{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260630", "trade_date": "20260701", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "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": 0.5263, "active_up_ratio": 0.5385, "active_positive": 7, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3563, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.003021", "SZSE.300403" ], "top_return_pct": 13.2573 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.9364 }, { "theme": "机器人链 / 机器人概念", "count": 3, "top_symbols": [ "SZSE.002403", "SZSE.300503", "SHSE.688580" ], "top_return_pct": 9.9776 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "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": 13.257331984922317, "last": 123.19, "vwap": 119.81542905669549, "above_vwap": true, "amount": 782763304.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.936400541271965, "last": 41.73, "vwap": 40.82969310344828, "above_vwap": true, "amount": 1811613483.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.707803992740473, "last": 6.1, "vwap": 5.892162111447956, "above_vwap": true, "amount": 703382155.0 }, { "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": 3.5942343575119953, "above_vwap": true, "amount": 369303986.0 }, { "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": 39.030014227657105, "above_vwap": false, "amount": 534933666.0 }, { "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": 9.530780866024053, "above_vwap": true, "amount": 95019026.0 }, { "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": 13.107895791691574, "above_vwap": true, "amount": 484626434.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.679706601466997, "last": 8.89, "vwap": 8.767005039518919, "above_vwap": true, "amount": 486058540.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.595464520848584, "last": 29.69, "vwap": 28.594945008245592, "above_vwap": true, "amount": 450827903.0 }, { "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": 8.580715059588307, "last": 100.22, "vwap": 99.55100827778926, "above_vwap": true, "amount": 4716706862.0 }, { "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": 7.25490196078431, "last": 21.88, "vwap": 21.800530000842063, "above_vwap": true, "amount": 676234913.0 }, { "symbol": "SHSE.688580", "name": "伟思医疗", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6266191101933325, "last": 56.8, "vwap": 54.68749368378438, "above_vwap": true, "amount": 274358898.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "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": 0.5263, "active_up_ratio": 0.5385, "active_positive": 7, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3563, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.003021", "SZSE.300403" ], "top_return_pct": 13.2573 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.9364 }, { "theme": "机器人链 / 机器人概念", "count": 3, "top_symbols": [ "SZSE.002403", "SZSE.300503", "SHSE.688580" ], "top_return_pct": 9.9776 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "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": 13.257331984922317, "last": 123.19, "vwap": 119.81542905669549, "above_vwap": true, "amount": 782763304.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.936400541271965, "last": 41.73, "vwap": 40.82969310344828, "above_vwap": true, "amount": 1811613483.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.707803992740473, "last": 6.1, "vwap": 5.892162111447956, "above_vwap": true, "amount": 703382155.0 }, { "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": 3.5942343575119953, "above_vwap": true, "amount": 369303986.0 }, { "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": 39.030014227657105, "above_vwap": false, "amount": 534933666.0 }, { "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": 9.530780866024053, "above_vwap": true, "amount": 95019026.0 }, { "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": 13.107895791691574, "above_vwap": true, "amount": 484626434.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.679706601466997, "last": 8.89, "vwap": 8.767005039518919, "above_vwap": true, "amount": 486058540.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.595464520848584, "last": 29.69, "vwap": 28.594945008245592, "above_vwap": true, "amount": 450827903.0 }, { "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": 8.580715059588307, "last": 100.22, "vwap": 99.55100827778926, "above_vwap": true, "amount": 4716706862.0 }, { "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": 7.25490196078431, "last": 21.88, "vwap": 21.800530000842063, "above_vwap": true, "amount": 676234913.0 }, { "symbol": "SHSE.688580", "name": "伟思医疗", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6266191101933325, "last": 56.8, "vwap": 54.68749368378438, "above_vwap": true, "amount": 274358898.0 } ] }, "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": false, "reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "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": 0.5263, "active_up_ratio": 0.5385, "active_positive": 7, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3563, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.003021", "SZSE.300403" ], "top_return_pct": 13.2573 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.9364 }, { "theme": "机器人链 / 机器人概念", "count": 3, "top_symbols": [ "SZSE.002403", "SZSE.300503", "SHSE.688580" ], "top_return_pct": 9.9776 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "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": 13.257331984922317, "last": 123.19, "vwap": 119.81542905669549, "above_vwap": true, "amount": 782763304.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.936400541271965, "last": 41.73, "vwap": 40.82969310344828, "above_vwap": true, "amount": 1811613483.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.707803992740473, "last": 6.1, "vwap": 5.892162111447956, "above_vwap": true, "amount": 703382155.0 }, { "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": 3.5942343575119953, "above_vwap": true, "amount": 369303986.0 }, { "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": 39.030014227657105, "above_vwap": false, "amount": 534933666.0 }, { "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": 9.530780866024053, "above_vwap": true, "amount": 95019026.0 }, { "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": 13.107895791691574, "above_vwap": true, "amount": 484626434.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.679706601466997, "last": 8.89, "vwap": 8.767005039518919, "above_vwap": true, "amount": 486058540.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.595464520848584, "last": 29.69, "vwap": 28.594945008245592, "above_vwap": true, "amount": 450827903.0 }, { "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": 8.580715059588307, "last": 100.22, "vwap": 99.55100827778926, "above_vwap": true, "amount": 4716706862.0 }, { "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": 7.25490196078431, "last": 21.88, "vwap": 21.800530000842063, "above_vwap": true, "amount": 676234913.0 }, { "symbol": "SHSE.688580", "name": "伟思医疗", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6266191101933325, "last": 56.8, "vwap": 54.68749368378438, "above_vwap": true, "amount": 274358898.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate" }, "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": 0.5263, "active_up_ratio": 0.5385, "active_positive": 7, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3563, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.003021", "SZSE.300403" ], "top_return_pct": 13.2573 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.9364 }, { "theme": "机器人链 / 机器人概念", "count": 3, "top_symbols": [ "SZSE.002403", "SZSE.300503", "SHSE.688580" ], "top_return_pct": 9.9776 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "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": 13.257331984922317, "last": 123.19, "vwap": 119.81542905669549, "above_vwap": true, "amount": 782763304.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.936400541271965, "last": 41.73, "vwap": 40.82969310344828, "above_vwap": true, "amount": 1811613483.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.707803992740473, "last": 6.1, "vwap": 5.892162111447956, "above_vwap": true, "amount": 703382155.0 }, { "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": 3.5942343575119953, "above_vwap": true, "amount": 369303986.0 }, { "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": 39.030014227657105, "above_vwap": false, "amount": 534933666.0 }, { "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": 9.530780866024053, "above_vwap": true, "amount": 95019026.0 }, { "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": 13.107895791691574, "above_vwap": true, "amount": 484626434.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.679706601466997, "last": 8.89, "vwap": 8.767005039518919, "above_vwap": true, "amount": 486058540.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.595464520848584, "last": 29.69, "vwap": 28.594945008245592, "above_vwap": true, "amount": 450827903.0 }, { "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": 8.580715059588307, "last": 100.22, "vwap": 99.55100827778926, "above_vwap": true, "amount": 4716706862.0 }, { "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": 7.25490196078431, "last": 21.88, "vwap": 21.800530000842063, "above_vwap": true, "amount": 676234913.0 }, { "symbol": "SHSE.688580", "name": "伟思医疗", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6266191101933325, "last": 56.8, "vwap": 54.68749368378438, "above_vwap": true, "amount": 274358898.0 } ] }, "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": "2026-07-01T14:36:09", "signals": [ { "event_id": "20260630:20260701:SZSE.300812:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300812:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300812", "name": "易天股份", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.43, "exec_low": 29.43, "exec_high": 30.31, "invalid_price": 28.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 30.31, "max_chase_pct": 3.0, "base_exec_high": 30.31, "dynamic_exec_high": null, "entry_zone_low": 28.99, "entry_zone_high": 29.87, "entry_risk_pct": 3.8397, "intraday_vwap": 29.4727, "price_vs_vwap_pct": 0.7034, "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": 0.0481, "prev_amount_yi": 0.0824, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 29.67, "high": 29.69, "low": 29.67, "close": 29.69, "amount_yi": 0.0184 }, { "time": "14:35", "open": 29.64, "high": 29.65, "low": 29.64, "close": 29.65, "amount_yi": 0.0164 }, { "time": "14:36", "open": 29.68, "high": 29.68, "low": 29.68, "close": 29.68, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64909.86, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.68, "ts": "2026-07-01T14:36:06", "prev_close": 29.31, "open": 29.04, "high": 30.48, "low": 28.72, "bid1": 29.68, "ask1": 29.69, "bid_qty1": 35, "ask_qty1": 41 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000536", "name": "华映科技", "side": "BUY", "priority": "P1", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 3.39, "exec_low": 3.39, "exec_high": 3.49, "invalid_price": 3.29, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 3.5942, "price_vs_vwap_pct": 2.6654, "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": "2026-07-01T14:36:09", "prev_close": 3.35, "open": 3.3, "high": 3.69, "low": 3.26, "bid1": 3.69, "ask1": 0.0, "bid_qty1": 225271, "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": "2026-07-01T14:36:09", "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": 13.0144, "price_vs_vwap_pct": -0.8022, "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": 0.0301, "prev_amount_yi": 0.0084, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 12.92, "high": 12.92, "low": 12.91, "close": 12.91, "amount_yi": 0.0027 }, { "time": "14:35", "open": 12.9, "high": 12.91, "low": 12.9, "close": 12.91, "amount_yi": 0.0258 }, { "time": "14:36", "open": 12.91, "high": 12.91, "low": 12.91, "close": 12.91, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.91, "ts": "2026-07-01T14:36:09", "prev_close": 13.03, "open": 13.02, "high": 13.16, "low": 12.74, "bid1": 12.91, "ask1": 12.92, "bid_qty1": 147, "ask_qty1": 52 }, "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": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 422.0, "exec_low": 422.0, "exec_high": 434.66, "invalid_price": 409.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 434.66, "max_chase_pct": 3.0, "base_exec_high": 434.66, "dynamic_exec_high": null, "entry_zone_low": 415.67, "entry_zone_high": 428.33, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4501, "prev_amount_yi": 0.5794, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7768, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 421.97, "high": 421.97, "low": 421.0, "close": 421.0, "amount_yi": 0.1423 }, { "time": "14:35", "open": 420.98, "high": 420.98, "low": 420.73, "close": 420.73, "amount_yi": 0.1678 }, { "time": "14:36", "open": 420.71, "high": 420.71, "low": 420.71, "close": 420.71, "amount_yi": 0.14 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 420.71, "ts": "2026-07-01T14:36:10", "prev_close": 417.86, "open": 406.0, "high": 434.96, "low": 400.28, "bid1": 420.73, "ask1": 420.74, "bid_qty1": 2, "ask_qty1": 12 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000727:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.000727:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000727", "name": "冠捷科技", "side": "BUY", "priority": "P4", "status": "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": "2026-07-01T14:36:09", "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": 2.669, "price_vs_vwap_pct": -0.7119, "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": 0.0477, "prev_amount_yi": 0.0174, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 2.66, "high": 2.66, "low": 2.65, "close": 2.65, "amount_yi": 0.0082 }, { "time": "14:35", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0321 }, { "time": "14:36", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.65, "ts": "2026-07-01T14:36:09", "prev_close": 2.73, "open": 2.71, "high": 2.73, "low": 2.64, "bid1": 2.65, "ask1": 2.66, "bid_qty1": 36682, "ask_qty1": 37413 }, "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": "2026-07-01T14:36:09", "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": 0.0194, "prev_amount_yi": 0.0277, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7004, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 21.88, "high": 21.88, "low": 21.88, "close": 21.88, "amount_yi": 0.0067 }, { "time": "14:35", "open": 21.89, "high": 21.89, "low": 21.89, "close": 21.89, "amount_yi": 0.0065 }, { "time": "14:36", "open": 21.88, "high": 21.88, "low": 21.88, "close": 21.88, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.88, "ts": "2026-07-01T14:36:09", "prev_close": 20.4, "open": 20.18, "high": 22.58, "low": 20.18, "bid1": 21.87, "ask1": 21.88, "bid_qty1": 33, "ask_qty1": 31 }, "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": "2026-07-01T14:36:09", "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": 256.308, "price_vs_vwap_pct": -2.6484, "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": 0.0781, "prev_amount_yi": 0.0503, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 250.0, "high": 250.0, "low": 249.57, "close": 249.57, "amount_yi": 0.0307 }, { "time": "14:35", "open": 249.26, "high": 249.48, "low": 249.26, "close": 249.48, "amount_yi": 0.0297 }, { "time": "14:36", "open": 249.52, "high": 249.52, "low": 249.52, "close": 249.52, "amount_yi": 0.0177 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 249.52, "ts": "2026-07-01T14:36:06", "prev_close": 264.87, "open": 262.0, "high": 266.23, "low": 248.0, "bid1": 249.49, "ask1": 249.52, "bid_qty1": 6, "ask_qty1": 3 }, "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": "2026-07-01T14:36:09", "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": 118.1073, "price_vs_vwap_pct": -0.1925, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 117.88, "ts": "2026-07-01T14:36:06", "prev_close": 118.17, "open": 118.35, "high": 121.5, "low": 116.3, "bid1": 117.86, "ask1": 117.91, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688158:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688158:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688158", "name": "优刻得-W", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.57, "exec_low": 37.57, "exec_high": 38.7, "invalid_price": 36.44, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "AI算力链 / 算力概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.7, "max_chase_pct": 3.0, "base_exec_high": 38.7, "dynamic_exec_high": null, "entry_zone_low": 37.01, "entry_zone_high": 38.13, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0797, "prev_amount_yi": 0.0464, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7177, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 36.8, "high": 36.8, "low": 36.8, "close": 36.8, "amount_yi": 0.0304 }, { "time": "14:35", "open": 36.74, "high": 36.74, "low": 36.74, "close": 36.74, "amount_yi": 0.0391 }, { "time": "14:36", "open": 36.73, "high": 36.73, "low": 36.73, "close": 36.73, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.73, "ts": "2026-07-01T14:36:10", "prev_close": 36.76, "open": 36.95, "high": 37.99, "low": 36.31, "bid1": 36.72, "ask1": 36.73, "bid_qty1": 142, "ask_qty1": 287 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002845:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.002845:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002845", "name": "同兴达", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.45, "exec_low": 16.45, "exec_high": 16.94, "invalid_price": 15.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "waiting_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": 16.3705, "price_vs_vwap_pct": -0.5528, "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": 0.0227, "prev_amount_yi": 0.0223, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0179, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 16.27, "high": 16.27, "low": 16.27, "close": 16.27, "amount_yi": 0.0046 }, { "time": "14:35", "open": 16.27, "high": 16.27, "low": 16.27, "close": 16.27, "amount_yi": 0.0121 }, { "time": "14:36", "open": 16.28, "high": 16.28, "low": 16.28, "close": 16.28, "amount_yi": 0.006 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.28, "ts": "2026-07-01T14:36:09", "prev_close": 16.4, "open": 16.26, "high": 16.66, "low": 16.11, "bid1": 16.27, "ask1": 16.28, "bid_qty1": 231, "ask_qty1": 37 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300566:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300566:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300566", "name": "激智科技", "side": "BUY", "priority": "P10", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.17, "exec_low": 37.17, "exec_high": 38.29, "invalid_price": 36.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 40.8297, "price_vs_vwap_pct": 2.205, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.135, "prev_amount_yi": 0.0604, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2351, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:34", "open": 41.94, "high": 41.94, "low": 41.9, "close": 41.9, "amount_yi": 0.0365 }, { "time": "14:35", "open": 41.79, "high": 41.79, "low": 41.77, "close": 41.77, "amount_yi": 0.0754 }, { "time": "14:36", "open": 41.73, "high": 41.73, "low": 41.73, "close": 41.73, "amount_yi": 0.0231 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129819.72, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 41.73, "ts": "2026-07-01T14:36:06", "prev_close": 36.95, "open": 36.59, "high": 43.38, "low": 36.21, "bid1": 41.71, "ask1": 41.75, "bid_qty1": 57, "ask_qty1": 55 }, "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": "2026-07-01T14:36:09", "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": 68.99, "ts": "2026-07-01T14:36:08", "prev_close": 68.62, "open": 71.01, "high": 73.79, "low": 68.36, "bid1": 68.99, "ask1": 69.0, "bid_qty1": 25, "ask_qty1": 26 }, "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": "2026-07-01T14:36:09", "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": 4.9092, "intraday_vwap": 57.296, "price_vs_vwap_pct": -0.1326, "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": 57.22, "ts": "2026-07-01T14:36:09", "prev_close": 55.78, "open": 55.82, "high": 58.38, "low": 55.82, "bid1": 57.22, "ask1": 57.24, "bid_qty1": 86, "ask_qty1": 12 }, "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": "2026-07-01T14:36:09", "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": 25.8958, "price_vs_vwap_pct": -1.6443, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2198, "prev_amount_yi": 0.391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 25.5, "high": 25.5, "low": 25.5, "close": 25.5, "amount_yi": 0.0377 }, { "time": "14:33", "open": 25.52, "high": 25.52, "low": 25.49, "close": 25.49, "amount_yi": 0.0545 }, { "time": "14:34", "open": 25.47, "high": 25.48, "low": 25.47, "close": 25.48, "amount_yi": 0.0865 }, { "time": "14:35", "open": 25.47, "high": 25.47, "low": 25.46, "close": 25.46, "amount_yi": 0.0316 }, { "time": "14:36", "open": 25.47, "high": 25.47, "low": 25.47, "close": 25.47, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.47, "ts": "2026-07-01T14:36:06", "prev_close": 26.04, "open": 26.0, "high": 26.5, "low": 25.46, "bid1": 25.46, "ask1": 25.47, "bid_qty1": 163, "ask_qty1": 6 }, "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": "2026-07-01T14:36:09", "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": 7.1989, "price_vs_vwap_pct": -1.2349, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0523, "prev_amount_yi": 0.0519, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 7.12, "high": 7.12, "low": 7.12, "close": 7.12, "amount_yi": 0.0041 }, { "time": "14:33", "open": 7.13, "high": 7.13, "low": 7.12, "close": 7.12, "amount_yi": 0.013 }, { "time": "14:34", "open": 7.13, "high": 7.13, "low": 7.13, "close": 7.13, "amount_yi": 0.0138 }, { "time": "14:35", "open": 7.12, "high": 7.12, "low": 7.12, "close": 7.12, "amount_yi": 0.0173 }, { "time": "14:36", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.11, "ts": "2026-07-01T14:36:06", "prev_close": 7.24, "open": 7.18, "high": 7.29, "low": 7.09, "bid1": 7.11, "ask1": 7.12, "bid_qty1": 2117, "ask_qty1": 762 }, "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": "2026-07-01T14:36:09", "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": 13.1236, "price_vs_vwap_pct": -0.3322, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1117, "prev_amount_yi": 0.088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 13.11, "high": 13.11, "low": 13.11, "close": 13.11, "amount_yi": 0.014 }, { "time": "14:33", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.032 }, { "time": "14:34", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0172 }, { "time": "14:35", "open": 13.07, "high": 13.07, "low": 13.06, "close": 13.06, "amount_yi": 0.0393 }, { "time": "14:36", "open": 13.08, "high": 13.08, "low": 13.08, "close": 13.08, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.08, "ts": "2026-07-01T14:36:06", "prev_close": 13.81, "open": 13.55, "high": 13.62, "low": 12.85, "bid1": 13.07, "ask1": 13.08, "bid_qty1": 125, "ask_qty1": 254 }, "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": "2026-07-01T14:36:09", "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": 8.5463, "price_vs_vwap_pct": 1.2134, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.3269, "prev_amount_yi": 4.4464, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 8.68, "high": 8.68, "low": 8.68, "close": 8.68, "amount_yi": 0.2943 }, { "time": "14:33", "open": 8.69, "high": 8.69, "low": 8.69, "close": 8.69, "amount_yi": 0.9135 }, { "time": "14:34", "open": 8.69, "high": 8.69, "low": 8.68, "close": 8.68, "amount_yi": 0.8754 }, { "time": "14:35", "open": 8.66, "high": 8.66, "low": 8.65, "close": 8.65, "amount_yi": 0.8806 }, { "time": "14:36", "open": 8.65, "high": 8.65, "low": 8.65, "close": 8.65, "amount_yi": 0.3631 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.65, "ts": "2026-07-01T14:36:09", "prev_close": 8.68, "open": 8.49, "high": 8.81, "low": 8.31, "bid1": 8.64, "ask1": 8.65, "bid_qty1": 10109, "ask_qty1": 281 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300263", "name": "隆华科技", "side": "BUY", "priority": "W4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.35, "exec_low": 16.61, "exec_high": 16.68, "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": "2026-07-01T14:36:09", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": 16.68, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": 4.973, "intraday_vwap": 16.6087, "price_vs_vwap_pct": 0.4293, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1823, "prev_amount_yi": 0.2373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0238 }, { "time": "14:33", "open": 16.7, "high": 16.7, "low": 16.7, "close": 16.7, "amount_yi": 0.028 }, { "time": "14:34", "open": 16.69, "high": 16.69, "low": 16.69, "close": 16.69, "amount_yi": 0.0499 }, { "time": "14:35", "open": 16.66, "high": 16.67, "low": 16.66, "close": 16.67, "amount_yi": 0.0659 }, { "time": "14:36", "open": 16.68, "high": 16.68, "low": 16.68, "close": 16.68, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.68, "ts": "2026-07-01T14:36:06", "prev_close": 16.3, "open": 16.05, "high": 17.06, "low": 15.93, "bid1": 16.68, "ask1": 16.69, "bid_qty1": 36, "ask_qty1": 277 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688378", "name": "奥来德", "side": "BUY", "priority": "W5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 62.0, "exec_low": 62.0, "exec_high": 62.93, "invalid_price": 60.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 63.86, "max_chase_pct": 1.5, "base_exec_high": 62.93, "dynamic_exec_high": null, "entry_zone_low": 61.07, "entry_zone_high": 62.93, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1036, "prev_amount_yi": 0.1086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 59.32, "high": 59.32, "low": 59.32, "close": 59.32, "amount_yi": 0.0097 }, { "time": "14:33", "open": 59.34, "high": 59.34, "low": 59.3, "close": 59.3, "amount_yi": 0.022 }, { "time": "14:34", "open": 59.38, "high": 59.38, "low": 59.31, "close": 59.31, "amount_yi": 0.0274 }, { "time": "14:35", "open": 59.32, "high": 59.35, "low": 59.32, "close": 59.35, "amount_yi": 0.0305 }, { "time": "14:36", "open": 59.31, "high": 59.31, "low": 59.31, "close": 59.31, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 59.31, "ts": "2026-07-01T14:36:09", "prev_close": 62.0, "open": 62.01, "high": 62.89, "low": 58.3, "bid1": 59.3, "ask1": 59.31, "bid_qty1": 59, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300115:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300115:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300115", "name": "长盈精密", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.14, "exec_low": 28.14, "exec_high": 28.56, "invalid_price": 27.3, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 30.3544, "price_vs_vwap_pct": -3.0124, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1612, "prev_amount_yi": 0.2183, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7384, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 29.48, "high": 29.48, "low": 29.48, "close": 29.48, "amount_yi": 0.0137 }, { "time": "14:33", "open": 29.5, "high": 29.5, "low": 29.5, "close": 29.5, "amount_yi": 0.0383 }, { "time": "14:34", "open": 29.48, "high": 29.48, "low": 29.47, "close": 29.47, "amount_yi": 0.038 }, { "time": "14:35", "open": 29.47, "high": 29.47, "low": 29.45, "close": 29.45, "amount_yi": 0.053 }, { "time": "14:36", "open": 29.44, "high": 29.44, "low": 29.44, "close": 29.44, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.44, "ts": "2026-07-01T14:36:06", "prev_close": 27.94, "open": 27.96, "high": 31.86, "low": 27.96, "bid1": 29.43, "ask1": 29.44, "bid_qty1": 40, "ask_qty1": 49 }, "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": "NEAR_TRIGGER", "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": "2026-07-01T14:36:09", "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": 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": 74.0714, "price_vs_vwap_pct": -3.188, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1242, "prev_amount_yi": 0.1646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7546, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 71.93, "high": 71.93, "low": 71.93, "close": 71.93, "amount_yi": 0.0077 }, { "time": "14:33", "open": 71.9, "high": 71.9, "low": 71.81, "close": 71.81, "amount_yi": 0.0281 }, { "time": "14:34", "open": 71.79, "high": 71.79, "low": 71.71, "close": 71.71, "amount_yi": 0.0266 }, { "time": "14:35", "open": 71.7, "high": 71.71, "low": 71.7, "close": 71.71, "amount_yi": 0.0553 }, { "time": "14:36", "open": 71.71, "high": 71.71, "low": 71.71, "close": 71.71, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 71.71, "ts": "2026-07-01T14:36:06", "prev_close": 71.11, "open": 71.48, "high": 75.9, "low": 70.44, "bid1": 71.7, "ask1": 71.71, "bid_qty1": 3, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-01T14:36:09", "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": 4.0426, "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": 0.3399, "prev_amount_yi": 0.5781, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 135.04, "high": 135.04, "low": 135.04, "close": 135.04, "amount_yi": 0.0346 }, { "time": "14:33", "open": 135.04, "high": 135.04, "low": 135.02, "close": 135.02, "amount_yi": 0.11 }, { "time": "14:34", "open": 134.82, "high": 134.82, "low": 134.61, "close": 134.61, "amount_yi": 0.0833 }, { "time": "14:35", "open": 134.51, "high": 134.51, "low": 134.51, "close": 134.51, "amount_yi": 0.0709 }, { "time": "14:36", "open": 134.32, "high": 134.32, "low": 134.32, "close": 134.32, "amount_yi": 0.0411 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 134.32, "ts": "2026-07-01T14:36:10", "prev_close": 130.55, "open": 132.5, "high": 137.69, "low": 129.3, "bid1": 134.3, "ask1": 134.32, "bid_qty1": 8, "ask_qty1": 4 }, "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": "2026-07-01T14:36:09", "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": 68.1459, "price_vs_vwap_pct": -0.6837, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2274, "prev_amount_yi": 0.2222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 67.79, "high": 67.79, "low": 67.79, "close": 67.79, "amount_yi": 0.0295 }, { "time": "14:33", "open": 67.71, "high": 67.71, "low": 67.62, "close": 67.62, "amount_yi": 0.041 }, { "time": "14:34", "open": 67.55, "high": 67.71, "low": 67.55, "close": 67.71, "amount_yi": 0.0662 }, { "time": "14:35", "open": 67.72, "high": 67.74, "low": 67.72, "close": 67.74, "amount_yi": 0.0738 }, { "time": "14:36", "open": 67.68, "high": 67.68, "low": 67.68, "close": 67.68, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 67.68, "ts": "2026-07-01T14:36:09", "prev_close": 65.52, "open": 65.46, "high": 70.72, "low": 64.8, "bid1": 67.65, "ask1": 67.68, "bid_qty1": 24, "ask_qty1": 2 }, "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": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 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": 0.0321, "prev_amount_yi": 0.0425, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 10.61, "high": 10.61, "low": 10.61, "close": 10.61, "amount_yi": 0.0004 }, { "time": "14:33", "open": 10.62, "high": 10.62, "low": 10.61, "close": 10.61, "amount_yi": 0.0111 }, { "time": "14:34", "open": 10.6, "high": 10.6, "low": 10.6, "close": 10.6, "amount_yi": 0.0069 }, { "time": "14:35", "open": 10.59, "high": 10.59, "low": 10.58, "close": 10.58, "amount_yi": 0.0121 }, { "time": "14:36", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.59, "ts": "2026-07-01T14:36:09", "prev_close": 11.01, "open": 10.97, "high": 11.29, "low": 10.58, "bid1": 10.58, "ask1": 10.59, "bid_qty1": 1079, "ask_qty1": 79 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 252.4809, "price_vs_vwap_pct": -4.6661, "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": 0.7248, "prev_amount_yi": 0.866, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.837, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:32", "open": 241.08, "high": 241.08, "low": 241.08, "close": 241.08, "amount_yi": 0.0687 }, { "time": "14:33", "open": 241.54, "high": 241.54, "low": 241.42, "close": 241.42, "amount_yi": 0.183 }, { "time": "14:34", "open": 241.38, "high": 241.38, "low": 241.37, "close": 241.37, "amount_yi": 0.223 }, { "time": "14:35", "open": 241.0, "high": 241.0, "low": 240.88, "close": 240.88, "amount_yi": 0.1752 }, { "time": "14:36", "open": 240.7, "high": 240.7, "low": 240.7, "close": 240.7, "amount_yi": 0.0749 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 240.7, "ts": "2026-07-01T14:36:09", "prev_close": 256.94, "open": 258.0, "high": 264.88, "low": 239.0, "bid1": 240.68, "ask1": 240.71, "bid_qty1": 9, "ask_qty1": 3 }, "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": "2026-07-01T14:36:09", "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": 5.8922, "price_vs_vwap_pct": 3.5267, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0536, "prev_amount_yi": 0.0358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 6.13, "high": 6.13, "low": 6.13, "close": 6.13, "amount_yi": 0.006 }, { "time": "14:33", "open": 6.12, "high": 6.12, "low": 6.11, "close": 6.11, "amount_yi": 0.0086 }, { "time": "14:34", "open": 6.11, "high": 6.12, "low": 6.11, "close": 6.12, "amount_yi": 0.0142 }, { "time": "14:35", "open": 6.11, "high": 6.11, "low": 6.1, "close": 6.1, "amount_yi": 0.0133 }, { "time": "14:36", "open": 6.1, "high": 6.1, "low": 6.1, "close": 6.1, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.1, "ts": "2026-07-01T14:36:06", "prev_close": 5.51, "open": 5.88, "high": 6.5, "low": 5.6, "bid1": 6.09, "ask1": 6.1, "bid_qty1": 65, "ask_qty1": 427 }, "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": "2026-07-01T14:36:09", "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": 44.4243, "price_vs_vwap_pct": -3.0711, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0931, "prev_amount_yi": 0.1567, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 43.2, "high": 43.2, "low": 43.2, "close": 43.2, "amount_yi": 0.0057 }, { "time": "14:33", "open": 43.19, "high": 43.19, "low": 43.11, "close": 43.11, "amount_yi": 0.034 }, { "time": "14:34", "open": 43.14, "high": 43.14, "low": 43.11, "close": 43.11, "amount_yi": 0.0125 }, { "time": "14:35", "open": 43.1, "high": 43.1, "low": 43.07, "close": 43.07, "amount_yi": 0.0248 }, { "time": "14:36", "open": 43.06, "high": 43.06, "low": 43.06, "close": 43.06, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.06, "ts": "2026-07-01T14:36:06", "prev_close": 46.2, "open": 47.54, "high": 48.2, "low": 42.65, "bid1": 43.06, "ask1": 43.07, "bid_qty1": 185, "ask_qty1": 61 }, "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": "2026-07-01T14:36:09", "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": 7.5658, "price_vs_vwap_pct": -1.3984, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0902, "prev_amount_yi": 0.1051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8582, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 7.45, "high": 7.45, "low": 7.45, "close": 7.45, "amount_yi": 0.0118 }, { "time": "14:33", "open": 7.46, "high": 7.46, "low": 7.46, "close": 7.46, "amount_yi": 0.0251 }, { "time": "14:34", "open": 7.46, "high": 7.46, "low": 7.46, "close": 7.46, "amount_yi": 0.0282 }, { "time": "14:35", "open": 7.45, "high": 7.45, "low": 7.45, "close": 7.45, "amount_yi": 0.019 }, { "time": "14:36", "open": 7.46, "high": 7.46, "low": 7.46, "close": 7.46, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.46, "ts": "2026-07-01T14:36:09", "prev_close": 7.81, "open": 7.76, "high": 7.88, "low": 7.43, "bid1": 7.45, "ask1": 7.46, "bid_qty1": 2230, "ask_qty1": 797 }, "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": "2026-07-01T14:36:09", "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": 6.0539, "price_vs_vwap_pct": -0.2296, "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": 0.7684, "prev_amount_yi": 1.1793, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0627 }, { "time": "14:33", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.1563 }, { "time": "14:34", "open": 6.03, "high": 6.03, "low": 6.03, "close": 6.03, "amount_yi": 0.2627 }, { "time": "14:35", "open": 6.03, "high": 6.04, "low": 6.03, "close": 6.04, "amount_yi": 0.183 }, { "time": "14:36", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.1037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.04, "ts": "2026-07-01T14:36:09", "prev_close": 5.82, "open": 5.98, "high": 6.26, "low": 5.86, "bid1": 6.03, "ask1": 6.04, "bid_qty1": 29725, "ask_qty1": 7947 }, "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": "2026-07-01T14:36:09", "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": 147.7379, "price_vs_vwap_pct": -0.5198, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0281, "prev_amount_yi": 0.0173, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:31", "open": 147.18, "high": 147.18, "low": 147.05, "close": 147.05, "amount_yi": 0.0104 }, { "time": "14:32", "open": 147.05, "high": 147.05, "low": 147.05, "close": 147.05, "amount_yi": 0.0022 }, { "time": "14:33", "open": 147.2, "high": 147.22, "low": 147.2, "close": 147.22, "amount_yi": 0.0066 }, { "time": "14:34", "open": 147.05, "high": 147.05, "low": 147.05, "close": 147.05, "amount_yi": 0.0015 }, { "time": "14:35", "open": 147.0, "high": 147.0, "low": 146.97, "close": 146.97, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 146.97, "ts": "2026-07-01T14:36:00", "prev_close": 148.98, "open": 147.0, "high": 149.9, "low": 145.01, "bid1": 146.9, "ask1": 147.09, "bid_qty1": 1, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002983", "name": "芯瑞达", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 27.79, "exec_low": 27.79, "exec_high": 28.21, "invalid_price": 26.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.62, "max_chase_pct": 1.5, "base_exec_high": 28.21, "dynamic_exec_high": null, "entry_zone_low": 27.37, "entry_zone_high": 28.21, "entry_risk_pct": null, "intraday_vwap": 27.7759, "price_vs_vwap_pct": -1.1733, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0731, "prev_amount_yi": 0.0258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 27.61, "high": 27.61, "low": 27.61, "close": 27.61, "amount_yi": 0.0008 }, { "time": "14:33", "open": 27.59, "high": 27.59, "low": 27.57, "close": 27.57, "amount_yi": 0.01 }, { "time": "14:34", "open": 27.55, "high": 27.55, "low": 27.54, "close": 27.54, "amount_yi": 0.007 }, { "time": "14:35", "open": 27.5, "high": 27.5, "low": 27.45, "close": 27.45, "amount_yi": 0.0246 }, { "time": "14:36", "open": 27.45, "high": 27.45, "low": 27.45, "close": 27.45, "amount_yi": 0.0307 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.45, "ts": "2026-07-01T14:36:09", "prev_close": 27.68, "open": 27.26, "high": 28.66, "low": 26.82, "bid1": 27.45, "ask1": 27.46, "bid_qty1": 2, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 28.6, "exec_low": 29.03, "exec_high": 29.03, "invalid_price": 27.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 26.9708, "price_vs_vwap_pct": 0.1453, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0563, "prev_amount_yi": 0.1367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4119, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 27.04, "high": 27.04, "low": 27.04, "close": 27.04, "amount_yi": 0.007 }, { "time": "14:33", "open": 27.04, "high": 27.07, "low": 27.04, "close": 27.07, "amount_yi": 0.0151 }, { "time": "14:34", "open": 27.07, "high": 27.07, "low": 27.05, "close": 27.05, "amount_yi": 0.019 }, { "time": "14:35", "open": 27.05, "high": 27.05, "low": 27.02, "close": 27.02, "amount_yi": 0.011 }, { "time": "14:36", "open": 27.01, "high": 27.01, "low": 27.01, "close": 27.01, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.01, "ts": "2026-07-01T14:36:09", "prev_close": 27.87, "open": 27.87, "high": 27.87, "low": 26.58, "bid1": 27.01, "ask1": 27.02, "bid_qty1": 10, "ask_qty1": 124 }, "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": "2026-07-01T14:36:09", "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": 4.0031, "intraday_vwap": 12.9216, "price_vs_vwap_pct": 0.452, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0058, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0005 }, { "time": "14:33", "open": 13.0, "high": 13.01, "low": 13.0, "close": 13.01, "amount_yi": 0.0005 }, { "time": "14:34", "open": 13.01, "high": 13.01, "low": 13.0, "close": 13.0, "amount_yi": 0.0025 }, { "time": "14:35", "open": 13.0, "high": 13.0, "low": 12.99, "close": 12.99, "amount_yi": 0.0019 }, { "time": "14:36", "open": 12.98, "high": 12.98, "low": 12.98, "close": 12.98, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-07-01T14:36:06", "prev_close": 12.82, "open": 12.83, "high": 13.22, "low": 12.62, "bid1": 12.98, "ask1": 12.99, "bid_qty1": 299, "ask_qty1": 76 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000810:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000810:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000810", "name": "创维数字", "side": "BUY", "priority": "W20", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.39, "exec_low": 13.39, "exec_high": 13.59, "invalid_price": 12.99, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.79, "max_chase_pct": 1.5, "base_exec_high": 13.59, "dynamic_exec_high": null, "entry_zone_low": 13.19, "entry_zone_high": 13.59, "entry_risk_pct": null, "intraday_vwap": 13.4195, "price_vs_vwap_pct": -0.2943, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0465, "prev_amount_yi": 0.0561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8289, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0026 }, { "time": "14:33", "open": 13.41, "high": 13.41, "low": 13.41, "close": 13.41, "amount_yi": 0.0131 }, { "time": "14:34", "open": 13.41, "high": 13.41, "low": 13.41, "close": 13.41, "amount_yi": 0.0093 }, { "time": "14:35", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0187 }, { "time": "14:36", "open": 13.38, "high": 13.38, "low": 13.38, "close": 13.38, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.38, "ts": "2026-07-01T14:36:09", "prev_close": 13.25, "open": 13.26, "high": 13.75, "low": 13.04, "bid1": 13.38, "ask1": 13.39, "bid_qty1": 241, "ask_qty1": 139 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300219:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300219:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300219", "name": "鸿利智汇", "side": "BUY", "priority": "W21", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.53, "exec_low": 10.53, "exec_high": 10.69, "invalid_price": 10.21, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 9.9392, "price_vs_vwap_pct": -2.7085, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.21, "prev_amount_yi": 0.0785, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 9.76, "high": 9.76, "low": 9.76, "close": 9.76, "amount_yi": 0.006 }, { "time": "14:33", "open": 9.75, "high": 9.75, "low": 9.74, "close": 9.74, "amount_yi": 0.0428 }, { "time": "14:34", "open": 9.73, "high": 9.73, "low": 9.71, "close": 9.71, "amount_yi": 0.0336 }, { "time": "14:35", "open": 9.71, "high": 9.71, "low": 9.68, "close": 9.68, "amount_yi": 0.0853 }, { "time": "14:36", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0423 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.67, "ts": "2026-07-01T14:36:06", "prev_close": 10.43, "open": 10.16, "high": 10.22, "low": 9.66, "bid1": 9.67, "ask1": 9.68, "bid_qty1": 3, "ask_qty1": 242 }, "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": "2026-07-01T14:36:09", "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": 17.197, "price_vs_vwap_pct": -1.4944, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0068, "prev_amount_yi": 0.0085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 16.92, "high": 16.92, "low": 16.92, "close": 16.92, "amount_yi": 0.0001 }, { "time": "14:33", "open": 16.95, "high": 16.95, "low": 16.94, "close": 16.94, "amount_yi": 0.0027 }, { "time": "14:34", "open": 16.93, "high": 16.94, "low": 16.93, "close": 16.94, "amount_yi": 0.0014 }, { "time": "14:35", "open": 16.94, "high": 16.95, "low": 16.94, "close": 16.95, "amount_yi": 0.0021 }, { "time": "14:36", "open": 16.94, "high": 16.94, "low": 16.94, "close": 16.94, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.94, "ts": "2026-07-01T14:36:07", "prev_close": 16.53, "open": 16.44, "high": 17.68, "low": 16.38, "bid1": 16.93, "ask1": 16.94, "bid_qty1": 21, "ask_qty1": 44 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002449:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002449:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002449", "name": "国星光电", "side": "BUY", "priority": "W23", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 7.8, "exec_low": 7.8, "exec_high": 7.92, "invalid_price": 7.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.03, "max_chase_pct": 1.5, "base_exec_high": 7.92, "dynamic_exec_high": null, "entry_zone_low": 7.68, "entry_zone_high": 7.92, "entry_risk_pct": null, "intraday_vwap": 7.7318, "price_vs_vwap_pct": 0.4941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0186, "prev_amount_yi": 0.0201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0037 }, { "time": "14:33", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0048 }, { "time": "14:34", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0019 }, { "time": "14:35", "open": 7.77, "high": 7.77, "low": 7.77, "close": 7.77, "amount_yi": 0.0067 }, { "time": "14:36", "open": 7.77, "high": 7.77, "low": 7.77, "close": 7.77, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.77, "ts": "2026-07-01T14:36:09", "prev_close": 7.75, "open": 7.73, "high": 7.84, "low": 7.58, "bid1": 7.76, "ask1": 7.77, "bid_qty1": 290, "ask_qty1": 48 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300232:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300232:VWAP_RECLAIM", "symbol": "SZSE.300232", "name": "洲明科技", "side": "BUY", "priority": "W24", "status": "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": "2026-07-01T14:36:09", "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": 5.7085, "price_vs_vwap_pct": 1.0773, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0099, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0017 }, { "time": "14:33", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0021 }, { "time": "14:34", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.001 }, { "time": "14:35", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0045 }, { "time": "14:36", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.77, "ts": "2026-07-01T14:36:06", "prev_close": 5.73, "open": 5.75, "high": 5.85, "low": 5.61, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 1843, "ask_qty1": 27 }, "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": "2026-07-01T14:36:09", "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": 143.4103, "price_vs_vwap_pct": -4.1352, "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": 0.9357, "prev_amount_yi": 1.3039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 137.9, "high": 137.9, "low": 137.9, "close": 137.9, "amount_yi": 0.0751 }, { "time": "14:33", "open": 138.03, "high": 138.03, "low": 137.74, "close": 137.74, "amount_yi": 0.2993 }, { "time": "14:34", "open": 137.5, "high": 137.56, "low": 137.5, "close": 137.56, "amount_yi": 0.2004 }, { "time": "14:35", "open": 137.42, "high": 137.48, "low": 137.42, "close": 137.48, "amount_yi": 0.3047 }, { "time": "14:36", "open": 137.48, "high": 137.48, "low": 137.48, "close": 137.48, "amount_yi": 0.0562 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 137.48, "ts": "2026-07-01T14:36:09", "prev_close": 150.11, "open": 149.0, "high": 150.49, "low": 137.1, "bid1": 137.48, "ask1": 137.49, "bid_qty1": 15, "ask_qty1": 3 }, "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": "2026-07-01T14:36:09", "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": 5.5335, "price_vs_vwap_pct": 0.4789, "energy_floor_hint_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": 0.0595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0278 }, { "time": "14:33", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0148 }, { "time": "14:34", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0082 }, { "time": "14:35", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0053 }, { "time": "14:36", "open": 5.56, "high": 5.56, "low": 5.56, "close": 5.56, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.56, "ts": "2026-07-01T14:36:06", "prev_close": 5.6, "open": 5.55, "high": 5.65, "low": 5.44, "bid1": 5.55, "ask1": 5.56, "bid_qty1": 7277, "ask_qty1": 706 }, "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": "2026-07-01T14:36:09", "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": 9.6464, "price_vs_vwap_pct": -1.414, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0836, "prev_amount_yi": 0.0989, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8453, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 9.51, "high": 9.51, "low": 9.51, "close": 9.51, "amount_yi": 0.0127 }, { "time": "14:33", "open": 9.5, "high": 9.51, "low": 9.5, "close": 9.51, "amount_yi": 0.0267 }, { "time": "14:34", "open": 9.52, "high": 9.52, "low": 9.51, "close": 9.51, "amount_yi": 0.0127 }, { "time": "14:35", "open": 9.51, "high": 9.52, "low": 9.51, "close": 9.52, "amount_yi": 0.0176 }, { "time": "14:36", "open": 9.51, "high": 9.51, "low": 9.51, "close": 9.51, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:09", "prev_close": 9.91, "open": 9.9, "high": 9.94, "low": 9.48, "bid1": 9.51, "ask1": 9.52, "bid_qty1": 92, "ask_qty1": 645 }, "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": "2026-07-01T14:36:09", "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": 67.3562, "price_vs_vwap_pct": -1.8502, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0378, "prev_amount_yi": 0.0715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5287, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 66.25, "high": 66.25, "low": 66.25, "close": 66.25, "amount_yi": 0.0009 }, { "time": "14:33", "open": 66.27, "high": 66.31, "low": 66.27, "close": 66.31, "amount_yi": 0.0117 }, { "time": "14:34", "open": 66.29, "high": 66.29, "low": 66.24, "close": 66.24, "amount_yi": 0.0079 }, { "time": "14:35", "open": 66.17, "high": 66.17, "low": 66.16, "close": 66.16, "amount_yi": 0.0074 }, { "time": "14:36", "open": 66.11, "high": 66.11, "low": 66.11, "close": 66.11, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.11, "ts": "2026-07-01T14:36:06", "prev_close": 69.2, "open": 68.65, "high": 70.4, "low": 65.16, "bid1": 66.07, "ask1": 66.1, "bid_qty1": 10, "ask_qty1": 7 }, "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": "2026-07-01T14:36:09", "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": 0.0013, "prev_amount_yi": 0.0016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8125, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:30", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0003 }, { "time": "14:31", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0002 }, { "time": "14:33", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0003 }, { "time": "14:35", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0004 }, { "time": "14:36", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:09", "prev_close": 1.86, "open": 1.77, "high": 1.77, "low": 1.77, "bid1": 0.0, "ask1": 1.77, "bid_qty1": 0, "ask_qty1": 4731200 }, "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": "2026-07-01T14:36:09", "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": 154.4791, "price_vs_vwap_pct": -4.3236, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.562, "prev_amount_yi": 0.472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 148.19, "high": 148.19, "low": 148.19, "close": 148.19, "amount_yi": 0.0411 }, { "time": "14:33", "open": 148.15, "high": 148.15, "low": 148.08, "close": 148.08, "amount_yi": 0.1042 }, { "time": "14:34", "open": 148.0, "high": 148.05, "low": 148.0, "close": 148.05, "amount_yi": 0.201 }, { "time": "14:35", "open": 148.0, "high": 148.0, "low": 147.9, "close": 147.9, "amount_yi": 0.149 }, { "time": "14:36", "open": 147.8, "high": 147.8, "low": 147.8, "close": 147.8, "amount_yi": 0.0667 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 147.8, "ts": "2026-07-01T14:36:07", "prev_close": 162.97, "open": 157.01, "high": 161.86, "low": 147.7, "bid1": 147.81, "ask1": 147.82, "bid_qty1": 1, "ask_qty1": 40 }, "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": "2026-07-01T14:36:09", "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": 27.3119, "price_vs_vwap_pct": -1.1054, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0726, "prev_amount_yi": 0.0288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5208, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 27.04, "high": 27.04, "low": 27.04, "close": 27.04, "amount_yi": 0.0034 }, { "time": "14:33", "open": 27.02, "high": 27.02, "low": 26.99, "close": 26.99, "amount_yi": 0.018 }, { "time": "14:34", "open": 26.98, "high": 27.01, "low": 26.98, "close": 27.01, "amount_yi": 0.0388 }, { "time": "14:35", "open": 27.01, "high": 27.01, "low": 27.01, "close": 27.01, "amount_yi": 0.0102 }, { "time": "14:36", "open": 27.01, "high": 27.01, "low": 27.01, "close": 27.01, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.01, "ts": "2026-07-01T14:36:06", "prev_close": 28.55, "open": 28.62, "high": 28.8, "low": 26.5, "bid1": 27.01, "ask1": 27.02, "bid_qty1": 34, "ask_qty1": 94 }, "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": "2026-07-01T14:36:09", "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": 25.9532, "price_vs_vwap_pct": -2.093, "energy_floor_hint_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": 0.1454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6472, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 25.46, "high": 25.46, "low": 25.46, "close": 25.46, "amount_yi": 0.0042 }, { "time": "14:33", "open": 25.48, "high": 25.48, "low": 25.46, "close": 25.46, "amount_yi": 0.0173 }, { "time": "14:34", "open": 25.44, "high": 25.44, "low": 25.43, "close": 25.43, "amount_yi": 0.0159 }, { "time": "14:35", "open": 25.41, "high": 25.41, "low": 25.4, "close": 25.4, "amount_yi": 0.0523 }, { "time": "14:36", "open": 25.41, "high": 25.41, "low": 25.41, "close": 25.41, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.41, "ts": "2026-07-01T14:36:08", "prev_close": 26.71, "open": 26.41, "high": 26.84, "low": 25.1, "bid1": 25.4, "ask1": 25.41, "bid_qty1": 44, "ask_qty1": 16 }, "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": "2026-07-01T14:36:09", "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": 10.644, "price_vs_vwap_pct": -2.3863, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0497, "prev_amount_yi": 0.1219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 10.39, "high": 10.39, "low": 10.39, "close": 10.39, "amount_yi": 0.0047 }, { "time": "14:33", "open": 10.38, "high": 10.39, "low": 10.38, "close": 10.39, "amount_yi": 0.0105 }, { "time": "14:34", "open": 10.38, "high": 10.38, "low": 10.38, "close": 10.38, "amount_yi": 0.013 }, { "time": "14:35", "open": 10.38, "high": 10.38, "low": 10.38, "close": 10.38, "amount_yi": 0.0119 }, { "time": "14:36", "open": 10.39, "high": 10.39, "low": 10.39, "close": 10.39, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.39, "ts": "2026-07-01T14:36:09", "prev_close": 10.39, "open": 10.39, "high": 10.98, "low": 10.23, "bid1": 10.38, "ask1": 10.39, "bid_qty1": 22, "ask_qty1": 861 }, "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": "2026-07-01T14:36:09", "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": 13.1079, "price_vs_vwap_pct": 2.6862, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0037, "prev_amount_yi": 0.0078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.002 }, { "time": "14:33", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0003 }, { "time": "14:34", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0005 }, { "time": "14:35", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0007 }, { "time": "14:36", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:02", "prev_close": 12.24, "open": 12.51, "high": 13.46, "low": 12.48, "bid1": 13.46, "ask1": 0.0, "bid_qty1": 32323, "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": "2026-07-01T14:36:09", "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": 7.6818, "price_vs_vwap_pct": -1.0649, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.08, "prev_amount_yi": 0.0415, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0018 }, { "time": "14:33", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0196 }, { "time": "14:34", "open": 7.6, "high": 7.61, "low": 7.6, "close": 7.61, "amount_yi": 0.0432 }, { "time": "14:35", "open": 7.6, "high": 7.6, "low": 7.59, "close": 7.59, "amount_yi": 0.0098 }, { "time": "14:36", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.6, "ts": "2026-07-01T14:36:09", "prev_close": 7.57, "open": 7.7, "high": 7.86, "low": 7.51, "bid1": 7.59, "ask1": 7.6, "bid_qty1": 62, "ask_qty1": 2229 }, "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": "2026-07-01T14:36:09", "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": 16.9939, "price_vs_vwap_pct": 6.3911, "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": 0.4193, "prev_amount_yi": 1.114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3764, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 18.22, "high": 18.22, "low": 18.22, "close": 18.22, "amount_yi": 0.051 }, { "time": "14:33", "open": 18.23, "high": 18.23, "low": 18.22, "close": 18.22, "amount_yi": 0.1606 }, { "time": "14:34", "open": 18.17, "high": 18.17, "low": 18.13, "close": 18.13, "amount_yi": 0.1142 }, { "time": "14:35", "open": 18.1, "high": 18.1, "low": 18.06, "close": 18.06, "amount_yi": 0.0618 }, { "time": "14:36", "open": 18.08, "high": 18.08, "low": 18.08, "close": 18.08, "amount_yi": 0.0317 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.08, "ts": "2026-07-01T14:36:09", "prev_close": 17.52, "open": 17.35, "high": 18.35, "low": 16.37, "bid1": 18.08, "ask1": 18.09, "bid_qty1": 474, "ask_qty1": 36 }, "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": "2026-07-01T14:36:09", "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": 315.8487, "price_vs_vwap_pct": -3.6944, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2012, "prev_amount_yi": 0.3308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 305.23, "high": 305.23, "low": 305.23, "close": 305.23, "amount_yi": 0.0168 }, { "time": "14:33", "open": 305.75, "high": 305.75, "low": 305.32, "close": 305.32, "amount_yi": 0.037 }, { "time": "14:34", "open": 305.37, "high": 305.37, "low": 304.2, "close": 304.2, "amount_yi": 0.0567 }, { "time": "14:35", "open": 304.5, "high": 304.5, "low": 304.29, "close": 304.29, "amount_yi": 0.0572 }, { "time": "14:36", "open": 304.18, "high": 304.18, "low": 304.18, "close": 304.18, "amount_yi": 0.0335 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 304.18, "ts": "2026-07-01T14:36:06", "prev_close": 317.6, "open": 317.36, "high": 335.12, "low": 302.0, "bid1": 304.18, "ask1": 304.22, "bid_qty1": 3, "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": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.64, "exec_low": 10.64, "exec_high": 10.8, "invalid_price": 10.32, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.96, "max_chase_pct": 1.5, "base_exec_high": 10.8, "dynamic_exec_high": null, "entry_zone_low": 10.48, "entry_zone_high": 10.8, "entry_risk_pct": null, "intraday_vwap": 10.3254, "price_vs_vwap_pct": -0.7302, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0087, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 10.25, "high": 10.25, "low": 10.25, "close": 10.25, "amount_yi": 0.0011 }, { "time": "14:33", "open": 10.26, "high": 10.26, "low": 10.26, "close": 10.26, "amount_yi": 0.0018 }, { "time": "14:34", "open": 10.25, "high": 10.25, "low": 10.25, "close": 10.25, "amount_yi": 0.001 }, { "time": "14:35", "open": 10.25, "high": 10.25, "low": 10.25, "close": 10.25, "amount_yi": 0.0047 }, { "time": "14:36", "open": 10.25, "high": 10.25, "low": 10.25, "close": 10.25, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.25, "ts": "2026-07-01T14:36:09", "prev_close": 10.54, "open": 10.55, "high": 10.55, "low": 10.22, "bid1": 10.25, "ask1": 10.26, "bid_qty1": 1471, "ask_qty1": 143 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002456:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002456:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002456", "name": "欧菲光", "side": "BUY", "priority": "W39", "status": "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": "2026-07-01T14:36:09", "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": 9.4842, "price_vs_vwap_pct": -0.5715, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1665, "prev_amount_yi": 0.1939, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8587, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 9.45, "high": 9.45, "low": 9.45, "close": 9.45, "amount_yi": 0.0166 }, { "time": "14:33", "open": 9.44, "high": 9.44, "low": 9.44, "close": 9.44, "amount_yi": 0.0161 }, { "time": "14:34", "open": 9.43, "high": 9.44, "low": 9.43, "close": 9.44, "amount_yi": 0.0393 }, { "time": "14:35", "open": 9.44, "high": 9.44, "low": 9.43, "close": 9.43, "amount_yi": 0.0776 }, { "time": "14:36", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.43, "ts": "2026-07-01T14:36:09", "prev_close": 9.46, "open": 9.5, "high": 9.62, "low": 9.32, "bid1": 9.43, "ask1": 9.44, "bid_qty1": 93, "ask_qty1": 1588 }, "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": "OBSERVE", "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": "2026-07-01T14:36:09", "sim_reason": "price_above_entry_zone_dynamic_cap", "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": 21.6812, "price_vs_vwap_pct": 0.3634, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1011, "prev_amount_yi": 0.0738, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 21.77, "high": 21.77, "low": 21.77, "close": 21.77, "amount_yi": 0.0088 }, { "time": "14:33", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.025 }, { "time": "14:34", "open": 21.77, "high": 21.77, "low": 21.76, "close": 21.76, "amount_yi": 0.0122 }, { "time": "14:35", "open": 21.77, "high": 21.77, "low": 21.77, "close": 21.77, "amount_yi": 0.0455 }, { "time": "14:36", "open": 21.76, "high": 21.76, "low": 21.76, "close": 21.76, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.76, "ts": "2026-07-01T14:36:09", "prev_close": 20.95, "open": 21.0, "high": 22.22, "low": 20.81, "bid1": 21.76, "ask1": 21.77, "bid_qty1": 540, "ask_qty1": 112 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T14:36:09", "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": 34.2253, "price_vs_vwap_pct": -1.418, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0608, "prev_amount_yi": 0.0779, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7805, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 33.81, "high": 33.81, "low": 33.81, "close": 33.81, "amount_yi": 0.0023 }, { "time": "14:33", "open": 33.81, "high": 33.81, "low": 33.8, "close": 33.8, "amount_yi": 0.0117 }, { "time": "14:34", "open": 33.77, "high": 33.77, "low": 33.75, "close": 33.75, "amount_yi": 0.0265 }, { "time": "14:35", "open": 33.72, "high": 33.73, "low": 33.72, "close": 33.73, "amount_yi": 0.0156 }, { "time": "14:36", "open": 33.74, "high": 33.74, "low": 33.74, "close": 33.74, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.74, "ts": "2026-07-01T14:36:09", "prev_close": 35.21, "open": 34.58, "high": 35.27, "low": 33.46, "bid1": 33.73, "ask1": 33.74, "bid_qty1": 24, "ask_qty1": 71 }, "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": "2026-07-01T14:36:09", "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": 11.2538, "price_vs_vwap_pct": -2.8773, "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": 0.3976, "prev_amount_yi": 0.4461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0331 }, { "time": "14:33", "open": 10.97, "high": 10.98, "low": 10.97, "close": 10.98, "amount_yi": 0.0722 }, { "time": "14:34", "open": 10.98, "high": 10.98, "low": 10.96, "close": 10.96, "amount_yi": 0.1228 }, { "time": "14:35", "open": 10.95, "high": 10.95, "low": 10.94, "close": 10.94, "amount_yi": 0.1311 }, { "time": "14:36", "open": 10.93, "high": 10.93, "low": 10.93, "close": 10.93, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:06", "prev_close": 11.6, "open": 11.55, "high": 11.75, "low": 10.84, "bid1": 10.93, "ask1": 10.94, "bid_qty1": 1876, "ask_qty1": 391 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002387:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002387:VWAP_RECLAIM", "symbol": "SZSE.002387", "name": "维信诺", "side": "BUY", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.05, "exec_low": 9.19, "exec_high": 9.19, "invalid_price": 8.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 9.32, "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": 8.9745, "price_vs_vwap_pct": -0.9416, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.073, "prev_amount_yi": 0.0481, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5177, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 8.91, "high": 8.91, "low": 8.91, "close": 8.91, "amount_yi": 0.0045 }, { "time": "14:33", "open": 8.91, "high": 8.92, "low": 8.91, "close": 8.92, "amount_yi": 0.016 }, { "time": "14:34", "open": 8.9, "high": 8.9, "low": 8.9, "close": 8.9, "amount_yi": 0.0311 }, { "time": "14:35", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0123 }, { "time": "14:36", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.89, "ts": "2026-07-01T14:36:09", "prev_close": 9.0, "open": 8.87, "high": 9.11, "low": 8.81, "bid1": 8.88, "ask1": 8.89, "bid_qty1": 2929, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300400:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300400:VWAP_RECLAIM", "symbol": "SZSE.300400", "name": "劲拓股份", "side": "BUY", "priority": "W44", "status": "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": "2026-07-01T14:36:09", "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": 36.6305, "price_vs_vwap_pct": -2.158, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.046, "prev_amount_yi": 0.0419, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0979, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 35.84, "high": 35.84, "low": 35.84, "close": 35.84, "amount_yi": 0.0036 }, { "time": "14:33", "open": 35.87, "high": 35.87, "low": 35.87, "close": 35.87, "amount_yi": 0.0168 }, { "time": "14:34", "open": 35.88, "high": 35.88, "low": 35.87, "close": 35.87, "amount_yi": 0.0057 }, { "time": "14:35", "open": 35.83, "high": 35.83, "low": 35.82, "close": 35.82, "amount_yi": 0.0176 }, { "time": "14:36", "open": 35.84, "high": 35.84, "low": 35.84, "close": 35.84, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.84, "ts": "2026-07-01T14:36:06", "prev_close": 37.65, "open": 37.65, "high": 38.26, "low": 35.6, "bid1": 35.84, "ask1": 35.86, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-07-01T14:36:09", "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": 105.9728, "price_vs_vwap_pct": -6.0136, "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": 0.6667, "prev_amount_yi": 1.2577, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 100.7, "high": 100.7, "low": 100.7, "close": 100.7, "amount_yi": 0.053 }, { "time": "14:33", "open": 100.49, "high": 100.49, "low": 100.36, "close": 100.36, "amount_yi": 0.1019 }, { "time": "14:34", "open": 100.2, "high": 100.2, "low": 100.1, "close": 100.1, "amount_yi": 0.1368 }, { "time": "14:35", "open": 99.98, "high": 99.98, "low": 99.83, "close": 99.83, "amount_yi": 0.2792 }, { "time": "14:36", "open": 99.6, "high": 99.6, "low": 99.6, "close": 99.6, "amount_yi": 0.0958 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 99.6, "ts": "2026-07-01T14:36:06", "prev_close": 105.97, "open": 105.0, "high": 111.03, "low": 99.6, "bid1": 99.59, "ask1": 99.6, "bid_qty1": 8, "ask_qty1": 368 }, "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": "2026-07-01T14:36:09", "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": 8.767, "price_vs_vwap_pct": 1.403, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1062, "prev_amount_yi": 0.1518, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 8.88, "high": 8.88, "low": 8.88, "close": 8.88, "amount_yi": 0.0414 }, { "time": "14:33", "open": 8.89, "high": 8.9, "low": 8.89, "close": 8.9, "amount_yi": 0.0185 }, { "time": "14:34", "open": 8.9, "high": 8.9, "low": 8.89, "close": 8.89, "amount_yi": 0.018 }, { "time": "14:35", "open": 8.9, "high": 8.9, "low": 8.89, "close": 8.89, "amount_yi": 0.0239 }, { "time": "14:36", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.89, "ts": "2026-07-01T14:36:09", "prev_close": 8.18, "open": 8.2, "high": 9.0, "low": 8.2, "bid1": 8.88, "ask1": 8.89, "bid_qty1": 1822, "ask_qty1": 432 }, "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": "2026-07-01T14:36:09", "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": 12.3218, "price_vs_vwap_pct": -2.6928, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0842, "prev_amount_yi": 0.1433, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5876, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 12.03, "high": 12.03, "low": 12.03, "close": 12.03, "amount_yi": 0.0047 }, { "time": "14:33", "open": 12.02, "high": 12.02, "low": 12.02, "close": 12.02, "amount_yi": 0.0207 }, { "time": "14:34", "open": 12.02, "high": 12.02, "low": 12.01, "close": 12.01, "amount_yi": 0.0162 }, { "time": "14:35", "open": 12.0, "high": 12.0, "low": 12.0, "close": 12.0, "amount_yi": 0.0255 }, { "time": "14:36", "open": 11.99, "high": 11.99, "low": 11.99, "close": 11.99, "amount_yi": 0.0171 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.99, "ts": "2026-07-01T14:36:09", "prev_close": 12.4, "open": 12.66, "high": 12.85, "low": 11.94, "bid1": 11.98, "ask1": 11.99, "bid_qty1": 1046, "ask_qty1": 322 }, "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": "2026-07-01T14:36:09", "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": 18.8509, "price_vs_vwap_pct": -2.3389, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1612, "prev_amount_yi": 0.1164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3849, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 18.47, "high": 18.47, "low": 18.47, "close": 18.47, "amount_yi": 0.0036 }, { "time": "14:33", "open": 18.46, "high": 18.46, "low": 18.45, "close": 18.45, "amount_yi": 0.0245 }, { "time": "14:34", "open": 18.43, "high": 18.43, "low": 18.43, "close": 18.43, "amount_yi": 0.0377 }, { "time": "14:35", "open": 18.41, "high": 18.41, "low": 18.41, "close": 18.41, "amount_yi": 0.0864 }, { "time": "14:36", "open": 18.41, "high": 18.41, "low": 18.41, "close": 18.41, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.41, "ts": "2026-07-01T14:36:06", "prev_close": 19.03, "open": 18.79, "high": 19.45, "low": 18.38, "bid1": 18.4, "ask1": 18.41, "bid_qty1": 307, "ask_qty1": 100 }, "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": "2026-07-01T14:36:09", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0941, "prev_amount_yi": 0.1708, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5509, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 90.74, "high": 90.74, "low": 90.74, "close": 90.74, "amount_yi": 0.0122 }, { "time": "14:33", "open": 90.8, "high": 90.8, "low": 90.68, "close": 90.68, "amount_yi": 0.0403 }, { "time": "14:34", "open": 90.82, "high": 90.82, "low": 90.73, "close": 90.73, "amount_yi": 0.0222 }, { "time": "14:35", "open": 90.7, "high": 90.71, "low": 90.7, "close": 90.71, "amount_yi": 0.0148 }, { "time": "14:36", "open": 90.7, "high": 90.7, "low": 90.7, "close": 90.7, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 90.7, "ts": "2026-07-01T14:36:07", "prev_close": 95.7, "open": 99.74, "high": 103.0, "low": 90.2, "bid1": 90.7, "ask1": 90.71, "bid_qty1": 80, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002600:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SZSE.002600:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002600", "name": "领益智造", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 17.8818, "price_vs_vwap_pct": -1.3522, "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": 0.6425, "prev_amount_yi": 0.7963, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 17.64, "high": 17.64, "low": 17.64, "close": 17.64, "amount_yi": 0.1436 }, { "time": "14:33", "open": 17.65, "high": 17.65, "low": 17.63, "close": 17.63, "amount_yi": 0.096 }, { "time": "14:34", "open": 17.64, "high": 17.64, "low": 17.64, "close": 17.64, "amount_yi": 0.1735 }, { "time": "14:35", "open": 17.63, "high": 17.63, "low": 17.63, "close": 17.63, "amount_yi": 0.1354 }, { "time": "14:36", "open": 17.64, "high": 17.64, "low": 17.64, "close": 17.64, "amount_yi": 0.094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.64, "ts": "2026-07-01T14:36:09", "prev_close": 17.34, "open": 17.34, "high": 18.54, "low": 17.34, "bid1": 17.63, "ask1": 17.64, "bid_qty1": 495, "ask_qty1": 328 }, "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": "2026-07-01T14:36:09", "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": 69.8562, "price_vs_vwap_pct": -0.3524, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.02, "prev_amount_yi": 0.0257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7782, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 69.7, "high": 69.7, "low": 69.7, "close": 69.7, "amount_yi": 0.0008 }, { "time": "14:33", "open": 69.66, "high": 69.75, "low": 69.66, "close": 69.75, "amount_yi": 0.0065 }, { "time": "14:34", "open": 69.75, "high": 69.75, "low": 69.75, "close": 69.75, "amount_yi": 0.005 }, { "time": "14:35", "open": 69.64, "high": 69.64, "low": 69.61, "close": 69.61, "amount_yi": 0.0059 }, { "time": "14:36", "open": 69.61, "high": 69.61, "low": 69.61, "close": 69.61, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 69.61, "ts": "2026-07-01T14:36:08", "prev_close": 67.17, "open": 67.18, "high": 72.0, "low": 66.38, "bid1": 69.6, "ask1": 69.61, "bid_qty1": 7, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603051:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SHSE.603051:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603051", "name": "鹿山新材", "side": "BUY", "priority": "W52", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 19.44, "exec_low": 19.44, "exec_high": 19.73, "invalid_price": 18.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.02, "max_chase_pct": 1.5, "base_exec_high": 19.73, "dynamic_exec_high": null, "entry_zone_low": 19.15, "entry_zone_high": 19.73, "entry_risk_pct": 3.7264, "intraday_vwap": 19.5957, "price_vs_vwap_pct": -0.0801, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0049, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 19.58, "high": 19.58, "low": 19.58, "close": 19.58, "amount_yi": 0.0003 }, { "time": "14:33", "open": 19.59, "high": 19.59, "low": 19.59, "close": 19.59, "amount_yi": 0.0013 }, { "time": "14:34", "open": 19.58, "high": 19.58, "low": 19.58, "close": 19.58, "amount_yi": 0.0016 }, { "time": "14:35", "open": 19.58, "high": 19.58, "low": 19.58, "close": 19.58, "amount_yi": 0.0016 }, { "time": "14:36", "open": 19.58, "high": 19.58, "low": 19.58, "close": 19.58, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.58, "ts": "2026-07-01T14:36:08", "prev_close": 19.28, "open": 19.28, "high": 19.89, "low": 19.19, "bid1": 19.58, "ask1": 19.59, "bid_qty1": 70, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002952:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002952:VWAP_RECLAIM", "symbol": "SZSE.002952", "name": "亚世光电", "side": "BUY", "priority": "W53", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.57, "exec_low": 22.91, "exec_high": 22.91, "invalid_price": 21.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.25, "max_chase_pct": 1.5, "base_exec_high": 22.91, "dynamic_exec_high": null, "entry_zone_low": 22.23, "entry_zone_high": 22.91, "entry_risk_pct": null, "intraday_vwap": 22.1966, "price_vs_vwap_pct": 0.0153, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0199, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 22.24, "high": 22.24, "low": 22.24, "close": 22.24, "amount_yi": 0.0002 }, { "time": "14:33", "open": 22.25, "high": 22.25, "low": 22.24, "close": 22.24, "amount_yi": 0.0019 }, { "time": "14:34", "open": 22.24, "high": 22.24, "low": 22.23, "close": 22.23, "amount_yi": 0.0028 }, { "time": "14:35", "open": 22.21, "high": 22.21, "low": 22.2, "close": 22.2, "amount_yi": 0.0145 }, { "time": "14:36", "open": 22.2, "high": 22.2, "low": 22.2, "close": 22.2, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.2, "ts": "2026-07-01T14:36:09", "prev_close": 22.03, "open": 21.93, "high": 22.57, "low": 21.6, "bid1": 22.19, "ask1": 22.2, "bid_qty1": 23, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W54", "status": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 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": 54.5467, "price_vs_vwap_pct": -2.7072, "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": 1.0874, "prev_amount_yi": 1.6254, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 53.09, "high": 53.09, "low": 53.09, "close": 53.09, "amount_yi": 0.0796 }, { "time": "14:33", "open": 53.04, "high": 53.04, "low": 53.0, "close": 53.0, "amount_yi": 0.2418 }, { "time": "14:34", "open": 52.97, "high": 52.97, "low": 52.9, "close": 52.9, "amount_yi": 0.2323 }, { "time": "14:35", "open": 52.86, "high": 53.02, "low": 52.86, "close": 53.02, "amount_yi": 0.4529 }, { "time": "14:36", "open": 53.07, "high": 53.07, "low": 53.07, "close": 53.07, "amount_yi": 0.0808 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.07, "ts": "2026-07-01T14:36:06", "prev_close": 53.66, "open": 53.8, "high": 56.41, "low": 52.82, "bid1": 53.06, "ask1": 53.07, "bid_qty1": 29, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 54.6501, "price_vs_vwap_pct": -4.6113, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1272, "prev_amount_yi": 0.1873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 52.17, "high": 52.17, "low": 52.17, "close": 52.17, "amount_yi": 0.0061 }, { "time": "14:33", "open": 52.2, "high": 52.2, "low": 52.18, "close": 52.18, "amount_yi": 0.0472 }, { "time": "14:34", "open": 52.15, "high": 52.15, "low": 52.15, "close": 52.15, "amount_yi": 0.0379 }, { "time": "14:35", "open": 52.1, "high": 52.1, "low": 52.08, "close": 52.08, "amount_yi": 0.0209 }, { "time": "14:36", "open": 52.13, "high": 52.13, "low": 52.13, "close": 52.13, "amount_yi": 0.0151 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 52.13, "ts": "2026-07-01T14:36:06", "prev_close": 56.25, "open": 56.05, "high": 58.88, "low": 51.85, "bid1": 52.09, "ask1": 52.13, "bid_qty1": 1, "ask_qty1": 20 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.21, "exec_low": 12.39, "exec_high": 12.39, "invalid_price": 11.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 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": 3.6615, "intraday_vwap": 12.4837, "price_vs_vwap_pct": -1.6317, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0363, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 12.31, "high": 12.31, "low": 12.31, "close": 12.31, "amount_yi": 0.0008 }, { "time": "14:33", "open": 12.31, "high": 12.31, "low": 12.3, "close": 12.3, "amount_yi": 0.0051 }, { "time": "14:34", "open": 12.3, "high": 12.3, "low": 12.29, "close": 12.29, "amount_yi": 0.017 }, { "time": "14:35", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0112 }, { "time": "14:36", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.28, "ts": "2026-07-01T14:36:09", "prev_close": 12.15, "open": 12.18, "high": 12.96, "low": 11.97, "bid1": 12.28, "ask1": 12.29, "bid_qty1": 31, "ask_qty1": 168 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T14:36:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.31, "max_chase_pct": 1.5, "base_exec_high": 9.18, "dynamic_exec_high": null, "entry_zone_low": 8.9, "entry_zone_high": 9.18, "entry_risk_pct": null, "intraday_vwap": 8.9517, "price_vs_vwap_pct": -0.2424, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0095, "prev_amount_yi": 0.0136, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0004 }, { "time": "14:33", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0008 }, { "time": "14:34", "open": 8.92, "high": 8.94, "low": 8.92, "close": 8.94, "amount_yi": 0.0059 }, { "time": "14:35", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0023 }, { "time": "14:36", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.93, "ts": "2026-07-01T14:36:09", "prev_close": 9.01, "open": 8.99, "high": 9.09, "low": 8.82, "bid1": 8.92, "ask1": 8.93, "bid_qty1": 1286, "ask_qty1": 95 }, "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": "2026-07-01T14:36:09", "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": 2.2722, "price_vs_vwap_pct": 3.8641, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 4, "min_samples": 3, "amount_yi": 0.0015, "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": "14:10", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0009 }, { "time": "14:19", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0003 }, { "time": "14:26", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "14:33", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:09", "prev_close": 2.25, "open": 2.16, "high": 2.36, "low": 2.15, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 28853, "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": "2026-07-01T14:36:09", "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": 99.551, "price_vs_vwap_pct": 0.672, "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": 0.4358, "prev_amount_yi": 0.4211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 100.74, "high": 100.74, "low": 100.74, "close": 100.74, "amount_yi": 0.0286 }, { "time": "14:33", "open": 100.8, "high": 100.8, "low": 100.77, "close": 100.77, "amount_yi": 0.1255 }, { "time": "14:34", "open": 100.69, "high": 100.69, "low": 100.68, "close": 100.68, "amount_yi": 0.0758 }, { "time": "14:35", "open": 100.45, "high": 100.45, "low": 100.27, "close": 100.27, "amount_yi": 0.1497 }, { "time": "14:36", "open": 100.22, "high": 100.22, "low": 100.22, "close": 100.22, "amount_yi": 0.0562 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.22, "ts": "2026-07-01T14:36:06", "prev_close": 92.3, "open": 97.37, "high": 102.0, "low": 96.2, "bid1": 100.17, "ask1": 100.2, "bid_qty1": 5, "ask_qty1": 9 }, "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": "2026-07-01T14:36:09", "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": 62.9401, "price_vs_vwap_pct": -0.0955, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0586, "prev_amount_yi": 0.0584, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 62.93, "high": 62.93, "low": 62.93, "close": 62.93, "amount_yi": 0.0072 }, { "time": "14:33", "open": 62.96, "high": 62.96, "low": 62.91, "close": 62.91, "amount_yi": 0.0183 }, { "time": "14:34", "open": 62.86, "high": 62.91, "low": 62.86, "close": 62.91, "amount_yi": 0.0121 }, { "time": "14:35", "open": 62.87, "high": 62.9, "low": 62.87, "close": 62.9, "amount_yi": 0.0131 }, { "time": "14:36", "open": 62.88, "high": 62.88, "low": 62.88, "close": 62.88, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.88, "ts": "2026-07-01T14:36:10", "prev_close": 60.92, "open": 60.88, "high": 63.8, "low": 60.6, "bid1": 62.87, "ask1": 62.89, "bid_qty1": 2, "ask_qty1": 32 }, "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": "2026-07-01T14:36:09", "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": 7.6816, "price_vs_vwap_pct": 0.4999, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0245, "prev_amount_yi": 0.0085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8824, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:31", "open": 7.73, "high": 7.74, "low": 7.73, "close": 7.74, "amount_yi": 0.0044 }, { "time": "14:33", "open": 7.73, "high": 7.74, "low": 7.73, "close": 7.74, "amount_yi": 0.0014 }, { "time": "14:34", "open": 7.73, "high": 7.73, "low": 7.73, "close": 7.73, "amount_yi": 0.0062 }, { "time": "14:35", "open": 7.72, "high": 7.72, "low": 7.7, "close": 7.7, "amount_yi": 0.0091 }, { "time": "14:36", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.72, "ts": "2026-07-01T14:36:09", "prev_close": 7.55, "open": 7.76, "high": 7.84, "low": 7.51, "bid1": 7.7, "ask1": 7.71, "bid_qty1": 55, "ask_qty1": 105 }, "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": "2026-07-01T14:36:09", "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": 9.5308, "price_vs_vwap_pct": 2.9294, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0023, "prev_amount_yi": 0.0014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:31", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0001 }, { "time": "14:32", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0013 }, { "time": "14:33", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0002 }, { "time": "14:34", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0002 }, { "time": "14:35", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:35:54", "prev_close": 8.92, "open": 8.91, "high": 9.81, "low": 8.86, "bid1": 9.81, "ask1": 0.0, "bid_qty1": 50535, "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": "2026-07-01T14:36:09", "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": 76.8492, "price_vs_vwap_pct": -0.8448, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0961, "prev_amount_yi": 0.0801, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1998, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 76.42, "high": 76.42, "low": 76.42, "close": 76.42, "amount_yi": 0.0028 }, { "time": "14:33", "open": 76.47, "high": 76.47, "low": 76.43, "close": 76.43, "amount_yi": 0.0092 }, { "time": "14:34", "open": 76.44, "high": 76.45, "low": 76.44, "close": 76.45, "amount_yi": 0.0136 }, { "time": "14:35", "open": 76.35, "high": 76.35, "low": 76.14, "close": 76.14, "amount_yi": 0.0629 }, { "time": "14:36", "open": 76.2, "high": 76.2, "low": 76.2, "close": 76.2, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 76.2, "ts": "2026-07-01T14:36:09", "prev_close": 76.38, "open": 76.08, "high": 78.29, "low": 75.69, "bid1": 76.2, "ask1": 76.21, "bid_qty1": 144, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300691", "name": "联合光电", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 16.18, "exec_low": 16.18, "exec_high": 16.42, "invalid_price": 15.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.67, "max_chase_pct": 1.5, "base_exec_high": 16.42, "dynamic_exec_high": null, "entry_zone_low": 15.94, "entry_zone_high": 16.42, "entry_risk_pct": null, "intraday_vwap": 15.9986, "price_vs_vwap_pct": -0.2413, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0061, "prev_amount_yi": 0.0158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3861, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 15.97, "high": 15.97, "low": 15.97, "close": 15.97, "amount_yi": 0.0007 }, { "time": "14:33", "open": 15.96, "high": 15.96, "low": 15.96, "close": 15.96, "amount_yi": 0.0012 }, { "time": "14:34", "open": 15.97, "high": 15.97, "low": 15.96, "close": 15.96, "amount_yi": 0.0016 }, { "time": "14:35", "open": 15.96, "high": 15.96, "low": 15.96, "close": 15.96, "amount_yi": 0.0016 }, { "time": "14:36", "open": 15.96, "high": 15.96, "low": 15.96, "close": 15.96, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.96, "ts": "2026-07-01T14:36:03", "prev_close": 15.81, "open": 15.82, "high": 16.24, "low": 15.7, "bid1": 15.95, "ask1": 15.97, "bid_qty1": 109, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002139:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002139:VWAP_RECLAIM", "symbol": "SZSE.002139", "name": "拓邦股份", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.57, "exec_low": 9.71, "exec_high": 9.71, "invalid_price": 9.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": null, "entry_zone_low": 9.43, "entry_zone_high": 9.71, "entry_risk_pct": 4.0331, "intraday_vwap": 9.7155, "price_vs_vwap_pct": -0.5713, "energy_floor_hint_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": 0.0199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0001 }, { "time": "14:33", "open": 9.68, "high": 9.68, "low": 9.67, "close": 9.67, "amount_yi": 0.0025 }, { "time": "14:34", "open": 9.67, "high": 9.68, "low": 9.67, "close": 9.68, "amount_yi": 0.0092 }, { "time": "14:35", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0092 }, { "time": "14:36", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.66, "ts": "2026-07-01T14:36:09", "prev_close": 9.52, "open": 9.55, "high": 9.84, "low": 9.55, "bid1": 9.66, "ask1": 9.67, "bid_qty1": 643, "ask_qty1": 297 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000837", "name": "秦川机床", "side": "BUY", "priority": "W66", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.14, "exec_low": 11.14, "exec_high": 11.31, "invalid_price": 10.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.47, "max_chase_pct": 1.5, "base_exec_high": 11.31, "dynamic_exec_high": null, "entry_zone_low": 10.97, "entry_zone_high": 11.31, "entry_risk_pct": null, "intraday_vwap": 11.4146, "price_vs_vwap_pct": -0.1279, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0203, "prev_amount_yi": 0.0251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8088, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 11.42, "high": 11.42, "low": 11.42, "close": 11.42, "amount_yi": 0.0009 }, { "time": "14:33", "open": 11.43, "high": 11.43, "low": 11.41, "close": 11.41, "amount_yi": 0.0075 }, { "time": "14:34", "open": 11.4, "high": 11.41, "low": 11.4, "close": 11.41, "amount_yi": 0.007 }, { "time": "14:35", "open": 11.41, "high": 11.41, "low": 11.4, "close": 11.4, "amount_yi": 0.0039 }, { "time": "14:36", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.4, "ts": "2026-07-01T14:36:09", "prev_close": 11.11, "open": 11.18, "high": 11.67, "low": 11.12, "bid1": 11.39, "ask1": 11.4, "bid_qty1": 248, "ask_qty1": 145 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002031:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002031:VWAP_RECLAIM", "symbol": "SZSE.002031", "name": "巨轮智能", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.7, "exec_low": 5.79, "exec_high": 5.79, "invalid_price": 5.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 5.6981, "price_vs_vwap_pct": 0.0333, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1018, "prev_amount_yi": 0.05, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0051 }, { "time": "14:33", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0047 }, { "time": "14:34", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0561 }, { "time": "14:35", "open": 5.71, "high": 5.71, "low": 5.7, "close": 5.7, "amount_yi": 0.0298 }, { "time": "14:36", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.7, "ts": "2026-07-01T14:36:09", "prev_close": 5.58, "open": 5.53, "high": 5.78, "low": 5.5, "bid1": 5.7, "ask1": 5.71, "bid_qty1": 508, "ask_qty1": 2112 }, "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": "2026-07-01T14:36:09", "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": 13.0418, "price_vs_vwap_pct": -1.5473, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0353, "prev_amount_yi": 0.0299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 12.87, "high": 12.87, "low": 12.87, "close": 12.87, "amount_yi": 0.0032 }, { "time": "14:33", "open": 12.87, "high": 12.87, "low": 12.87, "close": 12.87, "amount_yi": 0.0059 }, { "time": "14:34", "open": 12.86, "high": 12.87, "low": 12.86, "close": 12.87, "amount_yi": 0.008 }, { "time": "14:35", "open": 12.85, "high": 12.85, "low": 12.85, "close": 12.85, "amount_yi": 0.0098 }, { "time": "14:36", "open": 12.84, "high": 12.84, "low": 12.84, "close": 12.84, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.84, "ts": "2026-07-01T14:36:09", "prev_close": 13.19, "open": 13.1, "high": 13.42, "low": 12.83, "bid1": 12.83, "ask1": 12.84, "bid_qty1": 573, "ask_qty1": 13 }, "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": "2026-07-01T14:36:09", "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": 13.3589, "price_vs_vwap_pct": -0.8152, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0204, "prev_amount_yi": 0.0115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7739, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0018 }, { "time": "14:33", "open": 13.29, "high": 13.29, "low": 13.29, "close": 13.29, "amount_yi": 0.0047 }, { "time": "14:34", "open": 13.28, "high": 13.28, "low": 13.28, "close": 13.28, "amount_yi": 0.0038 }, { "time": "14:35", "open": 13.28, "high": 13.28, "low": 13.26, "close": 13.26, "amount_yi": 0.0091 }, { "time": "14:36", "open": 13.25, "high": 13.25, "low": 13.25, "close": 13.25, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.25, "ts": "2026-07-01T14:36:09", "prev_close": 12.83, "open": 12.75, "high": 13.72, "low": 12.7, "bid1": 13.25, "ask1": 13.26, "bid_qty1": 221, "ask_qty1": 63 }, "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": "OBSERVE", "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": "2026-07-01T14:36:09", "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": 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": 23.6713, "price_vs_vwap_pct": -0.8504, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.037, "prev_amount_yi": 0.058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 23.5, "high": 23.5, "low": 23.5, "close": 23.5, "amount_yi": 0.0033 }, { "time": "14:33", "open": 23.48, "high": 23.48, "low": 23.47, "close": 23.47, "amount_yi": 0.0069 }, { "time": "14:34", "open": 23.47, "high": 23.47, "low": 23.47, "close": 23.47, "amount_yi": 0.0072 }, { "time": "14:35", "open": 23.45, "high": 23.47, "low": 23.45, "close": 23.47, "amount_yi": 0.015 }, { "time": "14:36", "open": 23.47, "high": 23.47, "low": 23.47, "close": 23.47, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.47, "ts": "2026-07-01T14:36:09", "prev_close": 23.45, "open": 23.49, "high": 24.05, "low": 23.31, "bid1": 23.47, "ask1": 23.48, "bid_qty1": 6, "ask_qty1": 82 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T14:36:09", "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": 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": 3.857, "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": 0.0762, "prev_amount_yi": 0.0825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 55.91, "high": 55.91, "low": 55.91, "close": 55.91, "amount_yi": 0.002 }, { "time": "14:33", "open": 56.3, "high": 56.3, "low": 56.0, "close": 56.0, "amount_yi": 0.0038 }, { "time": "14:34", "open": 56.35, "high": 57.0, "low": 56.35, "close": 57.0, "amount_yi": 0.05 }, { "time": "14:35", "open": 57.0, "high": 57.0, "low": 56.8, "close": 56.8, "amount_yi": 0.0201 }, { "time": "14:36", "open": 56.8, "high": 56.8, "low": 56.8, "close": 56.8, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.8, "ts": "2026-07-01T14:36:09", "prev_close": 53.27, "open": 53.5, "high": 58.0, "low": 52.0, "bid1": 56.65, "ask1": 56.78, "bid_qty1": 41, "ask_qty1": 38 }, "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": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 25.98, "exec_low": 26.37, "exec_high": 26.37, "invalid_price": 25.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.76, "max_chase_pct": 1.5, "base_exec_high": 26.37, "dynamic_exec_high": null, "entry_zone_low": 25.59, "entry_zone_high": 26.37, "entry_risk_pct": null, "intraday_vwap": 25.9005, "price_vs_vwap_pct": 0.2297, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0073, "prev_amount_yi": 0.0073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:31", "open": 26.03, "high": 26.03, "low": 26.0, "close": 26.0, "amount_yi": 0.0026 }, { "time": "14:33", "open": 25.99, "high": 25.99, "low": 25.99, "close": 25.99, "amount_yi": 0.0006 }, { "time": "14:34", "open": 25.97, "high": 25.97, "low": 25.97, "close": 25.97, "amount_yi": 0.0012 }, { "time": "14:35", "open": 25.97, "high": 25.97, "low": 25.96, "close": 25.96, "amount_yi": 0.0026 }, { "time": "14:36", "open": 25.96, "high": 25.96, "low": 25.96, "close": 25.96, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.96, "ts": "2026-07-01T14:36:06", "prev_close": 25.85, "open": 25.69, "high": 26.28, "low": 25.47, "bid1": 25.96, "ask1": 25.97, "bid_qty1": 66, "ask_qty1": 15 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002526:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002526:VWAP_RECLAIM", "symbol": "SZSE.002526", "name": "山东矿机", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.56, "exec_low": 2.6, "exec_high": 2.6, "invalid_price": 2.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 2.6513, "price_vs_vwap_pct": -0.4262, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0046, "prev_amount_yi": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0003 }, { "time": "14:33", "open": 2.65, "high": 2.65, "low": 2.64, "close": 2.64, "amount_yi": 0.0013 }, { "time": "14:34", "open": 2.64, "high": 2.65, "low": 2.64, "close": 2.65, "amount_yi": 0.0023 }, { "time": "14:35", "open": 2.65, "high": 2.65, "low": 2.65, "close": 2.65, "amount_yi": 0.0004 }, { "time": "14:36", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.64, "ts": "2026-07-01T14:36:09", "prev_close": 2.56, "open": 2.57, "high": 2.73, "low": 2.56, "bid1": 2.63, "ask1": 2.64, "bid_qty1": 17967, "ask_qty1": 546 }, "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": "2026-07-01T14:36:09", "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": 0.0172, "prev_amount_yi": 0.028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0007 }, { "time": "14:33", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0066 }, { "time": "14:34", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0044 }, { "time": "14:35", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0048 }, { "time": "14:36", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "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": "2026-07-01T14:36:09", "prev_close": 35.48, "open": 39.03, "high": 39.03, "low": 39.03, "bid1": 39.03, "ask1": 0.0, "bid_qty1": 170250, "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": "2026-07-01T14:36:09", "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": 35.5879, "price_vs_vwap_pct": 1.2985, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0248, "prev_amount_yi": 0.042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5905, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 36.09, "high": 36.09, "low": 36.09, "close": 36.09, "amount_yi": 0.0016 }, { "time": "14:33", "open": 36.09, "high": 36.09, "low": 36.09, "close": 36.09, "amount_yi": 0.0113 }, { "time": "14:34", "open": 36.06, "high": 36.07, "low": 36.06, "close": 36.07, "amount_yi": 0.0034 }, { "time": "14:35", "open": 36.06, "high": 36.06, "low": 36.06, "close": 36.06, "amount_yi": 0.0066 }, { "time": "14:36", "open": 36.05, "high": 36.05, "low": 36.05, "close": 36.05, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.05, "ts": "2026-07-01T14:36:09", "prev_close": 34.53, "open": 34.58, "high": 36.36, "low": 34.08, "bid1": 36.04, "ask1": 36.05, "bid_qty1": 11, "ask_qty1": 5 }, "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": "2026-07-01T14:36:09", "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": 142.0385, "price_vs_vwap_pct": -2.794, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0305, "prev_amount_yi": 0.0216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 138.12, "high": 138.12, "low": 138.12, "close": 138.12, "amount_yi": 0.0007 }, { "time": "14:33", "open": 138.15, "high": 138.16, "low": 138.15, "close": 138.16, "amount_yi": 0.0127 }, { "time": "14:34", "open": 138.15, "high": 138.15, "low": 138.15, "close": 138.15, "amount_yi": 0.0061 }, { "time": "14:35", "open": 138.13, "high": 138.13, "low": 138.1, "close": 138.1, "amount_yi": 0.0077 }, { "time": "14:36", "open": 138.07, "high": 138.07, "low": 138.07, "close": 138.07, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 138.07, "ts": "2026-07-01T14:36:07", "prev_close": 146.95, "open": 146.97, "high": 146.98, "low": 137.7, "bid1": 138.06, "ask1": 138.07, "bid_qty1": 9, "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": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 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": 0.0142, "prev_amount_yi": 0.0144, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 36.41, "high": 36.41, "low": 36.41, "close": 36.41, "amount_yi": 0.0049 }, { "time": "14:33", "open": 36.48, "high": 36.48, "low": 36.43, "close": 36.43, "amount_yi": 0.0015 }, { "time": "14:34", "open": 36.43, "high": 36.43, "low": 36.43, "close": 36.43, "amount_yi": 0.001 }, { "time": "14:35", "open": 36.4, "high": 36.4, "low": 36.37, "close": 36.37, "amount_yi": 0.0058 }, { "time": "14:36", "open": 36.4, "high": 36.4, "low": 36.4, "close": 36.4, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.4, "ts": "2026-07-01T14:36:04", "prev_close": 37.32, "open": 37.8, "high": 37.8, "low": 36.35, "bid1": 36.39, "ask1": 36.41, "bid_qty1": 12, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 0.0017, "prev_amount_yi": 0.003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:24", "open": 0.9, "high": 0.91, "low": 0.9, "close": 0.91, "amount_yi": 0.0006 }, { "time": "14:26", "open": 0.92, "high": 0.92, "low": 0.92, "close": 0.92, "amount_yi": 0.0001 }, { "time": "14:29", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0005 }, { "time": "14:32", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0003 }, { "time": "14:33", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 0.91, "ts": "2026-07-01T14:36:09", "prev_close": 0.92, "open": 0.91, "high": 0.93, "low": 0.89, "bid1": 0.91, "ask1": 0.92, "bid_qty1": 146, "ask_qty1": 4939 }, "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": "2026-07-01T14:36:09", "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": 74.2652, "price_vs_vwap_pct": 0.0334, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1205, "prev_amount_yi": 0.188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.641, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 74.35, "high": 74.35, "low": 74.35, "close": 74.35, "amount_yi": 0.0092 }, { "time": "14:33", "open": 74.36, "high": 74.36, "low": 74.31, "close": 74.31, "amount_yi": 0.0347 }, { "time": "14:34", "open": 74.25, "high": 74.27, "low": 74.25, "close": 74.27, "amount_yi": 0.0385 }, { "time": "14:35", "open": 74.26, "high": 74.26, "low": 74.23, "close": 74.23, "amount_yi": 0.0279 }, { "time": "14:36", "open": 74.29, "high": 74.29, "low": 74.29, "close": 74.29, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 74.29, "ts": "2026-07-01T14:36:09", "prev_close": 71.17, "open": 72.5, "high": 75.38, "low": 71.95, "bid1": 74.29, "ask1": 74.3, "bid_qty1": 11, "ask_qty1": 110 }, "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": "2026-07-01T14:36:09", "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": 0.039, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 123.45, "high": 123.45, "low": 123.45, "close": 123.45, "amount_yi": 0.0046 }, { "time": "14:33", "open": 123.65, "high": 123.65, "low": 123.36, "close": 123.36, "amount_yi": 0.0103 }, { "time": "14:34", "open": 123.36, "high": 123.36, "low": 123.2, "close": 123.2, "amount_yi": 0.0075 }, { "time": "14:35", "open": 123.2, "high": 123.2, "low": 123.17, "close": 123.17, "amount_yi": 0.01 }, { "time": "14:36", "open": 123.19, "high": 123.19, "low": 123.19, "close": 123.19, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 123.19, "ts": "2026-07-01T14:36:07", "prev_close": 108.77, "open": 108.7, "high": 126.4, "low": 107.56, "bid1": 123.17, "ask1": 123.19, "bid_qty1": 3, "ask_qty1": 19 }, "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": "2026-07-01T14:36:09", "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": 3.4675, "intraday_vwap": 23.3407, "price_vs_vwap_pct": 0.0398, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0136, "prev_amount_yi": 0.0217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6267, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 23.34, "high": 23.34, "low": 23.34, "close": 23.34, "amount_yi": 0.0007 }, { "time": "14:33", "open": 23.36, "high": 23.36, "low": 23.35, "close": 23.35, "amount_yi": 0.0005 }, { "time": "14:34", "open": 23.36, "high": 23.36, "low": 23.34, "close": 23.34, "amount_yi": 0.0035 }, { "time": "14:35", "open": 23.35, "high": 23.35, "low": 23.34, "close": 23.34, "amount_yi": 0.0065 }, { "time": "14:36", "open": 23.35, "high": 23.35, "low": 23.35, "close": 23.35, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.35, "ts": "2026-07-01T14:36:10", "prev_close": 22.8, "open": 22.81, "high": 23.64, "low": 22.66, "bid1": 23.35, "ask1": 23.36, "bid_qty1": 4, "ask_qty1": 13 }, "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": "2026-07-01T14:36:09", "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": 92.4128, "price_vs_vwap_pct": 0.2459, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.04, "prev_amount_yi": 0.0565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 92.69, "high": 92.69, "low": 92.69, "close": 92.69, "amount_yi": 0.0082 }, { "time": "14:33", "open": 92.7, "high": 92.7, "low": 92.7, "close": 92.7, "amount_yi": 0.0074 }, { "time": "14:34", "open": 92.69, "high": 92.69, "low": 92.68, "close": 92.68, "amount_yi": 0.0108 }, { "time": "14:35", "open": 92.63, "high": 92.63, "low": 92.63, "close": 92.63, "amount_yi": 0.0107 }, { "time": "14:36", "open": 92.64, "high": 92.64, "low": 92.64, "close": 92.64, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 92.64, "ts": "2026-07-01T14:36:09", "prev_close": 87.35, "open": 88.5, "high": 94.58, "low": 87.96, "bid1": 92.64, "ask1": 92.65, "bid_qty1": 10, "ask_qty1": 22 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301368:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301368:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301368", "name": "丰立智能", "side": "BUY", "priority": "W83", "status": "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": "2026-07-01T14:36:09", "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": 43.2068, "price_vs_vwap_pct": -0.1777, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0163, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 43.15, "high": 43.15, "low": 43.15, "close": 43.15, "amount_yi": 0.0001 }, { "time": "14:33", "open": 43.16, "high": 43.16, "low": 43.15, "close": 43.15, "amount_yi": 0.0016 }, { "time": "14:34", "open": 43.15, "high": 43.15, "low": 43.14, "close": 43.14, "amount_yi": 0.0035 }, { "time": "14:35", "open": 43.13, "high": 43.13, "low": 43.1, "close": 43.1, "amount_yi": 0.0096 }, { "time": "14:36", "open": 43.13, "high": 43.13, "low": 43.13, "close": 43.13, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.13, "ts": "2026-07-01T14:36:03", "prev_close": 41.63, "open": 42.53, "high": 44.08, "low": 41.9, "bid1": 43.11, "ask1": 43.14, "bid_qty1": 2, "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": "OBSERVE", "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": "2026-07-01T14:36:09", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.87, "max_chase_pct": 1.5, "base_exec_high": 28.45, "dynamic_exec_high": null, "entry_zone_low": 27.61, "entry_zone_high": 28.45, "entry_risk_pct": 4.2606, "intraday_vwap": 28.6413, "price_vs_vwap_pct": -0.8774, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0448, "prev_amount_yi": 0.0241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 28.38, "high": 28.38, "low": 28.38, "close": 28.38, "amount_yi": 0.0059 }, { "time": "14:33", "open": 28.38, "high": 28.38, "low": 28.38, "close": 28.38, "amount_yi": 0.0073 }, { "time": "14:34", "open": 28.35, "high": 28.37, "low": 28.35, "close": 28.37, "amount_yi": 0.0204 }, { "time": "14:35", "open": 28.4, "high": 28.41, "low": 28.4, "close": 28.41, "amount_yi": 0.0102 }, { "time": "14:36", "open": 28.39, "high": 28.39, "low": 28.39, "close": 28.39, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.39, "ts": "2026-07-01T14:36:06", "prev_close": 27.86, "open": 27.97, "high": 29.5, "low": 27.86, "bid1": 28.39, "ask1": 28.4, "bid_qty1": 18, "ask_qty1": 225 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301023:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.301023:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301023", "name": "奕帆传动", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.38, "exec_low": 34.9, "exec_high": 35.06, "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": "2026-07-01T14:36:09", "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": 35.06, "entry_zone_low": 33.86, "entry_zone_high": 34.9, "entry_risk_pct": 4.6325, "intraday_vwap": 34.9021, "price_vs_vwap_pct": 0.1659, "energy_floor_hint_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": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8658, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 34.99, "high": 34.99, "low": 34.99, "close": 34.99, "amount_yi": 0.0031 }, { "time": "14:33", "open": 34.99, "high": 34.99, "low": 34.96, "close": 34.96, "amount_yi": 0.0014 }, { "time": "14:34", "open": 35.0, "high": 35.0, "low": 35.0, "close": 35.0, "amount_yi": 0.0141 }, { "time": "14:35", "open": 34.98, "high": 34.99, "low": 34.98, "close": 34.99, "amount_yi": 0.0079 }, { "time": "14:36", "open": 34.96, "high": 34.96, "low": 34.96, "close": 34.96, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.96, "ts": "2026-07-01T14:36:06", "prev_close": 33.95, "open": 33.7, "high": 35.51, "low": 33.51, "bid1": 34.96, "ask1": 34.97, "bid_qty1": 2, "ask_qty1": 7 }, "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": "2026-07-01T14:36:09", "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": 9.8559, "price_vs_vwap_pct": 0.5489, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0077, "prev_amount_yi": 0.0177, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:31", "open": 9.94, "high": 9.94, "low": 9.93, "close": 9.93, "amount_yi": 0.0024 }, { "time": "14:33", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.0007 }, { "time": "14:34", "open": 9.93, "high": 9.93, "low": 9.92, "close": 9.92, "amount_yi": 0.0019 }, { "time": "14:35", "open": 9.92, "high": 9.92, "low": 9.91, "close": 9.91, "amount_yi": 0.0012 }, { "time": "14:36", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.91, "ts": "2026-07-01T14:36:06", "prev_close": 9.42, "open": 9.35, "high": 10.11, "low": 9.33, "bid1": 9.9, "ask1": 9.91, "bid_qty1": 186, "ask_qty1": 53 }, "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": "2026-07-01T14:36:09", "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": 3.4929, "intraday_vwap": 23.1056, "price_vs_vwap_pct": 0.3653, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0154, "prev_amount_yi": 0.0253, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 23.17, "high": 23.17, "low": 23.17, "close": 23.17, "amount_yi": 0.001 }, { "time": "14:33", "open": 23.18, "high": 23.18, "low": 23.17, "close": 23.17, "amount_yi": 0.004 }, { "time": "14:34", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.0062 }, { "time": "14:35", "open": 23.19, "high": 23.19, "low": 23.18, "close": 23.18, "amount_yi": 0.0033 }, { "time": "14:36", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.19, "ts": "2026-07-01T14:36:06", "prev_close": 22.72, "open": 22.71, "high": 23.41, "low": 22.6, "bid1": 23.18, "ask1": 23.19, "bid_qty1": 131, "ask_qty1": 56 }, "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": "2026-07-01T14:36:09", "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": 56.4853, "price_vs_vwap_pct": 0.8581, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0067, "prev_amount_yi": 0.0044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:31", "open": 57.04, "high": 57.04, "low": 56.97, "close": 56.97, "amount_yi": 0.0007 }, { "time": "14:32", "open": 56.96, "high": 56.96, "low": 56.96, "close": 56.96, "amount_yi": 0.0005 }, { "time": "14:33", "open": 56.96, "high": 56.96, "low": 56.96, "close": 56.96, "amount_yi": 0.0013 }, { "time": "14:34", "open": 56.95, "high": 56.98, "low": 56.95, "close": 56.98, "amount_yi": 0.0019 }, { "time": "14:35", "open": 56.96, "high": 56.97, "low": 56.96, "close": 56.97, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 56.97, "ts": "2026-07-01T14:36:09", "prev_close": 54.57, "open": 55.0, "high": 57.57, "low": 54.5, "bid1": 56.93, "ask1": 56.97, "bid_qty1": 5, "ask_qty1": 10 }, "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": "2026-07-01T14:36:09", "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": 21.8501, "price_vs_vwap_pct": -0.3208, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0501, "prev_amount_yi": 0.2288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.219, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 21.81, "high": 21.81, "low": 21.81, "close": 21.81, "amount_yi": 0.0045 }, { "time": "14:33", "open": 21.79, "high": 21.79, "low": 21.79, "close": 21.79, "amount_yi": 0.0126 }, { "time": "14:34", "open": 21.8, "high": 21.8, "low": 21.79, "close": 21.79, "amount_yi": 0.0131 }, { "time": "14:35", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.0124 }, { "time": "14:36", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.78, "ts": "2026-07-01T14:36:10", "prev_close": 21.61, "open": 21.56, "high": 22.2, "low": 21.46, "bid1": 21.77, "ask1": 21.78, "bid_qty1": 94, "ask_qty1": 63 }, "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": "2026-07-01T14:36:09", "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": 11.3605, "price_vs_vwap_pct": 0.5237, "energy_floor_hint_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": 0.0316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 11.43, "high": 11.43, "low": 11.43, "close": 11.43, "amount_yi": 0.0036 }, { "time": "14:33", "open": 11.44, "high": 11.44, "low": 11.43, "close": 11.43, "amount_yi": 0.0017 }, { "time": "14:34", "open": 11.43, "high": 11.43, "low": 11.42, "close": 11.42, "amount_yi": 0.005 }, { "time": "14:35", "open": 11.42, "high": 11.43, "low": 11.42, "close": 11.43, "amount_yi": 0.0013 }, { "time": "14:36", "open": 11.42, "high": 11.42, "low": 11.42, "close": 11.42, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.42, "ts": "2026-07-01T14:36:06", "prev_close": 11.03, "open": 11.0, "high": 11.65, "low": 10.98, "bid1": 11.42, "ask1": 11.43, "bid_qty1": 153, "ask_qty1": 55 }, "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": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 20.3, "exec_low": 20.6, "exec_high": 20.6, "invalid_price": 19.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.91, "max_chase_pct": 1.5, "base_exec_high": 20.6, "dynamic_exec_high": null, "entry_zone_low": 20.0, "entry_zone_high": 20.6, "entry_risk_pct": null, "intraday_vwap": 19.7059, "price_vs_vwap_pct": -0.1314, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0915, "prev_amount_yi": 0.0954, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 19.69, "high": 19.69, "low": 19.69, "close": 19.69, "amount_yi": 0.0104 }, { "time": "14:33", "open": 19.68, "high": 19.68, "low": 19.68, "close": 19.68, "amount_yi": 0.0136 }, { "time": "14:34", "open": 19.67, "high": 19.69, "low": 19.67, "close": 19.69, "amount_yi": 0.0481 }, { "time": "14:35", "open": 19.68, "high": 19.68, "low": 19.67, "close": 19.67, "amount_yi": 0.0138 }, { "time": "14:36", "open": 19.68, "high": 19.68, "low": 19.68, "close": 19.68, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.68, "ts": "2026-07-01T14:36:06", "prev_close": 20.09, "open": 20.09, "high": 20.38, "low": 19.1, "bid1": 19.67, "ask1": 19.68, "bid_qty1": 98, "ask_qty1": 325 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688048", "name": "长光华芯", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 0.4609, "prev_amount_yi": 1.0796, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 469.77, "high": 469.77, "low": 469.77, "close": 469.77, "amount_yi": 0.0631 }, { "time": "14:33", "open": 471.0, "high": 471.0, "low": 470.2, "close": 470.2, "amount_yi": 0.1035 }, { "time": "14:34", "open": 469.9, "high": 469.9, "low": 469.46, "close": 469.46, "amount_yi": 0.1343 }, { "time": "14:35", "open": 469.39, "high": 469.39, "low": 469.17, "close": 469.17, "amount_yi": 0.117 }, { "time": "14:36", "open": 469.99, "high": 469.99, "low": 469.99, "close": 469.99, "amount_yi": 0.043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 469.99, "ts": "2026-07-01T14:36:08", "prev_close": 502.0, "open": 504.0, "high": 509.11, "low": 465.0, "bid1": 469.42, "ask1": 470.0, "bid_qty1": 3, "ask_qty1": 30 }, "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": "2026-07-01T14:36:09", "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": 67.8711, "price_vs_vwap_pct": -3.1694, "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": 1.434, "prev_amount_yi": 4.3944, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 65.76, "high": 65.76, "low": 65.76, "close": 65.76, "amount_yi": 0.2016 }, { "time": "14:33", "open": 65.77, "high": 65.77, "low": 65.77, "close": 65.77, "amount_yi": 0.4072 }, { "time": "14:34", "open": 65.73, "high": 65.73, "low": 65.72, "close": 65.72, "amount_yi": 0.3578 }, { "time": "14:35", "open": 65.72, "high": 65.72, "low": 65.71, "close": 65.71, "amount_yi": 0.3512 }, { "time": "14:36", "open": 65.72, "high": 65.72, "low": 65.72, "close": 65.72, "amount_yi": 0.1162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 65.72, "ts": "2026-07-01T14:36:09", "prev_close": 70.4, "open": 70.4, "high": 70.77, "low": 65.7, "bid1": 65.72, "ask1": 65.73, "bid_qty1": 52, "ask_qty1": 105 }, "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": "2026-07-01T14:36:09", "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": 361.4767, "price_vs_vwap_pct": -3.9136, "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": 0.5485, "prev_amount_yi": 0.6019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 348.01, "high": 348.01, "low": 348.01, "close": 348.01, "amount_yi": 0.0557 }, { "time": "14:33", "open": 348.0, "high": 348.26, "low": 348.0, "close": 348.26, "amount_yi": 0.1331 }, { "time": "14:34", "open": 348.1, "high": 348.11, "low": 348.1, "close": 348.11, "amount_yi": 0.1083 }, { "time": "14:35", "open": 347.76, "high": 347.76, "low": 347.69, "close": 347.69, "amount_yi": 0.1916 }, { "time": "14:36", "open": 347.33, "high": 347.33, "low": 347.33, "close": 347.33, "amount_yi": 0.0598 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 347.33, "ts": "2026-07-01T14:36:06", "prev_close": 378.2, "open": 373.15, "high": 375.73, "low": 347.33, "bid1": 347.32, "ask1": 347.34, "bid_qty1": 6, "ask_qty1": 2 }, "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": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 201.14, "max_chase_pct": 1.5, "base_exec_high": 198.21, "dynamic_exec_high": null, "entry_zone_low": 192.35, "entry_zone_high": 198.21, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1823, "prev_amount_yi": 0.1593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 188.69, "high": 188.69, "low": 188.69, "close": 188.69, "amount_yi": 0.012 }, { "time": "14:33", "open": 188.56, "high": 188.56, "low": 188.1, "close": 188.1, "amount_yi": 0.0962 }, { "time": "14:34", "open": 188.16, "high": 188.16, "low": 188.16, "close": 188.16, "amount_yi": 0.0465 }, { "time": "14:35", "open": 188.05, "high": 188.05, "low": 188.04, "close": 188.04, "amount_yi": 0.0171 }, { "time": "14:36", "open": 188.05, "high": 188.05, "low": 188.05, "close": 188.05, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 188.05, "ts": "2026-07-01T14:36:08", "prev_close": 192.58, "open": 191.13, "high": 196.0, "low": 185.71, "bid1": 188.05, "ask1": 188.13, "bid_qty1": 7, "ask_qty1": 4 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3658, "prev_amount_yi": 0.8393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 169.99, "high": 169.99, "low": 169.99, "close": 169.99, "amount_yi": 0.0393 }, { "time": "14:33", "open": 170.13, "high": 170.41, "low": 170.13, "close": 170.41, "amount_yi": 0.0751 }, { "time": "14:34", "open": 170.11, "high": 170.11, "low": 170.08, "close": 170.08, "amount_yi": 0.065 }, { "time": "14:35", "open": 169.72, "high": 169.72, "low": 169.5, "close": 169.5, "amount_yi": 0.1213 }, { "time": "14:36", "open": 169.28, "high": 169.28, "low": 169.28, "close": 169.28, "amount_yi": 0.0651 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 169.28, "ts": "2026-07-01T14:36:10", "prev_close": 184.65, "open": 181.55, "high": 183.97, "low": 169.01, "bid1": 169.28, "ask1": 169.3, "bid_qty1": 6, "ask_qty1": 7 }, "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": "2026-07-01T14:36:09", "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": 17.142, "price_vs_vwap_pct": -2.1701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1119, "prev_amount_yi": 0.0711, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 16.82, "high": 16.82, "low": 16.82, "close": 16.82, "amount_yi": 0.0059 }, { "time": "14:33", "open": 16.83, "high": 16.83, "low": 16.81, "close": 16.81, "amount_yi": 0.0231 }, { "time": "14:34", "open": 16.8, "high": 16.8, "low": 16.8, "close": 16.8, "amount_yi": 0.031 }, { "time": "14:35", "open": 16.77, "high": 16.77, "low": 16.77, "close": 16.77, "amount_yi": 0.0401 }, { "time": "14:36", "open": 16.77, "high": 16.77, "low": 16.77, "close": 16.77, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.77, "ts": "2026-07-01T14:36:06", "prev_close": 17.25, "open": 17.2, "high": 17.65, "low": 16.72, "bid1": 16.77, "ask1": 16.78, "bid_qty1": 165, "ask_qty1": 36 }, "previous_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 26.8302, "price_vs_vwap_pct": -4.1379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2263, "prev_amount_yi": 0.2823, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 25.83, "high": 25.83, "low": 25.83, "close": 25.83, "amount_yi": 0.0082 }, { "time": "14:33", "open": 25.81, "high": 25.81, "low": 25.77, "close": 25.77, "amount_yi": 0.0536 }, { "time": "14:34", "open": 25.77, "high": 25.81, "low": 25.77, "close": 25.81, "amount_yi": 0.0653 }, { "time": "14:35", "open": 25.76, "high": 25.77, "low": 25.76, "close": 25.77, "amount_yi": 0.0586 }, { "time": "14:36", "open": 25.72, "high": 25.72, "low": 25.72, "close": 25.72, "amount_yi": 0.0406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.72, "ts": "2026-07-01T14:36:09", "prev_close": 25.65, "open": 25.65, "high": 28.22, "low": 25.26, "bid1": 25.72, "ask1": 25.73, "bid_qty1": 29, "ask_qty1": 12 }, "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": "2026-07-01T14:36:09", "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": 89.4984, "price_vs_vwap_pct": -3.1603, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5782, "prev_amount_yi": 0.3328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7374, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 87.1, "high": 87.1, "low": 87.1, "close": 87.1, "amount_yi": 0.0312 }, { "time": "14:33", "open": 87.01, "high": 87.01, "low": 87.0, "close": 87.0, "amount_yi": 0.1212 }, { "time": "14:34", "open": 86.66, "high": 86.7, "low": 86.66, "close": 86.7, "amount_yi": 0.3338 }, { "time": "14:35", "open": 86.71, "high": 86.71, "low": 86.69, "close": 86.69, "amount_yi": 0.0672 }, { "time": "14:36", "open": 86.67, "high": 86.67, "low": 86.67, "close": 86.67, "amount_yi": 0.0248 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.67, "ts": "2026-07-01T14:36:09", "prev_close": 92.28, "open": 92.0, "high": 92.16, "low": 86.5, "bid1": 86.66, "ask1": 86.67, "bid_qty1": 104, "ask_qty1": 111 }, "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": "2026-07-01T14:36:09", "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": 43.0204, "price_vs_vwap_pct": -0.7913, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2059, "prev_amount_yi": 0.2328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8845, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 42.64, "high": 42.64, "low": 42.64, "close": 42.64, "amount_yi": 0.0101 }, { "time": "14:33", "open": 42.68, "high": 42.68, "low": 42.65, "close": 42.65, "amount_yi": 0.0533 }, { "time": "14:34", "open": 42.66, "high": 42.69, "low": 42.66, "close": 42.69, "amount_yi": 0.0487 }, { "time": "14:35", "open": 42.66, "high": 42.68, "low": 42.66, "close": 42.68, "amount_yi": 0.0712 }, { "time": "14:36", "open": 42.68, "high": 42.68, "low": 42.68, "close": 42.68, "amount_yi": 0.0226 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.68, "ts": "2026-07-01T14:36:09", "prev_close": 41.51, "open": 42.21, "high": 43.68, "low": 42.05, "bid1": 42.68, "ask1": 42.69, "bid_qty1": 4, "ask_qty1": 57 }, "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": "2026-07-01T14:36:09", "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": 16.5931, "price_vs_vwap_pct": -0.0789, "energy_floor_hint_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": 0.0449, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 16.54, "high": 16.54, "low": 16.54, "close": 16.54, "amount_yi": 0.0022 }, { "time": "14:33", "open": 16.55, "high": 16.56, "low": 16.55, "close": 16.56, "amount_yi": 0.0082 }, { "time": "14:34", "open": 16.58, "high": 16.59, "low": 16.58, "close": 16.59, "amount_yi": 0.0079 }, { "time": "14:35", "open": 16.57, "high": 16.57, "low": 16.57, "close": 16.57, "amount_yi": 0.008 }, { "time": "14:36", "open": 16.58, "high": 16.58, "low": 16.58, "close": 16.58, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.58, "ts": "2026-07-01T14:36:09", "prev_close": 15.95, "open": 16.61, "high": 16.88, "low": 16.12, "bid1": 16.57, "ask1": 16.58, "bid_qty1": 52, "ask_qty1": 5 }, "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": "2026-07-01T14:36:09", "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": 28.5949, "price_vs_vwap_pct": 3.8297, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0858, "prev_amount_yi": 0.022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.9, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 29.71, "high": 29.71, "low": 29.71, "close": 29.71, "amount_yi": 0.001 }, { "time": "14:33", "open": 29.7, "high": 29.7, "low": 29.7, "close": 29.7, "amount_yi": 0.005 }, { "time": "14:34", "open": 29.71, "high": 29.71, "low": 29.71, "close": 29.71, "amount_yi": 0.0113 }, { "time": "14:35", "open": 29.68, "high": 29.68, "low": 29.68, "close": 29.68, "amount_yi": 0.0612 }, { "time": "14:36", "open": 29.69, "high": 29.69, "low": 29.69, "close": 29.69, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.69, "ts": "2026-07-01T14:36:09", "prev_close": 27.34, "open": 28.23, "high": 29.9, "low": 27.0, "bid1": 29.69, "ask1": 29.7, "bid_qty1": 23, "ask_qty1": 50 }, "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": "2026-07-01T14:36:09", "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": 21.3366, "price_vs_vwap_pct": -1.0152, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0303, "prev_amount_yi": 0.0459, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 21.12, "high": 21.12, "low": 21.12, "close": 21.12, "amount_yi": 0.001 }, { "time": "14:33", "open": 21.12, "high": 21.12, "low": 21.12, "close": 21.12, "amount_yi": 0.01 }, { "time": "14:34", "open": 21.1, "high": 21.13, "low": 21.1, "close": 21.13, "amount_yi": 0.0133 }, { "time": "14:35", "open": 21.1, "high": 21.12, "low": 21.1, "close": 21.12, "amount_yi": 0.0031 }, { "time": "14:36", "open": 21.12, "high": 21.12, "low": 21.12, "close": 21.12, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.12, "ts": "2026-07-01T14:36:09", "prev_close": 21.54, "open": 22.26, "high": 22.45, "low": 20.9, "bid1": 21.11, "ask1": 21.12, "bid_qty1": 50, "ask_qty1": 32 }, "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": "2026-07-01T14:36:09", "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": 19.245, "price_vs_vwap_pct": -0.7534, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0269, "prev_amount_yi": 0.0323, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 19.11, "high": 19.11, "low": 19.11, "close": 19.11, "amount_yi": 0.0021 }, { "time": "14:33", "open": 19.13, "high": 19.13, "low": 19.12, "close": 19.12, "amount_yi": 0.0058 }, { "time": "14:34", "open": 19.11, "high": 19.12, "low": 19.11, "close": 19.12, "amount_yi": 0.0059 }, { "time": "14:35", "open": 19.11, "high": 19.11, "low": 19.1, "close": 19.1, "amount_yi": 0.0088 }, { "time": "14:36", "open": 19.1, "high": 19.1, "low": 19.1, "close": 19.1, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.1, "ts": "2026-07-01T14:36:09", "prev_close": 19.29, "open": 19.17, "high": 19.49, "low": 18.88, "bid1": 19.09, "ask1": 19.1, "bid_qty1": 153, "ask_qty1": 15 }, "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": "2026-07-01T14:36:09", "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": 45.3041, "price_vs_vwap_pct": -3.7394, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0435, "prev_amount_yi": 0.0494, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:32", "open": 43.67, "high": 43.67, "low": 43.67, "close": 43.67, "amount_yi": 0.0105 }, { "time": "14:33", "open": 43.65, "high": 43.66, "low": 43.65, "close": 43.66, "amount_yi": 0.0064 }, { "time": "14:34", "open": 43.64, "high": 43.66, "low": 43.64, "close": 43.66, "amount_yi": 0.0083 }, { "time": "14:35", "open": 43.65, "high": 43.65, "low": 43.63, "close": 43.63, "amount_yi": 0.0126 }, { "time": "14:36", "open": 43.61, "high": 43.61, "low": 43.61, "close": 43.61, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.61, "ts": "2026-07-01T14:36:09", "prev_close": 45.42, "open": 46.33, "high": 47.5, "low": 43.6, "bid1": 43.6, "ask1": 43.61, "bid_qty1": 51, "ask_qty1": 21 }, "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": "2026-07-01T14:36:09", "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": 22.9362, "price_vs_vwap_pct": 0.2346, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0424, "prev_amount_yi": 0.0596, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7114, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0044 }, { "time": "14:33", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0082 }, { "time": "14:34", "open": 22.96, "high": 22.97, "low": 22.96, "close": 22.97, "amount_yi": 0.0124 }, { "time": "14:35", "open": 22.97, "high": 22.97, "low": 22.97, "close": 22.97, "amount_yi": 0.0077 }, { "time": "14:36", "open": 22.99, "high": 22.99, "low": 22.99, "close": 22.99, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.99, "ts": "2026-07-01T14:36:06", "prev_close": 23.11, "open": 22.93, "high": 23.8, "low": 22.18, "bid1": 22.99, "ask1": 23.0, "bid_qty1": 47, "ask_qty1": 21 }, "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": "CANCELLED", "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": "2026-07-01T14:36:09", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 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": 0.0806, "prev_amount_yi": 0.0637, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0074 }, { "time": "14:33", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.009 }, { "time": "14:34", "open": 13.12, "high": 13.13, "low": 13.12, "close": 13.13, "amount_yi": 0.0161 }, { "time": "14:35", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0458 }, { "time": "14:36", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.1, "ts": "2026-07-01T14:36:09", "prev_close": 13.28, "open": 13.4, "high": 13.93, "low": 12.89, "bid1": 13.1, "ask1": 13.11, "bid_qty1": 194, "ask_qty1": 134 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300488:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300488:VWAP_RECLAIM", "symbol": "SZSE.300488", "name": "恒锋工具", "side": "BUY", "priority": "W108", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 46.95, "exec_low": 47.65, "exec_high": 47.65, "invalid_price": 45.54, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 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": 47.385, "price_vs_vwap_pct": 1.1079, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0295, "prev_amount_yi": 0.0732, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 47.99, "high": 47.99, "low": 47.99, "close": 47.99, "amount_yi": 0.0024 }, { "time": "14:33", "open": 48.02, "high": 48.02, "low": 48.0, "close": 48.0, "amount_yi": 0.0106 }, { "time": "14:34", "open": 47.98, "high": 47.98, "low": 47.97, "close": 47.97, "amount_yi": 0.0088 }, { "time": "14:35", "open": 47.95, "high": 47.95, "low": 47.93, "close": 47.93, "amount_yi": 0.0043 }, { "time": "14:36", "open": 47.91, "high": 47.91, "low": 47.91, "close": 47.91, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.91, "ts": "2026-07-01T14:36:06", "prev_close": 46.83, "open": 46.0, "high": 48.88, "low": 45.01, "bid1": 47.9, "ask1": 47.91, "bid_qty1": 53, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-07-01T14:36:09", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.81, "max_chase_pct": 1.5, "base_exec_high": 36.28, "dynamic_exec_high": null, "entry_zone_low": 35.2, "entry_zone_high": 36.28, "entry_risk_pct": 4.1206, "intraday_vwap": 35.786, "price_vs_vwap_pct": 0.9613, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0036, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:31", "open": 36.21, "high": 36.21, "low": 36.17, "close": 36.17, "amount_yi": 0.0012 }, { "time": "14:33", "open": 36.19, "high": 36.19, "low": 36.18, "close": 36.18, "amount_yi": 0.0003 }, { "time": "14:34", "open": 36.17, "high": 36.19, "low": 36.17, "close": 36.19, "amount_yi": 0.0007 }, { "time": "14:35", "open": 36.16, "high": 36.16, "low": 36.15, "close": 36.15, "amount_yi": 0.0011 }, { "time": "14:36", "open": 36.13, "high": 36.13, "low": 36.13, "close": 36.13, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.13, "ts": "2026-07-01T14:36:03", "prev_close": 35.11, "open": 35.2, "high": 36.75, "low": 34.66, "bid1": 36.12, "ask1": 36.16, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.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": "2026-07-01T14:36:09", "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": 17.8945, "price_vs_vwap_pct": -0.3046, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0376, "prev_amount_yi": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 17.83, "high": 17.83, "low": 17.83, "close": 17.83, "amount_yi": 0.0024 }, { "time": "14:33", "open": 17.84, "high": 17.84, "low": 17.84, "close": 17.84, "amount_yi": 0.0089 }, { "time": "14:34", "open": 17.82, "high": 17.84, "low": 17.82, "close": 17.84, "amount_yi": 0.0149 }, { "time": "14:35", "open": 17.83, "high": 17.83, "low": 17.83, "close": 17.83, "amount_yi": 0.0103 }, { "time": "14:36", "open": 17.84, "high": 17.84, "low": 17.84, "close": 17.84, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.84, "ts": "2026-07-01T14:36:09", "prev_close": 17.89, "open": 17.8, "high": 18.15, "low": 17.68, "bid1": 17.83, "ask1": 17.84, "bid_qty1": 53, "ask_qty1": 140 }, "previous_state": "CANCELLED", "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": "2026-07-01T14:36:09", "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": 3.1618, "intraday_vwap": 16.1398, "price_vs_vwap_pct": -0.1227, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0134, "prev_amount_yi": 0.0167, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8024, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 16.14, "high": 16.14, "low": 16.14, "close": 16.14, "amount_yi": 0.0003 }, { "time": "14:33", "open": 16.14, "high": 16.14, "low": 16.13, "close": 16.13, "amount_yi": 0.0031 }, { "time": "14:34", "open": 16.12, "high": 16.13, "low": 16.12, "close": 16.13, "amount_yi": 0.0084 }, { "time": "14:35", "open": 16.14, "high": 16.14, "low": 16.12, "close": 16.12, "amount_yi": 0.0012 }, { "time": "14:36", "open": 16.12, "high": 16.12, "low": 16.12, "close": 16.12, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.12, "ts": "2026-07-01T14:36:09", "prev_close": 15.99, "open": 16.03, "high": 16.29, "low": 15.91, "bid1": 16.12, "ask1": 16.13, "bid_qty1": 104, "ask_qty1": 16 }, "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": "2026-07-01T14:36:09", "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": 3.0909, "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": 0.0175, "prev_amount_yi": 0.0214, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0053 }, { "time": "14:33", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0031 }, { "time": "14:34", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0023 }, { "time": "14:35", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0041 }, { "time": "14:36", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.49, "ts": "2026-07-01T14:36:08", "prev_close": 5.49, "open": 5.46, "high": 5.62, "low": 5.41, "bid1": 5.49, "ask1": 5.5, "bid_qty1": 445, "ask_qty1": 716 }, "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": "2026-07-01T14:36:09", "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": 79.9506, "price_vs_vwap_pct": 0.8248, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.014, "prev_amount_yi": 0.0164, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8537, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 80.67, "high": 80.67, "low": 80.67, "close": 80.67, "amount_yi": 0.0015 }, { "time": "14:33", "open": 80.67, "high": 80.67, "low": 80.62, "close": 80.62, "amount_yi": 0.0023 }, { "time": "14:34", "open": 80.61, "high": 80.62, "low": 80.61, "close": 80.62, "amount_yi": 0.0036 }, { "time": "14:35", "open": 80.62, "high": 80.62, "low": 80.62, "close": 80.62, "amount_yi": 0.0056 }, { "time": "14:36", "open": 80.61, "high": 80.61, "low": 80.61, "close": 80.61, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 80.61, "ts": "2026-07-01T14:36:06", "prev_close": 78.1, "open": 78.1, "high": 81.88, "low": 77.32, "bid1": 80.61, "ask1": 80.62, "bid_qty1": 19, "ask_qty1": 6 }, "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": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 14.44, "exec_low": 14.66, "exec_high": 14.66, "invalid_price": 14.01, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.87, "max_chase_pct": 1.5, "base_exec_high": 14.66, "dynamic_exec_high": null, "entry_zone_low": 14.22, "entry_zone_high": 14.66, "entry_risk_pct": null, "intraday_vwap": 14.4704, "price_vs_vwap_pct": -0.6247, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0319, "prev_amount_yi": 0.0144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2153, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 14.4, "high": 14.4, "low": 14.4, "close": 14.4, "amount_yi": 0.0022 }, { "time": "14:33", "open": 14.39, "high": 14.41, "low": 14.39, "close": 14.41, "amount_yi": 0.0063 }, { "time": "14:34", "open": 14.4, "high": 14.4, "low": 14.39, "close": 14.39, "amount_yi": 0.0133 }, { "time": "14:35", "open": 14.4, "high": 14.4, "low": 14.39, "close": 14.39, "amount_yi": 0.0098 }, { "time": "14:36", "open": 14.38, "high": 14.38, "low": 14.38, "close": 14.38, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.38, "ts": "2026-07-01T14:36:08", "prev_close": 14.19, "open": 14.27, "high": 14.73, "low": 14.19, "bid1": 14.38, "ask1": 14.39, "bid_qty1": 21, "ask_qty1": 43 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002164:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002164:VWAP_RECLAIM", "symbol": "SZSE.002164", "name": "宁波东力", "side": "BUY", "priority": "W115", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.84, "exec_low": 12.02, "exec_high": 12.02, "invalid_price": 11.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "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": 3.2856, "intraday_vwap": 11.8649, "price_vs_vwap_pct": 0.043, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0133, "prev_amount_yi": 0.0089, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 11.9, "high": 11.9, "low": 11.9, "close": 11.9, "amount_yi": 0.0003 }, { "time": "14:33", "open": 11.9, "high": 11.9, "low": 11.9, "close": 11.9, "amount_yi": 0.0006 }, { "time": "14:34", "open": 11.89, "high": 11.89, "low": 11.88, "close": 11.88, "amount_yi": 0.006 }, { "time": "14:35", "open": 11.87, "high": 11.88, "low": 11.87, "close": 11.88, "amount_yi": 0.0026 }, { "time": "14:36", "open": 11.87, "high": 11.87, "low": 11.87, "close": 11.87, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43273.24, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.87, "ts": "2026-07-01T14:36:09", "prev_close": 11.8, "open": 11.79, "high": 12.02, "low": 11.63, "bid1": 11.86, "ask1": 11.87, "bid_qty1": 243, "ask_qty1": 387 }, "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": "2026-07-01T14:36:09", "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": 39.7009, "price_vs_vwap_pct": 0.6778, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0027, "prev_amount_yi": 0.0076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3553, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 40.0, "high": 40.0, "low": 40.0, "close": 40.0, "amount_yi": 0.0004 }, { "time": "14:33", "open": 40.0, "high": 40.0, "low": 39.99, "close": 39.99, "amount_yi": 0.0012 }, { "time": "14:34", "open": 39.99, "high": 39.99, "low": 39.99, "close": 39.99, "amount_yi": 0.0002 }, { "time": "14:35", "open": 39.97, "high": 39.97, "low": 39.97, "close": 39.97, "amount_yi": 0.0008 }, { "time": "14:36", "open": 39.97, "high": 39.97, "low": 39.97, "close": 39.97, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.97, "ts": "2026-07-01T14:36:10", "prev_close": 38.07, "open": 38.32, "high": 41.2, "low": 37.9, "bid1": 39.97, "ask1": 39.99, "bid_qty1": 5, "ask_qty1": 3 }, "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": "2026-07-01T14:36:09", "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": 100.5258, "price_vs_vwap_pct": -0.1948, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.023, "prev_amount_yi": 0.029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7931, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 100.06, "high": 100.06, "low": 100.06, "close": 100.06, "amount_yi": 0.0013 }, { "time": "14:33", "open": 100.03, "high": 100.03, "low": 99.98, "close": 99.98, "amount_yi": 0.0029 }, { "time": "14:34", "open": 100.02, "high": 100.02, "low": 99.99, "close": 99.99, "amount_yi": 0.0042 }, { "time": "14:35", "open": 99.97, "high": 100.34, "low": 99.97, "close": 100.34, "amount_yi": 0.0118 }, { "time": "14:36", "open": 100.33, "high": 100.33, "low": 100.33, "close": 100.33, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 100.33, "ts": "2026-07-01T14:36:07", "prev_close": 96.0, "open": 96.55, "high": 102.83, "low": 96.0, "bid1": 100.09, "ask1": 100.34, "bid_qty1": 9, "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": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 50.87, "exec_low": 50.87, "exec_high": 51.63, "invalid_price": 49.34, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:36:09", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "机器人链 / 减速器", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.4, "max_chase_pct": 1.5, "base_exec_high": 51.63, "dynamic_exec_high": null, "entry_zone_low": 50.11, "entry_zone_high": 51.63, "entry_risk_pct": null, "intraday_vwap": 52.0246, "price_vs_vwap_pct": -0.6239, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0049, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:32", "open": 51.84, "high": 51.84, "low": 51.84, "close": 51.84, "amount_yi": 0.0003 }, { "time": "14:33", "open": 51.84, "high": 51.84, "low": 51.8, "close": 51.8, "amount_yi": 0.0002 }, { "time": "14:34", "open": 51.74, "high": 51.74, "low": 51.74, "close": 51.74, "amount_yi": 0.0008 }, { "time": "14:35", "open": 51.71, "high": 51.71, "low": 51.7, "close": 51.7, "amount_yi": 0.0025 }, { "time": "14:36", "open": 51.7, "high": 51.7, "low": 51.7, "close": 51.7, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 51.7, "ts": "2026-07-01T14:35:57", "prev_close": 50.4, "open": 50.08, "high": 53.1, "low": 50.08, "bid1": 51.7, "ask1": 51.71, "bid_qty1": 14, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300780:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300780:VWAP_RECLAIM", "symbol": "SZSE.300780", "name": "德恩精工", "side": "BUY", "priority": "W119", "status": "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": "2026-07-01T14:36:09", "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": 34.052, "price_vs_vwap_pct": -0.2702, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0315, "prev_amount_yi": 0.0381, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8268, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:32", "open": 33.97, "high": 33.97, "low": 33.97, "close": 33.97, "amount_yi": 0.001 }, { "time": "14:33", "open": 33.95, "high": 34.0, "low": 33.95, "close": 34.0, "amount_yi": 0.0047 }, { "time": "14:34", "open": 34.01, "high": 34.07, "low": 34.01, "close": 34.07, "amount_yi": 0.0091 }, { "time": "14:35", "open": 33.96, "high": 33.97, "low": 33.96, "close": 33.97, "amount_yi": 0.0111 }, { "time": "14:36", "open": 33.96, "high": 33.96, "low": 33.96, "close": 33.96, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86546.48, "current_position_value": 0.0, "cash_before_order": 415036.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.96, "ts": "2026-07-01T14:36:06", "prev_close": 34.06, "open": 33.61, "high": 35.15, "low": 33.25, "bid1": 33.94, "ask1": 33.96, "bid_qty1": 12, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 415036.0, "market_value": 666084.0, "total_value": 1081120.0, "unrealized_pnl": 60260.88888888887, "unrealized_pnl_pct_of_initial": 6.0260888888888875, "realized_pnl": 20859.11111111113, "realized_pnl_pct_of_initial": 2.085911111111113, "total_pnl": 81120.0, "total_pnl_pct": 8.112000000000009 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 110.65, "last_price": 124.63, "market_value": 211871.0, "unrealized_pnl": 23765.99999999998, "unrealized_pnl_pct": 12.634432896520554, "updated_at": "2026-07-01T14:36:09", "prev_close": 131.5, "holding_days": 10, "position_pct_of_total": 19.597361994968182 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1600, "sellable_qty": 1400, "avg_cost": 83.20444444444445, "last_price": 103.23, "market_value": 165168.0, "unrealized_pnl": 32040.88888888889, "unrealized_pnl_pct": 24.0678916724534, "updated_at": "2026-07-01T14:36:09", "prev_close": 103.55, "holding_days": 6, "position_pct_of_total": 15.277490010359626 }, { "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": "2026-07-01T14:36:09", "prev_close": 3.35, "holding_days": null, "position_pct_of_total": 6.553204084652952 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 0, "avg_cost": 57.27, "last_price": 57.22, "market_value": 62942.0, "unrealized_pnl": -55.00000000000469, "unrealized_pnl_pct": -0.08730574471801367, "updated_at": "2026-07-01T14:36:09", "prev_close": 55.78, "holding_days": null, "position_pct_of_total": 5.821925410685215 }, { "symbol": "SHSE.688150", "name": "莱特光电", "quantity": 900, "sellable_qty": 0, "avg_cost": 70.8, "last_price": 68.99, "market_value": 62090.99999999999, "unrealized_pnl": -1629.000000000002, "unrealized_pnl_pct": -2.556497175141248, "updated_at": "2026-07-01T14:36:09", "prev_close": 68.62, "holding_days": null, "position_pct_of_total": 5.743210744413201 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 500, "sellable_qty": 0, "avg_cost": 120.5, "last_price": 117.88, "market_value": 58940.0, "unrealized_pnl": -1310.0000000000023, "unrealized_pnl_pct": -2.1742738589211608, "updated_at": "2026-07-01T14:36:09", "prev_close": 118.17, "holding_days": null, "position_pct_of_total": 5.451753736865473 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 39.95, "last_price": 42.78, "market_value": 34224.0, "unrealized_pnl": 2263.9999999999986, "unrealized_pnl_pct": 7.083854818523139, "updated_at": "2026-07-01T14:36:09", "prev_close": 45.6, "holding_days": 9, "position_pct_of_total": 3.165606038182625 } ], "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" }, { "event_id": "20260701:SZSE.300236:overcap_intraday_profit_giveback_v1:overcap_giveback_step1", "rule_id": "overcap_intraday_profit_giveback_v1", "tier": "overcap_giveback_step1", "symbol": "SZSE.300236", "name": "上海新阳", "side": "SELL", "status": "FILLED", "order_kind": "RISK_SELL", "qty": 100, "quantity": 100, "price": 127.42, "amount": 12742.0, "reason": "大仓位利润回吐保护：仓位超过20%，仍有10%以上浮盈，但从日内高点回撤超过6%，且当日跌幅超过3%，先小比例降仓并把仓位压回常规上限附近。", "trigger_price": 127.42, "day_return_pct": -3.1027, "unrealized_profit_pct": 15.1559, "quantity_before": 1800, "sellable_qty_before": 1800, "avg_cost": 110.65, "reduce_ratio": 0.1, "day_high": 136.98, "high_giveback_pct": -6.9791, "position_pct_of_total": 21.0924, "position_cap_pct": 20.0, "realized_pnl_delta": 1676.9999999999995, "cost_basis": 11065.0, "realized_pnl_source": "order_raw_cost", "id": 19, "plan_date": "20260630", "trade_date": "20260701", "ts": "2026-07-01T14:02:57", "sim_reason": "overcap_intraday_profit_giveback_v1" } ], "orders_this_tick": [], "position_risk_events": [ { "symbol": "SZSE.300236", "name": "上海新阳", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 200, "sellable_qty": 1700, "last_price": 124.63, "avg_cost": 110.65, "pnl_pct": 12.6344, "threshold": 126.4, "reason": "position_add_invalid_t_exit", "source_order_id": 10, "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 129.64, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SHSE.600584", "name": "长电科技", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 200, "sellable_qty": 1400, "last_price": 103.23, "avg_cost": 83.20444444444445, "pnl_pct": 24.0679, "threshold": 103.51, "reason": "position_add_invalid_t_exit", "source_order_id": 11, "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 106.44, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SHSE.688150", "name": "莱特光电", "rule": "position_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 68.99, "avg_cost": 70.8, "pnl_pct": -2.5565, "threshold": -2.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 16, "source_event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 70.8, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SZSE.301696", "name": "三瑞智能", "rule": "position_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 117.88, "avg_cost": 120.5, "pnl_pct": -2.1743, "threshold": -2.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 15, "source_event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 120.5, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null } ], "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": false, "market_gate_reason": "after_14:30_no_new_upgrade,no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "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": 0.5263, "active_up_ratio": 0.5385, "active_positive": 7, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3563, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.300812" ], "structural_hot_themes": [ { "theme": "机器人链 / 人形机器人", "count": 4, "top_symbols": [ "SHSE.688160", "SHSE.688165", "SZSE.003021", "SZSE.300403" ], "top_return_pct": 13.2573 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.9364 }, { "theme": "机器人链 / 机器人概念", "count": 3, "top_symbols": [ "SZSE.002403", "SZSE.300503", "SHSE.688580" ], "top_return_pct": 9.9776 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "sample_rows": [ { "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": 13.257331984922317, "last": 123.19, "vwap": 119.81542905669549, "above_vwap": true, "amount": 782763304.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.936400541271965, "last": 41.73, "vwap": 40.82969310344828, "above_vwap": true, "amount": 1811613483.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.707803992740473, "last": 6.1, "vwap": 5.892162111447956, "above_vwap": true, "amount": 703382155.0 }, { "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": 3.5942343575119953, "above_vwap": true, "amount": 369303986.0 }, { "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": 39.030014227657105, "above_vwap": false, "amount": 534933666.0 }, { "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": 9.530780866024053, "above_vwap": true, "amount": 95019026.0 }, { "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": 13.107895791691574, "above_vwap": true, "amount": 484626434.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.679706601466997, "last": 8.89, "vwap": 8.767005039518919, "above_vwap": true, "amount": 486058540.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.595464520848584, "last": 29.69, "vwap": 28.594945008245592, "above_vwap": true, "amount": 450827903.0 }, { "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": 8.580715059588307, "last": 100.22, "vwap": 99.55100827778926, "above_vwap": true, "amount": 4716706862.0 }, { "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": 7.25490196078431, "last": 21.88, "vwap": 21.800530000842063, "above_vwap": true, "amount": 676234913.0 }, { "symbol": "SHSE.688580", "name": "伟思医疗", "theme": "机器人链 / 机器人概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6266191101933325, "last": 56.8, "vwap": 54.68749368378438, "above_vwap": true, "amount": 274358898.0 } ] } } }, "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": 8, "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": 4, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 2, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }