{ "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": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.5639, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3561, "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": 13.6894 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.6116 }, { "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 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 8.9978 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 13.689436425484969, "last": 123.66, "vwap": 119.87523484356757, "above_vwap": true, "amount": 798020347.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.611637347767246, "last": 41.61, "vwap": 40.85238999914885, "above_vwap": true, "amount": 1871860595.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473696, "last": 6.09, "vwap": 5.89502787826354, "above_vwap": true, "amount": 714087128.0 }, { "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": 3.5949809234204, "above_vwap": true, "amount": 372282923.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 554011335.0 }, { "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": 9.531387293072042, "above_vwap": true, "amount": 95231903.0 }, { "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": 13.110438172981393, "above_vwap": true, "amount": 488245828.0 }, { "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": 9.39328277356446, "last": 100.97, "vwap": 99.57635103774591, "above_vwap": true, "amount": 4857214912.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.99780541331383, "last": 29.8, "vwap": 28.63887703755986, "above_vwap": true, "amount": 470682808.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.435207823960877, "last": 8.87, "vwap": 8.771730971965987, "above_vwap": true, "amount": 505890286.0 }, { "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": 7.352941176470584, "last": 21.9, "vwap": 21.80174728659205, "above_vwap": true, "amount": 693224272.0 }, { "symbol": "SZSE.003021", "name": "兆威机电", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.307956496851763, "last": 92.86, "vwap": 92.41921457627119, "above_vwap": true, "amount": 545273366.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.5639, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3561, "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": 13.6894 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.6116 }, { "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 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 8.9978 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 13.689436425484969, "last": 123.66, "vwap": 119.87523484356757, "above_vwap": true, "amount": 798020347.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.611637347767246, "last": 41.61, "vwap": 40.85238999914885, "above_vwap": true, "amount": 1871860595.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473696, "last": 6.09, "vwap": 5.89502787826354, "above_vwap": true, "amount": 714087128.0 }, { "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": 3.5949809234204, "above_vwap": true, "amount": 372282923.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 554011335.0 }, { "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": 9.531387293072042, "above_vwap": true, "amount": 95231903.0 }, { "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": 13.110438172981393, "above_vwap": true, "amount": 488245828.0 }, { "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": 9.39328277356446, "last": 100.97, "vwap": 99.57635103774591, "above_vwap": true, "amount": 4857214912.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.99780541331383, "last": 29.8, "vwap": 28.63887703755986, "above_vwap": true, "amount": 470682808.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.435207823960877, "last": 8.87, "vwap": 8.771730971965987, "above_vwap": true, "amount": 505890286.0 }, { "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": 7.352941176470584, "last": 21.9, "vwap": 21.80174728659205, "above_vwap": true, "amount": 693224272.0 }, { "symbol": "SZSE.003021", "name": "兆威机电", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.307956496851763, "last": 92.86, "vwap": 92.41921457627119, "above_vwap": true, "amount": 545273366.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" } }, "intraday_market_repair_gate": { "passed": false, "reason": "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": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.5639, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3561, "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": 13.6894 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.6116 }, { "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 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 8.9978 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 13.689436425484969, "last": 123.66, "vwap": 119.87523484356757, "above_vwap": true, "amount": 798020347.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.611637347767246, "last": 41.61, "vwap": 40.85238999914885, "above_vwap": true, "amount": 1871860595.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473696, "last": 6.09, "vwap": 5.89502787826354, "above_vwap": true, "amount": 714087128.0 }, { "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": 3.5949809234204, "above_vwap": true, "amount": 372282923.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 554011335.0 }, { "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": 9.531387293072042, "above_vwap": true, "amount": 95231903.0 }, { "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": 13.110438172981393, "above_vwap": true, "amount": 488245828.0 }, { "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": 9.39328277356446, "last": 100.97, "vwap": 99.57635103774591, "above_vwap": true, "amount": 4857214912.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.99780541331383, "last": 29.8, "vwap": 28.63887703755986, "above_vwap": true, "amount": 470682808.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.435207823960877, "last": 8.87, "vwap": 8.771730971965987, "above_vwap": true, "amount": 505890286.0 }, { "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": 7.352941176470584, "last": 21.9, "vwap": 21.80174728659205, "above_vwap": true, "amount": 693224272.0 }, { "symbol": "SZSE.003021", "name": "兆威机电", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.307956496851763, "last": 92.86, "vwap": 92.41921457627119, "above_vwap": true, "amount": 545273366.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.5639, "active_up_ratio": 0.6154, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 13, "sample_total": 133, "dominant_theme": "显示面板链 / MiniLED", "dominant_theme_share": 0.3561, "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": 13.6894 }, { "theme": "显示面板链 / OLED", "count": 4, "top_symbols": [ "SZSE.300566", "SZSE.000536", "SHSE.603212", "SZSE.000990" ], "top_return_pct": 12.6116 }, { "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 }, { "theme": "机器人链 / 减速器", "count": 2, "top_symbols": [ "SZSE.002921", "SHSE.603275" ], "top_return_pct": 8.9978 } ], "structural_symbol_whitelist": [ "SZSE.000536", "SHSE.688017", "SHSE.688165" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 13.689436425484969, "last": 123.66, "vwap": 119.87523484356757, "above_vwap": true, "amount": 798020347.0 }, { "symbol": "SZSE.300566", "name": "激智科技", "theme": "显示面板链 / OLED", "paper_scope": "active", "priority": 10, "ret_pct": 12.611637347767246, "last": 41.61, "vwap": 40.85238999914885, "above_vwap": true, "amount": 1871860595.0 }, { "symbol": "SZSE.300269", "name": "联建光电", "theme": "显示面板链 / MiniLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.526315789473696, "last": 6.09, "vwap": 5.89502787826354, "above_vwap": true, "amount": 714087128.0 }, { "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": 3.5949809234204, "above_vwap": true, "amount": 372282923.0 }, { "symbol": "SZSE.002273", "name": "水晶光电", "theme": "显示面板链 / 显示技术", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.005636978579503, "last": 39.03, "vwap": 39.03, "above_vwap": true, "amount": 554011335.0 }, { "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": 9.531387293072042, "above_vwap": true, "amount": 95231903.0 }, { "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": 13.110438172981393, "above_vwap": true, "amount": 488245828.0 }, { "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": 9.39328277356446, "last": 100.97, "vwap": 99.57635103774591, "above_vwap": true, "amount": 4857214912.0 }, { "symbol": "SZSE.002921", "name": "联诚精密", "theme": "机器人链 / 减速器", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.99780541331383, "last": 29.8, "vwap": 28.63887703755986, "above_vwap": true, "amount": 470682808.0 }, { "symbol": "SZSE.000990", "name": "诚志股份", "theme": "显示面板链 / OLED", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.435207823960877, "last": 8.87, "vwap": 8.771730971965987, "above_vwap": true, "amount": 505890286.0 }, { "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": 7.352941176470584, "last": 21.9, "vwap": 21.80174728659205, "above_vwap": true, "amount": 693224272.0 }, { "symbol": "SZSE.003021", "name": "兆威机电", "theme": "机器人链 / 人形机器人", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.307956496851763, "last": 92.86, "vwap": 92.41921457627119, "above_vwap": true, "amount": 545273366.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate" }, "quote_source": "public_http_tencent:136/136", "quote_stale_lock": false, "generated_at": "2026-07-01T14:45:27", "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": "2026-07-01T14:45:27", "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": 3.645, "intraday_vwap": 29.4771, "price_vs_vwap_pct": 0.5187, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0753, "prev_amount_yi": 0.0534, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 29.66, "high": 29.66, "low": 29.59, "close": 29.59, "amount_yi": 0.03 }, { "time": "14:44", "open": 29.59, "high": 29.6, "low": 29.59, "close": 29.6, "amount_yi": 0.0353 }, { "time": "14:45", "open": 29.63, "high": 29.63, "low": 29.63, "close": 29.63, "amount_yi": 0.01 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 64986.0, "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": 29.63, "ts": "2026-07-01T14:45:27", "prev_close": 29.31, "open": 29.04, "high": 30.48, "low": 28.72, "bid1": 29.62, "ask1": 29.63, "bid_qty1": 66, "ask_qty1": 31 }, "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": "2026-07-01T14:45:27", "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": 3.595, "price_vs_vwap_pct": 2.6426, "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": "2026-07-01T14:45:27", "prev_close": 3.35, "open": 3.3, "high": 3.69, "low": 3.26, "bid1": 3.69, "ask1": 0.0, "bid_qty1": 218075, "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": "2026-07-01T14:45:27", "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": 13.0097, "price_vs_vwap_pct": -0.6895, "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": 0.0135, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 12.91, "high": 12.91, "low": 12.9, "close": 12.9, "amount_yi": 0.0016 }, { "time": "14:44", "open": 12.91, "high": 12.93, "low": 12.91, "close": 12.93, "amount_yi": 0.0092 }, { "time": "14:45", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 12.92, "ts": "2026-07-01T14:45:27", "prev_close": 13.03, "open": 13.02, "high": 13.16, "low": 12.74, "bid1": 12.91, "ask1": 12.92, "bid_qty1": 75, "ask_qty1": 23 }, "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": "2026-07-01T14:45:27", "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": 0.4739, "prev_amount_yi": 0.6816, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6953, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 419.9, "high": 419.9, "low": 419.9, "close": 419.9, "amount_yi": 0.1974 }, { "time": "14:44", "open": 419.86, "high": 420.0, "low": 419.86, "close": 420.0, "amount_yi": 0.1832 }, { "time": "14:45", "open": 420.04, "high": 420.04, "low": 420.04, "close": 420.04, "amount_yi": 0.0933 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 420.04, "ts": "2026-07-01T14:45:28", "prev_close": 417.86, "open": 406.0, "high": 434.96, "low": 400.28, "bid1": 420.03, "ask1": 420.04, "bid_qty1": 14, "ask_qty1": 1 }, "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": "2026-07-01T14:45:27", "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": 2.6679, "price_vs_vwap_pct": -0.2961, "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": 0.0422, "prev_amount_yi": 0.0878, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 2.66, "high": 2.66, "low": 2.65, "close": 2.65, "amount_yi": 0.0191 }, { "time": "14:44", "open": 2.66, "high": 2.66, "low": 2.65, "close": 2.65, "amount_yi": 0.0206 }, { "time": "14:45", "open": 2.66, "high": 2.66, "low": 2.66, "close": 2.66, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 2.66, "ts": "2026-07-01T14:45:27", "prev_close": 2.73, "open": 2.71, "high": 2.73, "low": 2.64, "bid1": 2.65, "ask1": 2.66, "bid_qty1": 30578, "ask_qty1": 24342 }, "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": "2026-07-01T14:45:27", "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": 0.0392, "prev_amount_yi": 0.0602, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 21.88, "high": 21.88, "low": 21.88, "close": 21.88, "amount_yi": 0.0172 }, { "time": "14:44", "open": 21.88, "high": 21.88, "low": 21.88, "close": 21.88, "amount_yi": 0.0108 }, { "time": "14:45", "open": 21.9, "high": 21.9, "low": 21.9, "close": 21.9, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 21.9, "ts": "2026-07-01T14:45:27", "prev_close": 20.4, "open": 20.18, "high": 22.58, "low": 20.18, "bid1": 21.89, "ask1": 21.9, "bid_qty1": 67, "ask_qty1": 167 }, "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": "2026-07-01T14:45:27", "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": 256.1492, "price_vs_vwap_pct": -1.9087, "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": 0.0838, "prev_amount_yi": 0.1247, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.672, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 250.51, "high": 250.88, "low": 250.51, "close": 250.88, "amount_yi": 0.0391 }, { "time": "14:44", "open": 251.0, "high": 251.12, "low": 251.0, "close": 251.12, "amount_yi": 0.0284 }, { "time": "14:45", "open": 251.26, "high": 251.26, "low": 251.26, "close": 251.26, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 251.26, "ts": "2026-07-01T14:45:24", "prev_close": 264.87, "open": 262.0, "high": 266.23, "low": 248.0, "bid1": 251.15, "ask1": 251.26, "bid_qty1": 1, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "BUY", "priority": "P7", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 120.5, "exec_low": 120.5, "exec_high": 124.12, "invalid_price": 116.88, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 118.099, "price_vs_vwap_pct": 0.0178, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 118.12, "ts": "2026-07-01T14:45:24", "prev_close": 118.17, "open": 118.35, "high": 121.5, "low": 116.3, "bid1": 118.09, "ask1": 118.12, "bid_qty1": 7, "ask_qty1": 15 }, "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": "2026-07-01T14:45:27", "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": 0.0579, "prev_amount_yi": 0.0601, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 36.78, "high": 36.81, "low": 36.78, "close": 36.81, "amount_yi": 0.0088 }, { "time": "14:44", "open": 36.84, "high": 36.84, "low": 36.84, "close": 36.84, "amount_yi": 0.0287 }, { "time": "14:45", "open": 36.88, "high": 36.88, "low": 36.88, "close": 36.88, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 36.88, "ts": "2026-07-01T14:45:28", "prev_close": 36.76, "open": 36.95, "high": 37.99, "low": 36.31, "bid1": 36.87, "ask1": 36.88, "bid_qty1": 50, "ask_qty1": 547 }, "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": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.45, "exec_low": 16.45, "exec_high": 16.94, "invalid_price": 15.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 16.94, "max_chase_pct": 3.0, "base_exec_high": 16.94, "dynamic_exec_high": null, "entry_zone_low": 16.2, "entry_zone_high": 16.7, "entry_risk_pct": null, "intraday_vwap": 16.368, "price_vs_vwap_pct": -0.4765, "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": 0.023, "prev_amount_yi": 0.0316, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 16.29, "high": 16.29, "low": 16.29, "close": 16.29, "amount_yi": 0.0065 }, { "time": "14:44", "open": 16.29, "high": 16.29, "low": 16.28, "close": 16.28, "amount_yi": 0.0086 }, { "time": "14:45", "open": 16.29, "high": 16.29, "low": 16.29, "close": 16.29, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 16.29, "ts": "2026-07-01T14:45:27", "prev_close": 16.4, "open": 16.26, "high": 16.66, "low": 16.11, "bid1": 16.29, "ask1": 16.3, "bid_qty1": 89, "ask_qty1": 73 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300566:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300566:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300566", "name": "激智科技", "side": "BUY", "priority": "P10", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.17, "exec_low": 37.17, "exec_high": 38.29, "invalid_price": 36.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 40.8524, "price_vs_vwap_pct": 1.8545, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1916, "prev_amount_yi": 0.1985, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:43", "open": 41.51, "high": 41.56, "low": 41.51, "close": 41.56, "amount_yi": 0.078 }, { "time": "14:44", "open": 41.59, "high": 41.59, "low": 41.56, "close": 41.56, "amount_yi": 0.0609 }, { "time": "14:45", "open": 41.61, "high": 41.61, "low": 41.61, "close": 41.61, "amount_yi": 0.0527 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129972.0, "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": 41.61, "ts": "2026-07-01T14:45:27", "prev_close": 36.95, "open": 36.59, "high": 43.38, "low": 36.21, "bid1": 41.6, "ask1": 41.61, "bid_qty1": 8, "ask_qty1": 33 }, "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": "2026-07-01T14:45:27", "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": 68.96, "ts": "2026-07-01T14:45:26", "prev_close": 68.62, "open": 71.01, "high": 73.79, "low": 68.36, "bid1": 68.96, "ask1": 69.36, "bid_qty1": 18, "ask_qty1": 14 }, "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": "2026-07-01T14:45:27", "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": 5.1081, "intraday_vwap": 57.2932, "price_vs_vwap_pct": 0.0991, "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": 57.35, "ts": "2026-07-01T14:45:27", "prev_close": 55.78, "open": 55.82, "high": 58.38, "low": 55.82, "bid1": 57.35, "ask1": 57.36, "bid_qty1": 112, "ask_qty1": 16 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300102:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300102:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300102", "name": "乾照光电", "side": "BUY", "priority": "W0", "status": "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": "2026-07-01T14:45:27", "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": 25.8745, "price_vs_vwap_pct": -1.3701, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4049, "prev_amount_yi": 0.3049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.328, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 25.41, "high": 25.41, "low": 25.41, "close": 25.41, "amount_yi": 0.1776 }, { "time": "14:42", "open": 25.43, "high": 25.45, "low": 25.43, "close": 25.45, "amount_yi": 0.1272 }, { "time": "14:43", "open": 25.47, "high": 25.49, "low": 25.47, "close": 25.49, "amount_yi": 0.046 }, { "time": "14:44", "open": 25.49, "high": 25.5, "low": 25.49, "close": 25.5, "amount_yi": 0.0389 }, { "time": "14:45", "open": 25.52, "high": 25.52, "low": 25.52, "close": 25.52, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 25.52, "ts": "2026-07-01T14:45:27", "prev_close": 26.04, "open": 26.0, "high": 26.5, "low": 25.39, "bid1": 25.51, "ask1": 25.52, "bid_qty1": 72, "ask_qty1": 16 }, "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": "2026-07-01T14:45:27", "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": 7.197, "price_vs_vwap_pct": -0.653, "energy_floor_hint_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": 0.0783, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 7.12, "high": 7.12, "low": 7.12, "close": 7.12, "amount_yi": 0.0048 }, { "time": "14:42", "open": 7.13, "high": 7.13, "low": 7.13, "close": 7.13, "amount_yi": 0.0101 }, { "time": "14:43", "open": 7.14, "high": 7.14, "low": 7.14, "close": 7.14, "amount_yi": 0.01 }, { "time": "14:44", "open": 7.14, "high": 7.15, "low": 7.14, "close": 7.15, "amount_yi": 0.0033 }, { "time": "14:45", "open": 7.15, "high": 7.15, "low": 7.15, "close": 7.15, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 7.15, "ts": "2026-07-01T14:45:27", "prev_close": 7.24, "open": 7.18, "high": 7.29, "low": 7.09, "bid1": 7.15, "ask1": 7.16, "bid_qty1": 270, "ask_qty1": 1114 }, "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": "2026-07-01T14:45:27", "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": 13.1217, "price_vs_vwap_pct": -0.1654, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1169, "prev_amount_yi": 0.1599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7311, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 13.05, "high": 13.05, "low": 13.05, "close": 13.05, "amount_yi": 0.0231 }, { "time": "14:42", "open": 13.07, "high": 13.07, "low": 13.07, "close": 13.07, "amount_yi": 0.0485 }, { "time": "14:43", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0162 }, { "time": "14:44", "open": 13.09, "high": 13.09, "low": 13.09, "close": 13.09, "amount_yi": 0.0162 }, { "time": "14:45", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 13.81, "open": 13.55, "high": 13.62, "low": 12.85, "bid1": 13.09, "ask1": 13.1, "bid_qty1": 467, "ask_qty1": 334 }, "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": "2026-07-01T14:45:27", "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": 8.5482, "price_vs_vwap_pct": 1.1909, "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": 4.374, "prev_amount_yi": 5.8734, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 8.61, "high": 8.62, "low": 8.61, "close": 8.62, "amount_yi": 0.9602 }, { "time": "14:42", "open": 8.62, "high": 8.62, "low": 8.61, "close": 8.61, "amount_yi": 1.0259 }, { "time": "14:43", "open": 8.64, "high": 8.65, "low": 8.64, "close": 8.65, "amount_yi": 1.0086 }, { "time": "14:44", "open": 8.66, "high": 8.66, "low": 8.66, "close": 8.66, "amount_yi": 0.8195 }, { "time": "14:45", "open": 8.65, "high": 8.65, "low": 8.65, "close": 8.65, "amount_yi": 0.5598 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 8.68, "open": 8.49, "high": 8.81, "low": 8.31, "bid1": 8.64, "ask1": 8.65, "bid_qty1": 17093, "ask_qty1": 3301 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300263:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SZSE.300263:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300263", "name": "隆华科技", "side": "BUY", "priority": "W4", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.35, "exec_low": 16.35, "exec_high": 16.6, "invalid_price": 15.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.84, "max_chase_pct": 1.5, "base_exec_high": 16.6, "dynamic_exec_high": null, "entry_zone_low": 16.1, "entry_zone_high": 16.6, "entry_risk_pct": null, "intraday_vwap": 16.6094, "price_vs_vwap_pct": 0.6057, "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": 0.3667, "prev_amount_yi": 0.5125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 16.63, "high": 16.64, "low": 16.63, "close": 16.64, "amount_yi": 0.0729 }, { "time": "14:42", "open": 16.62, "high": 16.63, "low": 16.62, "close": 16.63, "amount_yi": 0.0725 }, { "time": "14:43", "open": 16.65, "high": 16.65, "low": 16.64, "close": 16.64, "amount_yi": 0.1238 }, { "time": "14:44", "open": 16.64, "high": 16.66, "low": 16.64, "close": 16.66, "amount_yi": 0.0581 }, { "time": "14:45", "open": 16.71, "high": 16.71, "low": 16.71, "close": 16.71, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 16.71, "ts": "2026-07-01T14:45:27", "prev_close": 16.3, "open": 16.05, "high": 17.06, "low": 15.93, "bid1": 16.7, "ask1": 16.71, "bid_qty1": 70, "ask_qty1": 118 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688378:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260630:SHSE.688378:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688378", "name": "奥来德", "side": "BUY", "priority": "W5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 62.0, "exec_low": 62.0, "exec_high": 62.93, "invalid_price": 60.14, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 0.1395, "prev_amount_yi": 0.1359, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0265, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 59.21, "high": 59.25, "low": 59.21, "close": 59.25, "amount_yi": 0.0338 }, { "time": "14:42", "open": 59.23, "high": 59.25, "low": 59.23, "close": 59.25, "amount_yi": 0.0317 }, { "time": "14:43", "open": 59.26, "high": 59.27, "low": 59.26, "close": 59.27, "amount_yi": 0.0269 }, { "time": "14:44", "open": 59.3, "high": 59.3, "low": 59.3, "close": 59.3, "amount_yi": 0.0267 }, { "time": "14:45", "open": 59.31, "high": 59.31, "low": 59.31, "close": 59.31, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 62.0, "open": 62.01, "high": 62.89, "low": 58.3, "bid1": 59.31, "ask1": 59.33, "bid_qty1": 4, "ask_qty1": 3 }, "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": "2026-07-01T14:45:27", "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": 30.3346, "price_vs_vwap_pct": -2.125, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3634, "prev_amount_yi": 0.2756, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 29.51, "high": 29.55, "low": 29.51, "close": 29.55, "amount_yi": 0.1173 }, { "time": "14:42", "open": 29.55, "high": 29.58, "low": 29.55, "close": 29.58, "amount_yi": 0.049 }, { "time": "14:43", "open": 29.63, "high": 29.68, "low": 29.63, "close": 29.68, "amount_yi": 0.051 }, { "time": "14:44", "open": 29.7, "high": 29.7, "low": 29.67, "close": 29.67, "amount_yi": 0.1121 }, { "time": "14:45", "open": 29.69, "high": 29.69, "low": 29.69, "close": 29.69, "amount_yi": 0.034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 27.94, "open": 27.96, "high": 31.86, "low": 27.96, "bid1": 29.69, "ask1": 29.7, "bid_qty1": 90, "ask_qty1": 401 }, "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": "OBSERVE", "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": "2026-07-01T14:45:27", "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": 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": 3.1936, "intraday_vwap": 74.013, "price_vs_vwap_pct": -2.7063, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1577, "prev_amount_yi": 0.1866, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 71.83, "high": 71.87, "low": 71.83, "close": 71.87, "amount_yi": 0.0357 }, { "time": "14:42", "open": 71.88, "high": 71.93, "low": 71.88, "close": 71.93, "amount_yi": 0.0305 }, { "time": "14:43", "open": 71.99, "high": 71.99, "low": 71.99, "close": 71.99, "amount_yi": 0.051 }, { "time": "14:44", "open": 71.95, "high": 71.96, "low": 71.95, "close": 71.96, "amount_yi": 0.0284 }, { "time": "14:45", "open": 72.01, "high": 72.01, "low": 72.01, "close": 72.01, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 72.01, "ts": "2026-07-01T14:45:27", "prev_close": 71.11, "open": 71.48, "high": 75.9, "low": 70.44, "bid1": 72.01, "ask1": 72.02, "bid_qty1": 10, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-01T14:45:27", "sim_reason": "position_sizing_entry_risk_reduced", "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": 4.441, "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": 0.4789, "prev_amount_yi": 0.4703, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 133.86, "high": 134.16, "low": 133.86, "close": 134.16, "amount_yi": 0.0984 }, { "time": "14:42", "open": 134.28, "high": 134.31, "low": 134.28, "close": 134.31, "amount_yi": 0.1283 }, { "time": "14:43", "open": 134.45, "high": 134.45, "low": 134.38, "close": 134.38, "amount_yi": 0.1148 }, { "time": "14:44", "open": 134.38, "high": 134.82, "low": 134.38, "close": 134.82, "amount_yi": 0.0784 }, { "time": "14:45", "open": 134.87, "high": 134.87, "low": 134.87, "close": 134.87, "amount_yi": 0.059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 134.87, "ts": "2026-07-01T14:45:28", "prev_close": 130.55, "open": 132.5, "high": 137.69, "low": 129.3, "bid1": 134.87, "ask1": 134.88, "bid_qty1": 20, "ask_qty1": 23 }, "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": "2026-07-01T14:45:27", "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": 68.1314, "price_vs_vwap_pct": -0.3543, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2422, "prev_amount_yi": 0.4046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 67.77, "high": 67.83, "low": 67.77, "close": 67.83, "amount_yi": 0.0478 }, { "time": "14:42", "open": 67.82, "high": 67.83, "low": 67.82, "close": 67.83, "amount_yi": 0.0717 }, { "time": "14:43", "open": 67.86, "high": 67.86, "low": 67.85, "close": 67.85, "amount_yi": 0.0445 }, { "time": "14:44", "open": 67.89, "high": 67.9, "low": 67.89, "close": 67.9, "amount_yi": 0.0469 }, { "time": "14:45", "open": 67.89, "high": 67.89, "low": 67.89, "close": 67.89, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 67.89, "ts": "2026-07-01T14:45:27", "prev_close": 65.52, "open": 65.46, "high": 70.72, "low": 64.8, "bid1": 67.89, "ask1": 67.9, "bid_qty1": 23, "ask_qty1": 121 }, "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": "2026-07-01T14:45:27", "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": 0.0218, "prev_amount_yi": 0.0449, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4855, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 10.58, "high": 10.59, "low": 10.58, "close": 10.59, "amount_yi": 0.004 }, { "time": "14:42", "open": 10.58, "high": 10.59, "low": 10.58, "close": 10.59, "amount_yi": 0.0058 }, { "time": "14:43", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0039 }, { "time": "14:44", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0053 }, { "time": "14:45", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 11.01, "open": 10.97, "high": 11.29, "low": 10.55, "bid1": 10.59, "ask1": 10.6, "bid_qty1": 87, "ask_qty1": 162 }, "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": "2026-07-01T14:45:27", "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": 252.2203, "price_vs_vwap_pct": -4.3455, "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": 0.9019, "prev_amount_yi": 1.5263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "14:41", "open": 240.11, "high": 240.38, "low": 240.11, "close": 240.38, "amount_yi": 0.1832 }, { "time": "14:42", "open": 240.2, "high": 240.3, "low": 240.2, "close": 240.3, "amount_yi": 0.2411 }, { "time": "14:43", "open": 240.37, "high": 240.6, "low": 240.37, "close": 240.6, "amount_yi": 0.2339 }, { "time": "14:44", "open": 240.99, "high": 241.09, "low": 240.99, "close": 241.09, "amount_yi": 0.1778 }, { "time": "14:45", "open": 241.26, "high": 241.26, "low": 241.26, "close": 241.26, "amount_yi": 0.0659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 241.26, "ts": "2026-07-01T14:45:27", "prev_close": 256.94, "open": 258.0, "high": 264.88, "low": 239.0, "bid1": 241.25, "ask1": 241.26, "bid_qty1": 18, "ask_qty1": 2 }, "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": "2026-07-01T14:45:27", "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": 5.895, "price_vs_vwap_pct": 3.3079, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0542, "prev_amount_yi": 0.0643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 6.08, "high": 6.08, "low": 6.08, "close": 6.08, "amount_yi": 0.0131 }, { "time": "14:42", "open": 6.08, "high": 6.09, "low": 6.08, "close": 6.09, "amount_yi": 0.0165 }, { "time": "14:43", "open": 6.09, "high": 6.09, "low": 6.08, "close": 6.08, "amount_yi": 0.0112 }, { "time": "14:44", "open": 6.09, "high": 6.09, "low": 6.09, "close": 6.09, "amount_yi": 0.0099 }, { "time": "14:45", "open": 6.09, "high": 6.09, "low": 6.09, "close": 6.09, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 6.09, "ts": "2026-07-01T14:45:27", "prev_close": 5.51, "open": 5.88, "high": 6.5, "low": 5.6, "bid1": 6.08, "ask1": 6.09, "bid_qty1": 1718, "ask_qty1": 1947 }, "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": "2026-07-01T14:45:27", "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": 44.389, "price_vs_vwap_pct": -2.8588, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1932, "prev_amount_yi": 0.2335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 42.96, "high": 43.0, "low": 42.96, "close": 43.0, "amount_yi": 0.0338 }, { "time": "14:42", "open": 42.95, "high": 42.98, "low": 42.95, "close": 42.98, "amount_yi": 0.0778 }, { "time": "14:43", "open": 43.0, "high": 43.01, "low": 43.0, "close": 43.01, "amount_yi": 0.0314 }, { "time": "14:44", "open": 43.05, "high": 43.07, "low": 43.05, "close": 43.07, "amount_yi": 0.0342 }, { "time": "14:45", "open": 43.12, "high": 43.12, "low": 43.12, "close": 43.12, "amount_yi": 0.016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 43.12, "ts": "2026-07-01T14:45:27", "prev_close": 46.2, "open": 47.54, "high": 48.2, "low": 42.65, "bid1": 43.11, "ask1": 43.12, "bid_qty1": 15, "ask_qty1": 4 }, "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": "2026-07-01T14:45:27", "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": 7.5618, "price_vs_vwap_pct": -1.0818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1013, "prev_amount_yi": 0.1855, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 7.45, "high": 7.45, "low": 7.44, "close": 7.44, "amount_yi": 0.0141 }, { "time": "14:42", "open": 7.45, "high": 7.46, "low": 7.45, "close": 7.46, "amount_yi": 0.0271 }, { "time": "14:43", "open": 7.46, "high": 7.46, "low": 7.46, "close": 7.46, "amount_yi": 0.0245 }, { "time": "14:44", "open": 7.47, "high": 7.47, "low": 7.47, "close": 7.47, "amount_yi": 0.0191 }, { "time": "14:45", "open": 7.48, "high": 7.48, "low": 7.48, "close": 7.48, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 7.48, "ts": "2026-07-01T14:45:27", "prev_close": 7.81, "open": 7.76, "high": 7.88, "low": 7.43, "bid1": 7.47, "ask1": 7.48, "bid_qty1": 424, "ask_qty1": 383 }, "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": "2026-07-01T14:45:27", "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": 6.0531, "price_vs_vwap_pct": -0.0512, "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": 1.6695, "prev_amount_yi": 2.2717, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 6.02, "high": 6.02, "low": 6.01, "close": 6.01, "amount_yi": 0.433 }, { "time": "14:42", "open": 6.01, "high": 6.01, "low": 6.01, "close": 6.01, "amount_yi": 0.2995 }, { "time": "14:43", "open": 6.02, "high": 6.03, "low": 6.02, "close": 6.03, "amount_yi": 0.3222 }, { "time": "14:44", "open": 6.03, "high": 6.05, "low": 6.03, "close": 6.05, "amount_yi": 0.3323 }, { "time": "14:45", "open": 6.05, "high": 6.05, "low": 6.05, "close": 6.05, "amount_yi": 0.2825 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 6.05, "ts": "2026-07-01T14:45:27", "prev_close": 5.82, "open": 5.98, "high": 6.26, "low": 5.86, "bid1": 6.04, "ask1": 6.05, "bid_qty1": 25949, "ask_qty1": 4813 }, "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": "2026-07-01T14:45:27", "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": 147.7036, "price_vs_vwap_pct": -0.2259, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0225, "prev_amount_yi": 0.0377, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 147.38, "high": 147.38, "low": 147.22, "close": 147.22, "amount_yi": 0.0078 }, { "time": "14:42", "open": 147.22, "high": 147.22, "low": 147.09, "close": 147.09, "amount_yi": 0.0043 }, { "time": "14:43", "open": 147.09, "high": 147.24, "low": 147.09, "close": 147.24, "amount_yi": 0.0041 }, { "time": "14:44", "open": 147.32, "high": 147.32, "low": 147.32, "close": 147.32, "amount_yi": 0.0029 }, { "time": "14:45", "open": 147.37, "high": 147.37, "low": 147.37, "close": 147.37, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 147.37, "ts": "2026-07-01T14:45:24", "prev_close": 148.98, "open": 147.0, "high": 149.9, "low": 145.01, "bid1": 147.23, "ask1": 147.37, "bid_qty1": 5, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002983:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002983:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002983", "name": "芯瑞达", "side": "BUY", "priority": "W17", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 27.79, "exec_low": 27.79, "exec_high": 28.21, "invalid_price": 26.96, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / MiniLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.62, "max_chase_pct": 1.5, "base_exec_high": 28.21, "dynamic_exec_high": null, "entry_zone_low": 27.37, "entry_zone_high": 28.21, "entry_risk_pct": null, "intraday_vwap": 27.77, "price_vs_vwap_pct": -0.2521, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0404, "prev_amount_yi": 0.0879, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 27.6, "high": 27.7, "low": 27.6, "close": 27.7, "amount_yi": 0.0061 }, { "time": "14:42", "open": 27.69, "high": 27.69, "low": 27.66, "close": 27.66, "amount_yi": 0.0084 }, { "time": "14:43", "open": 27.68, "high": 27.68, "low": 27.68, "close": 27.68, "amount_yi": 0.007 }, { "time": "14:44", "open": 27.67, "high": 27.68, "low": 27.67, "close": 27.68, "amount_yi": 0.0111 }, { "time": "14:45", "open": 27.7, "high": 27.7, "low": 27.7, "close": 27.7, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 27.7, "ts": "2026-07-01T14:45:27", "prev_close": 27.68, "open": 27.26, "high": 28.66, "low": 26.82, "bid1": 27.69, "ask1": 27.7, "bid_qty1": 92, "ask_qty1": 88 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.600060:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.600060:VWAP_RECLAIM", "symbol": "SHSE.600060", "name": "海信视像", "side": "BUY", "priority": "W18", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 28.6, "exec_low": 29.03, "exec_high": 29.03, "invalid_price": 27.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 26.9715, "price_vs_vwap_pct": 0.1057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0636, "prev_amount_yi": 0.0803, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 26.98, "high": 26.98, "low": 26.97, "close": 26.97, "amount_yi": 0.0185 }, { "time": "14:42", "open": 26.96, "high": 26.97, "low": 26.96, "close": 26.97, "amount_yi": 0.0141 }, { "time": "14:43", "open": 26.97, "high": 26.98, "low": 26.97, "close": 26.98, "amount_yi": 0.0097 }, { "time": "14:44", "open": 27.0, "high": 27.01, "low": 27.0, "close": 27.01, "amount_yi": 0.0078 }, { "time": "14:45", "open": 27.0, "high": 27.0, "low": 27.0, "close": 27.0, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 27.0, "ts": "2026-07-01T14:45:27", "prev_close": 27.87, "open": 27.87, "high": 27.87, "low": 26.58, "bid1": 27.0, "ask1": 27.01, "bid_qty1": 31, "ask_qty1": 3 }, "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": "2026-07-01T14:45:27", "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": 4.0769, "intraday_vwap": 12.9235, "price_vs_vwap_pct": 0.5919, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.013, "prev_amount_yi": 0.0125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.04, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 12.98, "high": 12.98, "low": 12.97, "close": 12.97, "amount_yi": 0.0045 }, { "time": "14:42", "open": 12.99, "high": 12.99, "low": 12.98, "close": 12.98, "amount_yi": 0.0021 }, { "time": "14:43", "open": 12.98, "high": 12.99, "low": 12.98, "close": 12.99, "amount_yi": 0.0027 }, { "time": "14:44", "open": 12.99, "high": 12.99, "low": 12.99, "close": 12.99, "amount_yi": 0.0008 }, { "time": "14:45", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 13.0, "ts": "2026-07-01T14:45:21", "prev_close": 12.82, "open": 12.83, "high": 13.22, "low": 12.62, "bid1": 12.98, "ask1": 13.0, "bid_qty1": 1, "ask_qty1": 317 }, "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": "2026-07-01T14:45:27", "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": 13.4179, "price_vs_vwap_pct": -0.2825, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0509, "prev_amount_yi": 0.1058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0102 }, { "time": "14:42", "open": 13.39, "high": 13.39, "low": 13.38, "close": 13.38, "amount_yi": 0.0155 }, { "time": "14:43", "open": 13.39, "high": 13.39, "low": 13.38, "close": 13.38, "amount_yi": 0.0127 }, { "time": "14:44", "open": 13.39, "high": 13.39, "low": 13.38, "close": 13.38, "amount_yi": 0.0096 }, { "time": "14:45", "open": 13.38, "high": 13.38, "low": 13.38, "close": 13.38, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 13.25, "open": 13.26, "high": 13.75, "low": 13.04, "bid1": 13.38, "ask1": 13.39, "bid_qty1": 161, "ask_qty1": 267 }, "previous_state": "NEAR_TRIGGER", "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": "2026-07-01T14:45:27", "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": 9.9289, "price_vs_vwap_pct": -2.0032, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1156, "prev_amount_yi": 0.267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.433, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 9.7, "high": 9.71, "low": 9.7, "close": 9.71, "amount_yi": 0.0332 }, { "time": "14:42", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0229 }, { "time": "14:43", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0226 }, { "time": "14:44", "open": 9.71, "high": 9.72, "low": 9.71, "close": 9.72, "amount_yi": 0.021 }, { "time": "14:45", "open": 9.73, "high": 9.73, "low": 9.73, "close": 9.73, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 9.73, "ts": "2026-07-01T14:45:27", "prev_close": 10.43, "open": 10.16, "high": 10.22, "low": 9.66, "bid1": 9.72, "ask1": 9.73, "bid_qty1": 400, "ask_qty1": 194 }, "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": "2026-07-01T14:45:27", "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": 17.1859, "price_vs_vwap_pct": -1.489, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0118, "prev_amount_yi": 0.0219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 16.91, "high": 16.93, "low": 16.91, "close": 16.93, "amount_yi": 0.0023 }, { "time": "14:42", "open": 16.92, "high": 16.92, "low": 16.92, "close": 16.92, "amount_yi": 0.002 }, { "time": "14:43", "open": 16.92, "high": 16.92, "low": 16.92, "close": 16.92, "amount_yi": 0.0028 }, { "time": "14:44", "open": 16.93, "high": 16.93, "low": 16.93, "close": 16.93, "amount_yi": 0.0016 }, { "time": "14:45", "open": 16.93, "high": 16.93, "low": 16.93, "close": 16.93, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 16.93, "ts": "2026-07-01T14:45:25", "prev_close": 16.53, "open": 16.44, "high": 17.68, "low": 16.38, "bid1": 16.92, "ask1": 16.93, "bid_qty1": 61, "ask_qty1": 19 }, "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": "2026-07-01T14:45:27", "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": 7.7326, "price_vs_vwap_pct": 0.613, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0137, "prev_amount_yi": 0.0174, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7874, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 7.77, "high": 7.77, "low": 7.77, "close": 7.77, "amount_yi": 0.002 }, { "time": "14:42", "open": 7.77, "high": 7.78, "low": 7.77, "close": 7.78, "amount_yi": 0.0024 }, { "time": "14:43", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0024 }, { "time": "14:44", "open": 7.78, "high": 7.78, "low": 7.77, "close": 7.77, "amount_yi": 0.0041 }, { "time": "14:45", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 7.78, "ts": "2026-07-01T14:45:27", "prev_close": 7.75, "open": 7.73, "high": 7.84, "low": 7.58, "bid1": 7.77, "ask1": 7.78, "bid_qty1": 779, "ask_qty1": 63 }, "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": "2026-07-01T14:45:27", "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": 5.7093, "price_vs_vwap_pct": 1.2383, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0039, "prev_amount_yi": 0.0147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2653, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0006 }, { "time": "14:42", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0003 }, { "time": "14:43", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0014 }, { "time": "14:44", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0007 }, { "time": "14:45", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 5.78, "ts": "2026-07-01T14:45:27", "prev_close": 5.73, "open": 5.75, "high": 5.85, "low": 5.61, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 1216, "ask_qty1": 1504 }, "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": "2026-07-01T14:45:27", "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": 143.237, "price_vs_vwap_pct": -3.349, "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": 1.1296, "prev_amount_yi": 2.0873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5412, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 137.99, "high": 138.3, "low": 137.99, "close": 138.3, "amount_yi": 0.2586 }, { "time": "14:42", "open": 137.99, "high": 138.35, "low": 137.99, "close": 138.35, "amount_yi": 0.3169 }, { "time": "14:43", "open": 138.41, "high": 138.44, "low": 138.41, "close": 138.44, "amount_yi": 0.2065 }, { "time": "14:44", "open": 138.44, "high": 138.44, "low": 138.39, "close": 138.39, "amount_yi": 0.2257 }, { "time": "14:45", "open": 138.44, "high": 138.44, "low": 138.44, "close": 138.44, "amount_yi": 0.1219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 138.44, "ts": "2026-07-01T14:45:27", "prev_close": 150.11, "open": 149.0, "high": 150.49, "low": 136.88, "bid1": 138.44, "ask1": 138.46, "bid_qty1": 55, "ask_qty1": 26 }, "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": "2026-07-01T14:45:27", "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": 5.534, "price_vs_vwap_pct": 0.4698, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0279, "prev_amount_yi": 0.0961, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2903, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0093 }, { "time": "14:42", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0034 }, { "time": "14:43", "open": 5.56, "high": 5.56, "low": 5.56, "close": 5.56, "amount_yi": 0.0062 }, { "time": "14:44", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0072 }, { "time": "14:45", "open": 5.56, "high": 5.56, "low": 5.56, "close": 5.56, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 5.6, "open": 5.55, "high": 5.65, "low": 5.44, "bid1": 5.56, "ask1": 5.57, "bid_qty1": 1198, "ask_qty1": 8401 }, "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": "2026-07-01T14:45:27", "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": 9.6428, "price_vs_vwap_pct": -1.2735, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0867, "prev_amount_yi": 0.1303, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 9.53, "high": 9.53, "low": 9.53, "close": 9.53, "amount_yi": 0.024 }, { "time": "14:42", "open": 9.51, "high": 9.52, "low": 9.51, "close": 9.52, "amount_yi": 0.0225 }, { "time": "14:43", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0091 }, { "time": "14:44", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0148 }, { "time": "14:45", "open": 9.52, "high": 9.52, "low": 9.52, "close": 9.52, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 9.52, "ts": "2026-07-01T14:45:27", "prev_close": 9.91, "open": 9.9, "high": 9.94, "low": 9.48, "bid1": 9.52, "ask1": 9.53, "bid_qty1": 243, "ask_qty1": 982 }, "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": "2026-07-01T14:45:27", "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": 67.3188, "price_vs_vwap_pct": -1.5134, "energy_floor_hint_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": 0.0753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 66.15, "high": 66.23, "low": 66.15, "close": 66.23, "amount_yi": 0.005 }, { "time": "14:42", "open": 66.25, "high": 66.26, "low": 66.25, "close": 66.26, "amount_yi": 0.0046 }, { "time": "14:43", "open": 66.23, "high": 66.23, "low": 66.21, "close": 66.21, "amount_yi": 0.0086 }, { "time": "14:44", "open": 66.21, "high": 66.23, "low": 66.21, "close": 66.23, "amount_yi": 0.0112 }, { "time": "14:45", "open": 66.3, "high": 66.3, "low": 66.3, "close": 66.3, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 66.3, "ts": "2026-07-01T14:45:27", "prev_close": 69.2, "open": 68.65, "high": 70.4, "low": 65.16, "bid1": 66.26, "ask1": 66.3, "bid_qty1": 12, "ask_qty1": 8 }, "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": "2026-07-01T14:45:27", "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": 0.0018, "prev_amount_yi": 0.0013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0003 }, { "time": "14:42", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0001 }, { "time": "14:43", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0001 }, { "time": "14:44", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0005 }, { "time": "14:45", "open": 1.77, "high": 1.77, "low": 1.77, "close": 1.77, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 1.86, "open": 1.77, "high": 1.77, "low": 1.77, "bid1": 0.0, "ask1": 1.77, "bid_qty1": 0, "ask_qty1": 4709061 }, "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": "2026-07-01T14:45:27", "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": 154.2138, "price_vs_vwap_pct": -3.3809, "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": 0.6526, "prev_amount_yi": 1.2334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 147.91, "high": 148.23, "low": 147.91, "close": 148.23, "amount_yi": 0.2023 }, { "time": "14:42", "open": 148.23, "high": 148.23, "low": 148.1, "close": 148.1, "amount_yi": 0.1566 }, { "time": "14:43", "open": 148.09, "high": 148.09, "low": 148.08, "close": 148.08, "amount_yi": 0.1075 }, { "time": "14:44", "open": 148.12, "high": 148.19, "low": 148.12, "close": 148.19, "amount_yi": 0.1077 }, { "time": "14:45", "open": 149.0, "high": 149.0, "low": 149.0, "close": 149.0, "amount_yi": 0.0785 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 149.0, "ts": "2026-07-01T14:45:28", "prev_close": 162.97, "open": 157.01, "high": 161.86, "low": 147.0, "bid1": 148.98, "ask1": 149.0, "bid_qty1": 5, "ask_qty1": 30 }, "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": "2026-07-01T14:45:27", "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": 27.3041, "price_vs_vwap_pct": -0.1981, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1199, "prev_amount_yi": 0.1399, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 27.1, "high": 27.1, "low": 27.07, "close": 27.07, "amount_yi": 0.0184 }, { "time": "14:42", "open": 27.16, "high": 27.17, "low": 27.16, "close": 27.17, "amount_yi": 0.0367 }, { "time": "14:43", "open": 27.15, "high": 27.15, "low": 27.15, "close": 27.15, "amount_yi": 0.0151 }, { "time": "14:44", "open": 27.18, "high": 27.24, "low": 27.18, "close": 27.24, "amount_yi": 0.0392 }, { "time": "14:45", "open": 27.25, "high": 27.25, "low": 27.25, "close": 27.25, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 27.25, "ts": "2026-07-01T14:45:27", "prev_close": 28.55, "open": 28.62, "high": 28.8, "low": 26.5, "bid1": 27.24, "ask1": 27.25, "bid_qty1": 38, "ask_qty1": 31 }, "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": "2026-07-01T14:45:27", "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": 25.9381, "price_vs_vwap_pct": -1.4191, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2193, "prev_amount_yi": 0.1684, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3023, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 25.43, "high": 25.45, "low": 25.43, "close": 25.45, "amount_yi": 0.0329 }, { "time": "14:42", "open": 25.45, "high": 25.49, "low": 25.45, "close": 25.49, "amount_yi": 0.0596 }, { "time": "14:43", "open": 25.51, "high": 25.53, "low": 25.51, "close": 25.53, "amount_yi": 0.0293 }, { "time": "14:44", "open": 25.55, "high": 25.55, "low": 25.52, "close": 25.52, "amount_yi": 0.0549 }, { "time": "14:45", "open": 25.57, "high": 25.57, "low": 25.57, "close": 25.57, "amount_yi": 0.0426 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 25.57, "ts": "2026-07-01T14:45:29", "prev_close": 26.71, "open": 26.41, "high": 26.84, "low": 25.1, "bid1": 25.56, "ask1": 25.57, "bid_qty1": 148, "ask_qty1": 148 }, "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": "2026-07-01T14:45:27", "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": 10.6348, "price_vs_vwap_pct": -1.7377, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2412, "prev_amount_yi": 0.1713, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 10.36, "high": 10.37, "low": 10.36, "close": 10.37, "amount_yi": 0.0231 }, { "time": "14:42", "open": 10.37, "high": 10.38, "low": 10.37, "close": 10.38, "amount_yi": 0.0267 }, { "time": "14:43", "open": 10.39, "high": 10.39, "low": 10.39, "close": 10.39, "amount_yi": 0.0577 }, { "time": "14:44", "open": 10.46, "high": 10.47, "low": 10.46, "close": 10.47, "amount_yi": 0.0864 }, { "time": "14:45", "open": 10.45, "high": 10.45, "low": 10.45, "close": 10.45, "amount_yi": 0.0473 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 10.45, "ts": "2026-07-01T14:45:27", "prev_close": 10.39, "open": 10.39, "high": 10.98, "low": 10.23, "bid1": 10.44, "ask1": 10.45, "bid_qty1": 105, "ask_qty1": 64 }, "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": "2026-07-01T14:45:27", "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": 13.1104, "price_vs_vwap_pct": 2.6666, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.007, "prev_amount_yi": 0.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2397, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0039 }, { "time": "14:42", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0009 }, { "time": "14:43", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0004 }, { "time": "14:44", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0013 }, { "time": "14:45", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:26", "prev_close": 12.24, "open": 12.51, "high": 13.46, "low": 12.48, "bid1": 13.46, "ask1": 0.0, "bid_qty1": 21721, "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": "2026-07-01T14:45:27", "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": 7.6802, "price_vs_vwap_pct": -0.914, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0366, "prev_amount_yi": 0.0489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7485, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 7.6, "high": 7.6, "low": 7.59, "close": 7.59, "amount_yi": 0.0094 }, { "time": "14:42", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0072 }, { "time": "14:43", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0066 }, { "time": "14:44", "open": 7.6, "high": 7.6, "low": 7.6, "close": 7.6, "amount_yi": 0.0095 }, { "time": "14:45", "open": 7.61, "high": 7.61, "low": 7.61, "close": 7.61, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 7.61, "ts": "2026-07-01T14:45:27", "prev_close": 7.57, "open": 7.7, "high": 7.86, "low": 7.51, "bid1": 7.6, "ask1": 7.61, "bid_qty1": 270, "ask_qty1": 1754 }, "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": "2026-07-01T14:45:27", "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": 17.0268, "price_vs_vwap_pct": 4.5411, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4414, "prev_amount_yi": 0.3669, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2031, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 17.58, "high": 17.8, "low": 17.58, "close": 17.8, "amount_yi": 0.1353 }, { "time": "14:42", "open": 17.88, "high": 17.88, "low": 17.87, "close": 17.87, "amount_yi": 0.0962 }, { "time": "14:43", "open": 17.8, "high": 17.8, "low": 17.73, "close": 17.73, "amount_yi": 0.0889 }, { "time": "14:44", "open": 17.74, "high": 17.77, "low": 17.74, "close": 17.77, "amount_yi": 0.0916 }, { "time": "14:45", "open": 17.8, "high": 17.8, "low": 17.8, "close": 17.8, "amount_yi": 0.0294 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 17.8, "ts": "2026-07-01T14:45:27", "prev_close": 17.52, "open": 17.35, "high": 18.35, "low": 16.37, "bid1": 17.8, "ask1": 17.81, "bid_qty1": 198, "ask_qty1": 47 }, "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": "2026-07-01T14:45:27", "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": 315.5168, "price_vs_vwap_pct": -3.46, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5588, "prev_amount_yi": 0.4422, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 304.1, "high": 304.27, "low": 304.1, "close": 304.27, "amount_yi": 0.0893 }, { "time": "14:42", "open": 304.28, "high": 304.3, "low": 304.28, "close": 304.3, "amount_yi": 0.0877 }, { "time": "14:43", "open": 304.19, "high": 304.19, "low": 304.15, "close": 304.15, "amount_yi": 0.1071 }, { "time": "14:44", "open": 304.28, "high": 305.49, "low": 304.28, "close": 305.49, "amount_yi": 0.2125 }, { "time": "14:45", "open": 304.6, "high": 304.6, "low": 304.6, "close": 304.6, "amount_yi": 0.0622 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 304.6, "ts": "2026-07-01T14:45:27", "prev_close": 317.6, "open": 317.36, "high": 335.12, "low": 302.0, "bid1": 303.89, "ask1": 305.49, "bid_qty1": 15, "ask_qty1": 6 }, "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": "2026-07-01T14:45:27", "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": 10.3214, "price_vs_vwap_pct": -0.498, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0111, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4664, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 10.25, "high": 10.25, "low": 10.25, "close": 10.25, "amount_yi": 0.0031 }, { "time": "14:42", "open": 10.25, "high": 10.26, "low": 10.25, "close": 10.26, "amount_yi": 0.0028 }, { "time": "14:43", "open": 10.27, "high": 10.27, "low": 10.27, "close": 10.27, "amount_yi": 0.0027 }, { "time": "14:44", "open": 10.27, "high": 10.27, "low": 10.26, "close": 10.26, "amount_yi": 0.0018 }, { "time": "14:45", "open": 10.27, "high": 10.27, "low": 10.27, "close": 10.27, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 10.27, "ts": "2026-07-01T14:45:27", "prev_close": 10.54, "open": 10.55, "high": 10.55, "low": 10.22, "bid1": 10.26, "ask1": 10.27, "bid_qty1": 282, "ask_qty1": 23 }, "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": "2026-07-01T14:45:27", "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": 9.482, "price_vs_vwap_pct": -0.3375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.159, "prev_amount_yi": 0.322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4938, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 9.44, "high": 9.44, "low": 9.44, "close": 9.44, "amount_yi": 0.0519 }, { "time": "14:42", "open": 9.44, "high": 9.45, "low": 9.44, "close": 9.45, "amount_yi": 0.0328 }, { "time": "14:43", "open": 9.44, "high": 9.45, "low": 9.44, "close": 9.45, "amount_yi": 0.0246 }, { "time": "14:44", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.0241 }, { "time": "14:45", "open": 9.45, "high": 9.45, "low": 9.45, "close": 9.45, "amount_yi": 0.0256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 9.45, "ts": "2026-07-01T14:45:27", "prev_close": 9.46, "open": 9.5, "high": 9.62, "low": 9.32, "bid1": 9.45, "ask1": 9.46, "bid_qty1": 1527, "ask_qty1": 1363 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002643:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.002643:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002643", "name": "万润股份", "side": "BUY", "priority": "W40", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.16, "exec_low": 21.16, "exec_high": 21.48, "invalid_price": 20.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "显示面板链 / OLED", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.79, "max_chase_pct": 1.5, "base_exec_high": 21.48, "dynamic_exec_high": null, "entry_zone_low": 20.84, "entry_zone_high": 21.48, "entry_risk_pct": null, "intraday_vwap": 21.683, "price_vs_vwap_pct": 0.5396, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1271, "prev_amount_yi": 0.146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8705, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 21.76, "high": 21.77, "low": 21.76, "close": 21.77, "amount_yi": 0.0358 }, { "time": "14:42", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.0265 }, { "time": "14:43", "open": 21.78, "high": 21.8, "low": 21.78, "close": 21.8, "amount_yi": 0.0199 }, { "time": "14:44", "open": 21.8, "high": 21.8, "low": 21.8, "close": 21.8, "amount_yi": 0.0358 }, { "time": "14:45", "open": 21.8, "high": 21.8, "low": 21.8, "close": 21.8, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 21.8, "ts": "2026-07-01T14:45:27", "prev_close": 20.95, "open": 21.0, "high": 22.22, "low": 20.81, "bid1": 21.79, "ask1": 21.8, "bid_qty1": 113, "ask_qty1": 51 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002876:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002876:VWAP_RECLAIM", "symbol": "SZSE.002876", "name": "三利谱", "side": "BUY", "priority": "W41", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 35.21, "exec_low": 35.74, "exec_high": 35.74, "invalid_price": 34.15, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 34.2106, "price_vs_vwap_pct": -1.0833, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0488, "prev_amount_yi": 0.0893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 33.75, "high": 33.79, "low": 33.75, "close": 33.79, "amount_yi": 0.0119 }, { "time": "14:42", "open": 33.79, "high": 33.79, "low": 33.78, "close": 33.78, "amount_yi": 0.0117 }, { "time": "14:43", "open": 33.79, "high": 33.79, "low": 33.79, "close": 33.79, "amount_yi": 0.011 }, { "time": "14:44", "open": 33.79, "high": 33.81, "low": 33.79, "close": 33.81, "amount_yi": 0.0088 }, { "time": "14:45", "open": 33.84, "high": 33.84, "low": 33.84, "close": 33.84, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 33.84, "ts": "2026-07-01T14:45:27", "prev_close": 35.21, "open": 34.58, "high": 35.27, "low": 33.46, "bid1": 33.82, "ask1": 33.84, "bid_qty1": 312, "ask_qty1": 30 }, "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": "2026-07-01T14:45:27", "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": 11.2465, "price_vs_vwap_pct": -2.4585, "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": 0.4065, "prev_amount_yi": 0.5885, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 10.94, "high": 10.96, "low": 10.94, "close": 10.96, "amount_yi": 0.0804 }, { "time": "14:42", "open": 10.94, "high": 10.94, "low": 10.94, "close": 10.94, "amount_yi": 0.1017 }, { "time": "14:43", "open": 10.96, "high": 10.97, "low": 10.96, "close": 10.97, "amount_yi": 0.1029 }, { "time": "14:44", "open": 10.98, "high": 10.98, "low": 10.98, "close": 10.98, "amount_yi": 0.0729 }, { "time": "14:45", "open": 10.97, "high": 10.97, "low": 10.97, "close": 10.97, "amount_yi": 0.0486 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 10.97, "ts": "2026-07-01T14:45:27", "prev_close": 11.6, "open": 11.55, "high": 11.75, "low": 10.84, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 780, "ask_qty1": 1575 }, "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": "2026-07-01T14:45:27", "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": 8.9718, "price_vs_vwap_pct": -0.5774, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0391, "prev_amount_yi": 0.0864, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 8.9, "high": 8.91, "low": 8.9, "close": 8.91, "amount_yi": 0.0134 }, { "time": "14:42", "open": 8.9, "high": 8.91, "low": 8.9, "close": 8.91, "amount_yi": 0.0137 }, { "time": "14:43", "open": 8.92, "high": 8.92, "low": 8.91, "close": 8.91, "amount_yi": 0.0051 }, { "time": "14:44", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0032 }, { "time": "14:45", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 8.92, "ts": "2026-07-01T14:45:27", "prev_close": 9.0, "open": 8.87, "high": 9.11, "low": 8.81, "bid1": 8.91, "ask1": 8.92, "bid_qty1": 1606, "ask_qty1": 620 }, "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": "2026-07-01T14:45:27", "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": 36.6081, "price_vs_vwap_pct": -1.907, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0627, "prev_amount_yi": 0.0631, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 35.86, "high": 35.9, "low": 35.86, "close": 35.9, "amount_yi": 0.0133 }, { "time": "14:42", "open": 35.85, "high": 35.87, "low": 35.85, "close": 35.87, "amount_yi": 0.0159 }, { "time": "14:43", "open": 35.83, "high": 35.89, "low": 35.83, "close": 35.89, "amount_yi": 0.0175 }, { "time": "14:44", "open": 35.9, "high": 35.9, "low": 35.9, "close": 35.9, "amount_yi": 0.0106 }, { "time": "14:45", "open": 35.91, "high": 35.91, "low": 35.91, "close": 35.91, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 35.91, "ts": "2026-07-01T14:45:27", "prev_close": 37.65, "open": 37.65, "high": 38.26, "low": 35.6, "bid1": 35.88, "ask1": 35.91, "bid_qty1": 11, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300054:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300054:VWAP_RECLAIM", "symbol": "SZSE.300054", "name": "鼎龙股份", "side": "BUY", "priority": "W45", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 106.55, "exec_low": 108.15, "exec_high": 108.15, "invalid_price": 103.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 105.6777, "price_vs_vwap_pct": -5.0888, "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": 0.7821, "prev_amount_yi": 2.1829, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 99.67, "high": 99.79, "low": 99.67, "close": 99.79, "amount_yi": 0.2554 }, { "time": "14:42", "open": 99.8, "high": 99.94, "low": 99.8, "close": 99.94, "amount_yi": 0.201 }, { "time": "14:43", "open": 100.08, "high": 100.09, "low": 100.08, "close": 100.09, "amount_yi": 0.1502 }, { "time": "14:44", "open": 100.12, "high": 100.16, "low": 100.12, "close": 100.16, "amount_yi": 0.1246 }, { "time": "14:45", "open": 100.3, "high": 100.3, "low": 100.3, "close": 100.3, "amount_yi": 0.0509 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 100.3, "ts": "2026-07-01T14:45:27", "prev_close": 105.97, "open": 105.0, "high": 111.03, "low": 98.5, "bid1": 100.3, "ask1": 100.34, "bid_qty1": 11, "ask_qty1": 1 }, "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": "2026-07-01T14:45:27", "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": 8.7717, "price_vs_vwap_pct": 1.1206, "energy_floor_hint_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": 0.1015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 8.88, "high": 8.88, "low": 8.87, "close": 8.87, "amount_yi": 0.0402 }, { "time": "14:42", "open": 8.89, "high": 8.89, "low": 8.88, "close": 8.88, "amount_yi": 0.0163 }, { "time": "14:43", "open": 8.88, "high": 8.88, "low": 8.86, "close": 8.86, "amount_yi": 0.0293 }, { "time": "14:44", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0112 }, { "time": "14:45", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 8.87, "ts": "2026-07-01T14:45:27", "prev_close": 8.18, "open": 8.2, "high": 9.0, "low": 8.2, "bid1": 8.86, "ask1": 8.87, "bid_qty1": 694, "ask_qty1": 576 }, "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": "2026-07-01T14:45:27", "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": 12.3098, "price_vs_vwap_pct": -2.9229, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1738, "prev_amount_yi": 0.2141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 11.92, "high": 11.92, "low": 11.92, "close": 11.92, "amount_yi": 0.0623 }, { "time": "14:42", "open": 11.94, "high": 11.95, "low": 11.94, "close": 11.95, "amount_yi": 0.0408 }, { "time": "14:43", "open": 11.93, "high": 11.94, "low": 11.93, "close": 11.94, "amount_yi": 0.029 }, { "time": "14:44", "open": 11.95, "high": 11.95, "low": 11.94, "close": 11.94, "amount_yi": 0.0248 }, { "time": "14:45", "open": 11.95, "high": 11.95, "low": 11.95, "close": 11.95, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 11.95, "ts": "2026-07-01T14:45:27", "prev_close": 12.4, "open": 12.66, "high": 12.85, "low": 11.91, "bid1": 11.94, "ask1": 11.95, "bid_qty1": 6, "ask_qty1": 457 }, "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": "2026-07-01T14:45:27", "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": 18.8361, "price_vs_vwap_pct": -1.4658, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1721, "prev_amount_yi": 0.2401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7168, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 18.43, "high": 18.46, "low": 18.43, "close": 18.46, "amount_yi": 0.0545 }, { "time": "14:42", "open": 18.46, "high": 18.48, "low": 18.46, "close": 18.48, "amount_yi": 0.023 }, { "time": "14:43", "open": 18.49, "high": 18.51, "low": 18.49, "close": 18.51, "amount_yi": 0.035 }, { "time": "14:44", "open": 18.54, "high": 18.54, "low": 18.53, "close": 18.53, "amount_yi": 0.0393 }, { "time": "14:45", "open": 18.56, "high": 18.56, "low": 18.56, "close": 18.56, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 18.56, "ts": "2026-07-01T14:45:27", "prev_close": 19.03, "open": 18.79, "high": 19.45, "low": 18.37, "bid1": 18.55, "ask1": 18.56, "bid_qty1": 59, "ask_qty1": 97 }, "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": "2026-07-01T14:45:27", "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": 0.1231, "prev_amount_yi": 0.1677, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 90.47, "high": 90.5, "low": 90.47, "close": 90.5, "amount_yi": 0.0202 }, { "time": "14:42", "open": 90.55, "high": 90.6, "low": 90.55, "close": 90.6, "amount_yi": 0.0179 }, { "time": "14:43", "open": 90.54, "high": 90.56, "low": 90.54, "close": 90.56, "amount_yi": 0.0232 }, { "time": "14:44", "open": 90.67, "high": 90.73, "low": 90.67, "close": 90.73, "amount_yi": 0.0486 }, { "time": "14:45", "open": 90.75, "high": 90.75, "low": 90.75, "close": 90.75, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 90.75, "ts": "2026-07-01T14:45:28", "prev_close": 95.7, "open": 99.74, "high": 103.0, "low": 90.1, "bid1": 90.74, "ask1": 90.75, "bid_qty1": 8, "ask_qty1": 17 }, "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": "2026-07-01T14:45:27", "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": 17.8745, "price_vs_vwap_pct": -0.6406, "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": 0.8755, "prev_amount_yi": 1.3261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6602, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 17.66, "high": 17.68, "low": 17.66, "close": 17.68, "amount_yi": 0.2001 }, { "time": "14:42", "open": 17.67, "high": 17.67, "low": 17.67, "close": 17.67, "amount_yi": 0.1731 }, { "time": "14:43", "open": 17.7, "high": 17.7, "low": 17.7, "close": 17.7, "amount_yi": 0.2116 }, { "time": "14:44", "open": 17.72, "high": 17.77, "low": 17.72, "close": 17.77, "amount_yi": 0.1855 }, { "time": "14:45", "open": 17.76, "high": 17.76, "low": 17.76, "close": 17.76, "amount_yi": 0.1052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 17.76, "ts": "2026-07-01T14:45:27", "prev_close": 17.34, "open": 17.34, "high": 18.54, "low": 17.34, "bid1": 17.75, "ask1": 17.76, "bid_qty1": 702, "ask_qty1": 103 }, "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": "2026-07-01T14:45:27", "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": 69.8495, "price_vs_vwap_pct": -0.257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0343, "prev_amount_yi": 0.0405, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 69.58, "high": 69.62, "low": 69.58, "close": 69.62, "amount_yi": 0.0035 }, { "time": "14:42", "open": 69.63, "high": 69.64, "low": 69.63, "close": 69.64, "amount_yi": 0.0077 }, { "time": "14:43", "open": 69.61, "high": 69.61, "low": 69.61, "close": 69.61, "amount_yi": 0.009 }, { "time": "14:44", "open": 69.63, "high": 69.64, "low": 69.63, "close": 69.64, "amount_yi": 0.0053 }, { "time": "14:45", "open": 69.67, "high": 69.67, "low": 69.67, "close": 69.67, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 69.67, "ts": "2026-07-01T14:45:29", "prev_close": 67.17, "open": 67.18, "high": 72.0, "low": 66.38, "bid1": 69.65, "ask1": 69.67, "bid_qty1": 1, "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": "2026-07-01T14:45:27", "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": 3.7755, "intraday_vwap": 19.5947, "price_vs_vwap_pct": -0.024, "energy_floor_hint_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": 0.0156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9103, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 19.55, "high": 19.59, "low": 19.55, "close": 19.59, "amount_yi": 0.0038 }, { "time": "14:42", "open": 19.58, "high": 19.59, "low": 19.58, "close": 19.59, "amount_yi": 0.0054 }, { "time": "14:43", "open": 19.57, "high": 19.57, "low": 19.57, "close": 19.57, "amount_yi": 0.0018 }, { "time": "14:44", "open": 19.6, "high": 19.6, "low": 19.6, "close": 19.6, "amount_yi": 0.0025 }, { "time": "14:45", "open": 19.59, "high": 19.59, "low": 19.59, "close": 19.59, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 19.59, "ts": "2026-07-01T14:45:26", "prev_close": 19.28, "open": 19.28, "high": 19.89, "low": 19.19, "bid1": 19.59, "ask1": 19.6, "bid_qty1": 44, "ask_qty1": 98 }, "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": "2026-07-01T14:45:27", "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": 22.1948, "price_vs_vwap_pct": 0.0685, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0263, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6203, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 22.24, "high": 22.24, "low": 22.21, "close": 22.21, "amount_yi": 0.007 }, { "time": "14:42", "open": 22.21, "high": 22.21, "low": 22.21, "close": 22.21, "amount_yi": 0.0062 }, { "time": "14:43", "open": 22.2, "high": 22.2, "low": 22.15, "close": 22.15, "amount_yi": 0.0074 }, { "time": "14:44", "open": 22.19, "high": 22.2, "low": 22.19, "close": 22.2, "amount_yi": 0.0017 }, { "time": "14:45", "open": 22.21, "high": 22.21, "low": 22.21, "close": 22.21, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 22.21, "ts": "2026-07-01T14:45:27", "prev_close": 22.03, "open": 21.93, "high": 22.57, "low": 21.6, "bid1": 22.21, "ask1": 22.22, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300433:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300433:VWAP_RECLAIM", "symbol": "SZSE.300433", "name": "蓝思科技", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 54.8, "exec_low": 55.62, "exec_high": 55.62, "invalid_price": 53.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "显示面板链 / 柔性屏(折叠屏)", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 56.44, "max_chase_pct": 1.5, "base_exec_high": 55.62, "dynamic_exec_high": null, "entry_zone_low": 53.98, "entry_zone_high": 55.62, "entry_risk_pct": null, "intraday_vwap": 54.485, "price_vs_vwap_pct": -2.1749, "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": 1.0338, "prev_amount_yi": 2.1256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 53.14, "high": 53.14, "low": 53.11, "close": 53.11, "amount_yi": 0.1991 }, { "time": "14:42", "open": 53.18, "high": 53.36, "low": 53.18, "close": 53.36, "amount_yi": 0.3245 }, { "time": "14:43", "open": 53.35, "high": 53.41, "low": 53.35, "close": 53.41, "amount_yi": 0.2638 }, { "time": "14:44", "open": 53.4, "high": 53.4, "low": 53.38, "close": 53.38, "amount_yi": 0.1729 }, { "time": "14:45", "open": 53.3, "high": 53.3, "low": 53.3, "close": 53.3, "amount_yi": 0.0735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 53.3, "ts": "2026-07-01T14:45:27", "prev_close": 53.66, "open": 53.8, "high": 56.41, "low": 52.68, "bid1": 53.29, "ask1": 53.3, "bid_qty1": 17, "ask_qty1": 200 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300709:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300709:VWAP_RECLAIM", "symbol": "SZSE.300709", "name": "精研科技", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 57.13, "exec_low": 57.99, "exec_high": 57.99, "invalid_price": 55.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 54.5501, "price_vs_vwap_pct": -4.6198, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.184, "prev_amount_yi": 0.1457, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2629, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 52.08, "high": 52.08, "low": 52.08, "close": 52.08, "amount_yi": 0.0343 }, { "time": "14:42", "open": 52.02, "high": 52.02, "low": 51.98, "close": 51.98, "amount_yi": 0.0247 }, { "time": "14:43", "open": 51.96, "high": 52.0, "low": 51.96, "close": 52.0, "amount_yi": 0.0621 }, { "time": "14:44", "open": 52.0, "high": 52.0, "low": 52.0, "close": 52.0, "amount_yi": 0.0343 }, { "time": "14:45", "open": 52.03, "high": 52.03, "low": 52.03, "close": 52.03, "amount_yi": 0.0286 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 52.03, "ts": "2026-07-01T14:45:27", "prev_close": 56.25, "open": 56.05, "high": 58.88, "low": 51.85, "bid1": 52.02, "ask1": 52.03, "bid_qty1": 22, "ask_qty1": 111 }, "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": "2026-07-01T14:45:27", "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": 3.7398, "intraday_vwap": 12.4775, "price_vs_vwap_pct": -1.4226, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.045, "prev_amount_yi": 0.0636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 12.28, "high": 12.28, "low": 12.27, "close": 12.27, "amount_yi": 0.0127 }, { "time": "14:42", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0114 }, { "time": "14:43", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0086 }, { "time": "14:44", "open": 12.3, "high": 12.3, "low": 12.3, "close": 12.3, "amount_yi": 0.0063 }, { "time": "14:45", "open": 12.3, "high": 12.3, "low": 12.3, "close": 12.3, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 12.3, "ts": "2026-07-01T14:45:27", "prev_close": 12.15, "open": 12.18, "high": 12.96, "low": 11.97, "bid1": 12.29, "ask1": 12.3, "bid_qty1": 1176, "ask_qty1": 208 }, "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": "2026-07-01T14:45:27", "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": 8.9491, "price_vs_vwap_pct": -0.2134, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0208, "prev_amount_yi": 0.041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 8.91, "high": 8.91, "low": 8.91, "close": 8.91, "amount_yi": 0.0055 }, { "time": "14:42", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0123 }, { "time": "14:43", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0014 }, { "time": "14:44", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0011 }, { "time": "14:45", "open": 8.93, "high": 8.93, "low": 8.93, "close": 8.93, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 9.01, "open": 8.99, "high": 9.09, "low": 8.82, "bid1": 8.92, "ask1": 8.93, "bid_qty1": 18, "ask_qty1": 412 }, "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": "2026-07-01T14:45:27", "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": 5, "min_samples": 3, "amount_yi": 0.0006, "prev_amount_yi": 0.0012, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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 }, { "time": "14:39", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "14:40", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 }, { "time": "14:43", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 2.25, "open": 2.16, "high": 2.36, "low": 2.15, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 26833, "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": "2026-07-01T14:45:27", "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": 99.5764, "price_vs_vwap_pct": 1.3995, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8088, "prev_amount_yi": 0.6525, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2395, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 100.36, "high": 100.43, "low": 100.36, "close": 100.43, "amount_yi": 0.2264 }, { "time": "14:42", "open": 100.59, "high": 100.71, "low": 100.59, "close": 100.71, "amount_yi": 0.146 }, { "time": "14:43", "open": 100.75, "high": 100.75, "low": 100.74, "close": 100.74, "amount_yi": 0.1675 }, { "time": "14:44", "open": 100.75, "high": 100.75, "low": 100.75, "close": 100.75, "amount_yi": 0.1293 }, { "time": "14:45", "open": 100.97, "high": 100.97, "low": 100.97, "close": 100.97, "amount_yi": 0.1396 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 100.97, "ts": "2026-07-01T14:45:27", "prev_close": 92.3, "open": 97.37, "high": 102.0, "low": 96.2, "bid1": 100.96, "ask1": 100.97, "bid_qty1": 2, "ask_qty1": 61 }, "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": "2026-07-01T14:45:27", "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": 62.9388, "price_vs_vwap_pct": 0.3038, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.136, "prev_amount_yi": 0.1644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 62.87, "high": 62.92, "low": 62.87, "close": 62.92, "amount_yi": 0.0335 }, { "time": "14:42", "open": 62.93, "high": 62.98, "low": 62.93, "close": 62.98, "amount_yi": 0.0235 }, { "time": "14:43", "open": 63.06, "high": 63.07, "low": 63.06, "close": 63.07, "amount_yi": 0.0394 }, { "time": "14:44", "open": 63.09, "high": 63.11, "low": 63.09, "close": 63.11, "amount_yi": 0.0236 }, { "time": "14:45", "open": 63.13, "high": 63.13, "low": 63.13, "close": 63.13, "amount_yi": 0.016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 63.13, "ts": "2026-07-01T14:45:28", "prev_close": 60.92, "open": 60.88, "high": 63.8, "low": 60.6, "bid1": 63.12, "ask1": 63.14, "bid_qty1": 38, "ask_qty1": 8 }, "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": "2026-07-01T14:45:27", "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": 7.6817, "price_vs_vwap_pct": 0.2382, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0082, "prev_amount_yi": 0.0209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 7.69, "high": 7.69, "low": 7.69, "close": 7.69, "amount_yi": 0.0013 }, { "time": "14:42", "open": 7.68, "high": 7.69, "low": 7.68, "close": 7.69, "amount_yi": 0.0017 }, { "time": "14:43", "open": 7.69, "high": 7.69, "low": 7.69, "close": 7.69, "amount_yi": 0.0021 }, { "time": "14:44", "open": 7.69, "high": 7.7, "low": 7.69, "close": 7.7, "amount_yi": 0.0028 }, { "time": "14:45", "open": 7.7, "high": 7.7, "low": 7.7, "close": 7.7, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 7.7, "ts": "2026-07-01T14:45:27", "prev_close": 7.55, "open": 7.76, "high": 7.84, "low": 7.51, "bid1": 7.69, "ask1": 7.7, "bid_qty1": 30, "ask_qty1": 303 }, "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": "2026-07-01T14:45:27", "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": 9.5314, "price_vs_vwap_pct": 2.923, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0014, "prev_amount_yi": 0.0015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:40", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0003 }, { "time": "14:41", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0005 }, { "time": "14:42", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0003 }, { "time": "14:44", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0002 }, { "time": "14:45", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 8.92, "open": 8.91, "high": 9.81, "low": 8.86, "bid1": 9.81, "ask1": 0.0, "bid_qty1": 50179, "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": "2026-07-01T14:45:27", "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": 76.8356, "price_vs_vwap_pct": -0.5149, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0907, "prev_amount_yi": 0.1007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9007, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 76.08, "high": 76.1, "low": 76.08, "close": 76.1, "amount_yi": 0.0259 }, { "time": "14:42", "open": 76.33, "high": 76.45, "low": 76.33, "close": 76.45, "amount_yi": 0.0242 }, { "time": "14:43", "open": 76.4, "high": 76.4, "low": 76.4, "close": 76.4, "amount_yi": 0.0188 }, { "time": "14:44", "open": 76.39, "high": 76.4, "low": 76.39, "close": 76.4, "amount_yi": 0.0171 }, { "time": "14:45", "open": 76.44, "high": 76.44, "low": 76.44, "close": 76.44, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 76.44, "ts": "2026-07-01T14:45:27", "prev_close": 76.38, "open": 76.08, "high": 78.29, "low": 75.69, "bid1": 76.43, "ask1": 76.44, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300691:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.300691:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300691", "name": "联合光电", "side": "BUY", "priority": "W64", "status": "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": "2026-07-01T14:45:27", "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": 15.9976, "price_vs_vwap_pct": -0.0475, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0135, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 15.96, "high": 15.98, "low": 15.96, "close": 15.98, "amount_yi": 0.0032 }, { "time": "14:42", "open": 15.98, "high": 15.98, "low": 15.98, "close": 15.98, "amount_yi": 0.0034 }, { "time": "14:43", "open": 15.99, "high": 15.99, "low": 15.99, "close": 15.99, "amount_yi": 0.0027 }, { "time": "14:44", "open": 15.99, "high": 15.99, "low": 15.98, "close": 15.98, "amount_yi": 0.0017 }, { "time": "14:45", "open": 15.99, "high": 15.99, "low": 15.99, "close": 15.99, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 15.99, "ts": "2026-07-01T14:45:27", "prev_close": 15.81, "open": 15.82, "high": 16.24, "low": 15.7, "bid1": 15.97, "ask1": 15.99, "bid_qty1": 269, "ask_qty1": 25 }, "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": "2026-07-01T14:45:27", "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": 4.1322, "intraday_vwap": 9.7133, "price_vs_vwap_pct": -0.3428, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0478, "prev_amount_yi": 0.0446, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0048 }, { "time": "14:42", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0024 }, { "time": "14:43", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0133 }, { "time": "14:44", "open": 9.66, "high": 9.67, "low": 9.66, "close": 9.67, "amount_yi": 0.0203 }, { "time": "14:45", "open": 9.68, "high": 9.68, "low": 9.68, "close": 9.68, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 9.68, "ts": "2026-07-01T14:45:27", "prev_close": 9.52, "open": 9.55, "high": 9.84, "low": 9.55, "bid1": 9.67, "ask1": 9.68, "bid_qty1": 42, "ask_qty1": 566 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000837:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000837:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000837", "name": "秦川机床", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.14, "exec_low": 11.14, "exec_high": 11.31, "invalid_price": 10.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.3415, "intraday_vwap": 11.4139, "price_vs_vwap_pct": 0.0534, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0344, "prev_amount_yi": 0.0433, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7945, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 11.39, "high": 11.39, "low": 11.39, "close": 11.39, "amount_yi": 0.0125 }, { "time": "14:42", "open": 11.39, "high": 11.4, "low": 11.39, "close": 11.4, "amount_yi": 0.0085 }, { "time": "14:43", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0065 }, { "time": "14:44", "open": 11.41, "high": 11.41, "low": 11.41, "close": 11.41, "amount_yi": 0.0031 }, { "time": "14:45", "open": 11.42, "high": 11.42, "low": 11.42, "close": 11.42, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.42, "ts": "2026-07-01T14:45:27", "prev_close": 11.11, "open": 11.18, "high": 11.67, "low": 11.12, "bid1": 11.41, "ask1": 11.42, "bid_qty1": 78, "ask_qty1": 129 }, "previous_state": "TOUCHED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002031:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002031:VWAP_RECLAIM", "symbol": "SZSE.002031", "name": "巨轮智能", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.7, "exec_low": 5.79, "exec_high": 5.79, "invalid_price": 5.53, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 3.3217, "intraday_vwap": 5.6981, "price_vs_vwap_pct": 0.3843, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0946, "prev_amount_yi": 0.1153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0269 }, { "time": "14:42", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0225 }, { "time": "14:43", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0125 }, { "time": "14:44", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0266 }, { "time": "14:45", "open": 5.72, "high": 5.72, "low": 5.72, "close": 5.72, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 5.72, "ts": "2026-07-01T14:45:27", "prev_close": 5.58, "open": 5.53, "high": 5.78, "low": 5.5, "bid1": 5.71, "ask1": 5.72, "bid_qty1": 975, "ask_qty1": 4920 }, "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": "2026-07-01T14:45:27", "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": 13.0328, "price_vs_vwap_pct": -1.3259, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0575, "prev_amount_yi": 0.0865, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 12.86, "high": 12.87, "low": 12.86, "close": 12.87, "amount_yi": 0.0129 }, { "time": "14:42", "open": 12.86, "high": 12.86, "low": 12.86, "close": 12.86, "amount_yi": 0.0071 }, { "time": "14:43", "open": 12.86, "high": 12.86, "low": 12.86, "close": 12.86, "amount_yi": 0.0102 }, { "time": "14:44", "open": 12.87, "high": 12.87, "low": 12.86, "close": 12.86, "amount_yi": 0.008 }, { "time": "14:45", "open": 12.86, "high": 12.86, "low": 12.86, "close": 12.86, "amount_yi": 0.0193 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 12.86, "ts": "2026-07-01T14:45:27", "prev_close": 13.19, "open": 13.1, "high": 13.42, "low": 12.8, "bid1": 12.86, "ask1": 12.87, "bid_qty1": 224, "ask_qty1": 33 }, "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": "2026-07-01T14:45:27", "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": 13.3563, "price_vs_vwap_pct": -0.4215, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0179, "prev_amount_yi": 0.0484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 13.26, "high": 13.26, "low": 13.26, "close": 13.26, "amount_yi": 0.0037 }, { "time": "14:42", "open": 13.28, "high": 13.28, "low": 13.27, "close": 13.27, "amount_yi": 0.0041 }, { "time": "14:43", "open": 13.28, "high": 13.3, "low": 13.28, "close": 13.3, "amount_yi": 0.0025 }, { "time": "14:44", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0039 }, { "time": "14:45", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 13.3, "ts": "2026-07-01T14:45:27", "prev_close": 12.83, "open": 12.75, "high": 13.72, "low": 12.7, "bid1": 13.29, "ask1": 13.3, "bid_qty1": 386, "ask_qty1": 210 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.603638:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.603638:VWAP_RECLAIM", "symbol": "SHSE.603638", "name": "艾迪精密", "side": "BUY", "priority": "W70", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 23.75, "exec_low": 24.11, "exec_high": 24.11, "invalid_price": 23.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 机器人概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.46, "max_chase_pct": 1.5, "base_exec_high": 24.11, "dynamic_exec_high": null, "entry_zone_low": 23.39, "entry_zone_high": 24.11, "entry_risk_pct": null, "intraday_vwap": 23.6601, "price_vs_vwap_pct": -0.4653, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0892, "prev_amount_yi": 0.08, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 23.47, "high": 23.53, "low": 23.47, "close": 23.53, "amount_yi": 0.0279 }, { "time": "14:42", "open": 23.51, "high": 23.51, "low": 23.5, "close": 23.5, "amount_yi": 0.0126 }, { "time": "14:43", "open": 23.5, "high": 23.54, "low": 23.5, "close": 23.54, "amount_yi": 0.0163 }, { "time": "14:44", "open": 23.54, "high": 23.54, "low": 23.54, "close": 23.54, "amount_yi": 0.024 }, { "time": "14:45", "open": 23.55, "high": 23.55, "low": 23.55, "close": 23.55, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 23.55, "ts": "2026-07-01T14:45:27", "prev_close": 23.45, "open": 23.49, "high": 24.05, "low": 23.31, "bid1": 23.55, "ask1": 23.56, "bid_qty1": 14, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688580:VWAP_RECLAIM:BUY", "plan_id": "20260630:SHSE.688580:VWAP_RECLAIM", "symbol": "SHSE.688580", "name": "伟思医疗", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 56.28, "exec_low": 57.12, "exec_high": 57.12, "invalid_price": 54.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 3.5171, "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": 0.0317, "prev_amount_yi": 0.0798, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 56.35, "high": 56.35, "low": 56.35, "close": 56.35, "amount_yi": 0.0062 }, { "time": "14:42", "open": 56.58, "high": 56.58, "low": 56.39, "close": 56.39, "amount_yi": 0.0069 }, { "time": "14:43", "open": 56.5, "high": 56.5, "low": 56.41, "close": 56.41, "amount_yi": 0.0066 }, { "time": "14:44", "open": 56.4, "high": 56.5, "low": 56.4, "close": 56.5, "amount_yi": 0.007 }, { "time": "14:45", "open": 56.58, "high": 56.58, "low": 56.58, "close": 56.58, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 56.58, "ts": "2026-07-01T14:45:27", "prev_close": 53.27, "open": 53.5, "high": 58.0, "low": 52.0, "bid1": 56.55, "ask1": 56.58, "bid_qty1": 10, "ask_qty1": 12 }, "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": "2026-07-01T14:45:27", "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": 25.9019, "price_vs_vwap_pct": -0.0845, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0081, "prev_amount_yi": 0.0195, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 25.92, "high": 25.92, "low": 25.91, "close": 25.91, "amount_yi": 0.0043 }, { "time": "14:42", "open": 25.93, "high": 25.93, "low": 25.92, "close": 25.92, "amount_yi": 0.0003 }, { "time": "14:43", "open": 25.91, "high": 25.92, "low": 25.91, "close": 25.92, "amount_yi": 0.0005 }, { "time": "14:44", "open": 25.9, "high": 25.9, "low": 25.9, "close": 25.9, "amount_yi": 0.0017 }, { "time": "14:45", "open": 25.88, "high": 25.88, "low": 25.88, "close": 25.88, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 25.88, "ts": "2026-07-01T14:45:27", "prev_close": 25.85, "open": 25.69, "high": 26.28, "low": 25.47, "bid1": 25.89, "ask1": 25.93, "bid_qty1": 2, "ask_qty1": 32 }, "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": "2026-07-01T14:45:27", "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": 2.6505, "price_vs_vwap_pct": -0.7734, "energy_floor_hint_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": 0.004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 2.63, "high": 2.63, "low": 2.63, "close": 2.63, "amount_yi": 0.0275 }, { "time": "14:42", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0013 }, { "time": "14:43", "open": 2.63, "high": 2.63, "low": 2.63, "close": 2.63, "amount_yi": 0.0008 }, { "time": "14:44", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0004 }, { "time": "14:45", "open": 2.63, "high": 2.63, "low": 2.63, "close": 2.63, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 2.63, "ts": "2026-07-01T14:45:27", "prev_close": 2.56, "open": 2.57, "high": 2.73, "low": 2.56, "bid1": 2.63, "ask1": 2.64, "bid_qty1": 7983, "ask_qty1": 8502 }, "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": "2026-07-01T14:45:27", "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": 0.0297, "prev_amount_yi": 0.1618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0036 }, { "time": "14:42", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0039 }, { "time": "14:43", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0023 }, { "time": "14:44", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.0179 }, { "time": "14:45", "open": 39.03, "high": 39.03, "low": 39.03, "close": 39.03, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 35.48, "open": 39.03, "high": 39.03, "low": 39.03, "bid1": 39.03, "ask1": 0.0, "bid_qty1": 171944, "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": "2026-07-01T14:45:27", "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": 35.6053, "price_vs_vwap_pct": 1.4175, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0374, "prev_amount_yi": 0.0763, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4902, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 36.04, "high": 36.08, "low": 36.04, "close": 36.08, "amount_yi": 0.0067 }, { "time": "14:42", "open": 36.05, "high": 36.07, "low": 36.05, "close": 36.07, "amount_yi": 0.0043 }, { "time": "14:43", "open": 36.12, "high": 36.12, "low": 36.1, "close": 36.1, "amount_yi": 0.0154 }, { "time": "14:44", "open": 36.1, "high": 36.11, "low": 36.1, "close": 36.11, "amount_yi": 0.0066 }, { "time": "14:45", "open": 36.11, "high": 36.11, "low": 36.11, "close": 36.11, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 36.11, "ts": "2026-07-01T14:45:27", "prev_close": 34.53, "open": 34.58, "high": 36.36, "low": 34.08, "bid1": 36.11, "ask1": 36.13, "bid_qty1": 73, "ask_qty1": 10 }, "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": "2026-07-01T14:45:27", "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": 141.8967, "price_vs_vwap_pct": -2.7462, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0399, "prev_amount_yi": 0.0942, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 138.3, "high": 138.3, "low": 138.14, "close": 138.14, "amount_yi": 0.0181 }, { "time": "14:42", "open": 138.26, "high": 138.26, "low": 138.24, "close": 138.24, "amount_yi": 0.0069 }, { "time": "14:43", "open": 138.24, "high": 138.24, "low": 138.16, "close": 138.16, "amount_yi": 0.0046 }, { "time": "14:44", "open": 138.16, "high": 138.16, "low": 138.14, "close": 138.14, "amount_yi": 0.0084 }, { "time": "14:45", "open": 138.0, "high": 138.0, "low": 138.0, "close": 138.0, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 138.0, "ts": "2026-07-01T14:45:28", "prev_close": 146.95, "open": 146.97, "high": 146.98, "low": 137.7, "bid1": 138.0, "ask1": 138.08, "bid_qty1": 15, "ask_qty1": 1 }, "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": "2026-07-01T14:45:27", "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": 0.0082, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 36.39, "high": 36.45, "low": 36.39, "close": 36.45, "amount_yi": 0.0033 }, { "time": "14:42", "open": 36.45, "high": 36.48, "low": 36.45, "close": 36.48, "amount_yi": 0.002 }, { "time": "14:43", "open": 36.48, "high": 36.55, "low": 36.48, "close": 36.55, "amount_yi": 0.001 }, { "time": "14:44", "open": 36.5, "high": 36.5, "low": 36.5, "close": 36.5, "amount_yi": 0.0011 }, { "time": "14:45", "open": 36.55, "high": 36.55, "low": 36.55, "close": 36.55, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 36.55, "ts": "2026-07-01T14:45:28", "prev_close": 37.32, "open": 37.8, "high": 37.8, "low": 36.34, "bid1": 36.55, "ask1": 36.56, "bid_qty1": 42, "ask_qty1": 14 }, "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": "2026-07-01T14:45:27", "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": 0.0013, "prev_amount_yi": 0.0017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:36", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0001 }, { "time": "14:37", "open": 0.9, "high": 0.9, "low": 0.9, "close": 0.9, "amount_yi": 0.0001 }, { "time": "14:39", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0003 }, { "time": "14:41", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0007 }, { "time": "14:42", "open": 0.91, "high": 0.91, "low": 0.91, "close": 0.91, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 0.9, "ts": "2026-07-01T14:45:27", "prev_close": 0.92, "open": 0.91, "high": 0.93, "low": 0.89, "bid1": 0.9, "ask1": 0.91, "bid_qty1": 5573, "ask_qty1": 1598 }, "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": "2026-07-01T14:45:27", "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": 74.2622, "price_vs_vwap_pct": -0.003, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2084, "prev_amount_yi": 0.2372, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 74.15, "high": 74.19, "low": 74.15, "close": 74.19, "amount_yi": 0.0576 }, { "time": "14:42", "open": 74.23, "high": 74.26, "low": 74.23, "close": 74.26, "amount_yi": 0.0247 }, { "time": "14:43", "open": 74.27, "high": 74.28, "low": 74.27, "close": 74.28, "amount_yi": 0.0308 }, { "time": "14:44", "open": 74.27, "high": 74.27, "low": 74.27, "close": 74.27, "amount_yi": 0.0832 }, { "time": "14:45", "open": 74.26, "high": 74.26, "low": 74.26, "close": 74.26, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 74.26, "ts": "2026-07-01T14:45:27", "prev_close": 71.17, "open": 72.5, "high": 75.38, "low": 71.95, "bid1": 74.25, "ask1": 74.26, "bid_qty1": 26, "ask_qty1": 19 }, "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": "2026-07-01T14:45:27", "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": 0.0842, "prev_amount_yi": 0.0748, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 122.89, "high": 123.0, "low": 122.89, "close": 123.0, "amount_yi": 0.0171 }, { "time": "14:42", "open": 123.21, "high": 123.21, "low": 123.0, "close": 123.0, "amount_yi": 0.0225 }, { "time": "14:43", "open": 123.45, "high": 123.6, "low": 123.45, "close": 123.6, "amount_yi": 0.0171 }, { "time": "14:44", "open": 123.42, "high": 123.65, "low": 123.42, "close": 123.65, "amount_yi": 0.0204 }, { "time": "14:45", "open": 123.66, "high": 123.66, "low": 123.66, "close": 123.66, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 123.66, "ts": "2026-07-01T14:45:28", "prev_close": 108.77, "open": 108.7, "high": 126.4, "low": 107.56, "bid1": 123.46, "ask1": 123.6, "bid_qty1": 2, "ask_qty1": 2 }, "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": "2026-07-01T14:45:27", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.95, "max_chase_pct": 1.5, "base_exec_high": 23.6, "dynamic_exec_high": null, "entry_zone_low": 22.9, "entry_zone_high": 23.6, "entry_risk_pct": 3.55, "intraday_vwap": 23.3405, "price_vs_vwap_pct": 0.1264, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0187, "prev_amount_yi": 0.0258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7248, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 23.31, "high": 23.32, "low": 23.31, "close": 23.32, "amount_yi": 0.0015 }, { "time": "14:42", "open": 23.32, "high": 23.33, "low": 23.32, "close": 23.33, "amount_yi": 0.0012 }, { "time": "14:43", "open": 23.32, "high": 23.33, "low": 23.32, "close": 23.33, "amount_yi": 0.0017 }, { "time": "14:44", "open": 23.35, "high": 23.36, "low": 23.35, "close": 23.36, "amount_yi": 0.0051 }, { "time": "14:45", "open": 23.37, "high": 23.37, "low": 23.37, "close": 23.37, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 23.37, "ts": "2026-07-01T14:45:28", "prev_close": 22.8, "open": 22.81, "high": 23.64, "low": 22.66, "bid1": 23.37, "ask1": 23.38, "bid_qty1": 4, "ask_qty1": 171 }, "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": "2026-07-01T14:45:27", "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": 92.4192, "price_vs_vwap_pct": 0.477, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1053, "prev_amount_yi": 0.0815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 92.54, "high": 92.54, "low": 92.49, "close": 92.49, "amount_yi": 0.0157 }, { "time": "14:42", "open": 92.58, "high": 92.67, "low": 92.58, "close": 92.67, "amount_yi": 0.0193 }, { "time": "14:43", "open": 92.66, "high": 92.69, "low": 92.66, "close": 92.69, "amount_yi": 0.0181 }, { "time": "14:44", "open": 92.73, "high": 92.88, "low": 92.73, "close": 92.88, "amount_yi": 0.047 }, { "time": "14:45", "open": 92.86, "high": 92.86, "low": 92.86, "close": 92.86, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 92.86, "ts": "2026-07-01T14:45:27", "prev_close": 87.35, "open": 88.5, "high": 94.58, "low": 87.96, "bid1": 92.85, "ask1": 92.86, "bid_qty1": 8, "ask_qty1": 3 }, "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": "2026-07-01T14:45:27", "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": 43.2016, "price_vs_vwap_pct": -0.0037, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0205, "prev_amount_yi": 0.0427, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 43.06, "high": 43.09, "low": 43.06, "close": 43.09, "amount_yi": 0.0031 }, { "time": "14:42", "open": 43.1, "high": 43.13, "low": 43.1, "close": 43.13, "amount_yi": 0.0059 }, { "time": "14:43", "open": 43.16, "high": 43.19, "low": 43.16, "close": 43.19, "amount_yi": 0.0066 }, { "time": "14:44", "open": 43.15, "high": 43.19, "low": 43.15, "close": 43.19, "amount_yi": 0.0044 }, { "time": "14:45", "open": 43.2, "high": 43.2, "low": 43.2, "close": 43.2, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 43.2, "ts": "2026-07-01T14:45:21", "prev_close": 41.63, "open": 42.53, "high": 44.08, "low": 41.9, "bid1": 43.19, "ask1": 43.2, "bid_qty1": 3, "ask_qty1": 10 }, "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": "2026-07-01T14:45:27", "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": 4.2268, "intraday_vwap": 28.6336, "price_vs_vwap_pct": -0.8507, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0514, "prev_amount_yi": 0.0478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0753, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 28.39, "high": 28.4, "low": 28.39, "close": 28.4, "amount_yi": 0.0193 }, { "time": "14:42", "open": 28.37, "high": 28.38, "low": 28.37, "close": 28.38, "amount_yi": 0.006 }, { "time": "14:43", "open": 28.39, "high": 28.39, "low": 28.39, "close": 28.39, "amount_yi": 0.0105 }, { "time": "14:44", "open": 28.4, "high": 28.4, "low": 28.39, "close": 28.39, "amount_yi": 0.0104 }, { "time": "14:45", "open": 28.39, "high": 28.39, "low": 28.39, "close": 28.39, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": "2026-07-01T14:45:27", "prev_close": 27.86, "open": 27.97, "high": 29.5, "low": 27.86, "bid1": 28.38, "ask1": 28.39, "bid_qty1": 6, "ask_qty1": 59 }, "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": "2026-07-01T14:45:27", "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": 4.7143, "intraday_vwap": 34.9047, "price_vs_vwap_pct": 0.2444, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0339, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0865, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 35.01, "high": 35.01, "low": 34.97, "close": 34.97, "amount_yi": 0.0112 }, { "time": "14:42", "open": 34.91, "high": 34.95, "low": 34.91, "close": 34.95, "amount_yi": 0.0092 }, { "time": "14:43", "open": 34.95, "high": 34.98, "low": 34.95, "close": 34.98, "amount_yi": 0.0055 }, { "time": "14:44", "open": 34.99, "high": 34.99, "low": 34.99, "close": 34.99, "amount_yi": 0.0042 }, { "time": "14:45", "open": 34.99, "high": 34.99, "low": 34.99, "close": 34.99, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 34.99, "ts": "2026-07-01T14:45:27", "prev_close": 33.95, "open": 33.7, "high": 35.51, "low": 33.51, "bid1": 34.99, "ask1": 35.0, "bid_qty1": 14, "ask_qty1": 33 }, "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": "2026-07-01T14:45:27", "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": 9.8565, "price_vs_vwap_pct": 0.6442, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0094, "prev_amount_yi": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0039 }, { "time": "14:42", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0009 }, { "time": "14:43", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0015 }, { "time": "14:44", "open": 9.92, "high": 9.92, "low": 9.91, "close": 9.91, "amount_yi": 0.0017 }, { "time": "14:45", "open": 9.92, "high": 9.92, "low": 9.92, "close": 9.92, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 9.92, "ts": "2026-07-01T14:45:24", "prev_close": 9.42, "open": 9.35, "high": 10.11, "low": 9.33, "bid1": 9.91, "ask1": 9.92, "bid_qty1": 1099, "ask_qty1": 90 }, "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": "2026-07-01T14:45:27", "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": 23.1072, "price_vs_vwap_pct": 0.3583, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.035, "prev_amount_yi": 0.0534, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6554, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 23.15, "high": 23.17, "low": 23.15, "close": 23.17, "amount_yi": 0.0174 }, { "time": "14:42", "open": 23.17, "high": 23.17, "low": 23.17, "close": 23.17, "amount_yi": 0.0061 }, { "time": "14:43", "open": 23.18, "high": 23.18, "low": 23.17, "close": 23.17, "amount_yi": 0.0044 }, { "time": "14:44", "open": 23.19, "high": 23.2, "low": 23.19, "close": 23.2, "amount_yi": 0.005 }, { "time": "14:45", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": "2026-07-01T14:45:27", "prev_close": 22.72, "open": 22.71, "high": 23.41, "low": 22.6, "bid1": 23.17, "ask1": 23.19, "bid_qty1": 60, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.001306:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.001306:VWAP_RECLAIM", "symbol": "SZSE.001306", "name": "夏厦精密", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 55.1, "exec_low": 55.93, "exec_high": 55.93, "invalid_price": 53.45, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 56.4961, "price_vs_vwap_pct": 0.8919, "energy_floor_hint_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": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.716, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 56.88, "high": 56.94, "low": 56.88, "close": 56.94, "amount_yi": 0.0011 }, { "time": "14:42", "open": 56.88, "high": 56.94, "low": 56.88, "close": 56.94, "amount_yi": 0.0003 }, { "time": "14:43", "open": 56.85, "high": 56.88, "low": 56.85, "close": 56.88, "amount_yi": 0.0014 }, { "time": "14:44", "open": 56.89, "high": 56.91, "low": 56.89, "close": 56.91, "amount_yi": 0.0021 }, { "time": "14:45", "open": 57.0, "high": 57.0, "low": 57.0, "close": 57.0, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 57.0, "ts": "2026-07-01T14:45:27", "prev_close": 54.57, "open": 55.0, "high": 57.57, "low": 54.5, "bid1": 56.99, "ask1": 57.0, "bid_qty1": 7, "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": "2026-07-01T14:45:27", "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": 21.8473, "price_vs_vwap_pct": -0.1707, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1103, "prev_amount_yi": 0.1102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 21.75, "high": 21.77, "low": 21.75, "close": 21.77, "amount_yi": 0.0185 }, { "time": "14:42", "open": 21.76, "high": 21.77, "low": 21.76, "close": 21.77, "amount_yi": 0.0287 }, { "time": "14:43", "open": 21.78, "high": 21.78, "low": 21.78, "close": 21.78, "amount_yi": 0.0194 }, { "time": "14:44", "open": 21.8, "high": 21.8, "low": 21.8, "close": 21.8, "amount_yi": 0.0337 }, { "time": "14:45", "open": 21.81, "high": 21.81, "low": 21.81, "close": 21.81, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 21.81, "ts": "2026-07-01T14:45:28", "prev_close": 21.61, "open": 21.56, "high": 22.2, "low": 21.46, "bid1": 21.81, "ask1": 21.82, "bid_qty1": 13, "ask_qty1": 66 }, "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": "2026-07-01T14:45:27", "sim_reason": "price_above_entry_zone_dynamic_cap", "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": 11.3609, "price_vs_vwap_pct": 0.2561, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0167, "prev_amount_yi": 0.0308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 11.37, "high": 11.37, "low": 11.37, "close": 11.37, "amount_yi": 0.0048 }, { "time": "14:42", "open": 11.36, "high": 11.36, "low": 11.36, "close": 11.36, "amount_yi": 0.0027 }, { "time": "14:43", "open": 11.36, "high": 11.37, "low": 11.36, "close": 11.37, "amount_yi": 0.0032 }, { "time": "14:44", "open": 11.38, "high": 11.38, "low": 11.38, "close": 11.38, "amount_yi": 0.0049 }, { "time": "14:45", "open": 11.39, "high": 11.39, "low": 11.39, "close": 11.39, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 11.39, "ts": "2026-07-01T14:45:24", "prev_close": 11.03, "open": 11.0, "high": 11.65, "low": 10.98, "bid1": 11.38, "ask1": 11.39, "bid_qty1": 34, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.300432:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.300432:VWAP_RECLAIM", "symbol": "SZSE.300432", "name": "富临精工", "side": "BUY", "priority": "W91", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 20.3, "exec_low": 20.6, "exec_high": 20.6, "invalid_price": 19.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "机器人链 / 人形机器人", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.91, "max_chase_pct": 1.5, "base_exec_high": 20.6, "dynamic_exec_high": null, "entry_zone_low": 20.0, "entry_zone_high": 20.6, "entry_risk_pct": null, "intraday_vwap": 19.7052, "price_vs_vwap_pct": 0.2781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1184, "prev_amount_yi": 0.1118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 19.67, "high": 19.69, "low": 19.67, "close": 19.69, "amount_yi": 0.0181 }, { "time": "14:42", "open": 19.69, "high": 19.69, "low": 19.68, "close": 19.68, "amount_yi": 0.0215 }, { "time": "14:43", "open": 19.71, "high": 19.73, "low": 19.71, "close": 19.73, "amount_yi": 0.0316 }, { "time": "14:44", "open": 19.76, "high": 19.77, "low": 19.76, "close": 19.77, "amount_yi": 0.0365 }, { "time": "14:45", "open": 19.76, "high": 19.76, "low": 19.76, "close": 19.76, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 19.76, "ts": "2026-07-01T14:45:27", "prev_close": 20.09, "open": 20.09, "high": 20.38, "low": 19.1, "bid1": 19.76, "ask1": 19.77, "bid_qty1": 248, "ask_qty1": 60 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.688048:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260630:SHSE.688048:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688048", "name": "长光华芯", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.0907, "prev_amount_yi": 0.9703, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1241, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 473.97, "high": 474.7, "low": 473.97, "close": 474.7, "amount_yi": 0.2946 }, { "time": "14:42", "open": 473.97, "high": 474.59, "low": 473.97, "close": 474.59, "amount_yi": 0.2709 }, { "time": "14:43", "open": 474.49, "high": 474.49, "low": 474.39, "close": 474.39, "amount_yi": 0.2269 }, { "time": "14:44", "open": 474.4, "high": 474.4, "low": 474.39, "close": 474.39, "amount_yi": 0.242 }, { "time": "14:45", "open": 474.31, "high": 474.31, "low": 474.31, "close": 474.31, "amount_yi": 0.0563 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 474.31, "ts": "2026-07-01T14:45:26", "prev_close": 502.0, "open": 504.0, "high": 509.11, "low": 465.0, "bid1": 474.32, "ask1": 474.39, "bid_qty1": 3, "ask_qty1": 38 }, "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": "2026-07-01T14:45:27", "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": 67.8, "price_vs_vwap_pct": -2.5074, "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": 1.7846, "prev_amount_yi": 2.7197, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 65.8, "high": 65.9, "low": 65.8, "close": 65.9, "amount_yi": 0.3058 }, { "time": "14:42", "open": 65.94, "high": 65.97, "low": 65.94, "close": 65.97, "amount_yi": 0.4705 }, { "time": "14:43", "open": 65.98, "high": 66.01, "low": 65.98, "close": 66.01, "amount_yi": 0.3535 }, { "time": "14:44", "open": 66.05, "high": 66.05, "low": 66.05, "close": 66.05, "amount_yi": 0.4995 }, { "time": "14:45", "open": 66.1, "high": 66.1, "low": 66.1, "close": 66.1, "amount_yi": 0.1553 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 66.1, "ts": "2026-07-01T14:45:27", "prev_close": 70.4, "open": 70.4, "high": 70.77, "low": 65.5, "bid1": 66.09, "ask1": 66.1, "bid_qty1": 170, "ask_qty1": 352 }, "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": "2026-07-01T14:45:27", "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": 360.9116, "price_vs_vwap_pct": -3.4002, "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": 0.7747, "prev_amount_yi": 0.9819, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 347.25, "high": 347.28, "low": 347.25, "close": 347.28, "amount_yi": 0.2426 }, { "time": "14:42", "open": 347.49, "high": 347.49, "low": 347.26, "close": 347.26, "amount_yi": 0.1282 }, { "time": "14:43", "open": 347.57, "high": 348.8, "low": 347.57, "close": 348.8, "amount_yi": 0.1665 }, { "time": "14:44", "open": 348.85, "high": 348.85, "low": 348.45, "close": 348.45, "amount_yi": 0.1478 }, { "time": "14:45", "open": 348.64, "high": 348.64, "low": 348.64, "close": 348.64, "amount_yi": 0.0896 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 348.64, "ts": "2026-07-01T14:45:27", "prev_close": 378.2, "open": 373.15, "high": 375.73, "low": 346.01, "bid1": 348.58, "ask1": 348.64, "bid_qty1": 7, "ask_qty1": 20 }, "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": "2026-07-01T14:45:27", "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": 0.1542, "prev_amount_yi": 0.21, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7343, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 188.44, "high": 188.5, "low": 188.44, "close": 188.5, "amount_yi": 0.0383 }, { "time": "14:42", "open": 188.41, "high": 188.71, "low": 188.41, "close": 188.71, "amount_yi": 0.0266 }, { "time": "14:43", "open": 188.77, "high": 188.77, "low": 188.75, "close": 188.75, "amount_yi": 0.0357 }, { "time": "14:44", "open": 189.0, "high": 189.0, "low": 188.91, "close": 188.91, "amount_yi": 0.0369 }, { "time": "14:45", "open": 189.0, "high": 189.0, "low": 189.0, "close": 189.0, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 189.0, "ts": "2026-07-01T14:45:26", "prev_close": 192.58, "open": 191.13, "high": 196.0, "low": 185.71, "bid1": 188.98, "ask1": 189.0, "bid_qty1": 6, "ask_qty1": 6 }, "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": "2026-07-01T14:45:27", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "AI算力链 / 光通信模块", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 197.35, "max_chase_pct": 1.5, "base_exec_high": 194.47, "dynamic_exec_high": null, "entry_zone_low": 188.73, "entry_zone_high": 194.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.644, "prev_amount_yi": 1.1053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5826, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 169.13, "high": 169.26, "low": 169.13, "close": 169.26, "amount_yi": 0.1134 }, { "time": "14:42", "open": 169.26, "high": 169.26, "low": 169.18, "close": 169.18, "amount_yi": 0.1437 }, { "time": "14:43", "open": 169.25, "high": 169.6, "low": 169.25, "close": 169.6, "amount_yi": 0.1976 }, { "time": "14:44", "open": 169.81, "high": 169.95, "low": 169.81, "close": 169.95, "amount_yi": 0.1139 }, { "time": "14:45", "open": 170.0, "high": 170.0, "low": 170.0, "close": 170.0, "amount_yi": 0.0754 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 170.0, "ts": "2026-07-01T14:45:28", "prev_close": 184.65, "open": 181.55, "high": 183.97, "low": 168.0, "bid1": 169.99, "ask1": 170.0, "bid_qty1": 57, "ask_qty1": 18 }, "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": "2026-07-01T14:45:27", "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": 17.1321, "price_vs_vwap_pct": -1.5299, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0988, "prev_amount_yi": 0.1426, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 16.8, "high": 16.84, "low": 16.8, "close": 16.84, "amount_yi": 0.0266 }, { "time": "14:42", "open": 16.82, "high": 16.83, "low": 16.82, "close": 16.83, "amount_yi": 0.0136 }, { "time": "14:43", "open": 16.85, "high": 16.85, "low": 16.84, "close": 16.84, "amount_yi": 0.0234 }, { "time": "14:44", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.026 }, { "time": "14:45", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 16.87, "ts": "2026-07-01T14:45:27", "prev_close": 17.25, "open": 17.2, "high": 17.65, "low": 16.72, "bid1": 16.86, "ask1": 16.87, "bid_qty1": 42, "ask_qty1": 50 }, "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": "2026-07-01T14:45:27", "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": 26.8038, "price_vs_vwap_pct": -3.5958, "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": 0.3978, "prev_amount_yi": 0.6175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6442, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 25.71, "high": 25.73, "low": 25.71, "close": 25.73, "amount_yi": 0.1398 }, { "time": "14:42", "open": 25.85, "high": 25.94, "low": 25.85, "close": 25.94, "amount_yi": 0.0832 }, { "time": "14:43", "open": 25.88, "high": 25.88, "low": 25.85, "close": 25.85, "amount_yi": 0.0963 }, { "time": "14:44", "open": 25.84, "high": 25.84, "low": 25.84, "close": 25.84, "amount_yi": 0.0607 }, { "time": "14:45", "open": 25.84, "high": 25.84, "low": 25.84, "close": 25.84, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 25.84, "ts": "2026-07-01T14:45:27", "prev_close": 25.65, "open": 25.65, "high": 28.22, "low": 25.26, "bid1": 25.84, "ask1": 25.85, "bid_qty1": 78, "ask_qty1": 38 }, "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": "2026-07-01T14:45:27", "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": 89.42, "price_vs_vwap_pct": -2.505, "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": 0.277, "prev_amount_yi": 0.4076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6796, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 86.83, "high": 86.91, "low": 86.83, "close": 86.91, "amount_yi": 0.0423 }, { "time": "14:42", "open": 86.92, "high": 86.95, "low": 86.92, "close": 86.95, "amount_yi": 0.0912 }, { "time": "14:43", "open": 87.0, "high": 87.1, "low": 87.0, "close": 87.1, "amount_yi": 0.0571 }, { "time": "14:44", "open": 87.13, "high": 87.2, "low": 87.13, "close": 87.2, "amount_yi": 0.0404 }, { "time": "14:45", "open": 87.18, "high": 87.18, "low": 87.18, "close": 87.18, "amount_yi": 0.046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 87.18, "ts": "2026-07-01T14:45:27", "prev_close": 92.28, "open": 92.0, "high": 92.16, "low": 86.38, "bid1": 87.16, "ask1": 87.18, "bid_qty1": 16, "ask_qty1": 19 }, "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": "2026-07-01T14:45:27", "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": 43.0089, "price_vs_vwap_pct": -0.5787, "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": 0.3733, "prev_amount_yi": 0.3828, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 42.63, "high": 42.64, "low": 42.63, "close": 42.64, "amount_yi": 0.091 }, { "time": "14:42", "open": 42.65, "high": 42.65, "low": 42.65, "close": 42.65, "amount_yi": 0.0563 }, { "time": "14:43", "open": 42.72, "high": 42.72, "low": 42.72, "close": 42.72, "amount_yi": 0.0746 }, { "time": "14:44", "open": 42.76, "high": 42.76, "low": 42.74, "close": 42.74, "amount_yi": 0.0769 }, { "time": "14:45", "open": 42.76, "high": 42.76, "low": 42.76, "close": 42.76, "amount_yi": 0.0745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 42.76, "ts": "2026-07-01T14:45:27", "prev_close": 41.51, "open": 42.21, "high": 43.68, "low": 42.05, "bid1": 42.76, "ask1": 42.77, "bid_qty1": 58, "ask_qty1": 225 }, "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": "2026-07-01T14:45:27", "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": 16.5917, "price_vs_vwap_pct": -0.0705, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0788, "prev_amount_yi": 0.051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 16.56, "high": 16.58, "low": 16.56, "close": 16.58, "amount_yi": 0.0145 }, { "time": "14:42", "open": 16.57, "high": 16.57, "low": 16.56, "close": 16.56, "amount_yi": 0.0268 }, { "time": "14:43", "open": 16.59, "high": 16.59, "low": 16.58, "close": 16.58, "amount_yi": 0.0205 }, { "time": "14:44", "open": 16.57, "high": 16.58, "low": 16.57, "close": 16.58, "amount_yi": 0.0126 }, { "time": "14:45", "open": 16.58, "high": 16.58, "low": 16.58, "close": 16.58, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 15.95, "open": 16.61, "high": 16.88, "low": 16.12, "bid1": 16.57, "ask1": 16.58, "bid_qty1": 56, "ask_qty1": 200 }, "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": "2026-07-01T14:45:27", "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": 28.6389, "price_vs_vwap_pct": 4.0543, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0997, "prev_amount_yi": 0.1062, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9388, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 29.62, "high": 29.77, "low": 29.62, "close": 29.77, "amount_yi": 0.032 }, { "time": "14:42", "open": 29.78, "high": 29.78, "low": 29.77, "close": 29.77, "amount_yi": 0.0289 }, { "time": "14:43", "open": 29.77, "high": 29.78, "low": 29.77, "close": 29.78, "amount_yi": 0.01 }, { "time": "14:44", "open": 29.79, "high": 29.79, "low": 29.78, "close": 29.78, "amount_yi": 0.014 }, { "time": "14:45", "open": 29.8, "high": 29.8, "low": 29.8, "close": 29.8, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 29.8, "ts": "2026-07-01T14:45:27", "prev_close": 27.34, "open": 28.23, "high": 29.9, "low": 27.0, "bid1": 29.79, "ask1": 29.8, "bid_qty1": 28, "ask_qty1": 114 }, "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": "2026-07-01T14:45:27", "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": 21.3261, "price_vs_vwap_pct": -1.0602, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0306, "prev_amount_yi": 0.076, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4026, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 21.07, "high": 21.09, "low": 21.07, "close": 21.09, "amount_yi": 0.0075 }, { "time": "14:42", "open": 21.07, "high": 21.07, "low": 21.07, "close": 21.07, "amount_yi": 0.0082 }, { "time": "14:43", "open": 21.07, "high": 21.08, "low": 21.07, "close": 21.08, "amount_yi": 0.0055 }, { "time": "14:44", "open": 21.08, "high": 21.08, "low": 21.07, "close": 21.07, "amount_yi": 0.0027 }, { "time": "14:45", "open": 21.1, "high": 21.1, "low": 21.1, "close": 21.1, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 21.1, "ts": "2026-07-01T14:45:27", "prev_close": 21.54, "open": 22.26, "high": 22.45, "low": 20.9, "bid1": 21.09, "ask1": 21.1, "bid_qty1": 14, "ask_qty1": 2 }, "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": "2026-07-01T14:45:27", "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": 19.2387, "price_vs_vwap_pct": -0.7209, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0475, "prev_amount_yi": 0.0586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8106, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 19.07, "high": 19.07, "low": 19.07, "close": 19.07, "amount_yi": 0.0103 }, { "time": "14:42", "open": 19.06, "high": 19.06, "low": 19.06, "close": 19.06, "amount_yi": 0.0154 }, { "time": "14:43", "open": 19.07, "high": 19.08, "low": 19.07, "close": 19.08, "amount_yi": 0.0051 }, { "time": "14:44", "open": 19.08, "high": 19.08, "low": 19.06, "close": 19.06, "amount_yi": 0.0099 }, { "time": "14:45", "open": 19.1, "high": 19.1, "low": 19.1, "close": 19.1, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": "2026-07-01T14:45:27", "prev_close": 19.29, "open": 19.17, "high": 19.49, "low": 18.88, "bid1": 19.09, "ask1": 19.1, "bid_qty1": 17, "ask_qty1": 133 }, "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": "2026-07-01T14:45:27", "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": 45.2397, "price_vs_vwap_pct": -3.3371, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0592, "prev_amount_yi": 0.105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5638, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "14:41", "open": 43.63, "high": 43.69, "low": 43.63, "close": 43.69, "amount_yi": 0.0121 }, { "time": "14:42", "open": 43.69, "high": 43.71, "low": 43.69, "close": 43.71, "amount_yi": 0.0127 }, { "time": "14:43", "open": 43.74, "high": 43.75, "low": 43.74, "close": 43.75, "amount_yi": 0.0159 }, { "time": "14:44", "open": 43.77, "high": 43.77, "low": 43.77, "close": 43.77, "amount_yi": 0.0097 }, { "time": "14:45", "open": 43.73, "high": 43.73, "low": 43.73, "close": 43.73, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 43.73, "ts": "2026-07-01T14:45:27", "prev_close": 45.42, "open": 46.33, "high": 47.5, "low": 43.3, "bid1": 43.71, "ask1": 43.72, "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.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": "2026-07-01T14:45:27", "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": 22.9372, "price_vs_vwap_pct": 0.4046, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0884, "prev_amount_yi": 0.1585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 22.94, "high": 22.97, "low": 22.94, "close": 22.97, "amount_yi": 0.0232 }, { "time": "14:42", "open": 22.96, "high": 22.98, "low": 22.96, "close": 22.98, "amount_yi": 0.0188 }, { "time": "14:43", "open": 22.98, "high": 22.99, "low": 22.98, "close": 22.99, "amount_yi": 0.0124 }, { "time": "14:44", "open": 23.04, "high": 23.04, "low": 23.03, "close": 23.03, "amount_yi": 0.0202 }, { "time": "14:45", "open": 23.03, "high": 23.03, "low": 23.03, "close": 23.03, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 23.03, "ts": "2026-07-01T14:45:27", "prev_close": 23.11, "open": 22.93, "high": 23.8, "low": 22.18, "bid1": 23.03, "ask1": 23.04, "bid_qty1": 7, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SHSE.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": "2026-07-01T14:45:27", "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": 0.076, "prev_amount_yi": 0.1336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0202 }, { "time": "14:42", "open": 13.1, "high": 13.11, "low": 13.1, "close": 13.11, "amount_yi": 0.0194 }, { "time": "14:43", "open": 13.1, "high": 13.1, "low": 13.1, "close": 13.1, "amount_yi": 0.0217 }, { "time": "14:44", "open": 13.12, "high": 13.13, "low": 13.12, "close": 13.13, "amount_yi": 0.0099 }, { "time": "14:45", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 13.13, "ts": "2026-07-01T14:45:27", "prev_close": 13.28, "open": 13.4, "high": 13.93, "low": 12.89, "bid1": 13.12, "ask1": 13.13, "bid_qty1": 266, "ask_qty1": 253 }, "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": "2026-07-01T14:45:27", "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": 47.3972, "price_vs_vwap_pct": 1.1874, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0683, "prev_amount_yi": 0.0732, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 47.89, "high": 47.9, "low": 47.89, "close": 47.9, "amount_yi": 0.0084 }, { "time": "14:42", "open": 47.92, "high": 47.95, "low": 47.92, "close": 47.95, "amount_yi": 0.0226 }, { "time": "14:43", "open": 47.97, "high": 47.97, "low": 47.9, "close": 47.9, "amount_yi": 0.0201 }, { "time": "14:44", "open": 47.92, "high": 47.94, "low": 47.92, "close": 47.94, "amount_yi": 0.0152 }, { "time": "14:45", "open": 47.96, "high": 47.96, "low": 47.96, "close": 47.96, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 47.96, "ts": "2026-07-01T14:45:27", "prev_close": 46.83, "open": 46.0, "high": 48.88, "low": 45.01, "bid1": 47.95, "ask1": 47.96, "bid_qty1": 28, "ask_qty1": 76 }, "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": "2026-07-01T14:45:27", "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": 4.3586, "intraday_vwap": 35.7923, "price_vs_vwap_pct": 1.2508, "energy_floor_hint_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": 0.0052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 36.09, "high": 36.1, "low": 36.09, "close": 36.1, "amount_yi": 0.0024 }, { "time": "14:42", "open": 36.09, "high": 36.12, "low": 36.09, "close": 36.12, "amount_yi": 0.0013 }, { "time": "14:43", "open": 36.11, "high": 36.15, "low": 36.11, "close": 36.15, "amount_yi": 0.0013 }, { "time": "14:44", "open": 36.11, "high": 36.17, "low": 36.11, "close": 36.17, "amount_yi": 0.0022 }, { "time": "14:45", "open": 36.24, "high": 36.24, "low": 36.24, "close": 36.24, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 36.24, "ts": "2026-07-01T14:45:21", "prev_close": 35.11, "open": 35.2, "high": 36.75, "low": 34.66, "bid1": 36.18, "ask1": 36.25, "bid_qty1": 23, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.000887:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260630:SZSE.000887:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000887", "name": "中鼎股份", "side": "BUY", "priority": "W110", "status": "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": "2026-07-01T14:45:27", "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": 17.8921, "price_vs_vwap_pct": -0.2353, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0594, "prev_amount_yi": 0.0982, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 17.8, "high": 17.82, "low": 17.8, "close": 17.82, "amount_yi": 0.0206 }, { "time": "14:42", "open": 17.82, "high": 17.83, "low": 17.82, "close": 17.83, "amount_yi": 0.0081 }, { "time": "14:43", "open": 17.83, "high": 17.84, "low": 17.83, "close": 17.84, "amount_yi": 0.007 }, { "time": "14:44", "open": 17.85, "high": 17.85, "low": 17.85, "close": 17.85, "amount_yi": 0.0145 }, { "time": "14:45", "open": 17.85, "high": 17.85, "low": 17.85, "close": 17.85, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 17.85, "ts": "2026-07-01T14:45:27", "prev_close": 17.89, "open": 17.8, "high": 18.15, "low": 17.68, "bid1": 17.85, "ask1": 17.86, "bid_qty1": 18, "ask_qty1": 299 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260630:20260701:SZSE.002553:VWAP_RECLAIM:BUY", "plan_id": "20260630:SZSE.002553:VWAP_RECLAIM", "symbol": "SZSE.002553", "name": "南方精工", "side": "BUY", "priority": "W111", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.1, "exec_low": 16.34, "exec_high": 16.34, "invalid_price": 15.62, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-01T14:45:27", "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": 16.1391, "price_vs_vwap_pct": -0.0564, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0132, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.66, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 16.11, "high": 16.12, "low": 16.11, "close": 16.12, "amount_yi": 0.0054 }, { "time": "14:42", "open": 16.12, "high": 16.12, "low": 16.12, "close": 16.12, "amount_yi": 0.0017 }, { "time": "14:43", "open": 16.12, "high": 16.13, "low": 16.12, "close": 16.13, "amount_yi": 0.003 }, { "time": "14:44", "open": 16.12, "high": 16.13, "low": 16.12, "close": 16.13, "amount_yi": 0.0019 }, { "time": "14:45", "open": 16.13, "high": 16.13, "low": 16.13, "close": 16.13, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 16.13, "ts": "2026-07-01T14:45:27", "prev_close": 15.99, "open": 16.03, "high": 16.29, "low": 15.91, "bid1": 16.12, "ask1": 16.13, "bid_qty1": 113, "ask_qty1": 23 }, "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": "2026-07-01T14:45:27", "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": 0.0365, "prev_amount_yi": 0.0233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0044 }, { "time": "14:42", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0098 }, { "time": "14:43", "open": 5.49, "high": 5.5, "low": 5.49, "close": 5.5, "amount_yi": 0.0046 }, { "time": "14:44", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0074 }, { "time": "14:45", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": 5.5, "ts": "2026-07-01T14:45:26", "prev_close": 5.49, "open": 5.46, "high": 5.62, "low": 5.41, "bid1": 5.49, "ask1": 5.5, "bid_qty1": 260, "ask_qty1": 511 }, "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": "2026-07-01T14:45:27", "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": 79.9614, "price_vs_vwap_pct": 0.7736, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0194, "prev_amount_yi": 0.039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 80.42, "high": 80.49, "low": 80.42, "close": 80.49, "amount_yi": 0.0033 }, { "time": "14:42", "open": 80.46, "high": 80.46, "low": 80.46, "close": 80.46, "amount_yi": 0.0035 }, { "time": "14:43", "open": 80.47, "high": 80.47, "low": 80.46, "close": 80.46, "amount_yi": 0.0053 }, { "time": "14:44", "open": 80.5, "high": 80.52, "low": 80.5, "close": 80.52, "amount_yi": 0.006 }, { "time": "14:45", "open": 80.58, "high": 80.58, "low": 80.58, "close": 80.58, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 80.58, "ts": "2026-07-01T14:45:24", "prev_close": 78.1, "open": 78.1, "high": 81.88, "low": 77.32, "bid1": 80.54, "ask1": 80.58, "bid_qty1": 27, "ask_qty1": 3 }, "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": "2026-07-01T14:45:27", "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": 14.4664, "price_vs_vwap_pct": -0.459, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0177, "prev_amount_yi": 0.0349, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 14.38, "high": 14.4, "low": 14.38, "close": 14.4, "amount_yi": 0.0065 }, { "time": "14:42", "open": 14.38, "high": 14.4, "low": 14.38, "close": 14.4, "amount_yi": 0.003 }, { "time": "14:43", "open": 14.4, "high": 14.4, "low": 14.39, "close": 14.39, "amount_yi": 0.0029 }, { "time": "14:44", "open": 14.4, "high": 14.4, "low": 14.39, "close": 14.39, "amount_yi": 0.0034 }, { "time": "14:45", "open": 14.4, "high": 14.4, "low": 14.4, "close": 14.4, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 14.4, "ts": "2026-07-01T14:45:26", "prev_close": 14.19, "open": 14.27, "high": 14.73, "low": 14.19, "bid1": 14.4, "ask1": 14.41, "bid_qty1": 18, "ask_qty1": 36 }, "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": "2026-07-01T14:45:27", "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": 11.8647, "price_vs_vwap_pct": 0.0447, "energy_floor_hint_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": 0.0204, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.652, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 11.86, "high": 11.86, "low": 11.86, "close": 11.86, "amount_yi": 0.006 }, { "time": "14:42", "open": 11.86, "high": 11.87, "low": 11.86, "close": 11.87, "amount_yi": 0.0009 }, { "time": "14:43", "open": 11.87, "high": 11.88, "low": 11.87, "close": 11.88, "amount_yi": 0.0012 }, { "time": "14:44", "open": 11.88, "high": 11.88, "low": 11.87, "close": 11.87, "amount_yi": 0.0043 }, { "time": "14:45", "open": 11.87, "high": 11.87, "low": 11.87, "close": 11.87, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43324.0, "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": "2026-07-01T14:45:27", "prev_close": 11.8, "open": 11.79, "high": 12.02, "low": 11.63, "bid1": 11.86, "ask1": 11.87, "bid_qty1": 291, "ask_qty1": 630 }, "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": "2026-07-01T14:45:27", "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": 39.7064, "price_vs_vwap_pct": 0.7394, "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": 0.0124, "prev_amount_yi": 0.0083, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.494, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 39.87, "high": 39.88, "low": 39.87, "close": 39.88, "amount_yi": 0.0051 }, { "time": "14:42", "open": 39.9, "high": 39.97, "low": 39.9, "close": 39.97, "amount_yi": 0.0005 }, { "time": "14:43", "open": 39.91, "high": 39.93, "low": 39.91, "close": 39.93, "amount_yi": 0.0006 }, { "time": "14:44", "open": 39.97, "high": 39.99, "low": 39.97, "close": 39.99, "amount_yi": 0.001 }, { "time": "14:45", "open": 40.0, "high": 40.0, "low": 40.0, "close": 40.0, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 40.0, "ts": "2026-07-01T14:45:28", "prev_close": 38.07, "open": 38.32, "high": 41.2, "low": 37.9, "bid1": 40.0, "ask1": 40.02, "bid_qty1": 61, "ask_qty1": 5 }, "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": "2026-07-01T14:45:27", "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": 100.5182, "price_vs_vwap_pct": -0.1574, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0575, "prev_amount_yi": 0.0397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4484, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 100.49, "high": 100.49, "low": 100.48, "close": 100.48, "amount_yi": 0.02 }, { "time": "14:42", "open": 100.34, "high": 100.34, "low": 100.29, "close": 100.29, "amount_yi": 0.0088 }, { "time": "14:43", "open": 100.37, "high": 100.37, "low": 100.36, "close": 100.36, "amount_yi": 0.0072 }, { "time": "14:44", "open": 100.38, "high": 100.38, "low": 100.33, "close": 100.33, "amount_yi": 0.0139 }, { "time": "14:45", "open": 100.36, "high": 100.36, "low": 100.36, "close": 100.36, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 100.36, "ts": "2026-07-01T14:45:28", "prev_close": 96.0, "open": 96.55, "high": 102.83, "low": 96.0, "bid1": 100.36, "ask1": 100.39, "bid_qty1": 8, "ask_qty1": 4 }, "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": "2026-07-01T14:45:27", "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": 52.014, "price_vs_vwap_pct": -0.5845, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0108, "prev_amount_yi": 0.0128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8438, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "14:41", "open": 51.64, "high": 51.65, "low": 51.64, "close": 51.65, "amount_yi": 0.0036 }, { "time": "14:42", "open": 51.64, "high": 51.65, "low": 51.64, "close": 51.65, "amount_yi": 0.0016 }, { "time": "14:43", "open": 51.7, "high": 51.7, "low": 51.66, "close": 51.66, "amount_yi": 0.0023 }, { "time": "14:44", "open": 51.7, "high": 51.7, "low": 51.7, "close": 51.7, "amount_yi": 0.0023 }, { "time": "14:45", "open": 51.71, "high": 51.71, "low": 51.71, "close": 51.71, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 51.71, "ts": "2026-07-01T14:45:24", "prev_close": 50.4, "open": 50.08, "high": 53.1, "low": 50.08, "bid1": 51.69, "ask1": 51.71, "bid_qty1": 6, "ask_qty1": 4 }, "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": "2026-07-01T14:45:27", "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": 34.048, "price_vs_vwap_pct": -0.1703, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0386, "prev_amount_yi": 0.0439, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "14:41", "open": 33.87, "high": 33.9, "low": 33.87, "close": 33.9, "amount_yi": 0.007 }, { "time": "14:42", "open": 33.93, "high": 33.95, "low": 33.93, "close": 33.95, "amount_yi": 0.0095 }, { "time": "14:43", "open": 33.93, "high": 33.93, "low": 33.93, "close": 33.93, "amount_yi": 0.0067 }, { "time": "14:44", "open": 34.01, "high": 34.01, "low": 33.97, "close": 33.97, "amount_yi": 0.0126 }, { "time": "14:45", "open": 33.99, "high": 33.99, "low": 33.99, "close": 33.99, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86648.0, "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": 33.99, "ts": "2026-07-01T14:45:27", "prev_close": 34.06, "open": 33.61, "high": 35.15, "low": 33.25, "bid1": 33.99, "ask1": 34.02, "bid_qty1": 4, "ask_qty1": 4 }, "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": 668221.0, "total_value": 1083257.0, "unrealized_pnl": 62397.888888888854, "unrealized_pnl_pct_of_initial": 6.239788888888886, "realized_pnl": 20859.111111111146, "realized_pnl_pct_of_initial": 2.0859111111111144, "total_pnl": 83257.0, "total_pnl_pct": 8.32569999999999 }, "paper_positions": [ { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1700, "sellable_qty": 1700, "avg_cost": 110.65, "last_price": 125.0, "market_value": 212500.0, "unrealized_pnl": 24394.99999999999, "unrealized_pnl_pct": 12.968820605512876, "updated_at": "2026-07-01T14:45:27", "prev_close": 131.5, "holding_days": 10, "position_pct_of_total": 19.61676684295601 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 1600, "sellable_qty": 1400, "avg_cost": 83.20444444444445, "last_price": 103.96, "market_value": 166336.0, "unrealized_pnl": 33208.888888888876, "unrealized_pnl_pct": 24.945248651247255, "updated_at": "2026-07-01T14:45:27", "prev_close": 103.55, "holding_days": 6, "position_pct_of_total": 15.355174256893795 }, { "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": "2026-07-01T14:45:27", "prev_close": 3.35, "holding_days": null, "position_pct_of_total": 6.540276222539989 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 0, "avg_cost": 57.27, "last_price": 57.35, "market_value": 63085.0, "unrealized_pnl": 87.99999999999812, "unrealized_pnl_pct": 0.13968919154880854, "updated_at": "2026-07-01T14:45:27", "prev_close": 55.78, "holding_days": null, "position_pct_of_total": 5.8236411119429645 }, { "symbol": "SHSE.688150", "name": "莱特光电", "quantity": 900, "sellable_qty": 0, "avg_cost": 70.8, "last_price": 68.96, "market_value": 62063.99999999999, "unrealized_pnl": -1656.0000000000032, "unrealized_pnl_pct": -2.5988700564971823, "updated_at": "2026-07-01T14:45:27", "prev_close": 68.62, "holding_days": null, "position_pct_of_total": 5.729388316899867 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 500, "sellable_qty": 0, "avg_cost": 120.5, "last_price": 118.12, "market_value": 59060.0, "unrealized_pnl": -1189.9999999999977, "unrealized_pnl_pct": -1.9751037344398314, "updated_at": "2026-07-01T14:45:27", "prev_close": 118.17, "holding_days": null, "position_pct_of_total": 5.4520764693881505 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 800, "sellable_qty": 800, "avg_cost": 39.95, "last_price": 42.91, "market_value": 34328.0, "unrealized_pnl": 2367.999999999995, "unrealized_pnl_pct": 7.409261576971193, "updated_at": "2026-07-01T14:45:27", "prev_close": 45.6, "holding_days": 9, "position_pct_of_total": 3.168961751458795 } ], "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": 125.0, "avg_cost": 110.65, "pnl_pct": 12.9688, "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.688150", "name": "莱特光电", "rule": "position_late_weak", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 68.96, "avg_cost": 70.8, "pnl_pct": -2.5989, "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 } ], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 45.0, "effective_shadow_total_position_pct": 45.0, "defensive_total_position_pct": 45.0, "warm_total_position_pct": 70.0, "hot_total_position_pct": 90.0, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "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" } }, "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": 2, "risk_exit_orders": 2, "risk_exit_filled": 2, "risk_exit_blocked_t1": 1, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }