": 55.1, "low": 54.88, "close": 55.1, "amount_yi": 0.5418 }, { "time": "10:11", "open": 55.15, "high": 55.41, "low": 55.15, "close": 55.41, "amount_yi": 0.4069 }, { "time": "10:12", "open": 55.25, "high": 55.25, "low": 55.25, "close": 55.25, "amount_yi": 0.1561 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 55.25, "ts": "2026-07-01T10:12:09", "prev_close": 53.66, "open": 53.8, "high": 55.79, "low": 53.47, "bid1": 55.24, "ask1": 55.32, "bid_qty1": 1, "ask_qty1": 10 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 56.3855, "price_vs_vwap_pct": -0.2048, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1967, "prev_amount_yi": 0.4516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4356, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 56.8, "high": 56.8, "low": 56.73, "close": 56.73, "amount_yi": 0.0392 }, { "time": "10:09", "open": 56.63, "high": 56.63, "low": 56.33, "close": 56.33, "amount_yi": 0.0443 }, { "time": "10:10", "open": 56.36, "high": 56.36, "low": 56.26, "close": 56.26, "amount_yi": 0.0363 }, { "time": "10:11", "open": 56.29, "high": 56.48, "low": 56.29, "close": 56.48, "amount_yi": 0.0561 }, { "time": "10:12", "open": 56.27, "high": 56.27, "low": 56.27, "close": 56.27, "amount_yi": 0.0208 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 56.27, "ts": "2026-07-01T10:12:09", "prev_close": 56.25, "open": 56.05, "high": 58.88, "low": 54.89, "bid1": 56.25, "ask1": 56.26, "bid_qty1": 80, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 12.5068, "price_vs_vwap_pct": 0.8252, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0821, "prev_amount_yi": 0.1009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8137, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 12.57, "high": 12.61, "low": 12.57, "close": 12.61, "amount_yi": 0.0266 }, { "time": "10:09", "open": 12.62, "high": 12.62, "low": 12.61, "close": 12.61, "amount_yi": 0.0143 }, { "time": "10:10", "open": 12.6, "high": 12.62, "low": 12.6, "close": 12.62, "amount_yi": 0.0153 }, { "time": "10:11", "open": 12.63, "high": 12.66, "low": 12.63, "close": 12.66, "amount_yi": 0.0108 }, { "time": "10:12", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 12.61, "ts": "2026-07-01T10:12:09", "prev_close": 12.15, "open": 12.18, "high": 12.96, "low": 11.97, "bid1": 12.61, "ask1": 12.62, "bid_qty1": 29, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 8.8951, "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": 5, "min_samples": 3, "amount_yi": 0.0348, "prev_amount_yi": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5676, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0098 }, { "time": "10:09", "open": 8.88, "high": 8.88, "low": 8.87, "close": 8.87, "amount_yi": 0.0024 }, { "time": "10:10", "open": 8.85, "high": 8.88, "low": 8.85, "close": 8.88, "amount_yi": 0.0197 }, { "time": "10:11", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0018 }, { "time": "10:12", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 8.9, "ts": "2026-07-01T10:12:09", "prev_close": 9.01, "open": 8.99, "high": 9.01, "low": 8.82, "bid1": 8.89, "ask1": 8.9, "bid_qty1": 17, "ask_qty1": 15 }, "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": "2026-07-01T10:12:12", "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": 2.2704, "price_vs_vwap_pct": 3.9464, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0039, "prev_amount_yi": 0.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:07", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "10:08", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "10:09", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0007 }, { "time": "10:11", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0028 }, { "time": "10:12", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:06", "prev_close": 2.25, "open": 2.16, "high": 2.36, "low": 2.15, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 26835, "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": "2026-07-01T10:12:12", "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": 99.1213, "price_vs_vwap_pct": 0.5939, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9094, "prev_amount_yi": 0.7864, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 99.77, "high": 99.77, "low": 99.3, "close": 99.3, "amount_yi": 0.1197 }, { "time": "10:09", "open": 99.13, "high": 99.13, "low": 98.98, "close": 98.98, "amount_yi": 0.2841 }, { "time": "10:10", "open": 99.25, "high": 99.33, "low": 99.25, "close": 99.33, "amount_yi": 0.2981 }, { "time": "10:11", "open": 99.88, "high": 100.0, "low": 99.88, "close": 100.0, "amount_yi": 0.1403 }, { "time": "10:12", "open": 99.71, "high": 99.71, "low": 99.71, "close": 99.71, "amount_yi": 0.0672 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 99.71, "ts": "2026-07-01T10:12:09", "prev_close": 92.3, "open": 97.37, "high": 101.0, "low": 96.2, "bid1": 99.55, "ask1": 99.7, "bid_qty1": 18, "ask_qty1": 4 }, "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": "2026-07-01T10:12:12", "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": 62.7999, "price_vs_vwap_pct": -0.0795, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2166, "prev_amount_yi": 0.2019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 62.9, "high": 62.9, "low": 62.74, "close": 62.74, "amount_yi": 0.0361 }, { "time": "10:09", "open": 62.8, "high": 62.8, "low": 62.61, "close": 62.61, "amount_yi": 0.0721 }, { "time": "10:10", "open": 62.69, "high": 62.71, "low": 62.69, "close": 62.71, "amount_yi": 0.041 }, { "time": "10:11", "open": 62.87, "high": 62.94, "low": 62.87, "close": 62.94, "amount_yi": 0.0465 }, { "time": "10:12", "open": 62.75, "high": 62.75, "low": 62.75, "close": 62.75, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 62.75, "ts": "2026-07-01T10:12:10", "prev_close": 60.92, "open": 60.88, "high": 63.72, "low": 60.6, "bid1": 62.74, "ask1": 62.78, "bid_qty1": 7, "ask_qty1": 54 }, "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": "2026-07-01T10:12:12", "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": 7.6243, "price_vs_vwap_pct": -0.4499, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0187, "prev_amount_yi": 0.032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5844, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 7.58, "high": 7.6, "low": 7.58, "close": 7.6, "amount_yi": 0.0031 }, { "time": "10:09", "open": 7.61, "high": 7.61, "low": 7.59, "close": 7.59, "amount_yi": 0.0061 }, { "time": "10:10", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0021 }, { "time": "10:11", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0051 }, { "time": "10:12", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 7.59, "ts": "2026-07-01T10:12:09", "prev_close": 7.55, "open": 7.76, "high": 7.76, "low": 7.51, "bid1": 7.58, "ask1": 7.59, "bid_qty1": 123, "ask_qty1": 18 }, "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": "2026-07-01T10:12:12", "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": 9.3614, "price_vs_vwap_pct": 1.6942, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0172, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.63, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 9.49, "high": 9.51, "low": 9.49, "close": 9.51, "amount_yi": 0.0035 }, { "time": "10:09", "open": 9.51, "high": 9.51, "low": 9.48, "close": 9.48, "amount_yi": 0.0022 }, { "time": "10:10", "open": 9.47, "high": 9.49, "low": 9.47, "close": 9.49, "amount_yi": 0.0056 }, { "time": "10:11", "open": 9.49, "high": 9.49, "low": 9.47, "close": 9.47, "amount_yi": 0.002 }, { "time": "10:12", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 9.52, "ts": "2026-07-01T10:12:09", "prev_close": 8.92, "open": 8.91, "high": 9.68, "low": 8.86, "bid1": 9.52, "ask1": 9.53, "bid_qty1": 15, "ask_qty1": 116 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 77.1186, "price_vs_vwap_pct": -0.3613, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2535, "prev_amount_yi": 0.2037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 77.0, "high": 77.0, "low": 76.93, "close": 76.93, "amount_yi": 0.0835 }, { "time": "10:09", "open": 76.89, "high": 76.89, "low": 76.73, "close": 76.73, "amount_yi": 0.0501 }, { "time": "10:10", "open": 76.76, "high": 76.76, "low": 76.65, "close": 76.65, "amount_yi": 0.0612 }, { "time": "10:11", "open": 76.86, "high": 76.97, "low": 76.86, "close": 76.97, "amount_yi": 0.0388 }, { "time": "10:12", "open": 76.84, "high": 76.84, "low": 76.84, "close": 76.84, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 76.84, "ts": "2026-07-01T10:12:09", "prev_close": 76.38, "open": 76.08, "high": 78.29, "low": 76.0, "bid1": 76.84, "ask1": 76.9, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 15.9295, "price_vs_vwap_pct": -0.0596, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0256, "prev_amount_yi": 0.0376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 15.95, "high": 15.95, "low": 15.94, "close": 15.94, "amount_yi": 0.0031 }, { "time": "10:09", "open": 15.93, "high": 15.93, "low": 15.9, "close": 15.9, "amount_yi": 0.0081 }, { "time": "10:10", "open": 15.91, "high": 15.91, "low": 15.91, "close": 15.91, "amount_yi": 0.0082 }, { "time": "10:11", "open": 15.94, "high": 15.94, "low": 15.92, "close": 15.92, "amount_yi": 0.0047 }, { "time": "10:12", "open": 15.92, "high": 15.92, "low": 15.92, "close": 15.92, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 15.92, "ts": "2026-07-01T10:12:09", "prev_close": 15.81, "open": 15.82, "high": 16.14, "low": 15.7, "bid1": 15.92, "ask1": 15.93, "bid_qty1": 15, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.57, "exec_low": 9.7, "exec_high": 9.75, "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": "2026-07-01T10:12:12", "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": 9.86, "max_chase_pct": 1.5, "base_exec_high": 9.71, "dynamic_exec_high": 9.75, "entry_zone_low": 9.43, "entry_zone_high": 9.71, "entry_risk_pct": 4.8205, "intraday_vwap": 9.704, "price_vs_vwap_pct": 0.474, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0659, "prev_amount_yi": 0.0741, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 9.73, "high": 9.73, "low": 9.73, "close": 9.73, "amount_yi": 0.0116 }, { "time": "10:09", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0365 }, { "time": "10:10", "open": 9.73, "high": 9.75, "low": 9.73, "close": 9.75, "amount_yi": 0.01 }, { "time": "10:11", "open": 9.75, "high": 9.75, "low": 9.75, "close": 9.75, "amount_yi": 0.0059 }, { "time": "10:12", "open": 9.75, "high": 9.75, "low": 9.75, "close": 9.75, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 9.75, "ts": "2026-07-01T10:12:09", "prev_close": 9.52, "open": 9.55, "high": 9.82, "low": 9.55, "bid1": 9.74, "ask1": 9.75, "bid_qty1": 487, "ask_qty1": 220 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 4.3363, "intraday_vwap": 11.3596, "price_vs_vwap_pct": -0.6127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0621, "prev_amount_yi": 0.0811, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7657, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 11.33, "high": 11.33, "low": 11.32, "close": 11.32, "amount_yi": 0.0138 }, { "time": "10:09", "open": 11.31, "high": 11.31, "low": 11.3, "close": 11.3, "amount_yi": 0.014 }, { "time": "10:10", "open": 11.27, "high": 11.3, "low": 11.27, "close": 11.3, "amount_yi": 0.0252 }, { "time": "10:11", "open": 11.3, "high": 11.3, "low": 11.3, "close": 11.3, "amount_yi": 0.0044 }, { "time": "10:12", "open": 11.29, "high": 11.29, "low": 11.29, "close": 11.29, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 11.29, "ts": "2026-07-01T10:12:09", "prev_close": 11.11, "open": 11.18, "high": 11.62, "low": 11.12, "bid1": 11.29, "ask1": 11.3, "bid_qty1": 27, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "sim_reason": "position_sizing_no_room_or_cash", "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": 2.9825, "intraday_vwap": 5.6849, "price_vs_vwap_pct": 0.2656, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1936, "prev_amount_yi": 0.1281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 5.72, "high": 5.72, "low": 5.7, "close": 5.7, "amount_yi": 0.028 }, { "time": "10:09", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0599 }, { "time": "10:10", "open": 5.69, "high": 5.69, "low": 5.68, "close": 5.68, "amount_yi": 0.0447 }, { "time": "10:11", "open": 5.69, "high": 5.7, "low": 5.69, "close": 5.7, "amount_yi": 0.0416 }, { "time": "10:12", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0194 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 5.7, "ts": "2026-07-01T10:12:09", "prev_close": 5.58, "open": 5.53, "high": 5.78, "low": 5.5, "bid1": 5.69, "ask1": 5.7, "bid_qty1": 2235, "ask_qty1": 219 }, "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": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 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": 13.133, "price_vs_vwap_pct": -0.8604, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1205, "prev_amount_yi": 0.1149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 13.08, "high": 13.08, "low": 13.02, "close": 13.02, "amount_yi": 0.0223 }, { "time": "10:09", "open": 13.04, "high": 13.04, "low": 12.98, "close": 12.98, "amount_yi": 0.0492 }, { "time": "10:10", "open": 13.0, "high": 13.02, "low": 13.0, "close": 13.02, "amount_yi": 0.0185 }, { "time": "10:11", "open": 13.02, "high": 13.04, "low": 13.02, "close": 13.04, "amount_yi": 0.0254 }, { "time": "10:12", "open": 13.02, "high": 13.02, "low": 13.02, "close": 13.02, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 13.02, "ts": "2026-07-01T10:12:09", "prev_close": 13.19, "open": 13.1, "high": 13.42, "low": 12.93, "bid1": 13.02, "ask1": 13.03, "bid_qty1": 74, "ask_qty1": 94 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-07-01T10:12:12", "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": 13.3516, "price_vs_vwap_pct": 0.8868, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1343, "prev_amount_yi": 0.0768, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 13.48, "high": 13.48, "low": 13.48, "close": 13.48, "amount_yi": 0.022 }, { "time": "10:09", "open": 13.45, "high": 13.45, "low": 13.43, "close": 13.43, "amount_yi": 0.0176 }, { "time": "10:10", "open": 13.41, "high": 13.44, "low": 13.41, "close": 13.44, "amount_yi": 0.0819 }, { "time": "10:11", "open": 13.44, "high": 13.48, "low": 13.44, "close": 13.48, "amount_yi": 0.0091 }, { "time": "10:12", "open": 13.47, "high": 13.47, "low": 13.47, "close": 13.47, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:09", "prev_close": 12.83, "open": 12.75, "high": 13.72, "low": 12.7, "bid1": 13.45, "ask1": 13.47, "bid_qty1": 41, "ask_qty1": 245 }, "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": "2026-07-01T10:12:12", "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": 23.6894, "price_vs_vwap_pct": -0.4618, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0764, "prev_amount_yi": 0.0521, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 23.73, "high": 23.73, "low": 23.63, "close": 23.63, "amount_yi": 0.0196 }, { "time": "10:09", "open": 23.66, "high": 23.66, "low": 23.61, "close": 23.61, "amount_yi": 0.0171 }, { "time": "10:10", "open": 23.62, "high": 23.62, "low": 23.61, "close": 23.61, "amount_yi": 0.0185 }, { "time": "10:11", "open": 23.62, "high": 23.63, "low": 23.62, "close": 23.63, "amount_yi": 0.0087 }, { "time": "10:12", "open": 23.58, "high": 23.58, "low": 23.58, "close": 23.58, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 23.58, "ts": "2026-07-01T10:12:09", "prev_close": 23.45, "open": 23.49, "high": 24.05, "low": 23.31, "bid1": 23.58, "ask1": 23.59, "bid_qty1": 26, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.0253, "prev_amount_yi": 0.017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4882, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:07", "open": 52.51, "high": 52.51, "low": 52.51, "close": 52.51, "amount_yi": 0.0022 }, { "time": "10:08", "open": 52.4, "high": 52.46, "low": 52.4, "close": 52.46, "amount_yi": 0.0148 }, { "time": "10:09", "open": 52.58, "high": 52.58, "low": 52.56, "close": 52.56, "amount_yi": 0.0044 }, { "time": "10:10", "open": 52.42, "high": 52.42, "low": 52.42, "close": 52.42, "amount_yi": 0.0024 }, { "time": "10:11", "open": 52.42, "high": 52.46, "low": 52.42, "close": 52.46, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 52.46, "ts": "2026-07-01T10:12:09", "prev_close": 53.27, "open": 53.5, "high": 53.5, "low": 52.0, "bid1": 52.48, "ask1": 52.51, "bid_qty1": 3, "ask_qty1": 2 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 25.7792, "price_vs_vwap_pct": -0.9667, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.024, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 25.54, "high": 25.54, "low": 25.54, "close": 25.54, "amount_yi": 0.0043 }, { "time": "10:09", "open": 25.52, "high": 25.52, "low": 25.47, "close": 25.47, "amount_yi": 0.0111 }, { "time": "10:10", "open": 25.48, "high": 25.52, "low": 25.48, "close": 25.52, "amount_yi": 0.0011 }, { "time": "10:11", "open": 25.53, "high": 25.53, "low": 25.52, "close": 25.52, "amount_yi": 0.0072 }, { "time": "10:12", "open": 25.53, "high": 25.53, "low": 25.53, "close": 25.53, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 25.53, "ts": "2026-07-01T10:12:09", "prev_close": 25.85, "open": 25.69, "high": 26.28, "low": 25.47, "bid1": 25.54, "ask1": 25.57, "bid_qty1": 1, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 2.6515, "price_vs_vwap_pct": -0.0566, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0034, "prev_amount_yi": 0.0192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0004 }, { "time": "10:09", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0002 }, { "time": "10:10", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0023 }, { "time": "10:11", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0003 }, { "time": "10:12", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 2.65, "ts": "2026-07-01T10:12:09", "prev_close": 2.56, "open": 2.57, "high": 2.73, "low": 2.56, "bid1": 2.64, "ask1": 2.65, "bid_qty1": 9073, "ask_qty1": 2685 }, "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.0908, "prev_amount_yi": 0.0414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1932, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0061 }, { "time": "10:09", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0208 }, { "time": "10:10", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0383 }, { "time": "10:11", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0233 }, { "time": "10:12", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:09", "prev_close": 35.48, "open": 39.03, "high": 39.03, "low": 39.03, "bid1": 39.03, "ask1": 0.0, "bid_qty1": 217904, "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "sim_reason": "near_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": 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": 35.2929, "price_vs_vwap_pct": -1.1416, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1002, "prev_amount_yi": 0.0842, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.19, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 35.08, "high": 35.08, "low": 35.07, "close": 35.07, "amount_yi": 0.0111 }, { "time": "10:09", "open": 35.12, "high": 35.12, "low": 35.1, "close": 35.1, "amount_yi": 0.0103 }, { "time": "10:10", "open": 35.12, "high": 35.12, "low": 35.12, "close": 35.12, "amount_yi": 0.0089 }, { "time": "10:11", "open": 35.01, "high": 35.01, "low": 34.91, "close": 34.91, "amount_yi": 0.0598 }, { "time": "10:12", "open": 34.89, "high": 34.89, "low": 34.89, "close": 34.89, "amount_yi": 0.0101 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 34.89, "ts": "2026-07-01T10:12:09", "prev_close": 34.53, "open": 34.58, "high": 35.95, "low": 34.08, "bid1": 34.9, "ask1": 34.91, "bid_qty1": 10, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 144.1301, "price_vs_vwap_pct": -0.6592, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0952, "prev_amount_yi": 0.1472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6467, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 142.19, "high": 142.19, "low": 142.08, "close": 142.08, "amount_yi": 0.0289 }, { "time": "10:09", "open": 142.06, "high": 142.22, "low": 142.06, "close": 142.22, "amount_yi": 0.0178 }, { "time": "10:10", "open": 142.3, "high": 142.45, "low": 142.3, "close": 142.45, "amount_yi": 0.0142 }, { "time": "10:11", "open": 142.48, "high": 143.48, "low": 142.48, "close": 143.48, "amount_yi": 0.0165 }, { "time": "10:12", "open": 143.18, "high": 143.18, "low": 143.18, "close": 143.18, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 143.18, "ts": "2026-07-01T10:12:10", "prev_close": 146.95, "open": 146.97, "high": 146.98, "low": 142.05, "bid1": 143.18, "ask1": 143.31, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.0241, "prev_amount_yi": 0.0219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1005, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 37.11, "high": 37.22, "low": 37.11, "close": 37.22, "amount_yi": 0.0016 }, { "time": "10:09", "open": 37.15, "high": 37.15, "low": 37.05, "close": 37.05, "amount_yi": 0.0033 }, { "time": "10:10", "open": 37.07, "high": 37.07, "low": 37.06, "close": 37.06, "amount_yi": 0.0042 }, { "time": "10:11", "open": 37.08, "high": 37.23, "low": 37.08, "close": 37.23, "amount_yi": 0.0088 }, { "time": "10:12", "open": 37.24, "high": 37.24, "low": 37.24, "close": 37.24, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 37.24, "ts": "2026-07-01T10:12:10", "prev_close": 37.32, "open": 37.8, "high": 37.8, "low": 36.56, "bid1": 37.15, "ask1": 37.24, "bid_qty1": 8, "ask_qty1": 43 }, "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": "2026-07-01T10:12:12", "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_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0033, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5893, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:06", "open": 0.9, "high": 0.9, "low": 0.9, "close": 0.9, "amount_yi": 0.0008 }, { "time": "10:07", "open": 0.9, "high": 0.9, "low": 0.9, "close": 0.9, "amount_yi": 0.0002 }, { "time": "10:10", "open": 0.9, "high": 0.9, "low": 0.9, "close": 0.9, "amount_yi": 0.0009 }, { "time": "10:11", "open": 0.9, "high": 0.91, "low": 0.9, "close": 0.91, "amount_yi": 0.0009 }, { "time": "10:12", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 0.91, "ts": "2026-07-01T10:12:09", "prev_close": 0.92, "open": 0.91, "high": 0.92, "low": 0.89, "bid1": 0.9, "ask1": 0.91, "bid_qty1": 1600, "ask_qty1": 416 }, "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": "2026-07-01T10:12:12", "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": 74.0969, "price_vs_vwap_pct": 0.3146, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2448, "prev_amount_yi": 0.2536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 74.32, "high": 74.32, "low": 74.29, "close": 74.29, "amount_yi": 0.076 }, { "time": "10:09", "open": 74.4, "high": 74.4, "low": 74.27, "close": 74.27, "amount_yi": 0.0653 }, { "time": "10:10", "open": 74.37, "high": 74.37, "low": 74.33, "close": 74.33, "amount_yi": 0.0358 }, { "time": "10:11", "open": 74.43, "high": 74.45, "low": 74.43, "close": 74.45, "amount_yi": 0.037 }, { "time": "10:12", "open": 74.33, "high": 74.33, "low": 74.33, "close": 74.33, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 74.33, "ts": "2026-07-01T10:12:09", "prev_close": 71.17, "open": 72.5, "high": 75.28, "low": 71.95, "bid1": 74.33, "ask1": 74.35, "bid_qty1": 75, "ask_qty1": 3 }, "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.2437, "prev_amount_yi": 0.3571, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 117.32, "high": 117.32, "low": 117.23, "close": 117.23, "amount_yi": 0.0359 }, { "time": "10:09", "open": 117.22, "high": 117.22, "low": 117.17, "close": 117.17, "amount_yi": 0.0342 }, { "time": "10:10", "open": 116.95, "high": 117.58, "low": 116.95, "close": 117.58, "amount_yi": 0.0544 }, { "time": "10:11", "open": 118.57, "high": 119.9, "low": 118.57, "close": 119.9, "amount_yi": 0.0911 }, { "time": "10:12", "open": 119.76, "high": 119.76, "low": 119.76, "close": 119.76, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 119.76, "ts": "2026-07-01T10:12:10", "prev_close": 108.77, "open": 108.7, "high": 120.99, "low": 107.56, "bid1": 119.76, "ask1": 119.87, "bid_qty1": 29, "ask_qty1": 7 }, "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": "2026-07-01T10:12:12", "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": 3.0108, "intraday_vwap": 23.2244, "price_vs_vwap_pct": 0.1102, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0311, "prev_amount_yi": 0.0311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 23.29, "high": 23.3, "low": 23.29, "close": 23.3, "amount_yi": 0.0071 }, { "time": "10:09", "open": 23.29, "high": 23.29, "low": 23.26, "close": 23.26, "amount_yi": 0.0136 }, { "time": "10:10", "open": 23.26, "high": 23.26, "low": 23.24, "close": 23.24, "amount_yi": 0.0057 }, { "time": "10:11", "open": 23.27, "high": 23.27, "low": 23.26, "close": 23.26, "amount_yi": 0.0019 }, { "time": "10:12", "open": 23.25, "high": 23.25, "low": 23.25, "close": 23.25, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 23.25, "ts": "2026-07-01T10:12:10", "prev_close": 22.8, "open": 22.81, "high": 23.53, "low": 22.66, "bid1": 23.24, "ask1": 23.25, "bid_qty1": 179, "ask_qty1": 30 }, "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": "2026-07-01T10:12:12", "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": 92.426, "price_vs_vwap_pct": -0.3852, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1108, "prev_amount_yi": 0.0605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 92.08, "high": 92.08, "low": 91.97, "close": 91.97, "amount_yi": 0.0175 }, { "time": "10:09", "open": 91.98, "high": 91.98, "low": 91.77, "close": 91.77, "amount_yi": 0.0263 }, { "time": "10:10", "open": 91.77, "high": 91.77, "low": 91.6, "close": 91.6, "amount_yi": 0.0387 }, { "time": "10:11", "open": 92.05, "high": 92.1, "low": 92.05, "close": 92.1, "amount_yi": 0.0211 }, { "time": "10:12", "open": 92.07, "high": 92.07, "low": 92.07, "close": 92.07, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 92.07, "ts": "2026-07-01T10:12:09", "prev_close": 87.35, "open": 88.5, "high": 94.58, "low": 87.96, "bid1": 92.0, "ask1": 92.07, "bid_qty1": 20, "ask_qty1": 22 }, "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": 42.94, "exec_high": 43.14, "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": "2026-07-01T10:12:12", "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": 43.14, "entry_zone_low": 41.61, "entry_zone_high": 42.87, "entry_risk_pct": 4.7874, "intraday_vwap": 42.9445, "price_vs_vwap_pct": 0.1758, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0402, "prev_amount_yi": 0.0591, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 43.0, "high": 43.0, "low": 42.96, "close": 42.96, "amount_yi": 0.0042 }, { "time": "10:09", "open": 43.0, "high": 43.0, "low": 42.9, "close": 42.9, "amount_yi": 0.0188 }, { "time": "10:10", "open": 42.88, "high": 42.9, "low": 42.88, "close": 42.9, "amount_yi": 0.0077 }, { "time": "10:11", "open": 43.01, "high": 43.01, "low": 43.01, "close": 43.01, "amount_yi": 0.0051 }, { "time": "10:12", "open": 43.02, "high": 43.02, "low": 43.02, "close": 43.02, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 43.02, "ts": "2026-07-01T10:12:09", "prev_close": 41.63, "open": 42.53, "high": 43.79, "low": 41.9, "bid1": 43.02, "ask1": 43.03, "bid_qty1": 50, "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": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 28.03, "exec_low": 28.03, "exec_high": 28.45, "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": "2026-07-01T10:12:12", "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": 28.87, "max_chase_pct": 1.5, "base_exec_high": 28.45, "dynamic_exec_high": null, "entry_zone_low": 27.61, "entry_zone_high": 28.45, "entry_risk_pct": null, "intraday_vwap": 28.696, "price_vs_vwap_pct": -0.4739, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0926, "prev_amount_yi": 0.094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 28.67, "high": 28.67, "low": 28.65, "close": 28.65, "amount_yi": 0.0182 }, { "time": "10:09", "open": 28.62, "high": 28.62, "low": 28.52, "close": 28.52, "amount_yi": 0.0199 }, { "time": "10:10", "open": 28.52, "high": 28.52, "low": 28.48, "close": 28.48, "amount_yi": 0.0216 }, { "time": "10:11", "open": 28.55, "high": 28.55, "low": 28.55, "close": 28.55, "amount_yi": 0.0204 }, { "time": "10:12", "open": 28.56, "high": 28.56, "low": 28.56, "close": 28.56, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 28.56, "ts": "2026-07-01T10:12:09", "prev_close": 27.86, "open": 27.97, "high": 29.5, "low": 27.86, "bid1": 28.56, "ask1": 28.57, "bid_qty1": 24, "ask_qty1": 21 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 34.8023, "price_vs_vwap_pct": 1.2289, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.032, "prev_amount_yi": 0.0373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 35.11, "high": 35.28, "low": 35.11, "close": 35.28, "amount_yi": 0.0104 }, { "time": "10:09", "open": 35.31, "high": 35.31, "low": 35.22, "close": 35.22, "amount_yi": 0.0088 }, { "time": "10:10", "open": 35.28, "high": 35.28, "low": 35.2, "close": 35.2, "amount_yi": 0.0061 }, { "time": "10:11", "open": 35.19, "high": 35.19, "low": 35.19, "close": 35.19, "amount_yi": 0.005 }, { "time": "10:12", "open": 35.23, "high": 35.23, "low": 35.23, "close": 35.23, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 35.23, "ts": "2026-07-01T10:12:09", "prev_close": 33.95, "open": 33.7, "high": 35.47, "low": 33.51, "bid1": 35.2, "ask1": 35.22, "bid_qty1": 12, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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": 9.7527, "price_vs_vwap_pct": 1.1002, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0346, "prev_amount_yi": 0.0581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 9.89, "high": 9.89, "low": 9.88, "close": 9.88, "amount_yi": 0.0032 }, { "time": "10:09", "open": 9.9, "high": 9.9, "low": 9.85, "close": 9.85, "amount_yi": 0.0153 }, { "time": "10:10", "open": 9.85, "high": 9.85, "low": 9.84, "close": 9.84, "amount_yi": 0.0078 }, { "time": "10:11", "open": 9.85, "high": 9.86, "low": 9.85, "close": 9.86, "amount_yi": 0.0057 }, { "time": "10:12", "open": 9.86, "high": 9.86, "low": 9.86, "close": 9.86, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:09", "prev_close": 9.42, "open": 9.35, "high": 10.03, "low": 9.33, "bid1": 9.85, "ask1": 9.86, "bid_qty1": 203, "ask_qty1": 901 }, "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": "2026-07-01T10:12:12", "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": 22.9767, "price_vs_vwap_pct": -0.4209, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0721, "prev_amount_yi": 0.0506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 22.9, "high": 22.9, "low": 22.89, "close": 22.89, "amount_yi": 0.0221 }, { "time": "10:09", "open": 22.83, "high": 22.83, "low": 22.79, "close": 22.79, "amount_yi": 0.0321 }, { "time": "10:10", "open": 22.78, "high": 22.81, "low": 22.78, "close": 22.81, "amount_yi": 0.0067 }, { "time": "10:11", "open": 22.87, "high": 22.88, "low": 22.87, "close": 22.88, "amount_yi": 0.0055 }, { "time": "10:12", "open": 22.88, "high": 22.88, "low": 22.88, "close": 22.88, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 22.88, "ts": "2026-07-01T10:12:09", "prev_close": 22.72, "open": 22.71, "high": 23.3, "low": 22.6, "bid1": 22.87, "ask1": 22.88, "bid_qty1": 7, "ask_qty1": 59 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 4.0739, "intraday_vwap": 55.8842, "price_vs_vwap_pct": -0.4728, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0092, "prev_amount_yi": 0.0082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:07", "open": 55.89, "high": 55.89, "low": 55.86, "close": 55.86, "amount_yi": 0.0011 }, { "time": "10:08", "open": 55.77, "high": 55.77, "low": 55.77, "close": 55.77, "amount_yi": 0.0028 }, { "time": "10:09", "open": 55.81, "high": 55.81, "low": 55.58, "close": 55.58, "amount_yi": 0.0025 }, { "time": "10:10", "open": 55.5, "high": 55.51, "low": 55.5, "close": 55.51, "amount_yi": 0.0026 }, { "time": "10:12", "open": 55.62, "high": 55.62, "low": 55.62, "close": 55.62, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 55.62, "ts": "2026-07-01T10:12:09", "prev_close": 54.57, "open": 55.0, "high": 57.14, "low": 54.5, "bid1": 55.61, "ask1": 55.72, "bid_qty1": 6, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "sim_reason": "waiting_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": 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": null, "intraday_vwap": 21.8519, "price_vs_vwap_pct": -0.5121, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3016, "prev_amount_yi": 0.3487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8649, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 21.74, "high": 21.75, "low": 21.74, "close": 21.75, "amount_yi": 0.0443 }, { "time": "10:09", "open": 21.75, "high": 21.75, "low": 21.72, "close": 21.72, "amount_yi": 0.0964 }, { "time": "10:10", "open": 21.69, "high": 21.69, "low": 21.68, "close": 21.68, "amount_yi": 0.0896 }, { "time": "10:11", "open": 21.7, "high": 21.74, "low": 21.7, "close": 21.74, "amount_yi": 0.0362 }, { "time": "10:12", "open": 21.74, "high": 21.74, "low": 21.74, "close": 21.74, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 21.74, "ts": "2026-07-01T10:12:10", "prev_close": 21.61, "open": 21.56, "high": 22.2, "low": 21.46, "bid1": 21.73, "ask1": 21.75, "bid_qty1": 67, "ask_qty1": 1 }, "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": 11.24, "exec_high": 11.29, "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": "2026-07-01T10:12:12", "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": 11.29, "entry_zone_low": 10.89, "entry_zone_high": 11.23, "entry_risk_pct": 4.9601, "intraday_vwap": 11.2396, "price_vs_vwap_pct": 0.4484, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0198, "prev_amount_yi": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 11.3, "high": 11.3, "low": 11.29, "close": 11.29, "amount_yi": 0.0037 }, { "time": "10:09", "open": 11.28, "high": 11.28, "low": 11.27, "close": 11.27, "amount_yi": 0.0106 }, { "time": "10:10", "open": 11.25, "high": 11.25, "low": 11.25, "close": 11.25, "amount_yi": 0.0023 }, { "time": "10:11", "open": 11.26, "high": 11.28, "low": 11.26, "close": 11.28, "amount_yi": 0.0025 }, { "time": "10:12", "open": 11.29, "high": 11.29, "low": 11.29, "close": 11.29, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 11.29, "ts": "2026-07-01T10:12:06", "prev_close": 11.03, "open": 11.0, "high": 11.41, "low": 10.98, "bid1": 11.28, "ask1": 11.29, "bid_qty1": 148, "ask_qty1": 153 }, "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": "2026-07-01T10:12:12", "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": 19.5008, "price_vs_vwap_pct": -0.5169, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0921, "prev_amount_yi": 0.1989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.463, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 19.37, "high": 19.41, "low": 19.37, "close": 19.41, "amount_yi": 0.0299 }, { "time": "10:09", "open": 19.4, "high": 19.4, "low": 19.36, "close": 19.36, "amount_yi": 0.0203 }, { "time": "10:10", "open": 19.39, "high": 19.39, "low": 19.39, "close": 19.39, "amount_yi": 0.0164 }, { "time": "10:11", "open": 19.39, "high": 19.4, "low": 19.39, "close": 19.4, "amount_yi": 0.0136 }, { "time": "10:12", "open": 19.4, "high": 19.4, "low": 19.4, "close": 19.4, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 19.4, "ts": "2026-07-01T10:12:09", "prev_close": 20.09, "open": 20.09, "high": 20.1, "low": 19.1, "bid1": 19.38, "ask1": 19.39, "bid_qty1": 60, "ask_qty1": 23 }, "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 2.2114, "prev_amount_yi": 1.7473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2656, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 486.0, "high": 486.0, "low": 485.4, "close": 485.4, "amount_yi": 0.3147 }, { "time": "10:09", "open": 484.0, "high": 484.0, "low": 481.05, "close": 481.05, "amount_yi": 0.494 }, { "time": "10:10", "open": 483.7, "high": 486.0, "low": 483.7, "close": 486.0, "amount_yi": 0.6124 }, { "time": "10:11", "open": 486.0, "high": 486.08, "low": 486.0, "close": 486.08, "amount_yi": 0.6815 }, { "time": "10:12", "open": 486.35, "high": 486.35, "low": 486.35, "close": 486.35, "amount_yi": 0.1088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 486.35, "ts": "2026-07-01T10:12:08", "prev_close": 502.0, "open": 504.0, "high": 509.11, "low": 471.77, "bid1": 486.98, "ask1": 487.0, "bid_qty1": 2, "ask_qty1": 380 }, "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": "2026-07-01T10:12:12", "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": 69.6303, "price_vs_vwap_pct": -0.8478, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.0061, "prev_amount_yi": 2.4827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 69.21, "high": 69.21, "low": 69.21, "close": 69.21, "amount_yi": 0.6397 }, { "time": "10:09", "open": 69.16, "high": 69.16, "low": 68.84, "close": 68.84, "amount_yi": 1.5464 }, { "time": "10:10", "open": 68.94, "high": 68.94, "low": 68.93, "close": 68.93, "amount_yi": 0.8968 }, { "time": "10:11", "open": 69.02, "high": 69.03, "low": 69.02, "close": 69.03, "amount_yi": 0.4962 }, { "time": "10:12", "open": 69.04, "high": 69.04, "low": 69.04, "close": 69.04, "amount_yi": 0.427 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 69.04, "ts": "2026-07-01T10:12:09", "prev_close": 70.4, "open": 70.4, "high": 70.77, "low": 68.67, "bid1": 69.04, "ask1": 69.05, "bid_qty1": 15, "ask_qty1": 36 }, "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": "2026-07-01T10:12:12", "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": 369.3547, "price_vs_vwap_pct": -0.7783, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.8984, "prev_amount_yi": 1.1266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6851, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 366.41, "high": 366.41, "low": 365.79, "close": 365.79, "amount_yi": 0.226 }, { "time": "10:09", "open": 365.15, "high": 365.15, "low": 363.86, "close": 363.86, "amount_yi": 0.8305 }, { "time": "10:10", "open": 364.89, "high": 365.87, "low": 364.89, "close": 365.87, "amount_yi": 0.5133 }, { "time": "10:11", "open": 366.93, "high": 366.93, "low": 366.4, "close": 366.4, "amount_yi": 0.2395 }, { "time": "10:12", "open": 366.48, "high": 366.48, "low": 366.48, "close": 366.48, "amount_yi": 0.0891 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 366.48, "ts": "2026-07-01T10:12:09", "prev_close": 378.2, "open": 373.15, "high": 375.73, "low": 363.43, "bid1": 366.48, "ask1": 366.55, "bid_qty1": 13, "ask_qty1": 8 }, "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": "2026-07-01T10:12:12", "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": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7086, "prev_amount_yi": 0.5149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 188.48, "high": 188.48, "low": 188.15, "close": 188.15, "amount_yi": 0.1087 }, { "time": "10:09", "open": 187.91, "high": 187.91, "low": 187.2, "close": 187.2, "amount_yi": 0.186 }, { "time": "10:10", "open": 188.07, "high": 188.6, "low": 188.07, "close": 188.6, "amount_yi": 0.1082 }, { "time": "10:11", "open": 189.5, "high": 191.33, "low": 189.5, "close": 191.33, "amount_yi": 0.1561 }, { "time": "10:12", "open": 191.49, "high": 191.49, "low": 191.49, "close": 191.49, "amount_yi": 0.1496 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 191.49, "ts": "2026-07-01T10:12:08", "prev_close": 192.58, "open": 191.13, "high": 193.99, "low": 187.2, "bid1": 191.49, "ask1": 191.54, "bid_qty1": 5, "ask_qty1": 1 }, "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": "2026-07-01T10:12:12", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4749, "prev_amount_yi": 1.6793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 179.99, "high": 179.99, "low": 179.7, "close": 179.7, "amount_yi": 0.3714 }, { "time": "10:09", "open": 179.63, "high": 179.63, "low": 179.63, "close": 179.63, "amount_yi": 0.4692 }, { "time": "10:10", "open": 179.66, "high": 179.78, "low": 179.66, "close": 179.78, "amount_yi": 0.2845 }, { "time": "10:11", "open": 180.34, "high": 180.34, "low": 180.3, "close": 180.3, "amount_yi": 0.2261 }, { "time": "10:12", "open": 179.79, "high": 179.79, "low": 179.79, "close": 179.79, "amount_yi": 0.1237 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 179.79, "ts": "2026-07-01T10:12:10", "prev_close": 184.65, "open": 181.55, "high": 183.97, "low": 179.39, "bid1": 179.79, "ask1": 179.83, "bid_qty1": 6, "ask_qty1": 2 }, "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 17.396, "price_vs_vwap_pct": -0.5519, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2176, "prev_amount_yi": 0.2631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8271, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 17.34, "high": 17.34, "low": 17.32, "close": 17.32, "amount_yi": 0.0555 }, { "time": "10:09", "open": 17.33, "high": 17.33, "low": 17.28, "close": 17.28, "amount_yi": 0.0632 }, { "time": "10:10", "open": 17.32, "high": 17.33, "low": 17.32, "close": 17.33, "amount_yi": 0.0316 }, { "time": "10:11", "open": 17.37, "high": 17.37, "low": 17.36, "close": 17.36, "amount_yi": 0.0384 }, { "time": "10:12", "open": 17.3, "high": 17.3, "low": 17.3, "close": 17.3, "amount_yi": 0.0289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 17.3, "ts": "2026-07-01T10:12:09", "prev_close": 17.25, "open": 17.2, "high": 17.65, "low": 17.05, "bid1": 17.3, "ask1": 17.31, "bid_qty1": 56, "ask_qty1": 329 }, "previous_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 27.4389, "price_vs_vwap_pct": 2.8467, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0742, "prev_amount_yi": 0.0938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0155 }, { "time": "10:09", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0253 }, { "time": "10:10", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0146 }, { "time": "10:11", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.0088 }, { "time": "10:12", "open": 28.22, "high": 28.22, "low": 28.22, "close": 28.22, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:09", "prev_close": 25.65, "open": 25.65, "high": 28.22, "low": 25.65, "bid1": 28.22, "ask1": 0.0, "bid_qty1": 133744, "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": "2026-07-01T10:12:12", "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": 90.6398, "price_vs_vwap_pct": 0.0223, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4491, "prev_amount_yi": 0.4961, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 90.69, "high": 90.71, "low": 90.69, "close": 90.71, "amount_yi": 0.1134 }, { "time": "10:09", "open": 90.61, "high": 90.61, "low": 90.28, "close": 90.28, "amount_yi": 0.1283 }, { "time": "10:10", "open": 90.5, "high": 90.56, "low": 90.5, "close": 90.56, "amount_yi": 0.0723 }, { "time": "10:11", "open": 90.78, "high": 90.94, "low": 90.78, "close": 90.94, "amount_yi": 0.069 }, { "time": "10:12", "open": 90.66, "high": 90.66, "low": 90.66, "close": 90.66, "amount_yi": 0.0661 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 90.66, "ts": "2026-07-01T10:12:09", "prev_close": 92.28, "open": 92.0, "high": 92.16, "low": 89.3, "bid1": 90.66, "ask1": 90.76, "bid_qty1": 4, "ask_qty1": 23 }, "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": "2026-07-01T10:12:12", "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": 43.1832, "price_vs_vwap_pct": -0.4242, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5503, "prev_amount_yi": 0.4273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 43.15, "high": 43.15, "low": 43.04, "close": 43.04, "amount_yi": 0.0896 }, { "time": "10:09", "open": 43.06, "high": 43.06, "low": 42.94, "close": 42.94, "amount_yi": 0.1396 }, { "time": "10:10", "open": 42.93, "high": 42.93, "low": 42.93, "close": 42.93, "amount_yi": 0.1496 }, { "time": "10:11", "open": 42.99, "high": 43.05, "low": 42.99, "close": 43.05, "amount_yi": 0.1375 }, { "time": "10:12", "open": 43.0, "high": 43.0, "low": 43.0, "close": 43.0, "amount_yi": 0.034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 43.0, "ts": "2026-07-01T10:12:09", "prev_close": 41.51, "open": 42.21, "high": 43.68, "low": 42.05, "bid1": 43.0, "ask1": 43.01, "bid_qty1": 92, "ask_qty1": 61 }, "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": "2026-07-01T10:12:12", "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": 16.5505, "price_vs_vwap_pct": 0.6616, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0801, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6182, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 16.7, "high": 16.73, "low": 16.7, "close": 16.73, "amount_yi": 0.0065 }, { "time": "10:09", "open": 16.7, "high": 16.81, "low": 16.7, "close": 16.81, "amount_yi": 0.0239 }, { "time": "10:10", "open": 16.81, "high": 16.81, "low": 16.78, "close": 16.78, "amount_yi": 0.0251 }, { "time": "10:11", "open": 16.75, "high": 16.75, "low": 16.72, "close": 16.72, "amount_yi": 0.0114 }, { "time": "10:12", "open": 16.66, "high": 16.66, "low": 16.66, "close": 16.66, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 16.66, "ts": "2026-07-01T10:12:09", "prev_close": 15.95, "open": 16.61, "high": 16.88, "low": 16.12, "bid1": 16.66, "ask1": 16.67, "bid_qty1": 26, "ask_qty1": 22 }, "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": "2026-07-01T10:12:12", "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": 27.7487, "price_vs_vwap_pct": 0.5092, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0518, "prev_amount_yi": 0.1366, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 28.01, "high": 28.01, "low": 27.91, "close": 27.91, "amount_yi": 0.0183 }, { "time": "10:09", "open": 27.82, "high": 27.85, "low": 27.82, "close": 27.85, "amount_yi": 0.0085 }, { "time": "10:10", "open": 27.83, "high": 27.84, "low": 27.83, "close": 27.84, "amount_yi": 0.0104 }, { "time": "10:11", "open": 27.85, "high": 27.85, "low": 27.84, "close": 27.84, "amount_yi": 0.0102 }, { "time": "10:12", "open": 27.89, "high": 27.89, "low": 27.89, "close": 27.89, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 27.89, "ts": "2026-07-01T10:12:09", "prev_close": 27.34, "open": 28.23, "high": 28.69, "low": 27.0, "bid1": 27.88, "ask1": 27.89, "bid_qty1": 23, "ask_qty1": 34 }, "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": "2026-07-01T10:12:12", "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": 21.4991, "price_vs_vwap_pct": -2.275, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2408, "prev_amount_yi": 0.0702, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 21.14, "high": 21.14, "low": 21.1, "close": 21.1, "amount_yi": 0.0217 }, { "time": "10:09", "open": 21.08, "high": 21.08, "low": 21.03, "close": 21.03, "amount_yi": 0.0115 }, { "time": "10:10", "open": 20.96, "high": 20.97, "low": 20.96, "close": 20.97, "amount_yi": 0.0468 }, { "time": "10:11", "open": 21.11, "high": 21.11, "low": 21.08, "close": 21.08, "amount_yi": 0.1539 }, { "time": "10:12", "open": 21.01, "high": 21.01, "low": 21.01, "close": 21.01, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 21.01, "ts": "2026-07-01T10:12:09", "prev_close": 21.54, "open": 22.26, "high": 22.45, "low": 20.9, "bid1": 21.01, "ask1": 21.02, "bid_qty1": 26, "ask_qty1": 21 }, "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": "2026-07-01T10:12:12", "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": 19.235, "price_vs_vwap_pct": 0.6499, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0561, "prev_amount_yi": 0.0613, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 19.38, "high": 19.38, "low": 19.38, "close": 19.38, "amount_yi": 0.017 }, { "time": "10:09", "open": 19.38, "high": 19.38, "low": 19.33, "close": 19.33, "amount_yi": 0.018 }, { "time": "10:10", "open": 19.33, "high": 19.33, "low": 19.32, "close": 19.32, "amount_yi": 0.0067 }, { "time": "10:11", "open": 19.37, "high": 19.37, "low": 19.35, "close": 19.35, "amount_yi": 0.0099 }, { "time": "10:12", "open": 19.36, "high": 19.36, "low": 19.36, "close": 19.36, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 19.36, "ts": "2026-07-01T10:12:09", "prev_close": 19.29, "open": 19.17, "high": 19.49, "low": 18.88, "bid1": 19.35, "ask1": 19.36, "bid_qty1": 49, "ask_qty1": 4 }, "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": "2026-07-01T10:12:12", "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": 46.0308, "price_vs_vwap_pct": -1.5007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0784, "prev_amount_yi": 0.0941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:08", "open": 45.38, "high": 45.38, "low": 45.34, "close": 45.34, "amount_yi": 0.0392 }, { "time": "10:09", "open": 45.4, "high": 45.4, "low": 45.31, "close": 45.31, "amount_yi": 0.0131 }, { "time": "10:10", "open": 45.38, "high": 45.39, "low": 45.38, "close": 45.39, "amount_yi": 0.0108 }, { "time": "10:11", "open": 45.42, "high": 45.42, "low": 45.37, "close": 45.37, "amount_yi": 0.0097 }, { "time": "10:12", "open": 45.34, "high": 45.34, "low": 45.34, "close": 45.34, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 45.34, "ts": "2026-07-01T10:12:09", "prev_close": 45.42, "open": 46.33, "high": 47.5, "low": 45.01, "bid1": 45.33, "ask1": 45.34, "bid_qty1": 20, "ask_qty1": 6 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 22.8979, "price_vs_vwap_pct": 1.5377, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2493, "prev_amount_yi": 0.3698, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 23.46, "high": 23.46, "low": 23.42, "close": 23.42, "amount_yi": 0.0946 }, { "time": "10:09", "open": 23.5, "high": 23.5, "low": 23.5, "close": 23.5, "amount_yi": 0.0389 }, { "time": "10:10", "open": 23.48, "high": 23.48, "low": 23.41, "close": 23.41, "amount_yi": 0.051 }, { "time": "10:11", "open": 23.43, "high": 23.43, "low": 23.4, "close": 23.4, "amount_yi": 0.0235 }, { "time": "10:12", "open": 23.25, "high": 23.25, "low": 23.25, "close": 23.25, "amount_yi": 0.0413 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 23.25, "ts": "2026-07-01T10:12:09", "prev_close": 23.11, "open": 22.93, "high": 23.8, "low": 22.18, "bid1": 23.24, "ask1": 23.25, "bid_qty1": 3, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.1678, "prev_amount_yi": 0.2694, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 13.42, "high": 13.42, "low": 13.41, "close": 13.41, "amount_yi": 0.04 }, { "time": "10:09", "open": 13.38, "high": 13.38, "low": 13.34, "close": 13.34, "amount_yi": 0.0431 }, { "time": "10:10", "open": 13.33, "high": 13.33, "low": 13.33, "close": 13.33, "amount_yi": 0.0409 }, { "time": "10:11", "open": 13.46, "high": 13.46, "low": 13.45, "close": 13.45, "amount_yi": 0.0392 }, { "time": "10:12", "open": 13.41, "high": 13.41, "low": 13.41, "close": 13.41, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 13.41, "ts": "2026-07-01T10:12:09", "prev_close": 13.28, "open": 13.4, "high": 13.56, "low": 12.89, "bid1": 13.41, "ask1": 13.42, "bid_qty1": 144, "ask_qty1": 84 }, "previous_state": "OBSERVE", "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": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 46.8907, "price_vs_vwap_pct": 1.7259, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.171, "prev_amount_yi": 0.5404, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 48.3, "high": 48.3, "low": 48.17, "close": 48.17, "amount_yi": 0.0474 }, { "time": "10:09", "open": 48.3, "high": 48.3, "low": 48.13, "close": 48.13, "amount_yi": 0.0336 }, { "time": "10:10", "open": 48.12, "high": 48.12, "low": 47.88, "close": 47.88, "amount_yi": 0.0413 }, { "time": "10:11", "open": 47.93, "high": 47.93, "low": 47.89, "close": 47.89, "amount_yi": 0.0253 }, { "time": "10:12", "open": 47.7, "high": 47.7, "low": 47.7, "close": 47.7, "amount_yi": 0.0234 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 47.7, "ts": "2026-07-01T10:12:09", "prev_close": 46.83, "open": 46.0, "high": 48.8, "low": 45.01, "bid1": 47.7, "ask1": 47.73, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 35.6102, "price_vs_vwap_pct": -0.8711, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9369, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 35.41, "high": 35.43, "low": 35.41, "close": 35.43, "amount_yi": 0.0019 }, { "time": "10:09", "open": 35.34, "high": 35.34, "low": 35.2, "close": 35.2, "amount_yi": 0.007 }, { "time": "10:10", "open": 35.2, "high": 35.23, "low": 35.2, "close": 35.23, "amount_yi": 0.0004 }, { "time": "10:11", "open": 35.32, "high": 35.32, "low": 35.3, "close": 35.3, "amount_yi": 0.0005 }, { "time": "10:12", "open": 35.3, "high": 35.3, "low": 35.3, "close": 35.3, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 35.3, "ts": "2026-07-01T10:12:09", "prev_close": 35.11, "open": 35.2, "high": 36.3, "low": 34.66, "bid1": 35.3, "ask1": 35.31, "bid_qty1": 5, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 17.8814, "price_vs_vwap_pct": 0.7192, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1416, "prev_amount_yi": 0.1303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 17.89, "high": 17.89, "low": 17.84, "close": 17.84, "amount_yi": 0.0473 }, { "time": "10:09", "open": 17.87, "high": 17.87, "low": 17.82, "close": 17.82, "amount_yi": 0.0428 }, { "time": "10:10", "open": 17.84, "high": 17.84, "low": 17.84, "close": 17.84, "amount_yi": 0.0204 }, { "time": "10:11", "open": 17.88, "high": 17.91, "low": 17.88, "close": 17.91, "amount_yi": 0.011 }, { "time": "10:12", "open": 18.01, "high": 18.01, "low": 18.01, "close": 18.01, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 18.01, "ts": "2026-07-01T10:12:09", "prev_close": 17.89, "open": 17.8, "high": 18.15, "low": 17.68, "bid1": 17.99, "ask1": 18.0, "bid_qty1": 20, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 16.1076, "price_vs_vwap_pct": -0.2955, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0298, "prev_amount_yi": 0.0331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9003, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 16.03, "high": 16.04, "low": 16.03, "close": 16.04, "amount_yi": 0.0078 }, { "time": "10:09", "open": 16.04, "high": 16.04, "low": 16.02, "close": 16.02, "amount_yi": 0.0068 }, { "time": "10:10", "open": 16.01, "high": 16.04, "low": 16.01, "close": 16.04, "amount_yi": 0.0112 }, { "time": "10:11", "open": 16.05, "high": 16.05, "low": 16.05, "close": 16.05, "amount_yi": 0.0023 }, { "time": "10:12", "open": 16.06, "high": 16.06, "low": 16.06, "close": 16.06, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 16.06, "ts": "2026-07-01T10:12:09", "prev_close": 15.99, "open": 16.03, "high": 16.24, "low": 15.91, "bid1": 16.05, "ask1": 16.06, "bid_qty1": 102, "ask_qty1": 22 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 5, "min_samples": 3, "amount_yi": 0.0193, "prev_amount_yi": 0.0228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 5.44, "high": 5.44, "low": 5.44, "close": 5.44, "amount_yi": 0.0021 }, { "time": "10:09", "open": 5.44, "high": 5.44, "low": 5.43, "close": 5.43, "amount_yi": 0.005 }, { "time": "10:10", "open": 5.44, "high": 5.45, "low": 5.44, "close": 5.45, "amount_yi": 0.0071 }, { "time": "10:11", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.0022 }, { "time": "10:12", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": "2026-07-01T10:12:08", "prev_close": 5.49, "open": 5.46, "high": 5.56, "low": 5.41, "bid1": 5.45, "ask1": 5.46, "bid_qty1": 186, "ask_qty1": 183 }, "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": "2026-07-01T10:12:12", "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": 3.4788, "intraday_vwap": 79.0086, "price_vs_vwap_pct": -0.0109, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0559, "prev_amount_yi": 0.0468, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 79.18, "high": 79.18, "low": 79.15, "close": 79.15, "amount_yi": 0.0066 }, { "time": "10:09", "open": 78.87, "high": 78.87, "low": 78.83, "close": 78.83, "amount_yi": 0.0244 }, { "time": "10:10", "open": 78.8, "high": 78.8, "low": 78.8, "close": 78.8, "amount_yi": 0.0117 }, { "time": "10:11", "open": 79.17, "high": 79.2, "low": 79.17, "close": 79.2, "amount_yi": 0.0039 }, { "time": "10:12", "open": 79.0, "high": 79.0, "low": 79.0, "close": 79.0, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 79.0, "ts": "2026-07-01T10:12:09", "prev_close": 78.1, "open": 78.1, "high": 80.18, "low": 77.32, "bid1": 79.0, "ask1": 79.05, "bid_qty1": 8, "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 3.2459, "intraday_vwap": 14.4467, "price_vs_vwap_pct": 0.2997, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0346, "prev_amount_yi": 0.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 14.48, "high": 14.48, "low": 14.47, "close": 14.47, "amount_yi": 0.0028 }, { "time": "10:09", "open": 14.52, "high": 14.52, "low": 14.46, "close": 14.46, "amount_yi": 0.0063 }, { "time": "10:10", "open": 14.43, "high": 14.45, "low": 14.43, "close": 14.45, "amount_yi": 0.0141 }, { "time": "10:11", "open": 14.5, "high": 14.5, "low": 14.5, "close": 14.5, "amount_yi": 0.0099 }, { "time": "10:12", "open": 14.49, "high": 14.49, "low": 14.49, "close": 14.49, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 14.49, "ts": "2026-07-01T10:12:08", "prev_close": 14.19, "open": 14.27, "high": 14.66, "low": 14.19, "bid1": 14.47, "ask1": 14.48, "bid_qty1": 181, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 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": null, "intraday_vwap": 11.8131, "price_vs_vwap_pct": 0.1431, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0466, "prev_amount_yi": 0.0344, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3547, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 11.84, "high": 11.84, "low": 11.84, "close": 11.84, "amount_yi": 0.0123 }, { "time": "10:09", "open": 11.82, "high": 11.82, "low": 11.81, "close": 11.81, "amount_yi": 0.0179 }, { "time": "10:10", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.0114 }, { "time": "10:11", "open": 11.83, "high": 11.83, "low": 11.83, "close": 11.83, "amount_yi": 0.0031 }, { "time": "10:12", "open": 11.83, "high": 11.83, "low": 11.83, "close": 11.83, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 11.83, "ts": "2026-07-01T10:12:09", "prev_close": 11.8, "open": 11.79, "high": 11.95, "low": 11.63, "bid1": 11.83, "ask1": 11.84, "bid_qty1": 71, "ask_qty1": 50 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T10:12:12", "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": 38.5793, "price_vs_vwap_pct": 0.2092, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0126, "prev_amount_yi": 0.0183, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6885, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 38.76, "high": 38.78, "low": 38.76, "close": 38.78, "amount_yi": 0.001 }, { "time": "10:09", "open": 38.82, "high": 38.82, "low": 38.7, "close": 38.7, "amount_yi": 0.0038 }, { "time": "10:10", "open": 38.71, "high": 38.71, "low": 38.71, "close": 38.71, "amount_yi": 0.0046 }, { "time": "10:11", "open": 38.76, "high": 38.76, "low": 38.65, "close": 38.65, "amount_yi": 0.0026 }, { "time": "10:12", "open": 38.66, "high": 38.66, "low": 38.66, "close": 38.66, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 38.66, "ts": "2026-07-01T10:12:10", "prev_close": 38.07, "open": 38.32, "high": 39.1, "low": 37.9, "bid1": 38.67, "ask1": 38.76, "bid_qty1": 2, "ask_qty1": 9 }, "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": "2026-07-01T10:12:12", "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": 100.2759, "price_vs_vwap_pct": 1.5199, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1189, "prev_amount_yi": 0.0595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9983, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 101.68, "high": 101.9, "low": 101.68, "close": 101.9, "amount_yi": 0.0299 }, { "time": "10:09", "open": 102.63, "high": 102.63, "low": 102.53, "close": 102.53, "amount_yi": 0.0608 }, { "time": "10:10", "open": 101.97, "high": 102.1, "low": 101.97, "close": 102.1, "amount_yi": 0.0172 }, { "time": "10:11", "open": 102.02, "high": 102.02, "low": 101.68, "close": 101.68, "amount_yi": 0.0096 }, { "time": "10:12", "open": 101.8, "high": 101.8, "low": 101.8, "close": 101.8, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 101.8, "ts": "2026-07-01T10:12:07", "prev_close": 96.0, "open": 96.55, "high": 102.83, "low": 96.0, "bid1": 101.8, "ask1": 102.0, "bid_qty1": 8, "ask_qty1": 2 }, "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": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 50.87, "exec_low": 51.89, "exec_high": 52.13, "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": "2026-07-01T10:12:12", "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": 52.4, "max_chase_pct": 1.5, "base_exec_high": 51.63, "dynamic_exec_high": 52.13, "entry_zone_low": 50.11, "entry_zone_high": 51.63, "entry_risk_pct": 4.9692, "intraday_vwap": 51.8948, "price_vs_vwap_pct": 0.01, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0425, "prev_amount_yi": 0.0194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:08", "open": 52.21, "high": 52.21, "low": 52.2, "close": 52.2, "amount_yi": 0.006 }, { "time": "10:09", "open": 52.21, "high": 52.21, "low": 52.12, "close": 52.12, "amount_yi": 0.0123 }, { "time": "10:10", "open": 51.95, "high": 51.95, "low": 51.9, "close": 51.9, "amount_yi": 0.0145 }, { "time": "10:11", "open": 51.93, "high": 51.94, "low": 51.93, "close": 51.94, "amount_yi": 0.0044 }, { "time": "10:12", "open": 51.9, "high": 51.9, "low": 51.9, "close": 51.9, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 44713.6, "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": 51.9, "ts": "2026-07-01T10:12:09", "prev_close": 50.4, "open": 50.08, "high": 53.1, "low": 50.08, "bid1": 51.9, "ask1": 51.92, "bid_qty1": 75, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-01T10:12:12", "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": 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": 34.2393, "price_vs_vwap_pct": -1.1954, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1274, "prev_amount_yi": 0.0993, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:08", "open": 34.19, "high": 34.29, "low": 34.19, "close": 34.29, "amount_yi": 0.0332 }, { "time": "10:09", "open": 34.26, "high": 34.26, "low": 34.17, "close": 34.17, "amount_yi": 0.0337 }, { "time": "10:10", "open": 34.07, "high": 34.1, "low": 34.07, "close": 34.1, "amount_yi": 0.0153 }, { "time": "10:11", "open": 34.06, "high": 34.06, "low": 34.0, "close": 34.0, "amount_yi": 0.0378 }, { "time": "10:12", "open": 33.83, "high": 33.83, "low": 33.83, "close": 33.83, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 89427.2, "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": 33.83, "ts": "2026-07-01T10:12:09", "prev_close": 34.06, "open": 33.61, "high": 35.15, "low": 33.33, "bid1": 33.83, "ask1": 33.85, "bid_qty1": 8, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY", "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "CORE_TREND_TACTICAL_ADD", "trigger_price": 135.2, "exec_low": 133.69, "exec_high": 136.08, "invalid_price": 131.82, "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-01T10:12:12", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 131.5, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": 136.08, "max_chase_pct": 0.8, "base_exec_high": 136.08, "dynamic_exec_high": 136.08, "entry_zone_low": 133.69, "entry_zone_high": 136.08, "entry_risk_pct": null, "intraday_vwap": 133.69, "price_vs_vwap_pct": 1.1315, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 25.0, "target_position_pct": 25.0, "target_amount": 279258.0, "current_position_value": 270400.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 2000, "t0_protection_qty_cap": 2000, "ma5": null, "quote": { "last": 135.2, "ts": "2026-07-01T10:12:09", "prev_close": 131.5, "open": 128.59, "high": 136.98, "low": 127.01, "bid1": 134.91, "ask1": 135.0, "bid_qty1": 3, "ask_qty1": 26 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 356438.0, "market_value": 760594.0, "total_value": 1117032.0, "unrealized_pnl": 104934.99999999996, "unrealized_pnl_pct_of_initial": 10.493499999999996, "realized_pnl": 12097.000000000044, "realized_pnl_pct_of_initial": 1.2097000000000044, "total_pnl": 117032.0, "total_pnl_pct": 11.703200000000002 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 2000, "sellable_qty": 2000, "avg_cost": 110.65, "last_price": 135.2, "market_value": 270400.0, "unrealized_pnl": 49099.99999999996, "unrealized_pnl_pct": 22.18707636692272, "updated_at": "2026-07-01T10:12:12", "prev_close": 131.5, "holding_days": 10, "position_pct_of_total": 24.2070057079833 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1800, "sellable_qty": 1600, "avg_cost": 83.20444444444445, "last_price": 109.5, "market_value": 197100.0, "unrealized_pnl": 47331.99999999999, "unrealized_pnl_pct": 31.603546819080176, "updated_at": "2026-07-01T10:12:12", "prev_close": 103.55, "holding_days": 6, "position_pct_of_total": 17.64497346539759 }, { "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": "2026-07-01T10:12:12", "prev_close": 3.35, "holding_days": null, "position_pct_of_total": 6.342521968931955 }, { "symbol": "SHSE.688150", "name": "莱特光电", "quantity": 900, "sellable_qty": 0, "avg_cost": 70.8, "last_price": 72.06, "market_value": 64854.0, "unrealized_pnl": 1134.0000000000045, "unrealized_pnl_pct": 1.7796610169491522, "updated_at": "2026-07-01T10:12:12", "prev_close": 68.62, "holding_days": null, "position_pct_of_total": 5.805921406011645 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 0, "avg_cost": 57.27, "last_price": 57.29, "market_value": 63019.0, "unrealized_pnl": 21.999999999995623, "unrealized_pnl_pct": 0.034922297887196585, "updated_at": "2026-07-01T10:12:12", "prev_close": 55.78, "holding_days": null, "position_pct_of_total": 5.641646792571744 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 500, "sellable_qty": 0, "avg_cost": 120.5, "last_price": 117.45, "market_value": 58725.0, "unrealized_pnl": -1524.9999999999986, "unrealized_pnl_pct": -2.5311203319502096, "updated_at": "2026-07-01T10:12:12", "prev_close": 118.17, "holding_days": null, "position_pct_of_total": 5.257235244827363 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 39.95, "last_price": 44.56, "market_value": 35648.0, "unrealized_pnl": 3687.9999999999995, "unrealized_pnl_pct": 11.539424280350442, "updated_at": "2026-07-01T10:12:12", "prev_close": 45.6, "holding_days": 9, "position_pct_of_total": 3.191314125289159 } ], "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": [ { "event_id": "20260630:20260701:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY", "plan_id": "20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD", "symbol": "SZSE.300236", "name": "上海新阳", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "CORE_TREND_TACTICAL_ADD", "trigger_price": 135.2, "exec_low": 133.69, "exec_high": 136.08, "invalid_price": 131.82, "confirm_rule": "core_position_reclaims_vwap_after_intraday_flush", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-01T10:12:12", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 131.5, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": 136.08, "max_chase_pct": 0.8, "base_exec_high": 136.08, "dynamic_exec_high": 136.08, "entry_zone_low": 133.69, "entry_zone_high": 136.08, "entry_risk_pct": null, "intraday_vwap": 133.69, "price_vs_vwap_pct": 1.1315, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 25.0, "target_position_pct": 25.0, "target_amount": 279258.0, "current_position_value": 270400.0, "cash_before_order": 356438.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 2000, "t0_protection_qty_cap": 2000, "ma5": null, "quote": { "last": 135.2, "ts": "2026-07-01T10:12:09", "prev_close": 131.5, "open": 128.59, "high": 136.98, "low": 127.01, "bid1": 134.91, "ask1": 135.0, "bid_qty1": 3, "ask_qty1": 26 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "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": 134, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 5, "filled_official_orders": 5, "position_add_signals": 1, "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 } }