{ "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": true, "reason": "structural_hotspot_hot_theme_entry_only", "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": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.5714, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3617, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.300403", "SZSE.003021" ], "top_return_pct": 15.5558 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SZSE.000990", "SHSE.603212" ], "top_return_pct": 13.4777 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.002403", "SZSE.300503" ], "top_return_pct": 9.9776 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 7.7176 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.24137931034484, "last": 6.46, "vwap": 5.834676497075402, "above_vwap": true, "amount": 587637693.0 }, { "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": 15.555759860255591, "last": 125.69, "vwap": 119.24825305723805, "above_vwap": true, "amount": 675921517.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 13.477672530446538, "last": 41.93, "vwap": 40.53564198052411, "above_vwap": true, "amount": 1506462545.0 }, { "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": 3.5879473569033515, "above_vwap": true, "amount": 345946655.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.02444987775062, "last": 9.0, "vwap": 8.660601318324035, "above_vwap": true, "amount": 311126906.0 }, { "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": 39.03001648839471, "above_vwap": false, "amount": 461588490.0 }, { "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": 9.977578475336335, "last": 9.81, "vwap": 9.526015363584428, "above_vwap": true, "amount": 93377813.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.967320261437917, "last": 13.46, "vwap": 13.096484592938024, "above_vwap": true, "amount": 469004758.0 }, { "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": 8.364030335861328, "last": 100.02, "vwap": 99.42465626625065, "above_vwap": true, "amount": 3919469087.0 }, { "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": 8.284313725490211, "last": 22.09, "vwap": 21.782001659454778, "above_vwap": true, "amount": 586233365.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.717629846378937, "last": 29.45, "vwap": 28.37907801911113, "above_vwap": true, "amount": 367673659.0 }, { "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": 6.9434502505368645, "last": 29.88, "vwap": 30.48091126796764, "above_vwap": false, "amount": 2205787721.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot", "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": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.5714, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3617, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.300403", "SZSE.003021" ], "top_return_pct": 15.5558 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SZSE.000990", "SHSE.603212" ], "top_return_pct": 13.4777 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.002403", "SZSE.300503" ], "top_return_pct": 9.9776 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 7.7176 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.24137931034484, "last": 6.46, "vwap": 5.834676497075402, "above_vwap": true, "amount": 587637693.0 }, { "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": 15.555759860255591, "last": 125.69, "vwap": 119.24825305723805, "above_vwap": true, "amount": 675921517.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 13.477672530446538, "last": 41.93, "vwap": 40.53564198052411, "above_vwap": true, "amount": 1506462545.0 }, { "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": 3.5879473569033515, "above_vwap": true, "amount": 345946655.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.02444987775062, "last": 9.0, "vwap": 8.660601318324035, "above_vwap": true, "amount": 311126906.0 }, { "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": 39.03001648839471, "above_vwap": false, "amount": 461588490.0 }, { "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": 9.977578475336335, "last": 9.81, "vwap": 9.526015363584428, "above_vwap": true, "amount": 93377813.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.967320261437917, "last": 13.46, "vwap": 13.096484592938024, "above_vwap": true, "amount": 469004758.0 }, { "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": 8.364030335861328, "last": 100.02, "vwap": 99.42465626625065, "above_vwap": true, "amount": 3919469087.0 }, { "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": 8.284313725490211, "last": 22.09, "vwap": 21.782001659454778, "above_vwap": true, "amount": 586233365.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.717629846378937, "last": 29.45, "vwap": 28.37907801911113, "above_vwap": true, "amount": 367673659.0 }, { "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": 6.9434502505368645, "last": 29.88, "vwap": 30.48091126796764, "above_vwap": false, "amount": 2205787721.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate" } }, "intraday_market_repair_gate": { "passed": true, "reason": "structural_hotspot_hot_theme_entry_only", "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": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.5714, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3617, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.300403", "SZSE.003021" ], "top_return_pct": 15.5558 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SZSE.000990", "SHSE.603212" ], "top_return_pct": 13.4777 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.002403", "SZSE.300503" ], "top_return_pct": 9.9776 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 7.7176 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.24137931034484, "last": 6.46, "vwap": 5.834676497075402, "above_vwap": true, "amount": 587637693.0 }, { "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": 15.555759860255591, "last": 125.69, "vwap": 119.24825305723805, "above_vwap": true, "amount": 675921517.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 13.477672530446538, "last": 41.93, "vwap": 40.53564198052411, "above_vwap": true, "amount": 1506462545.0 }, { "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": 3.5879473569033515, "above_vwap": true, "amount": 345946655.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.02444987775062, "last": 9.0, "vwap": 8.660601318324035, "above_vwap": true, "amount": 311126906.0 }, { "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": 39.03001648839471, "above_vwap": false, "amount": 461588490.0 }, { "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": 9.977578475336335, "last": 9.81, "vwap": 9.526015363584428, "above_vwap": true, "amount": 93377813.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.967320261437917, "last": 13.46, "vwap": 13.096484592938024, "above_vwap": true, "amount": 469004758.0 }, { "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": 8.364030335861328, "last": 100.02, "vwap": 99.42465626625065, "above_vwap": true, "amount": 3919469087.0 }, { "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": 8.284313725490211, "last": 22.09, "vwap": 21.782001659454778, "above_vwap": true, "amount": 586233365.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.717629846378937, "last": 29.45, "vwap": 28.37907801911113, "above_vwap": true, "amount": 367673659.0 }, { "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": 6.9434502505368645, "last": 29.88, "vwap": 30.48091126796764, "above_vwap": false, "amount": 2205787721.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.5714, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3617, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.300403", "SZSE.003021" ], "top_return_pct": 15.5558 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SZSE.000990", "SHSE.603212" ], "top_return_pct": 13.4777 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.002403", "SZSE.300503" ], "top_return_pct": 9.9776 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 7.7176 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.24137931034484, "last": 6.46, "vwap": 5.834676497075402, "above_vwap": true, "amount": 587637693.0 }, { "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": 15.555759860255591, "last": 125.69, "vwap": 119.24825305723805, "above_vwap": true, "amount": 675921517.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 13.477672530446538, "last": 41.93, "vwap": 40.53564198052411, "above_vwap": true, "amount": 1506462545.0 }, { "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": 3.5879473569033515, "above_vwap": true, "amount": 345946655.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.02444987775062, "last": 9.0, "vwap": 8.660601318324035, "above_vwap": true, "amount": 311126906.0 }, { "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": 39.03001648839471, "above_vwap": false, "amount": 461588490.0 }, { "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": 9.977578475336335, "last": 9.81, "vwap": 9.526015363584428, "above_vwap": true, "amount": 93377813.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.967320261437917, "last": 13.46, "vwap": 13.096484592938024, "above_vwap": true, "amount": 469004758.0 }, { "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": 8.364030335861328, "last": 100.02, "vwap": 99.42465626625065, "above_vwap": true, "amount": 3919469087.0 }, { "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": 8.284313725490211, "last": 22.09, "vwap": 21.782001659454778, "above_vwap": true, "amount": 586233365.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.717629846378937, "last": 29.45, "vwap": 28.37907801911113, "above_vwap": true, "amount": 367673659.0 }, { "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": 6.9434502505368645, "last": 29.88, "vwap": 30.48091126796764, "above_vwap": false, "amount": 2205787721.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-07-01T13:18:26", "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 29.3365, "price_vs_vwap_pct": -0.4653, "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": 0.0747, "prev_amount_yi": 0.046, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 29.04, "high": 29.04, "low": 29.04, "close": 29.04, "amount_yi": 0.0412 }, { "time": "13:17", "open": 29.08, "high": 29.14, "low": 29.08, "close": 29.14, "amount_yi": 0.0186 }, { "time": "13:18", "open": 29.2, "high": 29.2, "low": 29.2, "close": 29.2, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.2, "ts": "2026-07-01T13:18:24", "prev_close": 29.31, "open": 29.04, "high": 29.79, "low": 28.72, "bid1": 29.2, "ask1": 29.21, "bid_qty1": 2, "ask_qty1": 14 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 3.5879, "price_vs_vwap_pct": 2.8457, "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": "2026-07-01T13:18:24", "prev_close": 3.35, "open": 3.3, "high": 3.69, "low": 3.26, "bid1": 3.69, "ask1": 0.0, "bid_qty1": 463488, "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": "2026-07-01T13:18:26", "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": 13.0278, "price_vs_vwap_pct": 0.0169, "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": 0.0059, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0016 }, { "time": "13:17", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0017 }, { "time": "13:18", "open": 13.03, "high": 13.03, "low": 13.03, "close": 13.03, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.03, "ts": "2026-07-01T13:18:18", "prev_close": 13.03, "open": 13.02, "high": 13.16, "low": 12.74, "bid1": 13.03, "ask1": 13.04, "bid_qty1": 60, "ask_qty1": 45 }, "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": "2026-07-01T13:18:26", "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": 0.2818, "prev_amount_yi": 0.3569, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 411.68, "high": 411.68, "low": 411.17, "close": 411.17, "amount_yi": 0.0677 }, { "time": "13:17", "open": 411.7, "high": 411.7, "low": 411.56, "close": 411.56, "amount_yi": 0.1669 }, { "time": "13:18", "open": 411.69, "high": 411.69, "low": 411.69, "close": 411.69, "amount_yi": 0.0472 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 411.69, "ts": "2026-07-01T13:18:22", "prev_close": 417.86, "open": 406.0, "high": 421.88, "low": 400.28, "bid1": 411.5, "ask1": 411.69, "bid_qty1": 6, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "sim_reason": "invalid_price_broken", "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": 2.6714, "price_vs_vwap_pct": -0.4267, "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": 0.0117, "prev_amount_yi": 0.0661, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.177, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0061 }, { "time": "13:17", "open": 2.67, "high": 2.67, "low": 2.66, "close": 2.66, "amount_yi": 0.0023 }, { "time": "13:18", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.66, "ts": "2026-07-01T13:18:24", "prev_close": 2.73, "open": 2.71, "high": 2.73, "low": 2.64, "bid1": 2.66, "ask1": 2.67, "bid_qty1": 36350, "ask_qty1": 12928 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 0.0346, "prev_amount_yi": 0.0548, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6314, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 22.08, "high": 22.08, "low": 22.03, "close": 22.03, "amount_yi": 0.0083 }, { "time": "13:17", "open": 22.05, "high": 22.08, "low": 22.05, "close": 22.08, "amount_yi": 0.017 }, { "time": "13:18", "open": 22.09, "high": 22.09, "low": 22.09, "close": 22.09, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.09, "ts": "2026-07-01T13:18:24", "prev_close": 20.4, "open": 20.18, "high": 22.58, "low": 20.18, "bid1": 22.07, "ask1": 22.08, "bid_qty1": 17, "ask_qty1": 9 }, "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": "2026-07-01T13:18:26", "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": 257.7459, "price_vs_vwap_pct": -2.8811, "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": 0.0675, "prev_amount_yi": 0.2085, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3237, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 249.25, "high": 249.33, "low": 249.25, "close": 249.33, "amount_yi": 0.0187 }, { "time": "13:17", "open": 249.57, "high": 250.28, "low": 249.57, "close": 250.28, "amount_yi": 0.0275 }, { "time": "13:18", "open": 250.32, "high": 250.32, "low": 250.32, "close": 250.32, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 250.32, "ts": "2026-07-01T13:18:24", "prev_close": 264.87, "open": 262.0, "high": 266.23, "low": 248.59, "bid1": 250.32, "ask1": 250.33, "bid_qty1": 14, "ask_qty1": 2 }, "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": "2026-07-01T13:18:26", "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": 118.1186, "price_vs_vwap_pct": -0.0835, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.02, "ts": "2026-07-01T13:18:24", "prev_close": 118.17, "open": 118.35, "high": 121.5, "low": 116.3, "bid1": 118.0, "ask1": 118.02, "bid_qty1": 7, "ask_qty1": 9 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "sim_reason": "near_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": 0.0898, "prev_amount_yi": 0.1151, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 37.27, "high": 37.27, "low": 37.23, "close": 37.23, "amount_yi": 0.0383 }, { "time": "13:17", "open": 37.2, "high": 37.25, "low": 37.2, "close": 37.25, "amount_yi": 0.036 }, { "time": "13:18", "open": 37.3, "high": 37.3, "low": 37.3, "close": 37.3, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.3, "ts": "2026-07-01T13:18:22", "prev_close": 36.76, "open": 36.95, "high": 37.99, "low": 36.31, "bid1": 37.3, "ask1": 37.32, "bid_qty1": 32, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 16.3893, "price_vs_vwap_pct": -0.6059, "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": 0.0193, "prev_amount_yi": 0.0144, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 16.26, "high": 16.26, "low": 16.26, "close": 16.26, "amount_yi": 0.0072 }, { "time": "13:17", "open": 16.27, "high": 16.29, "low": 16.27, "close": 16.29, "amount_yi": 0.0099 }, { "time": "13:18", "open": 16.29, "high": 16.29, "low": 16.29, "close": 16.29, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.29, "ts": "2026-07-01T13:18:24", "prev_close": 16.4, "open": 16.26, "high": 16.66, "low": 16.11, "bid1": 16.29, "ask1": 16.3, "bid_qty1": 122, "ask_qty1": 78 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 40.5356, "price_vs_vwap_pct": 3.4399, "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": 0.0938, "prev_amount_yi": 0.1265, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:16", "open": 41.59, "high": 41.59, "low": 41.47, "close": 41.47, "amount_yi": 0.0328 }, { "time": "13:17", "open": 41.61, "high": 41.61, "low": 41.57, "close": 41.57, "amount_yi": 0.0304 }, { "time": "13:18", "open": 41.93, "high": 41.93, "low": 41.93, "close": 41.93, "amount_yi": 0.0306 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130374.36, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.93, "ts": "2026-07-01T13:18:24", "prev_close": 36.95, "open": 36.59, "high": 42.35, "low": 36.21, "bid1": 41.93, "ask1": 41.97, "bid_qty1": 25, "ask_qty1": 19 }, "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": "2026-07-01T13:18:26", "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": 69.45, "ts": "2026-07-01T13:18:20", "prev_close": 68.62, "open": 71.01, "high": 73.79, "low": 68.66, "bid1": 69.45, "ask1": 69.57, "bid_qty1": 98, "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": "2026-07-01T13:18:26", "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": 4.9756, "intraday_vwap": 57.3059, "price_vs_vwap_pct": -0.0626, "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": 57.27, "ts": "2026-07-01T13:18:24", "prev_close": 55.78, "open": 55.82, "high": 58.38, "low": 55.82, "bid1": 57.27, "ask1": 57.28, "bid_qty1": 3, "ask_qty1": 4 }, "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": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": 25.9498, "price_vs_vwap_pct": -0.6543, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2143, "prev_amount_yi": 0.1808, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1853, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 25.73, "high": 25.73, "low": 25.71, "close": 25.71, "amount_yi": 0.0467 }, { "time": "13:15", "open": 25.71, "high": 25.74, "low": 25.71, "close": 25.74, "amount_yi": 0.0712 }, { "time": "13:16", "open": 25.71, "high": 25.71, "low": 25.69, "close": 25.69, "amount_yi": 0.049 }, { "time": "13:17", "open": 25.73, "high": 25.76, "low": 25.73, "close": 25.76, "amount_yi": 0.0265 }, { "time": "13:18", "open": 25.78, "high": 25.78, "low": 25.78, "close": 25.78, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.78, "ts": "2026-07-01T13:18:24", "prev_close": 26.04, "open": 26.0, "high": 26.5, "low": 25.52, "bid1": 25.77, "ask1": 25.78, "bid_qty1": 35, "ask_qty1": 482 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": null, "intraday_vwap": 7.2114, "price_vs_vwap_pct": -0.5741, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0306, "prev_amount_yi": 0.0659, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 7.18, "high": 7.18, "low": 7.17, "close": 7.17, "amount_yi": 0.0065 }, { "time": "13:15", "open": 7.16, "high": 7.17, "low": 7.16, "close": 7.17, "amount_yi": 0.007 }, { "time": "13:16", "open": 7.17, "high": 7.17, "low": 7.16, "close": 7.16, "amount_yi": 0.0034 }, { "time": "13:17", "open": 7.16, "high": 7.17, "low": 7.16, "close": 7.17, "amount_yi": 0.0105 }, { "time": "13:18", "open": 7.17, "high": 7.17, "low": 7.17, "close": 7.17, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.17, "ts": "2026-07-01T13:18:24", "prev_close": 7.24, "open": 7.18, "high": 7.29, "low": 7.11, "bid1": 7.17, "ask1": 7.18, "bid_qty1": 641, "ask_qty1": 743 }, "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": "2026-07-01T13:18:26", "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": 13.1222, "price_vs_vwap_pct": -0.2454, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.117, "prev_amount_yi": 0.1227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 13.04, "high": 13.04, "low": 13.01, "close": 13.01, "amount_yi": 0.0478 }, { "time": "13:15", "open": 13.04, "high": 13.06, "low": 13.04, "close": 13.06, "amount_yi": 0.019 }, { "time": "13:16", "open": 13.07, "high": 13.07, "low": 13.05, "close": 13.05, "amount_yi": 0.0259 }, { "time": "13:17", "open": 13.06, "high": 13.06, "low": 13.06, "close": 13.06, "amount_yi": 0.0124 }, { "time": "13:18", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.09, "ts": "2026-07-01T13:18:24", "prev_close": 13.81, "open": 13.55, "high": 13.62, "low": 12.85, "bid1": 13.09, "ask1": 13.1, "bid_qty1": 2, "ask_qty1": 208 }, "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": "2026-07-01T13:18:26", "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": 8.5214, "price_vs_vwap_pct": 0.5703, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.4654, "prev_amount_yi": 3.2397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 8.5, "high": 8.5, "low": 8.49, "close": 8.49, "amount_yi": 1.3121 }, { "time": "13:15", "open": 8.47, "high": 8.47, "low": 8.47, "close": 8.47, "amount_yi": 0.9069 }, { "time": "13:16", "open": 8.48, "high": 8.48, "low": 8.48, "close": 8.48, "amount_yi": 0.7949 }, { "time": "13:17", "open": 8.5, "high": 8.53, "low": 8.5, "close": 8.53, "amount_yi": 0.8077 }, { "time": "13:18", "open": 8.57, "high": 8.57, "low": 8.57, "close": 8.57, "amount_yi": 0.6438 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.57, "ts": "2026-07-01T13:18:24", "prev_close": 8.68, "open": 8.49, "high": 8.81, "low": 8.31, "bid1": 8.56, "ask1": 8.57, "bid_qty1": 18, "ask_qty1": 260 }, "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": "2026-07-01T13:18:26", "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": 16.5417, "price_vs_vwap_pct": 0.8361, "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": 0.2579, "prev_amount_yi": 0.4, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 16.69, "high": 16.69, "low": 16.65, "close": 16.65, "amount_yi": 0.0442 }, { "time": "13:15", "open": 16.67, "high": 16.67, "low": 16.62, "close": 16.62, "amount_yi": 0.0935 }, { "time": "13:16", "open": 16.66, "high": 16.67, "low": 16.66, "close": 16.67, "amount_yi": 0.0513 }, { "time": "13:17", "open": 16.7, "high": 16.7, "low": 16.69, "close": 16.69, "amount_yi": 0.0493 }, { "time": "13:18", "open": 16.68, "high": 16.68, "low": 16.68, "close": 16.68, "amount_yi": 0.0196 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 16.3, "open": 16.05, "high": 16.94, "low": 15.93, "bid1": 16.68, "ask1": 16.69, "bid_qty1": 258, "ask_qty1": 351 }, "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": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 62.0, "exec_low": 62.0, "exec_high": 62.93, "invalid_price": 60.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 63.86, "max_chase_pct": 1.5, "base_exec_high": 62.93, "dynamic_exec_high": null, "entry_zone_low": 61.07, "entry_zone_high": 62.93, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0903, "prev_amount_yi": 0.2178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 61.0, "high": 61.0, "low": 60.89, "close": 60.89, "amount_yi": 0.0225 }, { "time": "13:15", "open": 60.75, "high": 60.75, "low": 60.75, "close": 60.75, "amount_yi": 0.0248 }, { "time": "13:16", "open": 60.69, "high": 60.69, "low": 60.69, "close": 60.69, "amount_yi": 0.0193 }, { "time": "13:17", "open": 60.82, "high": 60.88, "low": 60.82, "close": 60.88, "amount_yi": 0.0159 }, { "time": "13:18", "open": 60.99, "high": 60.99, "low": 60.99, "close": 60.99, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.99, "ts": "2026-07-01T13:18:24", "prev_close": 62.0, "open": 62.01, "high": 62.89, "low": 58.3, "bid1": 60.9, "ask1": 60.99, "bid_qty1": 43, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300115:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300115:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300115", "name": "长盈精密", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.14, "exec_low": 28.14, "exec_high": 28.56, "invalid_price": 27.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "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": 30.4809, "price_vs_vwap_pct": -1.9714, "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": 0.4361, "prev_amount_yi": 0.5512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 29.83, "high": 29.83, "low": 29.8, "close": 29.8, "amount_yi": 0.1189 }, { "time": "13:15", "open": 29.76, "high": 29.77, "low": 29.76, "close": 29.77, "amount_yi": 0.1277 }, { "time": "13:16", "open": 29.8, "high": 29.8, "low": 29.75, "close": 29.75, "amount_yi": 0.0615 }, { "time": "13:17", "open": 29.78, "high": 29.83, "low": 29.78, "close": 29.83, "amount_yi": 0.0952 }, { "time": "13:18", "open": 29.88, "high": 29.88, "low": 29.88, "close": 29.88, "amount_yi": 0.0328 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.88, "ts": "2026-07-01T13:18:24", "prev_close": 27.94, "open": 27.96, "high": 31.86, "low": 27.96, "bid1": 29.88, "ask1": 29.89, "bid_qty1": 10, "ask_qty1": 25 }, "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": "2026-07-01T13:18:26", "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": 74.4822, "price_vs_vwap_pct": -1.077, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2404, "prev_amount_yi": 0.1912, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 73.71, "high": 73.71, "low": 73.6, "close": 73.6, "amount_yi": 0.0635 }, { "time": "13:15", "open": 73.58, "high": 73.64, "low": 73.58, "close": 73.64, "amount_yi": 0.0499 }, { "time": "13:16", "open": 73.51, "high": 73.51, "low": 73.51, "close": 73.51, "amount_yi": 0.085 }, { "time": "13:17", "open": 73.6, "high": 73.72, "low": 73.6, "close": 73.72, "amount_yi": 0.0315 }, { "time": "13:18", "open": 73.68, "high": 73.68, "low": 73.68, "close": 73.68, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 73.68, "ts": "2026-07-01T13:18:24", "prev_close": 71.11, "open": 71.48, "high": 75.9, "low": 70.44, "bid1": 73.68, "ask1": 73.71, "bid_qty1": 5, "ask_qty1": 38 }, "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": "OBSERVE", "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": "2026-07-01T13:18:26", "sim_reason": "minute_energy_ratio_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": 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": 3.5976, "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": 0.3312, "prev_amount_yi": 0.3984, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8313, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 133.25, "high": 133.38, "low": 133.25, "close": 133.38, "amount_yi": 0.0537 }, { "time": "13:15", "open": 133.55, "high": 133.77, "low": 133.55, "close": 133.77, "amount_yi": 0.0671 }, { "time": "13:16", "open": 133.72, "high": 133.72, "low": 133.5, "close": 133.5, "amount_yi": 0.1015 }, { "time": "13:17", "open": 133.67, "high": 133.67, "low": 133.65, "close": 133.65, "amount_yi": 0.0892 }, { "time": "13:18", "open": 133.68, "high": 133.68, "low": 133.68, "close": 133.68, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 133.68, "ts": "2026-07-01T13:18:22", "prev_close": 130.55, "open": 132.5, "high": 135.98, "low": 129.3, "bid1": 133.68, "ask1": 133.7, "bid_qty1": 20, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 68.1285, "price_vs_vwap_pct": 0.56, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2344, "prev_amount_yi": 0.2901, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 68.58, "high": 68.58, "low": 68.52, "close": 68.52, "amount_yi": 0.0391 }, { "time": "13:15", "open": 68.44, "high": 68.46, "low": 68.44, "close": 68.46, "amount_yi": 0.0893 }, { "time": "13:16", "open": 68.45, "high": 68.45, "low": 68.42, "close": 68.42, "amount_yi": 0.038 }, { "time": "13:17", "open": 68.5, "high": 68.5, "low": 68.49, "close": 68.49, "amount_yi": 0.0474 }, { "time": "13:18", "open": 68.51, "high": 68.51, "low": 68.51, "close": 68.51, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.51, "ts": "2026-07-01T13:18:24", "prev_close": 65.52, "open": 65.46, "high": 70.72, "low": 64.8, "bid1": 68.5, "ask1": 68.51, "bid_qty1": 191, "ask_qty1": 6 }, "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": "2026-07-01T13:18:26", "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": 0.0261, "prev_amount_yi": 0.0182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 10.94, "high": 10.94, "low": 10.92, "close": 10.92, "amount_yi": 0.0103 }, { "time": "13:15", "open": 10.91, "high": 10.92, "low": 10.91, "close": 10.92, "amount_yi": 0.0054 }, { "time": "13:16", "open": 10.93, "high": 10.93, "low": 10.93, "close": 10.93, "amount_yi": 0.0017 }, { "time": "13:17", "open": 10.92, "high": 10.92, "low": 10.92, "close": 10.92, "amount_yi": 0.0025 }, { "time": "13:18", "open": 10.93, "high": 10.93, "low": 10.93, "close": 10.93, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.93, "ts": "2026-07-01T13:18:24", "prev_close": 11.01, "open": 10.97, "high": 11.29, "low": 10.8, "bid1": 10.92, "ask1": 10.93, "bid_qty1": 2, "ask_qty1": 266 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002281:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.002281:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002281", "name": "光迅科技", "side": "BUY", "priority": "W11", "status": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 254.5701, "price_vs_vwap_pct": -3.9164, "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": 1.5239, "prev_amount_yi": 1.925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7916, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:14", "open": 243.42, "high": 243.66, "low": 243.42, "close": 243.66, "amount_yi": 0.3963 }, { "time": "13:15", "open": 243.6, "high": 243.6, "low": 243.18, "close": 243.18, "amount_yi": 0.2618 }, { "time": "13:16", "open": 243.18, "high": 243.18, "low": 243.0, "close": 243.0, "amount_yi": 0.3961 }, { "time": "13:17", "open": 243.24, "high": 244.0, "low": 243.24, "close": 244.0, "amount_yi": 0.413 }, { "time": "13:18", "open": 244.6, "high": 244.6, "low": 244.6, "close": 244.6, "amount_yi": 0.0567 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 244.6, "ts": "2026-07-01T13:18:24", "prev_close": 256.94, "open": 258.0, "high": 264.88, "low": 243.0, "bid1": 244.59, "ask1": 244.62, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 5.8347, "price_vs_vwap_pct": 10.7169, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5579, "prev_amount_yi": 0.3688, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 6.05, "high": 6.12, "low": 6.05, "close": 6.12, "amount_yi": 0.072 }, { "time": "13:15", "open": 6.2, "high": 6.2, "low": 6.18, "close": 6.18, "amount_yi": 0.1839 }, { "time": "13:16", "open": 6.2, "high": 6.23, "low": 6.2, "close": 6.23, "amount_yi": 0.107 }, { "time": "13:17", "open": 6.32, "high": 6.42, "low": 6.32, "close": 6.42, "amount_yi": 0.1248 }, { "time": "13:18", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 0.0702 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.46, "ts": "2026-07-01T13:18:24", "prev_close": 5.51, "open": 5.88, "high": 6.5, "low": 5.6, "bid1": 6.43, "ask1": 6.46, "bid_qty1": 97, "ask_qty1": 2 }, "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": "2026-07-01T13:18:26", "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": 44.5658, "price_vs_vwap_pct": -2.3691, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1374, "prev_amount_yi": 0.1179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 43.57, "high": 43.57, "low": 43.49, "close": 43.49, "amount_yi": 0.0431 }, { "time": "13:15", "open": 43.5, "high": 43.53, "low": 43.5, "close": 43.53, "amount_yi": 0.019 }, { "time": "13:16", "open": 43.49, "high": 43.49, "low": 43.4, "close": 43.4, "amount_yi": 0.0408 }, { "time": "13:17", "open": 43.36, "high": 43.45, "low": 43.36, "close": 43.45, "amount_yi": 0.0268 }, { "time": "13:18", "open": 43.51, "high": 43.51, "low": 43.51, "close": 43.51, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.51, "ts": "2026-07-01T13:18:24", "prev_close": 46.2, "open": 47.54, "high": 48.2, "low": 42.65, "bid1": 43.51, "ask1": 43.52, "bid_qty1": 84, "ask_qty1": 11 }, "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": "2026-07-01T13:18:26", "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": 7.5922, "price_vs_vwap_pct": -1.4778, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1133, "prev_amount_yi": 0.1259, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8999, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 7.48, "high": 7.48, "low": 7.47, "close": 7.47, "amount_yi": 0.0406 }, { "time": "13:15", "open": 7.46, "high": 7.47, "low": 7.46, "close": 7.47, "amount_yi": 0.012 }, { "time": "13:16", "open": 7.47, "high": 7.47, "low": 7.46, "close": 7.46, "amount_yi": 0.0337 }, { "time": "13:17", "open": 7.47, "high": 7.47, "low": 7.47, "close": 7.47, "amount_yi": 0.0211 }, { "time": "13:18", "open": 7.48, "high": 7.48, "low": 7.48, "close": 7.48, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.48, "ts": "2026-07-01T13:18:24", "prev_close": 7.81, "open": 7.76, "high": 7.88, "low": 7.43, "bid1": 7.47, "ask1": 7.48, "bid_qty1": 1904, "ask_qty1": 912 }, "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": "2026-07-01T13:18:26", "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": 6.0567, "price_vs_vwap_pct": 0.0545, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.5347, "prev_amount_yi": 0.8848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7345, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 6.03, "high": 6.03, "low": 6.02, "close": 6.02, "amount_yi": 0.2806 }, { "time": "13:15", "open": 6.02, "high": 6.02, "low": 6.01, "close": 6.01, "amount_yi": 0.3597 }, { "time": "13:16", "open": 6.03, "high": 6.03, "low": 6.02, "close": 6.02, "amount_yi": 0.3118 }, { "time": "13:17", "open": 6.02, "high": 6.04, "low": 6.02, "close": 6.04, "amount_yi": 0.3095 }, { "time": "13:18", "open": 6.06, "high": 6.06, "low": 6.06, "close": 6.06, "amount_yi": 0.2731 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.06, "ts": "2026-07-01T13:18:24", "prev_close": 5.82, "open": 5.98, "high": 6.26, "low": 5.86, "bid1": 6.06, "ask1": 6.07, "bid_qty1": 3, "ask_qty1": 5900 }, "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": "2026-07-01T13:18:26", "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": 147.8668, "price_vs_vwap_pct": -0.194, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0259, "prev_amount_yi": 0.0281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 147.32, "high": 147.32, "low": 147.2, "close": 147.2, "amount_yi": 0.0022 }, { "time": "13:15", "open": 147.01, "high": 147.01, "low": 146.99, "close": 146.99, "amount_yi": 0.0151 }, { "time": "13:16", "open": 147.05, "high": 147.2, "low": 147.05, "close": 147.2, "amount_yi": 0.0015 }, { "time": "13:17", "open": 147.43, "high": 147.47, "low": 147.43, "close": 147.47, "amount_yi": 0.0062 }, { "time": "13:18", "open": 147.58, "high": 147.58, "low": 147.58, "close": 147.58, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 147.58, "ts": "2026-07-01T13:18:09", "prev_close": 148.98, "open": 147.0, "high": 149.9, "low": 145.01, "bid1": 147.58, "ask1": 147.7, "bid_qty1": 9, "ask_qty1": 2 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 28.62, "max_chase_pct": 1.5, "base_exec_high": 28.21, "dynamic_exec_high": null, "entry_zone_low": 27.37, "entry_zone_high": 28.21, "entry_risk_pct": null, "intraday_vwap": 27.8, "price_vs_vwap_pct": -0.2878, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0642, "prev_amount_yi": 0.058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 27.75, "high": 27.75, "low": 27.72, "close": 27.72, "amount_yi": 0.014 }, { "time": "13:15", "open": 27.68, "high": 27.68, "low": 27.63, "close": 27.63, "amount_yi": 0.0248 }, { "time": "13:16", "open": 27.58, "high": 27.59, "low": 27.58, "close": 27.59, "amount_yi": 0.0133 }, { "time": "13:17", "open": 27.63, "high": 27.66, "low": 27.63, "close": 27.66, "amount_yi": 0.0104 }, { "time": "13:18", "open": 27.72, "high": 27.72, "low": 27.72, "close": 27.72, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.72, "ts": "2026-07-01T13:18:24", "prev_close": 27.68, "open": 27.26, "high": 28.66, "low": 26.82, "bid1": 27.72, "ask1": 27.73, "bid_qty1": 51, "ask_qty1": 20 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 27.0352, "price_vs_vwap_pct": -0.5741, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0334, "prev_amount_yi": 0.0577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 26.9, "high": 26.9, "low": 26.9, "close": 26.9, "amount_yi": 0.0027 }, { "time": "13:15", "open": 26.86, "high": 26.87, "low": 26.86, "close": 26.87, "amount_yi": 0.0183 }, { "time": "13:16", "open": 26.86, "high": 26.87, "low": 26.86, "close": 26.87, "amount_yi": 0.0034 }, { "time": "13:17", "open": 26.9, "high": 26.9, "low": 26.88, "close": 26.88, "amount_yi": 0.0066 }, { "time": "13:18", "open": 26.88, "high": 26.88, "low": 26.88, "close": 26.88, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 27.87, "open": 27.87, "high": 27.87, "low": 26.71, "bid1": 26.88, "ask1": 26.9, "bid_qty1": 33, "ask_qty1": 2 }, "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": "2026-07-01T13:18:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.25, "max_chase_pct": 1.5, "base_exec_high": 13.05, "dynamic_exec_high": null, "entry_zone_low": 12.67, "entry_zone_high": 13.05, "entry_risk_pct": 4.2978, "intraday_vwap": 12.851, "price_vs_vwap_pct": 1.3929, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0135, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 13.05, "high": 13.05, "low": 13.04, "close": 13.04, "amount_yi": 0.0019 }, { "time": "13:15", "open": 13.02, "high": 13.02, "low": 13.02, "close": 13.02, "amount_yi": 0.0035 }, { "time": "13:16", "open": 13.03, "high": 13.03, "low": 13.02, "close": 13.02, "amount_yi": 0.0009 }, { "time": "13:17", "open": 13.02, "high": 13.02, "low": 13.0, "close": 13.0, "amount_yi": 0.0064 }, { "time": "13:18", "open": 13.03, "high": 13.03, "low": 13.03, "close": 13.03, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.03, "ts": "2026-07-01T13:18:24", "prev_close": 12.82, "open": 12.83, "high": 13.14, "low": 12.62, "bid1": 13.02, "ask1": 13.03, "bid_qty1": 106, "ask_qty1": 154 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000810:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000810:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000810", "name": "创维数字", "side": "BUY", "priority": "W20", "status": "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": "2026-07-01T13:18:26", "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": 3.9201, "intraday_vwap": 13.424, "price_vs_vwap_pct": 0.7151, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.05, "prev_amount_yi": 0.0566, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 13.5, "high": 13.5, "low": 13.5, "close": 13.5, "amount_yi": 0.009 }, { "time": "13:15", "open": 13.49, "high": 13.5, "low": 13.49, "close": 13.5, "amount_yi": 0.0071 }, { "time": "13:16", "open": 13.51, "high": 13.51, "low": 13.5, "close": 13.5, "amount_yi": 0.0108 }, { "time": "13:17", "open": 13.53, "high": 13.54, "low": 13.53, "close": 13.54, "amount_yi": 0.0168 }, { "time": "13:18", "open": 13.52, "high": 13.52, "low": 13.52, "close": 13.52, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.52, "ts": "2026-07-01T13:18:24", "prev_close": 13.25, "open": 13.26, "high": 13.75, "low": 13.04, "bid1": 13.51, "ask1": 13.52, "bid_qty1": 37, "ask_qty1": 102 }, "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": "2026-07-01T13:18:26", "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": 9.9658, "price_vs_vwap_pct": -0.4596, "energy_floor_hint_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": 0.084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5988, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 9.97, "high": 9.97, "low": 9.97, "close": 9.97, "amount_yi": 0.0171 }, { "time": "13:15", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0225 }, { "time": "13:16", "open": 9.91, "high": 9.91, "low": 9.89, "close": 9.89, "amount_yi": 0.0322 }, { "time": "13:17", "open": 9.87, "high": 9.9, "low": 9.87, "close": 9.9, "amount_yi": 0.0512 }, { "time": "13:18", "open": 9.92, "high": 9.92, "low": 9.92, "close": 9.92, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.92, "ts": "2026-07-01T13:18:24", "prev_close": 10.43, "open": 10.16, "high": 10.22, "low": 9.73, "bid1": 9.92, "ask1": 9.93, "bid_qty1": 4, "ask_qty1": 165 }, "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": "2026-07-01T13:18:26", "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": 17.2238, "price_vs_vwap_pct": 0.4424, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0123, "prev_amount_yi": 0.0219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5616, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 17.29, "high": 17.29, "low": 17.26, "close": 17.26, "amount_yi": 0.0043 }, { "time": "13:15", "open": 17.26, "high": 17.27, "low": 17.26, "close": 17.27, "amount_yi": 0.0026 }, { "time": "13:16", "open": 17.26, "high": 17.27, "low": 17.26, "close": 17.27, "amount_yi": 0.003 }, { "time": "13:17", "open": 17.29, "high": 17.31, "low": 17.29, "close": 17.31, "amount_yi": 0.0021 }, { "time": "13:18", "open": 17.3, "high": 17.3, "low": 17.3, "close": 17.3, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:22", "prev_close": 16.53, "open": 16.44, "high": 17.68, "low": 16.38, "bid1": 17.29, "ask1": 17.3, "bid_qty1": 10, "ask_qty1": 4 }, "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": "2026-07-01T13:18:26", "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": 7.7166, "price_vs_vwap_pct": 1.0808, "energy_floor_hint_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": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 7.77, "high": 7.79, "low": 7.77, "close": 7.79, "amount_yi": 0.0089 }, { "time": "13:15", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0088 }, { "time": "13:16", "open": 7.79, "high": 7.79, "low": 7.77, "close": 7.77, "amount_yi": 0.0059 }, { "time": "13:17", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.0073 }, { "time": "13:18", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 7.75, "open": 7.73, "high": 7.82, "low": 7.58, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 24, "ask_qty1": 132 }, "previous_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 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": 5.6792, "price_vs_vwap_pct": 1.4227, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0233, "prev_amount_yi": 0.024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 5.75, "high": 5.76, "low": 5.75, "close": 5.76, "amount_yi": 0.0075 }, { "time": "13:15", "open": 5.75, "high": 5.75, "low": 5.74, "close": 5.74, "amount_yi": 0.0016 }, { "time": "13:16", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0044 }, { "time": "13:17", "open": 5.76, "high": 5.76, "low": 5.75, "close": 5.75, "amount_yi": 0.0066 }, { "time": "13:18", "open": 5.76, "high": 5.76, "low": 5.76, "close": 5.76, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.76, "ts": "2026-07-01T13:18:24", "prev_close": 5.73, "open": 5.75, "high": 5.79, "low": 5.61, "bid1": 5.76, "ask1": 5.77, "bid_qty1": 50, "ask_qty1": 1205 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 144.7852, "price_vs_vwap_pct": -3.3534, "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": 1.2979, "prev_amount_yi": 2.1977, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5906, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 139.99, "high": 139.99, "low": 139.88, "close": 139.88, "amount_yi": 0.4624 }, { "time": "13:15", "open": 139.87, "high": 139.87, "low": 139.69, "close": 139.69, "amount_yi": 0.3011 }, { "time": "13:16", "open": 139.92, "high": 139.92, "low": 139.71, "close": 139.71, "amount_yi": 0.2481 }, { "time": "13:17", "open": 139.8, "high": 139.8, "low": 139.79, "close": 139.79, "amount_yi": 0.1645 }, { "time": "13:18", "open": 139.93, "high": 139.93, "low": 139.93, "close": 139.93, "amount_yi": 0.1218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 139.93, "ts": "2026-07-01T13:18:24", "prev_close": 150.11, "open": 149.0, "high": 150.49, "low": 139.07, "bid1": 139.85, "ask1": 139.93, "bid_qty1": 2, "ask_qty1": 27 }, "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": "2026-07-01T13:18:26", "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": 5.5246, "price_vs_vwap_pct": 1.1838, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0941, "prev_amount_yi": 0.0744, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 5.59, "high": 5.59, "low": 5.59, "close": 5.59, "amount_yi": 0.0124 }, { "time": "13:15", "open": 5.59, "high": 5.59, "low": 5.59, "close": 5.59, "amount_yi": 0.0158 }, { "time": "13:16", "open": 5.59, "high": 5.59, "low": 5.58, "close": 5.58, "amount_yi": 0.0353 }, { "time": "13:17", "open": 5.58, "high": 5.59, "low": 5.58, "close": 5.59, "amount_yi": 0.0103 }, { "time": "13:18", "open": 5.59, "high": 5.59, "low": 5.59, "close": 5.59, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.59, "ts": "2026-07-01T13:18:24", "prev_close": 5.6, "open": 5.55, "high": 5.65, "low": 5.44, "bid1": 5.59, "ask1": 5.6, "bid_qty1": 930, "ask_qty1": 988 }, "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": "2026-07-01T13:18:26", "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": 9.6701, "price_vs_vwap_pct": -1.0351, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1164, "prev_amount_yi": 0.1079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0788, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 9.58, "high": 9.58, "low": 9.58, "close": 9.58, "amount_yi": 0.0526 }, { "time": "13:15", "open": 9.56, "high": 9.57, "low": 9.56, "close": 9.57, "amount_yi": 0.0181 }, { "time": "13:16", "open": 9.57, "high": 9.57, "low": 9.56, "close": 9.56, "amount_yi": 0.0241 }, { "time": "13:17", "open": 9.56, "high": 9.57, "low": 9.56, "close": 9.57, "amount_yi": 0.0194 }, { "time": "13:18", "open": 9.57, "high": 9.57, "low": 9.57, "close": 9.57, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.57, "ts": "2026-07-01T13:18:24", "prev_close": 9.91, "open": 9.9, "high": 9.94, "low": 9.5, "bid1": 9.57, "ask1": 9.58, "bid_qty1": 109, "ask_qty1": 99 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 67.779, "price_vs_vwap_pct": -2.1673, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0456, "prev_amount_yi": 0.0432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 66.3, "high": 66.37, "low": 66.3, "close": 66.37, "amount_yi": 0.01 }, { "time": "13:15", "open": 66.31, "high": 66.35, "low": 66.31, "close": 66.35, "amount_yi": 0.0036 }, { "time": "13:16", "open": 66.31, "high": 66.31, "low": 66.19, "close": 66.19, "amount_yi": 0.0116 }, { "time": "13:17", "open": 66.2, "high": 66.23, "low": 66.2, "close": 66.23, "amount_yi": 0.018 }, { "time": "13:18", "open": 66.31, "high": 66.31, "low": 66.31, "close": 66.31, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.31, "ts": "2026-07-01T13:18:24", "prev_close": 69.2, "open": 68.65, "high": 70.4, "low": 65.94, "bid1": 66.3, "ask1": 66.33, "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.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": "2026-07-01T13:18:26", "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": 0.0054, "prev_amount_yi": 0.0009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:13", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0005 }, { "time": "13:14", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0001 }, { "time": "13:15", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0009 }, { "time": "13:16", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.003 }, { "time": "13:17", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 1.86, "open": 1.77, "high": 1.77, "low": 1.77, "bid1": 0.0, "ask1": 1.77, "bid_qty1": 0, "ask_qty1": 4690856 }, "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": "2026-07-01T13:18:26", "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": 156.1712, "price_vs_vwap_pct": -2.4468, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8732, "prev_amount_yi": 0.6543, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3346, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 152.28, "high": 152.5, "low": 152.28, "close": 152.5, "amount_yi": 0.2752 }, { "time": "13:15", "open": 152.49, "high": 152.49, "low": 152.3, "close": 152.3, "amount_yi": 0.0797 }, { "time": "13:16", "open": 152.22, "high": 152.22, "low": 152.03, "close": 152.03, "amount_yi": 0.1216 }, { "time": "13:17", "open": 152.0, "high": 152.1, "low": 152.0, "close": 152.1, "amount_yi": 0.3454 }, { "time": "13:18", "open": 152.35, "high": 152.35, "low": 152.35, "close": 152.35, "amount_yi": 0.0513 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 152.35, "ts": "2026-07-01T13:18:22", "prev_close": 162.97, "open": 157.01, "high": 161.86, "low": 152.0, "bid1": 152.33, "ask1": 152.35, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-07-01T13:18:26", "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": 27.3201, "price_vs_vwap_pct": -0.5128, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0519, "prev_amount_yi": 0.0516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0058, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 27.18, "high": 27.18, "low": 27.15, "close": 27.15, "amount_yi": 0.0065 }, { "time": "13:15", "open": 27.15, "high": 27.15, "low": 27.14, "close": 27.14, "amount_yi": 0.0083 }, { "time": "13:16", "open": 27.11, "high": 27.11, "low": 27.09, "close": 27.09, "amount_yi": 0.0092 }, { "time": "13:17", "open": 27.07, "high": 27.14, "low": 27.07, "close": 27.14, "amount_yi": 0.0266 }, { "time": "13:18", "open": 27.18, "high": 27.18, "low": 27.18, "close": 27.18, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.18, "ts": "2026-07-01T13:18:24", "prev_close": 28.55, "open": 28.62, "high": 28.8, "low": 26.5, "bid1": 27.18, "ask1": 27.19, "bid_qty1": 73, "ask_qty1": 20 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 26.0144, "price_vs_vwap_pct": -0.7088, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1976, "prev_amount_yi": 0.1918, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0302, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 25.8, "high": 25.8, "low": 25.74, "close": 25.74, "amount_yi": 0.0444 }, { "time": "13:15", "open": 25.77, "high": 25.77, "low": 25.75, "close": 25.75, "amount_yi": 0.0697 }, { "time": "13:16", "open": 25.72, "high": 25.72, "low": 25.65, "close": 25.65, "amount_yi": 0.0227 }, { "time": "13:17", "open": 25.66, "high": 25.72, "low": 25.66, "close": 25.72, "amount_yi": 0.0375 }, { "time": "13:18", "open": 25.83, "high": 25.83, "low": 25.83, "close": 25.83, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.83, "ts": "2026-07-01T13:18:23", "prev_close": 26.71, "open": 26.41, "high": 26.84, "low": 25.1, "bid1": 25.82, "ask1": 25.83, "bid_qty1": 28, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002429:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002429:VWAP_RECLAIM", "symbol": "SZSE.002429", "name": "兆驰股份", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.65, "exec_low": 10.81, "exec_high": 10.81, "invalid_price": 10.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "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": 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": 10.6859, "price_vs_vwap_pct": -1.4589, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1821, "prev_amount_yi": 0.1233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 10.52, "high": 10.52, "low": 10.52, "close": 10.52, "amount_yi": 0.0903 }, { "time": "13:15", "open": 10.51, "high": 10.51, "low": 10.51, "close": 10.51, "amount_yi": 0.0188 }, { "time": "13:16", "open": 10.49, "high": 10.49, "low": 10.49, "close": 10.49, "amount_yi": 0.031 }, { "time": "13:17", "open": 10.49, "high": 10.52, "low": 10.49, "close": 10.52, "amount_yi": 0.0383 }, { "time": "13:18", "open": 10.53, "high": 10.53, "low": 10.53, "close": 10.53, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.53, "ts": "2026-07-01T13:18:24", "prev_close": 10.39, "open": 10.39, "high": 10.98, "low": 10.23, "bid1": 10.52, "ask1": 10.53, "bid_qty1": 419, "ask_qty1": 474 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603212:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.603212:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603212", "name": "赛伍技术", "side": "BUY", "priority": "W34", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "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": 13.0965, "price_vs_vwap_pct": 2.7756, "energy_floor_hint_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": 0.0401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0115 }, { "time": "13:15", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0213 }, { "time": "13:16", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0137 }, { "time": "13:17", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0025 }, { "time": "13:18", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.46, "ts": "2026-07-01T13:18:20", "prev_close": 12.24, "open": 12.51, "high": 13.46, "low": 12.48, "bid1": 13.46, "ask1": 0.0, "bid_qty1": 46089, "ask_qty1": 0 }, "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": "2026-07-01T13:18:26", "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": 7.6896, "price_vs_vwap_pct": 0.2653, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0532, "prev_amount_yi": 0.0598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 7.68, "high": 7.68, "low": 7.68, "close": 7.68, "amount_yi": 0.0095 }, { "time": "13:15", "open": 7.67, "high": 7.67, "low": 7.67, "close": 7.67, "amount_yi": 0.0095 }, { "time": "13:16", "open": 7.69, "high": 7.69, "low": 7.67, "close": 7.67, "amount_yi": 0.007 }, { "time": "13:17", "open": 7.69, "high": 7.7, "low": 7.69, "close": 7.7, "amount_yi": 0.0212 }, { "time": "13:18", "open": 7.71, "high": 7.71, "low": 7.71, "close": 7.71, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.71, "ts": "2026-07-01T13:18:24", "prev_close": 7.57, "open": 7.7, "high": 7.86, "low": 7.51, "bid1": 7.7, "ask1": 7.71, "bid_qty1": 28, "ask_qty1": 526 }, "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": "2026-07-01T13:18:26", "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": 16.8394, "price_vs_vwap_pct": -1.778, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3861, "prev_amount_yi": 0.1902, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.03, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 16.54, "high": 16.54, "low": 16.51, "close": 16.51, "amount_yi": 0.0563 }, { "time": "13:15", "open": 16.51, "high": 16.51, "low": 16.48, "close": 16.48, "amount_yi": 0.1378 }, { "time": "13:16", "open": 16.45, "high": 16.45, "low": 16.38, "close": 16.38, "amount_yi": 0.0967 }, { "time": "13:17", "open": 16.43, "high": 16.48, "low": 16.43, "close": 16.48, "amount_yi": 0.0869 }, { "time": "13:18", "open": 16.54, "high": 16.54, "low": 16.54, "close": 16.54, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.54, "ts": "2026-07-01T13:18:24", "prev_close": 17.52, "open": 17.35, "high": 17.35, "low": 16.37, "bid1": 16.54, "ask1": 16.55, "bid_qty1": 24, "ask_qty1": 59 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 318.9808, "price_vs_vwap_pct": -1.6994, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8483, "prev_amount_yi": 0.4103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 314.43, "high": 314.43, "low": 314.08, "close": 314.08, "amount_yi": 0.0465 }, { "time": "13:15", "open": 312.97, "high": 314.44, "low": 312.97, "close": 314.44, "amount_yi": 0.1729 }, { "time": "13:16", "open": 313.97, "high": 313.97, "low": 313.94, "close": 313.94, "amount_yi": 0.2787 }, { "time": "13:17", "open": 313.96, "high": 313.96, "low": 313.8, "close": 313.8, "amount_yi": 0.2831 }, { "time": "13:18", "open": 313.56, "high": 313.56, "low": 313.56, "close": 313.56, "amount_yi": 0.0671 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 313.56, "ts": "2026-07-01T13:18:24", "prev_close": 317.6, "open": 317.36, "high": 335.12, "low": 308.0, "bid1": 313.06, "ask1": 313.56, "bid_qty1": 6, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000045:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000045:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000045", "name": "深纺织Ａ", "side": "BUY", "priority": "W38", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.64, "exec_low": 10.64, "exec_high": 10.8, "invalid_price": 10.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.96, "max_chase_pct": 1.5, "base_exec_high": 10.8, "dynamic_exec_high": null, "entry_zone_low": 10.48, "entry_zone_high": 10.8, "entry_risk_pct": null, "intraday_vwap": 10.3404, "price_vs_vwap_pct": -0.0039, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0182, "prev_amount_yi": 0.0078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 10.31, "high": 10.31, "low": 10.3, "close": 10.3, "amount_yi": 0.0038 }, { "time": "13:15", "open": 10.3, "high": 10.31, "low": 10.3, "close": 10.31, "amount_yi": 0.0023 }, { "time": "13:16", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0039 }, { "time": "13:17", "open": 10.33, "high": 10.34, "low": 10.33, "close": 10.34, "amount_yi": 0.0056 }, { "time": "13:18", "open": 10.34, "high": 10.34, "low": 10.34, "close": 10.34, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.34, "ts": "2026-07-01T13:18:24", "prev_close": 10.54, "open": 10.55, "high": 10.55, "low": 10.23, "bid1": 10.33, "ask1": 10.34, "bid_qty1": 121, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002456:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002456:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002456", "name": "欧菲光", "side": "BUY", "priority": "W39", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.65, "exec_low": 9.65, "exec_high": 9.79, "invalid_price": 9.36, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.94, "max_chase_pct": 1.5, "base_exec_high": 9.79, "dynamic_exec_high": null, "entry_zone_low": 9.51, "entry_zone_high": 9.79, "entry_risk_pct": null, "intraday_vwap": 9.4908, "price_vs_vwap_pct": 0.2023, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1551, "prev_amount_yi": 0.1549, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0013, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 9.5, "high": 9.5, "low": 9.49, "close": 9.49, "amount_yi": 0.0578 }, { "time": "13:15", "open": 9.49, "high": 9.49, "low": 9.49, "close": 9.49, "amount_yi": 0.0292 }, { "time": "13:16", "open": 9.49, "high": 9.5, "low": 9.49, "close": 9.5, "amount_yi": 0.0303 }, { "time": "13:17", "open": 9.5, "high": 9.51, "low": 9.5, "close": 9.51, "amount_yi": 0.0282 }, { "time": "13:18", "open": 9.51, "high": 9.51, "low": 9.51, "close": 9.51, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.51, "ts": "2026-07-01T13:18:24", "prev_close": 9.46, "open": 9.5, "high": 9.62, "low": 9.32, "bid1": 9.51, "ask1": 9.52, "bid_qty1": 380, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002643", "name": "万润股份", "side": "BUY", "priority": "W40", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.16, "exec_low": 21.16, "exec_high": 21.48, "invalid_price": 20.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "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": 21.6625, "price_vs_vwap_pct": -0.1962, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1888, "prev_amount_yi": 0.1397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 21.65, "high": 21.65, "low": 21.63, "close": 21.63, "amount_yi": 0.0152 }, { "time": "13:15", "open": 21.59, "high": 21.61, "low": 21.59, "close": 21.61, "amount_yi": 0.0374 }, { "time": "13:16", "open": 21.66, "high": 21.66, "low": 21.58, "close": 21.58, "amount_yi": 0.1166 }, { "time": "13:17", "open": 21.63, "high": 21.63, "low": 21.62, "close": 21.62, "amount_yi": 0.0143 }, { "time": "13:18", "open": 21.62, "high": 21.62, "low": 21.62, "close": 21.62, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.62, "ts": "2026-07-01T13:18:24", "prev_close": 20.95, "open": 21.0, "high": 22.22, "low": 20.81, "bid1": 21.62, "ask1": 21.63, "bid_qty1": 1, "ask_qty1": 243 }, "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": "2026-07-01T13:18:26", "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": 34.2823, "price_vs_vwap_pct": -1.3777, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0508, "prev_amount_yi": 0.03, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 33.79, "high": 33.79, "low": 33.76, "close": 33.76, "amount_yi": 0.0101 }, { "time": "13:15", "open": 33.78, "high": 33.78, "low": 33.77, "close": 33.77, "amount_yi": 0.0063 }, { "time": "13:16", "open": 33.78, "high": 33.78, "low": 33.73, "close": 33.73, "amount_yi": 0.0195 }, { "time": "13:17", "open": 33.73, "high": 33.78, "low": 33.73, "close": 33.78, "amount_yi": 0.0122 }, { "time": "13:18", "open": 33.81, "high": 33.81, "low": 33.81, "close": 33.81, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.81, "ts": "2026-07-01T13:18:24", "prev_close": 35.21, "open": 34.58, "high": 35.27, "low": 33.46, "bid1": 33.8, "ask1": 33.81, "bid_qty1": 23, "ask_qty1": 3 }, "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": "2026-07-01T13:18:26", "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": 11.315, "price_vs_vwap_pct": -2.6955, "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": 0.5077, "prev_amount_yi": 0.5302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9576, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 11.0, "high": 11.0, "low": 10.99, "close": 10.99, "amount_yi": 0.1885 }, { "time": "13:15", "open": 10.99, "high": 10.99, "low": 10.98, "close": 10.98, "amount_yi": 0.14 }, { "time": "13:16", "open": 10.98, "high": 10.98, "low": 10.97, "close": 10.97, "amount_yi": 0.0721 }, { "time": "13:17", "open": 10.97, "high": 11.0, "low": 10.97, "close": 11.0, "amount_yi": 0.0732 }, { "time": "13:18", "open": 11.01, "high": 11.01, "low": 11.01, "close": 11.01, "amount_yi": 0.0339 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.01, "ts": "2026-07-01T13:18:24", "prev_close": 11.6, "open": 11.55, "high": 11.75, "low": 10.9, "bid1": 11.0, "ask1": 11.01, "bid_qty1": 1345, "ask_qty1": 271 }, "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": "2026-07-01T13:18:26", "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": 8.9808, "price_vs_vwap_pct": 0.2138, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0625, "prev_amount_yi": 0.0459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 9.0, "high": 9.0, "low": 8.99, "close": 8.99, "amount_yi": 0.0121 }, { "time": "13:15", "open": 8.98, "high": 9.01, "low": 8.98, "close": 9.01, "amount_yi": 0.0227 }, { "time": "13:16", "open": 9.0, "high": 9.0, "low": 8.99, "close": 8.99, "amount_yi": 0.0143 }, { "time": "13:17", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0097 }, { "time": "13:18", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.0, "ts": "2026-07-01T13:18:24", "prev_close": 9.0, "open": 8.87, "high": 9.11, "low": 8.81, "bid1": 9.0, "ask1": 9.01, "bid_qty1": 7, "ask_qty1": 434 }, "previous_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 36.7709, "price_vs_vwap_pct": -1.1719, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0446, "prev_amount_yi": 0.0801, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 36.38, "high": 36.38, "low": 36.32, "close": 36.32, "amount_yi": 0.0043 }, { "time": "13:15", "open": 36.29, "high": 36.35, "low": 36.29, "close": 36.35, "amount_yi": 0.0128 }, { "time": "13:16", "open": 36.3, "high": 36.3, "low": 36.23, "close": 36.23, "amount_yi": 0.0065 }, { "time": "13:17", "open": 36.28, "high": 36.34, "low": 36.28, "close": 36.34, "amount_yi": 0.0106 }, { "time": "13:18", "open": 36.34, "high": 36.34, "low": 36.34, "close": 36.34, "amount_yi": 0.0104 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.34, "ts": "2026-07-01T13:18:24", "prev_close": 37.65, "open": 37.65, "high": 38.26, "low": 35.6, "bid1": 36.33, "ask1": 36.34, "bid_qty1": 9, "ask_qty1": 7 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 107.1229, "price_vs_vwap_pct": -4.3529, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0196, "prev_amount_yi": 2.0883, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 101.56, "high": 101.56, "low": 101.31, "close": 101.31, "amount_yi": 0.3835 }, { "time": "13:15", "open": 101.0, "high": 101.04, "low": 101.0, "close": 101.04, "amount_yi": 0.6056 }, { "time": "13:16", "open": 101.44, "high": 101.8, "low": 101.44, "close": 101.8, "amount_yi": 0.4553 }, { "time": "13:17", "open": 102.28, "high": 102.49, "low": 102.28, "close": 102.49, "amount_yi": 0.3048 }, { "time": "13:18", "open": 102.46, "high": 102.46, "low": 102.46, "close": 102.46, "amount_yi": 0.2704 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 102.46, "ts": "2026-07-01T13:18:24", "prev_close": 105.97, "open": 105.0, "high": 111.03, "low": 100.82, "bid1": 102.42, "ask1": 102.46, "bid_qty1": 4, "ask_qty1": 35 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 8.6606, "price_vs_vwap_pct": 3.9189, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0051, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0005 }, { "time": "13:15", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0005 }, { "time": "13:16", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0001 }, { "time": "13:17", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0034 }, { "time": "13:18", "open": 9.0, "high": 9.0, "low": 9.0, "close": 9.0, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.0, "ts": "2026-07-01T13:18:21", "prev_close": 8.18, "open": 8.2, "high": 9.0, "low": 8.2, "bid1": 9.0, "ask1": 0.0, "bid_qty1": 164270, "ask_qty1": 0 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 12.3944, "price_vs_vwap_pct": -2.2946, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1737, "prev_amount_yi": 0.2267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 12.13, "high": 12.13, "low": 12.12, "close": 12.12, "amount_yi": 0.025 }, { "time": "13:15", "open": 12.12, "high": 12.13, "low": 12.12, "close": 12.13, "amount_yi": 0.0585 }, { "time": "13:16", "open": 12.12, "high": 12.12, "low": 12.11, "close": 12.11, "amount_yi": 0.0348 }, { "time": "13:17", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0338 }, { "time": "13:18", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.11, "ts": "2026-07-01T13:18:24", "prev_close": 12.4, "open": 12.66, "high": 12.85, "low": 12.0, "bid1": 12.1, "ask1": 12.11, "bid_qty1": 2088, "ask_qty1": 160 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 18.9387, "price_vs_vwap_pct": -1.102, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.169, "prev_amount_yi": 0.1769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 18.69, "high": 18.69, "low": 18.68, "close": 18.68, "amount_yi": 0.0705 }, { "time": "13:15", "open": 18.66, "high": 18.68, "low": 18.66, "close": 18.68, "amount_yi": 0.0275 }, { "time": "13:16", "open": 18.68, "high": 18.68, "low": 18.67, "close": 18.67, "amount_yi": 0.0327 }, { "time": "13:17", "open": 18.68, "high": 18.74, "low": 18.68, "close": 18.74, "amount_yi": 0.0303 }, { "time": "13:18", "open": 18.73, "high": 18.73, "low": 18.73, "close": 18.73, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.73, "ts": "2026-07-01T13:18:24", "prev_close": 19.03, "open": 18.79, "high": 19.45, "low": 18.51, "bid1": 18.73, "ask1": 18.74, "bid_qty1": 137, "ask_qty1": 388 }, "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": "2026-07-01T13:18:26", "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": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1879, "prev_amount_yi": 0.1536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2233, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 92.34, "high": 92.34, "low": 92.17, "close": 92.17, "amount_yi": 0.0121 }, { "time": "13:15", "open": 92.01, "high": 92.3, "low": 92.01, "close": 92.3, "amount_yi": 0.1063 }, { "time": "13:16", "open": 92.17, "high": 92.29, "low": 92.17, "close": 92.29, "amount_yi": 0.0231 }, { "time": "13:17", "open": 92.16, "high": 92.27, "low": 92.16, "close": 92.27, "amount_yi": 0.0306 }, { "time": "13:18", "open": 92.5, "high": 92.5, "low": 92.5, "close": 92.5, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.5, "ts": "2026-07-01T13:18:22", "prev_close": 95.7, "open": 99.74, "high": 103.0, "low": 92.0, "bid1": 92.31, "ask1": 92.5, "bid_qty1": 13, "ask_qty1": 1 }, "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": "2026-07-01T13:18:26", "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": 17.8965, "price_vs_vwap_pct": 1.0812, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.57, "prev_amount_yi": 0.6271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 17.81, "high": 17.94, "low": 17.81, "close": 17.94, "amount_yi": 0.3082 }, { "time": "13:15", "open": 17.98, "high": 17.98, "low": 17.96, "close": 17.96, "amount_yi": 0.2349 }, { "time": "13:16", "open": 18.01, "high": 18.01, "low": 18.01, "close": 18.01, "amount_yi": 0.5276 }, { "time": "13:17", "open": 18.0, "high": 18.07, "low": 18.0, "close": 18.07, "amount_yi": 0.2823 }, { "time": "13:18", "open": 18.09, "high": 18.09, "low": 18.09, "close": 18.09, "amount_yi": 0.217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.09, "ts": "2026-07-01T13:18:24", "prev_close": 17.34, "open": 17.34, "high": 18.54, "low": 17.34, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 91, "ask_qty1": 281 }, "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": "2026-07-01T13:18:26", "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": 69.9228, "price_vs_vwap_pct": -0.6762, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0433, "prev_amount_yi": 0.0359, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2061, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 69.46, "high": 69.46, "low": 69.38, "close": 69.38, "amount_yi": 0.0106 }, { "time": "13:15", "open": 69.26, "high": 69.39, "low": 69.26, "close": 69.39, "amount_yi": 0.0193 }, { "time": "13:16", "open": 69.52, "high": 69.52, "low": 69.5, "close": 69.5, "amount_yi": 0.006 }, { "time": "13:17", "open": 69.49, "high": 69.5, "low": 69.49, "close": 69.5, "amount_yi": 0.0051 }, { "time": "13:18", "open": 69.45, "high": 69.45, "low": 69.45, "close": 69.45, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.45, "ts": "2026-07-01T13:18:23", "prev_close": 67.17, "open": 67.18, "high": 72.0, "low": 66.38, "bid1": 69.49, "ask1": 69.55, "bid_qty1": 4, "ask_qty1": 8 }, "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": "TOUCHED", "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": "2026-07-01T13:18:26", "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": 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": null, "intraday_vwap": 19.5854, "price_vs_vwap_pct": 0.9936, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0072, "prev_amount_yi": 0.0044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6364, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 19.75, "high": 19.75, "low": 19.72, "close": 19.72, "amount_yi": 0.001 }, { "time": "13:15", "open": 19.7, "high": 19.73, "low": 19.7, "close": 19.73, "amount_yi": 0.0028 }, { "time": "13:16", "open": 19.74, "high": 19.74, "low": 19.73, "close": 19.73, "amount_yi": 0.0014 }, { "time": "13:17", "open": 19.74, "high": 19.76, "low": 19.74, "close": 19.76, "amount_yi": 0.0014 }, { "time": "13:18", "open": 19.78, "high": 19.78, "low": 19.78, "close": 19.78, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.78, "ts": "2026-07-01T13:18:23", "prev_close": 19.28, "open": 19.28, "high": 19.89, "low": 19.19, "bid1": 19.76, "ask1": 19.79, "bid_qty1": 19, "ask_qty1": 18 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "sim_reason": "near_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": 22.17, "price_vs_vwap_pct": 1.0374, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0103, "prev_amount_yi": 0.0086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 22.39, "high": 22.39, "low": 22.39, "close": 22.39, "amount_yi": 0.0019 }, { "time": "13:15", "open": 22.37, "high": 22.38, "low": 22.37, "close": 22.38, "amount_yi": 0.0021 }, { "time": "13:16", "open": 22.36, "high": 22.36, "low": 22.36, "close": 22.36, "amount_yi": 0.0017 }, { "time": "13:17", "open": 22.39, "high": 22.41, "low": 22.39, "close": 22.41, "amount_yi": 0.0037 }, { "time": "13:18", "open": 22.4, "high": 22.4, "low": 22.4, "close": 22.4, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.4, "ts": "2026-07-01T13:18:24", "prev_close": 22.03, "open": 21.93, "high": 22.57, "low": 21.6, "bid1": 22.39, "ask1": 22.4, "bid_qty1": 34, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 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": null, "intraday_vwap": 54.8333, "price_vs_vwap_pct": -1.5197, "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": 1.1425, "prev_amount_yi": 1.5223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7505, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 53.73, "high": 53.77, "low": 53.73, "close": 53.77, "amount_yi": 0.3613 }, { "time": "13:15", "open": 53.82, "high": 54.03, "low": 53.82, "close": 54.03, "amount_yi": 0.2759 }, { "time": "13:16", "open": 53.97, "high": 53.97, "low": 53.9, "close": 53.9, "amount_yi": 0.162 }, { "time": "13:17", "open": 54.0, "high": 54.0, "low": 53.97, "close": 53.97, "amount_yi": 0.2597 }, { "time": "13:18", "open": 54.0, "high": 54.0, "low": 54.0, "close": 54.0, "amount_yi": 0.0836 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 54.0, "ts": "2026-07-01T13:18:24", "prev_close": 53.66, "open": 53.8, "high": 56.41, "low": 53.47, "bid1": 54.0, "ask1": 54.01, "bid_qty1": 22, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM", "symbol": "SZSE.300709", "name": "精研科技", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.13, "exec_low": 57.99, "exec_high": 57.99, "invalid_price": 55.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 58.84, "max_chase_pct": 1.5, "base_exec_high": 57.99, "dynamic_exec_high": null, "entry_zone_low": 56.27, "entry_zone_high": 57.99, "entry_risk_pct": null, "intraday_vwap": 55.7517, "price_vs_vwap_pct": -3.3213, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1875, "prev_amount_yi": 0.1605, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 54.21, "high": 54.21, "low": 54.12, "close": 54.12, "amount_yi": 0.0223 }, { "time": "13:15", "open": 54.04, "high": 54.12, "low": 54.04, "close": 54.12, "amount_yi": 0.0471 }, { "time": "13:16", "open": 54.04, "high": 54.04, "low": 53.86, "close": 53.86, "amount_yi": 0.0305 }, { "time": "13:17", "open": 53.95, "high": 53.95, "low": 53.93, "close": 53.93, "amount_yi": 0.0643 }, { "time": "13:18", "open": 53.9, "high": 53.9, "low": 53.9, "close": 53.9, "amount_yi": 0.0233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.9, "ts": "2026-07-01T13:18:24", "prev_close": 56.25, "open": 56.05, "high": 58.88, "low": 53.85, "bid1": 53.9, "ask1": 53.94, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600203:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600203:VWAP_RECLAIM", "symbol": "SHSE.600203", "name": "福日电子", "side": "BUY", "priority": "W56", "status": "TOUCHED", "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": "2026-07-01T13:18:26", "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": 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": 12.5078, "price_vs_vwap_pct": -0.8619, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0484, "prev_amount_yi": 0.0307, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 12.36, "high": 12.36, "low": 12.35, "close": 12.35, "amount_yi": 0.0078 }, { "time": "13:15", "open": 12.34, "high": 12.36, "low": 12.34, "close": 12.36, "amount_yi": 0.0106 }, { "time": "13:16", "open": 12.36, "high": 12.36, "low": 12.35, "close": 12.35, "amount_yi": 0.011 }, { "time": "13:17", "open": 12.36, "high": 12.39, "low": 12.36, "close": 12.39, "amount_yi": 0.0105 }, { "time": "13:18", "open": 12.4, "high": 12.4, "low": 12.4, "close": 12.4, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.4, "ts": "2026-07-01T13:18:24", "prev_close": 12.15, "open": 12.18, "high": 12.96, "low": 11.97, "bid1": 12.39, "ask1": 12.4, "bid_qty1": 153, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "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": "2026-07-01T13:18:26", "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": 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": 3.3076, "intraday_vwap": 8.9338, "price_vs_vwap_pct": 1.5245, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0214, "prev_amount_yi": 0.0296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 9.06, "high": 9.06, "low": 9.05, "close": 9.05, "amount_yi": 0.004 }, { "time": "13:15", "open": 9.03, "high": 9.04, "low": 9.03, "close": 9.04, "amount_yi": 0.0109 }, { "time": "13:16", "open": 9.03, "high": 9.04, "low": 9.03, "close": 9.04, "amount_yi": 0.0031 }, { "time": "13:17", "open": 9.05, "high": 9.06, "low": 9.05, "close": 9.06, "amount_yi": 0.0033 }, { "time": "13:18", "open": 9.07, "high": 9.07, "low": 9.07, "close": 9.07, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.07, "ts": "2026-07-01T13:18:24", "prev_close": 9.01, "open": 8.99, "high": 9.07, "low": 8.82, "bid1": 9.06, "ask1": 9.07, "bid_qty1": 87, "ask_qty1": 455 }, "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": "2026-07-01T13:18:26", "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": 2.2717, "price_vs_vwap_pct": 3.887, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 3, "min_samples": 3, "amount_yi": 0.0007, "prev_amount_yi": 0, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": null, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:03", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0005 }, { "time": "13:06", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "13:07", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:18", "prev_close": 2.25, "open": 2.16, "high": 2.36, "low": 2.15, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 31540, "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": "2026-07-01T13:18:26", "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": 99.4247, "price_vs_vwap_pct": 0.5987, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4904, "prev_amount_yi": 0.4193, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 100.15, "high": 100.15, "low": 100.15, "close": 100.15, "amount_yi": 0.1448 }, { "time": "13:15", "open": 100.08, "high": 100.08, "low": 100.08, "close": 100.08, "amount_yi": 0.1312 }, { "time": "13:16", "open": 100.0, "high": 100.0, "low": 99.91, "close": 99.91, "amount_yi": 0.0782 }, { "time": "13:17", "open": 100.13, "high": 100.13, "low": 100.1, "close": 100.1, "amount_yi": 0.1155 }, { "time": "13:18", "open": 100.02, "high": 100.02, "low": 100.02, "close": 100.02, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.02, "ts": "2026-07-01T13:18:24", "prev_close": 92.3, "open": 97.37, "high": 102.0, "low": 96.2, "bid1": 100.02, "ask1": 100.06, "bid_qty1": 18, "ask_qty1": 23 }, "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": "2026-07-01T13:18:26", "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": 62.9432, "price_vs_vwap_pct": 0.7257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1211, "prev_amount_yi": 0.0912, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 63.35, "high": 63.35, "low": 63.28, "close": 63.28, "amount_yi": 0.0178 }, { "time": "13:15", "open": 63.23, "high": 63.28, "low": 63.23, "close": 63.28, "amount_yi": 0.027 }, { "time": "13:16", "open": 63.42, "high": 63.42, "low": 63.28, "close": 63.28, "amount_yi": 0.0436 }, { "time": "13:17", "open": 63.42, "high": 63.42, "low": 63.38, "close": 63.38, "amount_yi": 0.0169 }, { "time": "13:18", "open": 63.4, "high": 63.4, "low": 63.4, "close": 63.4, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.4, "ts": "2026-07-01T13:18:22", "prev_close": 60.92, "open": 60.88, "high": 63.8, "low": 60.6, "bid1": 63.4, "ask1": 63.41, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-07-01T13:18:26", "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": 7.6598, "price_vs_vwap_pct": 1.5692, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0293, "prev_amount_yi": 0.0328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 7.8, "high": 7.8, "low": 7.79, "close": 7.79, "amount_yi": 0.0044 }, { "time": "13:15", "open": 7.78, "high": 7.79, "low": 7.78, "close": 7.79, "amount_yi": 0.0144 }, { "time": "13:16", "open": 7.79, "high": 7.79, "low": 7.78, "close": 7.78, "amount_yi": 0.0071 }, { "time": "13:17", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0026 }, { "time": "13:18", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:21", "prev_close": 7.55, "open": 7.76, "high": 7.84, "low": 7.51, "bid1": 7.77, "ask1": 7.78, "bid_qty1": 569, "ask_qty1": 4 }, "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": "2026-07-01T13:18:26", "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": 9.526, "price_vs_vwap_pct": 2.9813, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0018, "prev_amount_yi": 0.0048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:13", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0003 }, { "time": "13:14", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0001 }, { "time": "13:15", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0005 }, { "time": "13:16", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0006 }, { "time": "13:18", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.81, "ts": "2026-07-01T13:18:09", "prev_close": 8.92, "open": 8.91, "high": 9.81, "low": 8.86, "bid1": 9.81, "ask1": 0.0, "bid_qty1": 59140, "ask_qty1": 0 }, "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": "2026-07-01T13:18:26", "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": 77.0042, "price_vs_vwap_pct": -0.7846, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1141, "prev_amount_yi": 0.1237, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9224, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 76.5, "high": 76.5, "low": 76.48, "close": 76.48, "amount_yi": 0.0412 }, { "time": "13:15", "open": 76.49, "high": 76.49, "low": 76.48, "close": 76.48, "amount_yi": 0.0144 }, { "time": "13:16", "open": 76.46, "high": 76.46, "low": 76.44, "close": 76.44, "amount_yi": 0.0092 }, { "time": "13:17", "open": 76.4, "high": 76.4, "low": 76.4, "close": 76.4, "amount_yi": 0.0283 }, { "time": "13:18", "open": 76.4, "high": 76.4, "low": 76.4, "close": 76.4, "amount_yi": 0.021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.4, "ts": "2026-07-01T13:18:24", "prev_close": 76.38, "open": 76.08, "high": 78.29, "low": 76.0, "bid1": 76.39, "ask1": 76.4, "bid_qty1": 20, "ask_qty1": 74 }, "previous_state": "NEAR_TRIGGER", "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": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 16.18, "exec_low": 16.18, "exec_high": 16.42, "invalid_price": 15.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.67, "max_chase_pct": 1.5, "base_exec_high": 16.42, "dynamic_exec_high": null, "entry_zone_low": 15.94, "entry_zone_high": 16.42, "entry_risk_pct": null, "intraday_vwap": 15.987, "price_vs_vwap_pct": 0.7694, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0131, "prev_amount_yi": 0.0184, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 16.08, "high": 16.08, "low": 16.05, "close": 16.05, "amount_yi": 0.0019 }, { "time": "13:15", "open": 16.05, "high": 16.08, "low": 16.05, "close": 16.08, "amount_yi": 0.0013 }, { "time": "13:16", "open": 16.08, "high": 16.09, "low": 16.08, "close": 16.09, "amount_yi": 0.0034 }, { "time": "13:17", "open": 16.09, "high": 16.09, "low": 16.09, "close": 16.09, "amount_yi": 0.0051 }, { "time": "13:18", "open": 16.11, "high": 16.11, "low": 16.11, "close": 16.11, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.11, "ts": "2026-07-01T13:18:21", "prev_close": 15.81, "open": 15.82, "high": 16.24, "low": 15.7, "bid1": 16.09, "ask1": 16.11, "bid_qty1": 14, "ask_qty1": 6 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002139:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002139:VWAP_RECLAIM", "symbol": "SZSE.002139", "name": "拓邦股份", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.57, "exec_low": 9.72, "exec_high": 9.77, "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": "2026-07-01T13:18:26", "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": 9.77, "entry_zone_low": 9.43, "entry_zone_high": 9.71, "entry_risk_pct": 4.7228, "intraday_vwap": 9.7224, "price_vs_vwap_pct": 0.0782, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0287, "prev_amount_yi": 0.0277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0361, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 9.73, "high": 9.73, "low": 9.72, "close": 9.72, "amount_yi": 0.0058 }, { "time": "13:15", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0134 }, { "time": "13:16", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0036 }, { "time": "13:17", "open": 9.72, "high": 9.73, "low": 9.72, "close": 9.73, "amount_yi": 0.0048 }, { "time": "13:18", "open": 9.73, "high": 9.73, "low": 9.73, "close": 9.73, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.73, "ts": "2026-07-01T13:18:21", "prev_close": 9.52, "open": 9.55, "high": 9.84, "low": 9.55, "bid1": 9.73, "ask1": 9.74, "bid_qty1": 134, "ask_qty1": 259 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-07-01T13:18:26", "sim_reason": "price_above_entry_zone_dynamic_cap", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.47, "max_chase_pct": 1.5, "base_exec_high": 11.31, "dynamic_exec_high": null, "entry_zone_low": 10.97, "entry_zone_high": 11.31, "entry_risk_pct": null, "intraday_vwap": 11.4107, "price_vs_vwap_pct": 0.2568, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0338, "prev_amount_yi": 0.0351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 11.44, "high": 11.45, "low": 11.44, "close": 11.45, "amount_yi": 0.0096 }, { "time": "13:15", "open": 11.45, "high": 11.45, "low": 11.45, "close": 11.45, "amount_yi": 0.0073 }, { "time": "13:16", "open": 11.44, "high": 11.44, "low": 11.43, "close": 11.43, "amount_yi": 0.0069 }, { "time": "13:17", "open": 11.45, "high": 11.45, "low": 11.45, "close": 11.45, "amount_yi": 0.0069 }, { "time": "13:18", "open": 11.44, "high": 11.44, "low": 11.44, "close": 11.44, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.44, "ts": "2026-07-01T13:18:24", "prev_close": 11.11, "open": 11.18, "high": 11.67, "low": 11.12, "bid1": 11.43, "ask1": 11.44, "bid_qty1": 211, "ask_qty1": 92 }, "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": "2026-07-01T13:18:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.87, "max_chase_pct": 1.5, "base_exec_high": 5.79, "dynamic_exec_high": null, "entry_zone_low": 5.61, "entry_zone_high": 5.79, "entry_risk_pct": 3.1524, "intraday_vwap": 5.692, "price_vs_vwap_pct": 0.1405, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0434, "prev_amount_yi": 0.0711, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6104, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 5.71, "high": 5.71, "low": 5.7, "close": 5.7, "amount_yi": 0.0098 }, { "time": "13:15", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0055 }, { "time": "13:16", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0112 }, { "time": "13:17", "open": 5.71, "high": 5.71, "low": 5.7, "close": 5.7, "amount_yi": 0.0101 }, { "time": "13:18", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.7, "ts": "2026-07-01T13:18:24", "prev_close": 5.58, "open": 5.53, "high": 5.78, "low": 5.5, "bid1": 5.7, "ask1": 5.71, "bid_qty1": 3626, "ask_qty1": 3318 }, "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": "2026-07-01T13:18:26", "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": 13.0859, "price_vs_vwap_pct": -0.8093, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0411, "prev_amount_yi": 0.0759, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 12.98, "high": 12.98, "low": 12.96, "close": 12.96, "amount_yi": 0.0067 }, { "time": "13:15", "open": 12.96, "high": 12.96, "low": 12.96, "close": 12.96, "amount_yi": 0.0144 }, { "time": "13:16", "open": 12.95, "high": 12.96, "low": 12.95, "close": 12.96, "amount_yi": 0.0109 }, { "time": "13:17", "open": 12.97, "high": 12.97, "low": 12.97, "close": 12.97, "amount_yi": 0.0077 }, { "time": "13:18", "open": 12.98, "high": 12.98, "low": 12.98, "close": 12.98, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-07-01T13:18:24", "prev_close": 13.19, "open": 13.1, "high": 13.42, "low": 12.88, "bid1": 12.97, "ask1": 12.98, "bid_qty1": 297, "ask_qty1": 65 }, "previous_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 13.3663, "price_vs_vwap_pct": 0.0277, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0174, "prev_amount_yi": 0.0152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0023 }, { "time": "13:15", "open": 13.38, "high": 13.4, "low": 13.38, "close": 13.4, "amount_yi": 0.0058 }, { "time": "13:16", "open": 13.38, "high": 13.38, "low": 13.37, "close": 13.37, "amount_yi": 0.0019 }, { "time": "13:17", "open": 13.37, "high": 13.37, "low": 13.37, "close": 13.37, "amount_yi": 0.0036 }, { "time": "13:18", "open": 13.37, "high": 13.37, "low": 13.37, "close": 13.37, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.37, "ts": "2026-07-01T13:18:24", "prev_close": 12.83, "open": 12.75, "high": 13.72, "low": 12.7, "bid1": 13.36, "ask1": 13.37, "bid_qty1": 342, "ask_qty1": 893 }, "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": "2026-07-01T13:18:26", "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": 23.7219, "price_vs_vwap_pct": -0.3031, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0373, "prev_amount_yi": 0.0552, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6757, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 23.58, "high": 23.58, "low": 23.57, "close": 23.57, "amount_yi": 0.0055 }, { "time": "13:15", "open": 23.56, "high": 23.56, "low": 23.56, "close": 23.56, "amount_yi": 0.0127 }, { "time": "13:16", "open": 23.6, "high": 23.61, "low": 23.6, "close": 23.61, "amount_yi": 0.0108 }, { "time": "13:17", "open": 23.64, "high": 23.64, "low": 23.63, "close": 23.63, "amount_yi": 0.0059 }, { "time": "13:18", "open": 23.65, "high": 23.65, "low": 23.65, "close": 23.65, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.65, "ts": "2026-07-01T13:18:24", "prev_close": 23.45, "open": 23.49, "high": 24.05, "low": 23.31, "bid1": 23.64, "ask1": 23.65, "bid_qty1": 7, "ask_qty1": 6 }, "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": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": 0.0504, "prev_amount_yi": 0.1057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4768, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 55.3, "high": 55.3, "low": 55.24, "close": 55.24, "amount_yi": 0.0311 }, { "time": "13:15", "open": 55.23, "high": 55.23, "low": 55.23, "close": 55.23, "amount_yi": 0.0064 }, { "time": "13:16", "open": 55.23, "high": 55.25, "low": 55.23, "close": 55.25, "amount_yi": 0.0064 }, { "time": "13:17", "open": 55.26, "high": 55.29, "low": 55.26, "close": 55.29, "amount_yi": 0.0028 }, { "time": "13:18", "open": 55.68, "high": 55.68, "low": 55.68, "close": 55.68, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.68, "ts": "2026-07-01T13:18:24", "prev_close": 53.27, "open": 53.5, "high": 58.0, "low": 52.0, "bid1": 55.43, "ask1": 55.68, "bid_qty1": 3, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": 3.4113, "intraday_vwap": 25.8715, "price_vs_vwap_pct": 0.7286, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0164, "prev_amount_yi": 0.006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:13", "open": 26.07, "high": 26.07, "low": 26.06, "close": 26.06, "amount_yi": 0.0026 }, { "time": "13:14", "open": 26.07, "high": 26.07, "low": 26.05, "close": 26.05, "amount_yi": 0.0043 }, { "time": "13:15", "open": 26.04, "high": 26.05, "low": 26.04, "close": 26.05, "amount_yi": 0.0033 }, { "time": "13:16", "open": 26.05, "high": 26.05, "low": 26.05, "close": 26.05, "amount_yi": 0.0003 }, { "time": "13:17", "open": 26.05, "high": 26.06, "low": 26.05, "close": 26.06, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.06, "ts": "2026-07-01T13:18:18", "prev_close": 25.85, "open": 25.69, "high": 26.28, "low": 25.47, "bid1": 26.08, "ask1": 26.09, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-07-01T13:18:26", "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": 2.6533, "price_vs_vwap_pct": 0.2525, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0231, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0948, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0003 }, { "time": "13:15", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0188 }, { "time": "13:16", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0005 }, { "time": "13:17", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0032 }, { "time": "13:18", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.66, "ts": "2026-07-01T13:18:24", "prev_close": 2.56, "open": 2.57, "high": 2.73, "low": 2.56, "bid1": 2.65, "ask1": 2.66, "bid_qty1": 485, "ask_qty1": 3942 }, "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": "2026-07-01T13:18:26", "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": 0.0219, "prev_amount_yi": 0.0311, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0027 }, { "time": "13:15", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0114 }, { "time": "13:16", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0039 }, { "time": "13:17", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0029 }, { "time": "13:18", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 35.48, "open": 39.03, "high": 39.03, "low": 39.03, "bid1": 39.03, "ask1": 0.0, "bid_qty1": 190070, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002841:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002841:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002841", "name": "视源股份", "side": "BUY", "priority": "W75", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.93, "exec_low": 34.93, "exec_high": 35.45, "invalid_price": 33.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / 显示技术", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.98, "max_chase_pct": 1.5, "base_exec_high": 35.45, "dynamic_exec_high": null, "entry_zone_low": 34.41, "entry_zone_high": 35.45, "entry_risk_pct": null, "intraday_vwap": 35.5146, "price_vs_vwap_pct": 1.7328, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0321, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 36.01, "high": 36.01, "low": 35.92, "close": 35.92, "amount_yi": 0.0042 }, { "time": "13:15", "open": 36.08, "high": 36.13, "low": 36.08, "close": 36.13, "amount_yi": 0.0143 }, { "time": "13:16", "open": 36.08, "high": 36.08, "low": 36.08, "close": 36.08, "amount_yi": 0.0066 }, { "time": "13:17", "open": 36.1, "high": 36.12, "low": 36.1, "close": 36.12, "amount_yi": 0.0046 }, { "time": "13:18", "open": 36.13, "high": 36.13, "low": 36.13, "close": 36.13, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.13, "ts": "2026-07-01T13:18:24", "prev_close": 34.53, "open": 34.58, "high": 36.36, "low": 34.08, "bid1": 36.13, "ask1": 36.15, "bid_qty1": 17, "ask_qty1": 16 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603297:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603297:VWAP_RECLAIM", "symbol": "SHSE.603297", "name": "永新光学", "side": "BUY", "priority": "W76", "status": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 142.6785, "price_vs_vwap_pct": -2.2347, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0844, "prev_amount_yi": 0.0757, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 139.8, "high": 139.8, "low": 139.79, "close": 139.79, "amount_yi": 0.0253 }, { "time": "13:15", "open": 139.6, "high": 139.6, "low": 139.58, "close": 139.58, "amount_yi": 0.0063 }, { "time": "13:16", "open": 139.01, "high": 139.13, "low": 139.01, "close": 139.13, "amount_yi": 0.0138 }, { "time": "13:17", "open": 139.23, "high": 139.58, "low": 139.23, "close": 139.58, "amount_yi": 0.0379 }, { "time": "13:18", "open": 139.49, "high": 139.49, "low": 139.49, "close": 139.49, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 139.49, "ts": "2026-07-01T13:18:22", "prev_close": 146.95, "open": 146.97, "high": 146.98, "low": 139.0, "bid1": 139.35, "ask1": 139.49, "bid_qty1": 2, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 0.0152, "prev_amount_yi": 0.0165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9212, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 37.3, "high": 37.3, "low": 37.25, "close": 37.25, "amount_yi": 0.0055 }, { "time": "13:15", "open": 37.18, "high": 37.18, "low": 37.13, "close": 37.13, "amount_yi": 0.0007 }, { "time": "13:16", "open": 37.17, "high": 37.17, "low": 37.17, "close": 37.17, "amount_yi": 0.0035 }, { "time": "13:17", "open": 37.16, "high": 37.25, "low": 37.16, "close": 37.25, "amount_yi": 0.0043 }, { "time": "13:18", "open": 37.25, "high": 37.25, "low": 37.25, "close": 37.25, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.25, "ts": "2026-07-01T13:18:22", "prev_close": 37.32, "open": 37.8, "high": 37.8, "low": 36.56, "bid1": 37.25, "ask1": 37.34, "bid_qty1": 14, "ask_qty1": 6 }, "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": "2026-07-01T13:18:26", "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": 0.0009, "prev_amount_yi": 0.0021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:08", "open": 0.93, "high": 0.93, "low": 0.93, "close": 0.93, "amount_yi": 0.0001 }, { "time": "13:11", "open": 0.92, "high": 0.92, "low": 0.92, "close": 0.92, "amount_yi": 0.0003 }, { "time": "13:13", "open": 0.93, "high": 0.93, "low": 0.92, "close": 0.92, "amount_yi": 0.0002 }, { "time": "13:15", "open": 0.92, "high": 0.92, "low": 0.92, "close": 0.92, "amount_yi": 0.0002 }, { "time": "13:18", "open": 0.92, "high": 0.92, "low": 0.92, "close": 0.92, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 0.92, "ts": "2026-07-01T13:18:09", "prev_close": 0.92, "open": 0.91, "high": 0.93, "low": 0.89, "bid1": 0.92, "ask1": 0.93, "bid_qty1": 3824, "ask_qty1": 7730 }, "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": "2026-07-01T13:18:26", "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": 74.2638, "price_vs_vwap_pct": 0.1026, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2249, "prev_amount_yi": 0.156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 74.36, "high": 74.38, "low": 74.36, "close": 74.38, "amount_yi": 0.0354 }, { "time": "13:15", "open": 74.34, "high": 74.48, "low": 74.34, "close": 74.48, "amount_yi": 0.0493 }, { "time": "13:16", "open": 74.28, "high": 74.3, "low": 74.28, "close": 74.3, "amount_yi": 0.0756 }, { "time": "13:17", "open": 74.4, "high": 74.4, "low": 74.32, "close": 74.32, "amount_yi": 0.0606 }, { "time": "13:18", "open": 74.34, "high": 74.34, "low": 74.34, "close": 74.34, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.34, "ts": "2026-07-01T13:18:24", "prev_close": 71.17, "open": 72.5, "high": 75.38, "low": 71.95, "bid1": 74.33, "ask1": 74.34, "bid_qty1": 5, "ask_qty1": 18 }, "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": "2026-07-01T13:18:26", "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": 0.1365, "prev_amount_yi": 0.1477, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9242, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 125.45, "high": 125.45, "low": 125.0, "close": 125.0, "amount_yi": 0.0276 }, { "time": "13:15", "open": 125.0, "high": 125.12, "low": 125.0, "close": 125.12, "amount_yi": 0.0436 }, { "time": "13:16", "open": 125.01, "high": 125.01, "low": 125.0, "close": 125.0, "amount_yi": 0.0164 }, { "time": "13:17", "open": 125.76, "high": 125.76, "low": 125.68, "close": 125.68, "amount_yi": 0.0455 }, { "time": "13:18", "open": 125.69, "high": 125.69, "low": 125.69, "close": 125.69, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 125.69, "ts": "2026-07-01T13:18:22", "prev_close": 108.77, "open": 108.7, "high": 126.4, "low": 107.56, "bid1": 125.69, "ask1": 125.82, "bid_qty1": 2, "ask_qty1": 4 }, "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": "2026-07-01T13:18:26", "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": 3.9199, "intraday_vwap": 23.3313, "price_vs_vwap_pct": 0.5945, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0221, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 23.47, "high": 23.47, "low": 23.45, "close": 23.45, "amount_yi": 0.009 }, { "time": "13:15", "open": 23.45, "high": 23.45, "low": 23.45, "close": 23.45, "amount_yi": 0.005 }, { "time": "13:16", "open": 23.45, "high": 23.45, "low": 23.43, "close": 23.43, "amount_yi": 0.0032 }, { "time": "13:17", "open": 23.47, "high": 23.48, "low": 23.47, "close": 23.48, "amount_yi": 0.0029 }, { "time": "13:18", "open": 23.47, "high": 23.47, "low": 23.47, "close": 23.47, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.47, "ts": "2026-07-01T13:18:22", "prev_close": 22.8, "open": 22.81, "high": 23.64, "low": 22.66, "bid1": 23.46, "ask1": 23.47, "bid_qty1": 103, "ask_qty1": 19 }, "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": "2026-07-01T13:18:26", "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": 92.4298, "price_vs_vwap_pct": 0.0327, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0372, "prev_amount_yi": 0.0467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 92.41, "high": 92.41, "low": 92.4, "close": 92.4, "amount_yi": 0.0078 }, { "time": "13:15", "open": 92.37, "high": 92.37, "low": 92.36, "close": 92.36, "amount_yi": 0.009 }, { "time": "13:16", "open": 92.4, "high": 92.4, "low": 92.38, "close": 92.38, "amount_yi": 0.0096 }, { "time": "13:17", "open": 92.42, "high": 92.42, "low": 92.41, "close": 92.41, "amount_yi": 0.0084 }, { "time": "13:18", "open": 92.46, "high": 92.46, "low": 92.46, "close": 92.46, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.46, "ts": "2026-07-01T13:18:24", "prev_close": 87.35, "open": 88.5, "high": 94.58, "low": 87.96, "bid1": 92.42, "ask1": 92.46, "bid_qty1": 1, "ask_qty1": 44 }, "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": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 42.24, "exec_low": 42.24, "exec_high": 42.87, "invalid_price": 40.97, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "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": 43.51, "max_chase_pct": 1.5, "base_exec_high": 42.87, "dynamic_exec_high": null, "entry_zone_low": 41.61, "entry_zone_high": 42.87, "entry_risk_pct": null, "intraday_vwap": 43.2022, "price_vs_vwap_pct": 0.7819, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0271, "prev_amount_yi": 0.0266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 43.52, "high": 43.55, "low": 43.52, "close": 43.55, "amount_yi": 0.005 }, { "time": "13:15", "open": 43.55, "high": 43.55, "low": 43.54, "close": 43.54, "amount_yi": 0.0041 }, { "time": "13:16", "open": 43.5, "high": 43.5, "low": 43.43, "close": 43.43, "amount_yi": 0.006 }, { "time": "13:17", "open": 43.53, "high": 43.58, "low": 43.53, "close": 43.58, "amount_yi": 0.0109 }, { "time": "13:18", "open": 43.54, "high": 43.54, "low": 43.54, "close": 43.54, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.54, "ts": "2026-07-01T13:18:21", "prev_close": 41.63, "open": 42.53, "high": 44.08, "low": 41.9, "bid1": 43.51, "ask1": 43.54, "bid_qty1": 11, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-01T13:18:26", "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": 28.6988, "price_vs_vwap_pct": -0.4836, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.033, "prev_amount_yi": 0.0366, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 28.52, "high": 28.52, "low": 28.51, "close": 28.51, "amount_yi": 0.0063 }, { "time": "13:15", "open": 28.5, "high": 28.55, "low": 28.5, "close": 28.55, "amount_yi": 0.0066 }, { "time": "13:16", "open": 28.52, "high": 28.52, "low": 28.48, "close": 28.48, "amount_yi": 0.0112 }, { "time": "13:17", "open": 28.51, "high": 28.53, "low": 28.51, "close": 28.53, "amount_yi": 0.0046 }, { "time": "13:18", "open": 28.56, "high": 28.56, "low": 28.56, "close": 28.56, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "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": "2026-07-01T13:18:24", "prev_close": 27.86, "open": 27.97, "high": 29.5, "low": 27.86, "bid1": 28.56, "ask1": 28.57, "bid_qty1": 12, "ask_qty1": 4 }, "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": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.38, "exec_low": 34.91, "exec_high": 35.07, "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": "2026-07-01T13:18:26", "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": 35.41, "max_chase_pct": 1.5, "base_exec_high": 34.9, "dynamic_exec_high": 35.07, "entry_zone_low": 33.86, "entry_zone_high": 34.9, "entry_risk_pct": 4.6871, "intraday_vwap": 34.9083, "price_vs_vwap_pct": 0.234, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0162, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 34.88, "high": 34.9, "low": 34.88, "close": 34.9, "amount_yi": 0.0054 }, { "time": "13:15", "open": 34.86, "high": 34.9, "low": 34.86, "close": 34.9, "amount_yi": 0.0051 }, { "time": "13:16", "open": 34.92, "high": 34.92, "low": 34.91, "close": 34.91, "amount_yi": 0.0021 }, { "time": "13:17", "open": 34.94, "high": 34.97, "low": 34.94, "close": 34.97, "amount_yi": 0.0031 }, { "time": "13:18", "open": 34.99, "high": 34.99, "low": 34.99, "close": 34.99, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.99, "ts": "2026-07-01T13:18:24", "prev_close": 33.95, "open": 33.7, "high": 35.51, "low": 33.51, "bid1": 34.98, "ask1": 34.99, "bid_qty1": 4, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 9.8417, "price_vs_vwap_pct": 1.4052, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0161, "prev_amount_yi": 0.0106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5189, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 9.96, "high": 9.97, "low": 9.96, "close": 9.97, "amount_yi": 0.0047 }, { "time": "13:15", "open": 9.98, "high": 9.98, "low": 9.97, "close": 9.97, "amount_yi": 0.003 }, { "time": "13:16", "open": 9.97, "high": 9.97, "low": 9.96, "close": 9.96, "amount_yi": 0.0038 }, { "time": "13:17", "open": 9.97, "high": 9.97, "low": 9.96, "close": 9.96, "amount_yi": 0.0043 }, { "time": "13:18", "open": 9.98, "high": 9.98, "low": 9.98, "close": 9.98, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.98, "ts": "2026-07-01T13:18:24", "prev_close": 9.42, "open": 9.35, "high": 10.11, "low": 9.33, "bid1": 9.97, "ask1": 9.98, "bid_qty1": 30, "ask_qty1": 504 }, "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": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 23.76, "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": 4.0309, "intraday_vwap": 23.0777, "price_vs_vwap_pct": 1.0499, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0332, "prev_amount_yi": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5835, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 23.33, "high": 23.33, "low": 23.3, "close": 23.3, "amount_yi": 0.0036 }, { "time": "13:15", "open": 23.3, "high": 23.3, "low": 23.29, "close": 23.29, "amount_yi": 0.0136 }, { "time": "13:16", "open": 23.29, "high": 23.29, "low": 23.28, "close": 23.28, "amount_yi": 0.0053 }, { "time": "13:17", "open": 23.31, "high": 23.33, "low": 23.31, "close": 23.33, "amount_yi": 0.0099 }, { "time": "13:18", "open": 23.32, "high": 23.32, "low": 23.32, "close": 23.32, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.32, "ts": "2026-07-01T13:18:24", "prev_close": 22.72, "open": 22.71, "high": 23.41, "low": 22.6, "bid1": 23.31, "ask1": 23.32, "bid_qty1": 38, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 56.75, "max_chase_pct": 1.5, "base_exec_high": 55.93, "dynamic_exec_high": null, "entry_zone_low": 54.27, "entry_zone_high": 55.93, "entry_risk_pct": null, "intraday_vwap": 56.4056, "price_vs_vwap_pct": 1.2134, "energy_floor_hint_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": 0.0045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 57.12, "high": 57.12, "low": 57.08, "close": 57.08, "amount_yi": 0.0027 }, { "time": "13:15", "open": 57.0, "high": 57.07, "low": 57.0, "close": 57.07, "amount_yi": 0.0034 }, { "time": "13:16", "open": 57.02, "high": 57.02, "low": 57.01, "close": 57.01, "amount_yi": 0.0008 }, { "time": "13:17", "open": 57.0, "high": 57.1, "low": 57.0, "close": 57.1, "amount_yi": 0.0019 }, { "time": "13:18", "open": 57.09, "high": 57.09, "low": 57.09, "close": 57.09, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.09, "ts": "2026-07-01T13:18:21", "prev_close": 54.57, "open": 55.0, "high": 57.57, "low": 54.5, "bid1": 57.03, "ask1": 57.09, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 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": 21.8593, "price_vs_vwap_pct": 0.0489, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1106, "prev_amount_yi": 0.1055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 21.83, "high": 21.83, "low": 21.82, "close": 21.82, "amount_yi": 0.0146 }, { "time": "13:15", "open": 21.82, "high": 21.82, "low": 21.81, "close": 21.81, "amount_yi": 0.0369 }, { "time": "13:16", "open": 21.81, "high": 21.81, "low": 21.81, "close": 21.81, "amount_yi": 0.0283 }, { "time": "13:17", "open": 21.82, "high": 21.85, "low": 21.82, "close": 21.85, "amount_yi": 0.0224 }, { "time": "13:18", "open": 21.87, "high": 21.87, "low": 21.87, "close": 21.87, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.87, "ts": "2026-07-01T13:18:22", "prev_close": 21.61, "open": 21.56, "high": 22.2, "low": 21.46, "bid1": 21.86, "ask1": 21.87, "bid_qty1": 39, "ask_qty1": 84 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": 11.23, "exec_high": 11.23, "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": "2026-07-01T13:18:26", "sim_reason": "waiting_vwap_pullback_before_reclaim", "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": null, "entry_zone_low": 10.89, "entry_zone_high": 11.23, "entry_risk_pct": null, "intraday_vwap": 11.319, "price_vs_vwap_pct": 1.2457, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0062, "prev_amount_yi": 0.048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 11.48, "high": 11.48, "low": 11.47, "close": 11.47, "amount_yi": 0.0013 }, { "time": "13:15", "open": 11.44, "high": 11.44, "low": 11.44, "close": 11.44, "amount_yi": 0.0012 }, { "time": "13:16", "open": 11.45, "high": 11.45, "low": 11.45, "close": 11.45, "amount_yi": 0.0026 }, { "time": "13:17", "open": 11.45, "high": 11.45, "low": 11.45, "close": 11.45, "amount_yi": 0.0009 }, { "time": "13:18", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.46, "ts": "2026-07-01T13:18:18", "prev_close": 11.03, "open": 11.0, "high": 11.65, "low": 10.98, "bid1": 11.45, "ask1": 11.46, "bid_qty1": 19, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": 19.692, "price_vs_vwap_pct": 0.2945, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.209, "prev_amount_yi": 0.2282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9159, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 19.71, "high": 19.71, "low": 19.69, "close": 19.69, "amount_yi": 0.0375 }, { "time": "13:15", "open": 19.68, "high": 19.71, "low": 19.68, "close": 19.71, "amount_yi": 0.0695 }, { "time": "13:16", "open": 19.68, "high": 19.68, "low": 19.68, "close": 19.68, "amount_yi": 0.0278 }, { "time": "13:17", "open": 19.69, "high": 19.77, "low": 19.69, "close": 19.77, "amount_yi": 0.0599 }, { "time": "13:18", "open": 19.75, "high": 19.75, "low": 19.75, "close": 19.75, "amount_yi": 0.0143 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.75, "ts": "2026-07-01T13:18:24", "prev_close": 20.09, "open": 20.09, "high": 20.38, "low": 19.1, "bid1": 19.75, "ask1": 19.76, "bid_qty1": 31, "ask_qty1": 521 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9988, "prev_amount_yi": 1.517, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6584, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 475.56, "high": 475.56, "low": 472.13, "close": 472.13, "amount_yi": 0.3423 }, { "time": "13:15", "open": 474.79, "high": 475.0, "low": 474.79, "close": 475.0, "amount_yi": 0.1986 }, { "time": "13:16", "open": 475.57, "high": 475.57, "low": 474.0, "close": 474.0, "amount_yi": 0.1999 }, { "time": "13:17", "open": 475.75, "high": 476.0, "low": 475.75, "close": 476.0, "amount_yi": 0.1338 }, { "time": "13:18", "open": 477.89, "high": 477.89, "low": 477.89, "close": 477.89, "amount_yi": 0.1242 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 477.89, "ts": "2026-07-01T13:18:23", "prev_close": 502.0, "open": 504.0, "high": 509.11, "low": 470.11, "bid1": 477.35, "ask1": 477.89, "bid_qty1": 2, "ask_qty1": 17 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 68.4677, "price_vs_vwap_pct": -1.8515, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1084, "prev_amount_yi": 1.7925, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 67.03, "high": 67.03, "low": 67.0, "close": 67.0, "amount_yi": 0.7137 }, { "time": "13:15", "open": 66.94, "high": 66.98, "low": 66.94, "close": 66.98, "amount_yi": 0.5477 }, { "time": "13:16", "open": 66.99, "high": 66.99, "low": 66.95, "close": 66.95, "amount_yi": 0.301 }, { "time": "13:17", "open": 67.04, "high": 67.13, "low": 67.04, "close": 67.13, "amount_yi": 0.3251 }, { "time": "13:18", "open": 67.2, "high": 67.2, "low": 67.2, "close": 67.2, "amount_yi": 0.2209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 67.2, "ts": "2026-07-01T13:18:24", "prev_close": 70.4, "open": 70.4, "high": 70.77, "low": 66.8, "bid1": 67.2, "ask1": 67.22, "bid_qty1": 11, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 365.5935, "price_vs_vwap_pct": -2.222, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7297, "prev_amount_yi": 0.5669, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 356.5, "high": 356.5, "low": 356.33, "close": 356.33, "amount_yi": 0.0848 }, { "time": "13:15", "open": 356.01, "high": 356.01, "low": 355.64, "close": 355.64, "amount_yi": 0.246 }, { "time": "13:16", "open": 355.61, "high": 355.61, "low": 355.5, "close": 355.5, "amount_yi": 0.1895 }, { "time": "13:17", "open": 356.51, "high": 356.8, "low": 356.51, "close": 356.8, "amount_yi": 0.1669 }, { "time": "13:18", "open": 357.47, "high": 357.47, "low": 357.47, "close": 357.47, "amount_yi": 0.0425 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 357.47, "ts": "2026-07-01T13:18:24", "prev_close": 378.2, "open": 373.15, "high": 375.73, "low": 355.46, "bid1": 357.21, "ask1": 357.48, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-07-01T13:18:26", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 201.14, "max_chase_pct": 1.5, "base_exec_high": 198.21, "dynamic_exec_high": null, "entry_zone_low": 192.35, "entry_zone_high": 198.21, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3192, "prev_amount_yi": 1.0504, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 193.11, "high": 193.11, "low": 192.5, "close": 192.5, "amount_yi": 0.081 }, { "time": "13:15", "open": 192.01, "high": 192.01, "low": 191.78, "close": 191.78, "amount_yi": 0.0726 }, { "time": "13:16", "open": 191.76, "high": 191.93, "low": 191.76, "close": 191.93, "amount_yi": 0.0693 }, { "time": "13:17", "open": 193.1, "high": 193.39, "low": 193.1, "close": 193.39, "amount_yi": 0.0566 }, { "time": "13:18", "open": 192.55, "high": 192.55, "low": 192.55, "close": 192.55, "amount_yi": 0.0397 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 192.55, "ts": "2026-07-01T13:18:23", "prev_close": 192.58, "open": 191.13, "high": 195.58, "low": 185.71, "bid1": 192.55, "ask1": 192.6, "bid_qty1": 4, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "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": "2026-07-01T13:18:26", "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": 0.6923, "prev_amount_yi": 0.9371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 174.5, "high": 174.5, "low": 174.5, "close": 174.5, "amount_yi": 0.1214 }, { "time": "13:15", "open": 174.4, "high": 174.4, "low": 174.12, "close": 174.12, "amount_yi": 0.1619 }, { "time": "13:16", "open": 174.1, "high": 174.1, "low": 174.08, "close": 174.08, "amount_yi": 0.1937 }, { "time": "13:17", "open": 174.5, "high": 174.88, "low": 174.5, "close": 174.88, "amount_yi": 0.1629 }, { "time": "13:18", "open": 175.29, "high": 175.29, "low": 175.29, "close": 175.29, "amount_yi": 0.0524 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 175.29, "ts": "2026-07-01T13:18:22", "prev_close": 184.65, "open": 181.55, "high": 183.97, "low": 174.0, "bid1": 175.29, "ask1": 175.3, "bid_qty1": 6, "ask_qty1": 12 }, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 17.1939, "price_vs_vwap_pct": -1.3022, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1726, "prev_amount_yi": 0.1053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 16.86, "high": 16.86, "low": 16.84, "close": 16.84, "amount_yi": 0.0105 }, { "time": "13:15", "open": 16.86, "high": 16.9, "low": 16.86, "close": 16.9, "amount_yi": 0.0538 }, { "time": "13:16", "open": 17.0, "high": 17.0, "low": 16.97, "close": 16.97, "amount_yi": 0.0714 }, { "time": "13:17", "open": 16.99, "high": 17.0, "low": 16.99, "close": 17.0, "amount_yi": 0.0257 }, { "time": "13:18", "open": 16.97, "high": 16.97, "low": 16.97, "close": 16.97, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.97, "ts": "2026-07-01T13:18:24", "prev_close": 17.25, "open": 17.2, "high": 17.65, "low": 16.75, "bid1": 16.96, "ask1": 16.97, "bid_qty1": 40, "ask_qty1": 37 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 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": 26.9606, "price_vs_vwap_pct": -4.8612, "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": 0.3226, "prev_amount_yi": 0.3099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.041, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 25.69, "high": 25.69, "low": 25.64, "close": 25.64, "amount_yi": 0.1052 }, { "time": "13:15", "open": 25.63, "high": 25.63, "low": 25.63, "close": 25.63, "amount_yi": 0.0696 }, { "time": "13:16", "open": 25.61, "high": 25.61, "low": 25.57, "close": 25.57, "amount_yi": 0.0848 }, { "time": "13:17", "open": 25.58, "high": 25.61, "low": 25.58, "close": 25.61, "amount_yi": 0.0533 }, { "time": "13:18", "open": 25.65, "high": 25.65, "low": 25.65, "close": 25.65, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.65, "ts": "2026-07-01T13:18:24", "prev_close": 25.65, "open": 25.65, "high": 28.22, "low": 25.26, "bid1": 25.64, "ask1": 25.65, "bid_qty1": 7, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "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": "CANCELLED", "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": "2026-07-01T13:18:26", "sim_reason": "invalid_price_broken", "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": 90.0609, "price_vs_vwap_pct": -1.8442, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4632, "prev_amount_yi": 0.3884, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 88.46, "high": 88.46, "low": 88.46, "close": 88.46, "amount_yi": 0.1129 }, { "time": "13:15", "open": 88.37, "high": 88.39, "low": 88.37, "close": 88.39, "amount_yi": 0.0912 }, { "time": "13:16", "open": 88.36, "high": 88.36, "low": 88.17, "close": 88.17, "amount_yi": 0.0917 }, { "time": "13:17", "open": 88.18, "high": 88.36, "low": 88.18, "close": 88.36, "amount_yi": 0.1192 }, { "time": "13:18", "open": 88.4, "high": 88.4, "low": 88.4, "close": 88.4, "amount_yi": 0.0482 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 88.4, "ts": "2026-07-01T13:18:24", "prev_close": 92.28, "open": 92.0, "high": 92.16, "low": 88.11, "bid1": 88.4, "ask1": 88.41, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T13:18:26", "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": 43.1012, "price_vs_vwap_pct": -0.7916, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3724, "prev_amount_yi": 0.3155, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1803, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 42.73, "high": 42.74, "low": 42.73, "close": 42.74, "amount_yi": 0.1004 }, { "time": "13:15", "open": 42.69, "high": 42.75, "low": 42.69, "close": 42.75, "amount_yi": 0.1003 }, { "time": "13:16", "open": 42.69, "high": 42.71, "low": 42.69, "close": 42.71, "amount_yi": 0.0732 }, { "time": "13:17", "open": 42.79, "high": 42.79, "low": 42.75, "close": 42.75, "amount_yi": 0.0816 }, { "time": "13:18", "open": 42.76, "high": 42.76, "low": 42.76, "close": 42.76, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.76, "ts": "2026-07-01T13:18:24", "prev_close": 41.51, "open": 42.21, "high": 43.68, "low": 42.05, "bid1": 42.77, "ask1": 42.78, "bid_qty1": 2, "ask_qty1": 19 }, "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": "2026-07-01T13:18:26", "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": 16.5964, "price_vs_vwap_pct": 0.564, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0215, "prev_amount_yi": 0.0205, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0488, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 16.65, "high": 16.65, "low": 16.65, "close": 16.65, "amount_yi": 0.0014 }, { "time": "13:15", "open": 16.69, "high": 16.71, "low": 16.69, "close": 16.71, "amount_yi": 0.0086 }, { "time": "13:16", "open": 16.7, "high": 16.7, "low": 16.7, "close": 16.7, "amount_yi": 0.0055 }, { "time": "13:17", "open": 16.7, "high": 16.7, "low": 16.69, "close": 16.69, "amount_yi": 0.0057 }, { "time": "13:18", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.69, "ts": "2026-07-01T13:18:24", "prev_close": 15.95, "open": 16.61, "high": 16.88, "low": 16.12, "bid1": 16.68, "ask1": 16.69, "bid_qty1": 12, "ask_qty1": 29 }, "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": "2026-07-01T13:18:26", "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": 28.3791, "price_vs_vwap_pct": 3.7736, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0651, "prev_amount_yi": 0.0514, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 29.45, "high": 29.45, "low": 29.35, "close": 29.35, "amount_yi": 0.031 }, { "time": "13:15", "open": 29.35, "high": 29.35, "low": 29.35, "close": 29.35, "amount_yi": 0.0186 }, { "time": "13:16", "open": 29.43, "high": 29.43, "low": 29.41, "close": 29.41, "amount_yi": 0.0027 }, { "time": "13:17", "open": 29.4, "high": 29.42, "low": 29.4, "close": 29.42, "amount_yi": 0.009 }, { "time": "13:18", "open": 29.45, "high": 29.45, "low": 29.45, "close": 29.45, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.45, "ts": "2026-07-01T13:18:24", "prev_close": 27.34, "open": 28.23, "high": 29.6, "low": 27.0, "bid1": 29.45, "ask1": 29.46, "bid_qty1": 53, "ask_qty1": 6 }, "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": "2026-07-01T13:18:26", "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": 21.3794, "price_vs_vwap_pct": -0.8391, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0313, "prev_amount_yi": 0.0471, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6645, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 21.13, "high": 21.13, "low": 21.12, "close": 21.12, "amount_yi": 0.0106 }, { "time": "13:15", "open": 21.1, "high": 21.1, "low": 21.1, "close": 21.1, "amount_yi": 0.0063 }, { "time": "13:16", "open": 21.11, "high": 21.11, "low": 21.11, "close": 21.11, "amount_yi": 0.0076 }, { "time": "13:17", "open": 21.13, "high": 21.18, "low": 21.13, "close": 21.18, "amount_yi": 0.0031 }, { "time": "13:18", "open": 21.2, "high": 21.2, "low": 21.2, "close": 21.2, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.2, "ts": "2026-07-01T13:18:24", "prev_close": 21.54, "open": 22.26, "high": 22.45, "low": 20.9, "bid1": 21.18, "ask1": 21.19, "bid_qty1": 139, "ask_qty1": 3 }, "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": "2026-07-01T13:18:26", "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": 19.2646, "price_vs_vwap_pct": -0.2315, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0355, "prev_amount_yi": 0.036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9861, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 19.14, "high": 19.15, "low": 19.14, "close": 19.15, "amount_yi": 0.0053 }, { "time": "13:15", "open": 19.14, "high": 19.23, "low": 19.14, "close": 19.23, "amount_yi": 0.0085 }, { "time": "13:16", "open": 19.21, "high": 19.21, "low": 19.21, "close": 19.21, "amount_yi": 0.0134 }, { "time": "13:17", "open": 19.24, "high": 19.24, "low": 19.22, "close": 19.22, "amount_yi": 0.0081 }, { "time": "13:18", "open": 19.22, "high": 19.22, "low": 19.22, "close": 19.22, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.22, "ts": "2026-07-01T13:18:24", "prev_close": 19.29, "open": 19.17, "high": 19.49, "low": 18.88, "bid1": 19.22, "ask1": 19.23, "bid_qty1": 17, "ask_qty1": 29 }, "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": "2026-07-01T13:18:26", "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": 45.6512, "price_vs_vwap_pct": -2.3684, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1111, "prev_amount_yi": 0.0467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:14", "open": 44.66, "high": 44.66, "low": 44.6, "close": 44.6, "amount_yi": 0.0291 }, { "time": "13:15", "open": 44.55, "high": 44.58, "low": 44.55, "close": 44.58, "amount_yi": 0.028 }, { "time": "13:16", "open": 44.52, "high": 44.55, "low": 44.52, "close": 44.55, "amount_yi": 0.0238 }, { "time": "13:17", "open": 44.6, "high": 44.61, "low": 44.6, "close": 44.61, "amount_yi": 0.0275 }, { "time": "13:18", "open": 44.57, "high": 44.57, "low": 44.57, "close": 44.57, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.57, "ts": "2026-07-01T13:18:24", "prev_close": 45.42, "open": 46.33, "high": 47.5, "low": 44.5, "bid1": 44.56, "ask1": 44.61, "bid_qty1": 1, "ask_qty1": 7 }, "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": "2026-07-01T13:18:26", "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": 22.9145, "price_vs_vwap_pct": -0.1069, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1765, "prev_amount_yi": 0.1071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.648, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 23.08, "high": 23.08, "low": 23.02, "close": 23.02, "amount_yi": 0.0264 }, { "time": "13:15", "open": 22.9, "high": 22.95, "low": 22.9, "close": 22.95, "amount_yi": 0.0836 }, { "time": "13:16", "open": 22.84, "high": 22.85, "low": 22.84, "close": 22.85, "amount_yi": 0.0291 }, { "time": "13:17", "open": 22.84, "high": 22.87, "low": 22.84, "close": 22.87, "amount_yi": 0.0167 }, { "time": "13:18", "open": 22.89, "high": 22.89, "low": 22.89, "close": 22.89, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.89, "ts": "2026-07-01T13:18:24", "prev_close": 23.11, "open": 22.93, "high": 23.8, "low": 22.18, "bid1": 22.89, "ask1": 22.91, "bid_qty1": 16, "ask_qty1": 14 }, "previous_state": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 0.0625, "prev_amount_yi": 0.1317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 13.32, "high": 13.32, "low": 13.3, "close": 13.3, "amount_yi": 0.0212 }, { "time": "13:15", "open": 13.31, "high": 13.31, "low": 13.28, "close": 13.28, "amount_yi": 0.0153 }, { "time": "13:16", "open": 13.27, "high": 13.27, "low": 13.27, "close": 13.27, "amount_yi": 0.011 }, { "time": "13:17", "open": 13.28, "high": 13.3, "low": 13.28, "close": 13.3, "amount_yi": 0.0093 }, { "time": "13:18", "open": 13.32, "high": 13.32, "low": 13.32, "close": 13.32, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.32, "ts": "2026-07-01T13:18:24", "prev_close": 13.28, "open": 13.4, "high": 13.93, "low": 12.89, "bid1": 13.32, "ask1": 13.33, "bid_qty1": 48, "ask_qty1": 165 }, "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": "2026-07-01T13:18:26", "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": 47.1614, "price_vs_vwap_pct": 1.0784, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0412, "prev_amount_yi": 0.0491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 47.69, "high": 47.69, "low": 47.64, "close": 47.64, "amount_yi": 0.0061 }, { "time": "13:15", "open": 47.57, "high": 47.58, "low": 47.57, "close": 47.58, "amount_yi": 0.0151 }, { "time": "13:16", "open": 47.57, "high": 47.57, "low": 47.56, "close": 47.56, "amount_yi": 0.0055 }, { "time": "13:17", "open": 47.53, "high": 47.53, "low": 47.51, "close": 47.51, "amount_yi": 0.005 }, { "time": "13:18", "open": 47.67, "high": 47.67, "low": 47.67, "close": 47.67, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.67, "ts": "2026-07-01T13:18:21", "prev_close": 46.83, "open": 46.0, "high": 48.8, "low": 45.01, "bid1": 47.62, "ask1": 47.67, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "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": "2026-07-01T13:18:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.81, "max_chase_pct": 1.5, "base_exec_high": 36.28, "dynamic_exec_high": null, "entry_zone_low": 35.2, "entry_zone_high": 36.28, "entry_risk_pct": 3.3993, "intraday_vwap": 35.5337, "price_vs_vwap_pct": 1.0027, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0129, "prev_amount_yi": 0.0339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 35.9, "high": 35.9, "low": 35.76, "close": 35.76, "amount_yi": 0.0023 }, { "time": "13:15", "open": 35.7, "high": 35.7, "low": 35.65, "close": 35.65, "amount_yi": 0.0016 }, { "time": "13:16", "open": 35.71, "high": 35.73, "low": 35.71, "close": 35.73, "amount_yi": 0.0009 }, { "time": "13:17", "open": 35.91, "high": 35.91, "low": 35.89, "close": 35.89, "amount_yi": 0.0035 }, { "time": "13:18", "open": 35.89, "high": 35.89, "low": 35.89, "close": 35.89, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.89, "ts": "2026-07-01T13:18:24", "prev_close": 35.11, "open": 35.2, "high": 36.3, "low": 34.66, "bid1": 35.81, "ask1": 35.89, "bid_qty1": 8, "ask_qty1": 7 }, "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": "2026-07-01T13:18:26", "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": 17.9063, "price_vs_vwap_pct": -0.0352, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0656, "prev_amount_yi": 0.0857, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7655, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 17.9, "high": 17.9, "low": 17.87, "close": 17.87, "amount_yi": 0.0187 }, { "time": "13:15", "open": 17.86, "high": 17.87, "low": 17.86, "close": 17.87, "amount_yi": 0.0069 }, { "time": "13:16", "open": 17.88, "high": 17.88, "low": 17.86, "close": 17.86, "amount_yi": 0.0145 }, { "time": "13:17", "open": 17.87, "high": 17.89, "low": 17.87, "close": 17.89, "amount_yi": 0.0111 }, { "time": "13:18", "open": 17.9, "high": 17.9, "low": 17.9, "close": 17.9, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.9, "ts": "2026-07-01T13:18:24", "prev_close": 17.89, "open": 17.8, "high": 18.15, "low": 17.68, "bid1": 17.89, "ask1": 17.9, "bid_qty1": 20, "ask_qty1": 19 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.1, "exec_low": 16.34, "exec_high": 16.34, "invalid_price": 15.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.58, "max_chase_pct": 1.5, "base_exec_high": 16.34, "dynamic_exec_high": null, "entry_zone_low": 15.86, "entry_zone_high": 16.34, "entry_risk_pct": 3.5207, "intraday_vwap": 16.1394, "price_vs_vwap_pct": 0.3135, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0176, "prev_amount_yi": 0.0197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8934, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 16.19, "high": 16.19, "low": 16.17, "close": 16.17, "amount_yi": 0.0055 }, { "time": "13:15", "open": 16.17, "high": 16.17, "low": 16.17, "close": 16.17, "amount_yi": 0.0069 }, { "time": "13:16", "open": 16.16, "high": 16.17, "low": 16.16, "close": 16.17, "amount_yi": 0.002 }, { "time": "13:17", "open": 16.18, "high": 16.19, "low": 16.18, "close": 16.19, "amount_yi": 0.0023 }, { "time": "13:18", "open": 16.19, "high": 16.19, "low": 16.19, "close": 16.19, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.19, "ts": "2026-07-01T13:18:24", "prev_close": 15.99, "open": 16.03, "high": 16.29, "low": 15.91, "bid1": 16.18, "ask1": 16.19, "bid_qty1": 35, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688280:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688280:VWAP_RECLAIM", "symbol": "SHSE.688280", "name": "精进电动-W", "side": "BUY", "priority": "W112", "status": "OBSERVE", "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": "2026-07-01T13:18:26", "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": 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": 4.4803, "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": 0.0184, "prev_amount_yi": 0.018, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 5.56, "high": 5.56, "low": 5.55, "close": 5.55, "amount_yi": 0.0098 }, { "time": "13:15", "open": 5.55, "high": 5.56, "low": 5.55, "close": 5.56, "amount_yi": 0.0032 }, { "time": "13:16", "open": 5.56, "high": 5.56, "low": 5.56, "close": 5.56, "amount_yi": 0.001 }, { "time": "13:17", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0023 }, { "time": "13:18", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.57, "ts": "2026-07-01T13:18:23", "prev_close": 5.49, "open": 5.46, "high": 5.62, "low": 5.41, "bid1": 5.57, "ask1": 5.58, "bid_qty1": 137, "ask_qty1": 259 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T13:18:26", "sim_reason": "waiting_vwap_pullback_before_reclaim", "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": null, "intraday_vwap": 79.7729, "price_vs_vwap_pct": 0.736, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0173, "prev_amount_yi": 0.0332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 80.3, "high": 80.3, "low": 80.2, "close": 80.2, "amount_yi": 0.0015 }, { "time": "13:15", "open": 80.18, "high": 80.18, "low": 80.16, "close": 80.16, "amount_yi": 0.0054 }, { "time": "13:16", "open": 80.25, "high": 80.25, "low": 80.25, "close": 80.25, "amount_yi": 0.0036 }, { "time": "13:17", "open": 80.45, "high": 80.46, "low": 80.45, "close": 80.46, "amount_yi": 0.0058 }, { "time": "13:18", "open": 80.36, "high": 80.36, "low": 80.36, "close": 80.36, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.36, "ts": "2026-07-01T13:18:24", "prev_close": 78.1, "open": 78.1, "high": 81.88, "low": 77.32, "bid1": 80.37, "ask1": 80.42, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-07-01T13:18:26", "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": 14.4917, "price_vs_vwap_pct": -0.1497, "energy_floor_hint_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": 0.0137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 14.47, "high": 14.48, "low": 14.47, "close": 14.48, "amount_yi": 0.0031 }, { "time": "13:15", "open": 14.45, "high": 14.46, "low": 14.45, "close": 14.46, "amount_yi": 0.0061 }, { "time": "13:16", "open": 14.45, "high": 14.45, "low": 14.45, "close": 14.45, "amount_yi": 0.0018 }, { "time": "13:17", "open": 14.48, "high": 14.48, "low": 14.48, "close": 14.48, "amount_yi": 0.0011 }, { "time": "13:18", "open": 14.47, "high": 14.47, "low": 14.47, "close": 14.47, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.47, "ts": "2026-07-01T13:18:20", "prev_close": 14.19, "open": 14.27, "high": 14.73, "low": 14.19, "bid1": 14.47, "ask1": 14.48, "bid_qty1": 4, "ask_qty1": 10 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.84, "exec_low": 12.02, "exec_high": 12.02, "invalid_price": 11.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.2, "max_chase_pct": 1.5, "base_exec_high": 12.02, "dynamic_exec_high": null, "entry_zone_low": 11.66, "entry_zone_high": 12.02, "entry_risk_pct": 3.9331, "intraday_vwap": 11.8521, "price_vs_vwap_pct": 0.7416, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0312, "prev_amount_yi": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:13", "open": 11.95, "high": 11.95, "low": 11.94, "close": 11.94, "amount_yi": 0.009 }, { "time": "13:14", "open": 11.94, "high": 11.94, "low": 11.94, "close": 11.94, "amount_yi": 0.0029 }, { "time": "13:15", "open": 11.93, "high": 11.95, "low": 11.93, "close": 11.95, "amount_yi": 0.0092 }, { "time": "13:16", "open": 11.95, "high": 11.95, "low": 11.95, "close": 11.95, "amount_yi": 0.0069 }, { "time": "13:17", "open": 11.95, "high": 11.95, "low": 11.94, "close": 11.94, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43458.12, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.94, "ts": "2026-07-01T13:18:24", "prev_close": 11.8, "open": 11.79, "high": 12.02, "low": 11.63, "bid1": 11.94, "ask1": 11.95, "bid_qty1": 373, "ask_qty1": 231 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603275:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603275:VWAP_RECLAIM", "symbol": "SHSE.603275", "name": "众辰科技", "side": "BUY", "priority": "W116", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 38.29, "exec_low": 38.86, "exec_high": 38.86, "invalid_price": 37.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "waiting_vwap_pullback_before_reclaim", "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": null, "intraday_vwap": 39.6349, "price_vs_vwap_pct": 1.6781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0079, "prev_amount_yi": 0.0133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.594, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 40.29, "high": 40.31, "low": 40.29, "close": 40.31, "amount_yi": 0.0011 }, { "time": "13:15", "open": 40.29, "high": 40.3, "low": 40.29, "close": 40.3, "amount_yi": 0.0062 }, { "time": "13:16", "open": 40.23, "high": 40.23, "low": 40.15, "close": 40.15, "amount_yi": 0.0002 }, { "time": "13:17", "open": 40.15, "high": 40.23, "low": 40.15, "close": 40.23, "amount_yi": 0.0003 }, { "time": "13:18", "open": 40.3, "high": 40.3, "low": 40.3, "close": 40.3, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 40.3, "ts": "2026-07-01T13:18:13", "prev_close": 38.07, "open": 38.32, "high": 41.2, "low": 37.9, "bid1": 40.24, "ask1": 40.3, "bid_qty1": 2, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-07-01T13:18:26", "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": 100.6236, "price_vs_vwap_pct": -0.3514, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0162, "prev_amount_yi": 0.0242, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6694, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 100.2, "high": 100.2, "low": 100.0, "close": 100.0, "amount_yi": 0.0057 }, { "time": "13:15", "open": 100.15, "high": 100.25, "low": 100.15, "close": 100.25, "amount_yi": 0.003 }, { "time": "13:16", "open": 100.25, "high": 100.25, "low": 100.12, "close": 100.12, "amount_yi": 0.0012 }, { "time": "13:17", "open": 100.12, "high": 100.39, "low": 100.12, "close": 100.39, "amount_yi": 0.0043 }, { "time": "13:18", "open": 100.27, "high": 100.27, "low": 100.27, "close": 100.27, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.27, "ts": "2026-07-01T13:18:23", "prev_close": 96.0, "open": 96.55, "high": 102.83, "low": 96.0, "bid1": 100.28, "ask1": 100.52, "bid_qty1": 3, "ask_qty1": 3 }, "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": 50.87, "exec_high": 51.63, "invalid_price": 49.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T13:18:26", "sim_reason": "price_above_entry_zone_dynamic_cap", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.4, "max_chase_pct": 1.5, "base_exec_high": 51.63, "dynamic_exec_high": null, "entry_zone_low": 50.11, "entry_zone_high": 51.63, "entry_risk_pct": null, "intraday_vwap": 52.0664, "price_vs_vwap_pct": 0.2374, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0221, "prev_amount_yi": 0.0121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:14", "open": 52.22, "high": 52.22, "low": 52.2, "close": 52.2, "amount_yi": 0.0039 }, { "time": "13:15", "open": 52.18, "high": 52.18, "low": 52.18, "close": 52.18, "amount_yi": 0.0018 }, { "time": "13:16", "open": 52.2, "high": 52.2, "low": 52.0, "close": 52.0, "amount_yi": 0.0103 }, { "time": "13:17", "open": 52.18, "high": 52.19, "low": 52.18, "close": 52.19, "amount_yi": 0.0022 }, { "time": "13:18", "open": 52.19, "high": 52.19, "low": 52.19, "close": 52.19, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.19, "ts": "2026-07-01T13:18:24", "prev_close": 50.4, "open": 50.08, "high": 53.1, "low": 50.08, "bid1": 52.1, "ask1": 52.22, "bid_qty1": 4, "ask_qty1": 8 }, "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": "2026-07-01T13:18:26", "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": 34.0876, "price_vs_vwap_pct": -0.2863, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0264, "prev_amount_yi": 0.0266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:14", "open": 34.02, "high": 34.02, "low": 33.99, "close": 33.99, "amount_yi": 0.0062 }, { "time": "13:15", "open": 33.96, "high": 33.96, "low": 33.95, "close": 33.95, "amount_yi": 0.0056 }, { "time": "13:16", "open": 33.95, "high": 33.95, "low": 33.93, "close": 33.93, "amount_yi": 0.0033 }, { "time": "13:17", "open": 33.91, "high": 34.01, "low": 33.91, "close": 34.01, "amount_yi": 0.0056 }, { "time": "13:18", "open": 33.99, "high": 33.99, "low": 33.99, "close": 33.99, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86916.24, "current_position_value": 0.0, "cash_before_order": 402294.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.99, "ts": "2026-07-01T13:18:24", "prev_close": 34.06, "open": 33.61, "high": 35.15, "low": 33.25, "bid1": 33.99, "ask1": 34.08, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 402294.0, "market_value": 684876.0, "total_value": 1087170.0, "unrealized_pnl": 67987.88888888888, "unrealized_pnl_pct_of_initial": 6.798788888888888, "realized_pnl": 19182.111111111124, "realized_pnl_pct_of_initial": 1.9182111111111126, "total_pnl": 87170.0, "total_pnl_pct": 8.716999999999997 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1800, "sellable_qty": 1800, "avg_cost": 110.65, "last_price": 126.78, "market_value": 228204.0, "unrealized_pnl": 29033.999999999993, "unrealized_pnl_pct": 14.57749661093537, "updated_at": "2026-07-01T13:18:26", "prev_close": 131.5, "holding_days": 10, "position_pct_of_total": 20.99064543723613 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1600, "sellable_qty": 1400, "avg_cost": 83.20444444444445, "last_price": 104.4, "market_value": 167040.0, "unrealized_pnl": 33912.88888888889, "unrealized_pnl_pct": 25.474066556273712, "updated_at": "2026-07-01T13:18:26", "prev_close": 103.55, "holding_days": 6, "position_pct_of_total": 15.364662380308507 }, { "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": "2026-07-01T13:18:26", "prev_close": 3.35, "holding_days": null, "position_pct_of_total": 6.516736113027402 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 0, "avg_cost": 57.27, "last_price": 57.27, "market_value": 62997.0, "unrealized_pnl": 0.0, "unrealized_pnl_pct": 0.0, "updated_at": "2026-07-01T13:18:26", "prev_close": 55.78, "holding_days": null, "position_pct_of_total": 5.794585943320732 }, { "symbol": "SHSE.688150", "name": "莱特光电", "quantity": 900, "sellable_qty": 0, "avg_cost": 70.8, "last_price": 69.45, "market_value": 62505.0, "unrealized_pnl": -1214.999999999995, "unrealized_pnl_pct": -1.906779661016944, "updated_at": "2026-07-01T13:18:26", "prev_close": 68.62, "holding_days": null, "position_pct_of_total": 5.749330831424708 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 500, "sellable_qty": 0, "avg_cost": 120.5, "last_price": 118.02, "market_value": 59010.0, "unrealized_pnl": -1240.000000000002, "unrealized_pnl_pct": -2.058091286307062, "updated_at": "2026-07-01T13:18:26", "prev_close": 118.17, "holding_days": null, "position_pct_of_total": 5.427853969480394 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 39.95, "last_price": 42.84, "market_value": 34272.0, "unrealized_pnl": 2312.0000000000005, "unrealized_pnl_pct": 7.234042553191489, "updated_at": "2026-07-01T13:18:26", "prev_close": 45.6, "holding_days": 9, "position_pct_of_total": 3.1524048676839866 } ], "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 }, { "adjusted_avg_cost": null, "amount": 20600.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260701:SHSE.600584:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 103.51, "max_chase_pct": null, "minute_energy": null, "name": "长电科技", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260630", "plan_id": "RISK:20260630:SHSE.600584:position_invalid_price", "position_pnl_pct": 23.8035, "price": 103.0, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 103.01, "quote_ask_qty1": 89, "quote_bid1": 103.0, "quote_bid_qty1": 3897, "quote_high": 111.11, "quote_last": 103.01, "quote_low": 103.0, "quote_open": 105.5, "quote_prev_close": 103.55, "quote_ts": "2026-07-01T13:11:04", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 23.80348271994017, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 103.51, "sellable_qty": 200, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600584", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260701", "trigger_price": 103.51, "ts": "2026-07-01T13:11:06", "id": 17, "realized_pnl_delta": 3959.1111111111104, "cost_basis": 16640.88888888889, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 25256.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260701:SZSE.300236:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 126.4, "max_chase_pct": null, "minute_energy": null, "name": "上海新阳", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260630", "plan_id": "RISK:20260630:SZSE.300236:position_invalid_price", "position_pnl_pct": 14.1437, "price": 126.28, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 126.3, "quote_ask_qty1": 26, "quote_bid1": 126.28, "quote_bid_qty1": 10, "quote_high": 136.98, "quote_last": 126.3, "quote_low": 126.3, "quote_open": 128.59, "quote_prev_close": 131.5, "quote_ts": "2026-07-01T13:15:15", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 14.143696339810209, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 126.4, "sellable_qty": 200, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.300236", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260701", "trigger_price": 126.4, "ts": "2026-07-01T13:15:18", "id": 18, "realized_pnl_delta": 3125.999999999999, "cost_basis": 22130.0, "realized_pnl_source": "position_avg_cost_fallback" } ], "orders_this_tick": [], "position_risk_events": [], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT", "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档", "dynamic_total_cap": { "enabled": true, "regime": "STRUCTURAL_HOTSPOT", "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档", "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": true, "market_gate_reason": "structural_hotspot_hot_theme_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.5714, "active_up_ratio": 0.4615, "active_positive": 6, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3617, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.300403", "SZSE.003021" ], "top_return_pct": 15.5558 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SZSE.000990", "SHSE.603212" ], "top_return_pct": 13.4777 }, { "theme": "机器人链 / 机器人概念", "count": 2, "top_symbols": [ "SZSE.002403", "SZSE.300503" ], "top_return_pct": 9.9776 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 7.7176 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 17.24137931034484, "last": 6.46, "vwap": 5.834676497075402, "above_vwap": true, "amount": 587637693.0 }, { "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": 15.555759860255591, "last": 125.69, "vwap": 119.24825305723805, "above_vwap": true, "amount": 675921517.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 13.477672530446538, "last": 41.93, "vwap": 40.53564198052411, "above_vwap": true, "amount": 1506462545.0 }, { "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": 3.5879473569033515, "above_vwap": true, "amount": 345946655.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.02444987775062, "last": 9.0, "vwap": 8.660601318324035, "above_vwap": true, "amount": 311126906.0 }, { "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": 39.03001648839471, "above_vwap": false, "amount": 461588490.0 }, { "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": 9.977578475336335, "last": 9.81, "vwap": 9.526015363584428, "above_vwap": true, "amount": 93377813.0 }, { "symbol": "SHSE.603212", "name": "赛伍技术", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.967320261437917, "last": 13.46, "vwap": 13.096484592938024, "above_vwap": true, "amount": 469004758.0 }, { "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": 8.364030335861328, "last": 100.02, "vwap": 99.42465626625065, "above_vwap": true, "amount": 3919469087.0 }, { "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": 8.284313725490211, "last": 22.09, "vwap": 21.782001659454778, "above_vwap": true, "amount": 586233365.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.717629846378937, "last": 29.45, "vwap": 28.37907801911113, "above_vwap": true, "amount": 367673659.0 }, { "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": 6.9434502505368645, "last": 29.88, "vwap": 30.48091126796764, "above_vwap": false, "amount": 2205787721.0 } ] } } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 133, "active_plan_contracts": 13, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 7, "filled_official_orders": 5, "position_add_signals": 0, "position_add_filled": 1, "filled_watch_orders": 1, "filled_shadow_orders": 1, "shadow_filled_orders": 1, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 0, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }