{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260701", "trade_date": "20260702", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "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": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5639, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 3, "active_total": 13, "sample_total": 133, "dominant_theme": "化学制药", "dominant_theme_share": 0.4951, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "化学制药", "count": 5, "top_symbols": [ "SZSE.000566", "SHSE.603538", "SZSE.002826", "SZSE.002020", "SZSE.002422" ], "top_return_pct": 10.0182 }, { "theme": "氟化工概念", "count": 3, "top_symbols": [ "SHSE.605020", "SHSE.600378", "SHSE.600623" ], "top_return_pct": 8.0473 }, { "theme": "猪肉概念", "count": 2, "top_symbols": [ "SHSE.603717", "SZSE.002458" ], "top_return_pct": 10.0826 } ], "structural_symbol_whitelist": [ "SHSE.600623", "SZSE.002915" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "active", "priority": 9, "ret_pct": 15.053763440860223, "last": 107.0, "vwap": 102.99747950623663, "above_vwap": true, "amount": 580391518.0 }, { "symbol": "SHSE.603717", "name": "天域生物", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.08264462809918, "last": 6.66, "vwap": 6.436944418964022, "above_vwap": true, "amount": 91225020.0 }, { "symbol": "SZSE.002458", "name": "益生股份", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.058479532163744, "last": 9.41, "vwap": 9.317759512763434, "above_vwap": true, "amount": 895753493.0 }, { "symbol": "SZSE.000566", "name": "海南海药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018214936247727, "last": 6.04, "vwap": 6.031055895641971, "above_vwap": true, "amount": 684626769.0 }, { "symbol": "SHSE.603538", "name": "美诺华", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.997207483943038, "last": 39.39, "vwap": 38.949894432018326, "above_vwap": true, "amount": 360469588.0 }, { "symbol": "SZSE.002826", "name": "易明医药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.981851179673317, "last": 18.18, "vwap": 17.935273261031593, "above_vwap": true, "amount": 117911867.0 }, { "symbol": "SZSE.002020", "name": "京新药业", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.977494373593409, "last": 14.66, "vwap": 14.66, "above_vwap": true, "amount": 130010744.0 }, { "symbol": "SHSE.605020", "name": "永和股份", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.047283473516709, "last": 47.53, "vwap": 44.841000543851614, "above_vwap": true, "amount": 1879878234.0 }, { "symbol": "SHSE.688602", "name": "康鹏科技", "theme": "化学制剂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.588739290085678, "last": 8.79, "vwap": 8.441749284374508, "above_vwap": true, "amount": 162571022.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.802469135802469, "last": 86.51, "vwap": 82.33236193185259, "above_vwap": true, "amount": 6390876697.0 }, { "symbol": "SZSE.300765", "name": "石药创新", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.764227642276421, "last": 32.83, "vwap": 33.07863736488506, "above_vwap": false, "amount": 840951582.0 }, { "symbol": "SHSE.600623", "name": "华谊集团", "theme": "氟化工概念", "paper_scope": "active", "priority": 2, "ret_pct": 5.542725173210172, "last": 9.14, "vwap": 8.846483031517922, "above_vwap": true, "amount": 339371436.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5639, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 3, "active_total": 13, "sample_total": 133, "dominant_theme": "化学制药", "dominant_theme_share": 0.4951, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "化学制药", "count": 5, "top_symbols": [ "SZSE.000566", "SHSE.603538", "SZSE.002826", "SZSE.002020", "SZSE.002422" ], "top_return_pct": 10.0182 }, { "theme": "氟化工概念", "count": 3, "top_symbols": [ "SHSE.605020", "SHSE.600378", "SHSE.600623" ], "top_return_pct": 8.0473 }, { "theme": "猪肉概念", "count": 2, "top_symbols": [ "SHSE.603717", "SZSE.002458" ], "top_return_pct": 10.0826 } ], "structural_symbol_whitelist": [ "SHSE.600623", "SZSE.002915" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "active", "priority": 9, "ret_pct": 15.053763440860223, "last": 107.0, "vwap": 102.99747950623663, "above_vwap": true, "amount": 580391518.0 }, { "symbol": "SHSE.603717", "name": "天域生物", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.08264462809918, "last": 6.66, "vwap": 6.436944418964022, "above_vwap": true, "amount": 91225020.0 }, { "symbol": "SZSE.002458", "name": "益生股份", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.058479532163744, "last": 9.41, "vwap": 9.317759512763434, "above_vwap": true, "amount": 895753493.0 }, { "symbol": "SZSE.000566", "name": "海南海药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018214936247727, "last": 6.04, "vwap": 6.031055895641971, "above_vwap": true, "amount": 684626769.0 }, { "symbol": "SHSE.603538", "name": "美诺华", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.997207483943038, "last": 39.39, "vwap": 38.949894432018326, "above_vwap": true, "amount": 360469588.0 }, { "symbol": "SZSE.002826", "name": "易明医药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.981851179673317, "last": 18.18, "vwap": 17.935273261031593, "above_vwap": true, "amount": 117911867.0 }, { "symbol": "SZSE.002020", "name": "京新药业", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.977494373593409, "last": 14.66, "vwap": 14.66, "above_vwap": true, "amount": 130010744.0 }, { "symbol": "SHSE.605020", "name": "永和股份", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.047283473516709, "last": 47.53, "vwap": 44.841000543851614, "above_vwap": true, "amount": 1879878234.0 }, { "symbol": "SHSE.688602", "name": "康鹏科技", "theme": "化学制剂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.588739290085678, "last": 8.79, "vwap": 8.441749284374508, "above_vwap": true, "amount": 162571022.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.802469135802469, "last": 86.51, "vwap": 82.33236193185259, "above_vwap": true, "amount": 6390876697.0 }, { "symbol": "SZSE.300765", "name": "石药创新", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.764227642276421, "last": 32.83, "vwap": 33.07863736488506, "above_vwap": false, "amount": 840951582.0 }, { "symbol": "SHSE.600623", "name": "华谊集团", "theme": "氟化工概念", "paper_scope": "active", "priority": 2, "ret_pct": 5.542725173210172, "last": 9.14, "vwap": 8.846483031517922, "above_vwap": true, "amount": 339371436.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "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": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5639, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 3, "active_total": 13, "sample_total": 133, "dominant_theme": "化学制药", "dominant_theme_share": 0.4951, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "化学制药", "count": 5, "top_symbols": [ "SZSE.000566", "SHSE.603538", "SZSE.002826", "SZSE.002020", "SZSE.002422" ], "top_return_pct": 10.0182 }, { "theme": "氟化工概念", "count": 3, "top_symbols": [ "SHSE.605020", "SHSE.600378", "SHSE.600623" ], "top_return_pct": 8.0473 }, { "theme": "猪肉概念", "count": 2, "top_symbols": [ "SHSE.603717", "SZSE.002458" ], "top_return_pct": 10.0826 } ], "structural_symbol_whitelist": [ "SHSE.600623", "SZSE.002915" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "active", "priority": 9, "ret_pct": 15.053763440860223, "last": 107.0, "vwap": 102.99747950623663, "above_vwap": true, "amount": 580391518.0 }, { "symbol": "SHSE.603717", "name": "天域生物", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.08264462809918, "last": 6.66, "vwap": 6.436944418964022, "above_vwap": true, "amount": 91225020.0 }, { "symbol": "SZSE.002458", "name": "益生股份", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.058479532163744, "last": 9.41, "vwap": 9.317759512763434, "above_vwap": true, "amount": 895753493.0 }, { "symbol": "SZSE.000566", "name": "海南海药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018214936247727, "last": 6.04, "vwap": 6.031055895641971, "above_vwap": true, "amount": 684626769.0 }, { "symbol": "SHSE.603538", "name": "美诺华", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.997207483943038, "last": 39.39, "vwap": 38.949894432018326, "above_vwap": true, "amount": 360469588.0 }, { "symbol": "SZSE.002826", "name": "易明医药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.981851179673317, "last": 18.18, "vwap": 17.935273261031593, "above_vwap": true, "amount": 117911867.0 }, { "symbol": "SZSE.002020", "name": "京新药业", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.977494373593409, "last": 14.66, "vwap": 14.66, "above_vwap": true, "amount": 130010744.0 }, { "symbol": "SHSE.605020", "name": "永和股份", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.047283473516709, "last": 47.53, "vwap": 44.841000543851614, "above_vwap": true, "amount": 1879878234.0 }, { "symbol": "SHSE.688602", "name": "康鹏科技", "theme": "化学制剂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.588739290085678, "last": 8.79, "vwap": 8.441749284374508, "above_vwap": true, "amount": 162571022.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.802469135802469, "last": 86.51, "vwap": 82.33236193185259, "above_vwap": true, "amount": 6390876697.0 }, { "symbol": "SZSE.300765", "name": "石药创新", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.764227642276421, "last": 32.83, "vwap": 33.07863736488506, "above_vwap": false, "amount": 840951582.0 }, { "symbol": "SHSE.600623", "name": "华谊集团", "theme": "氟化工概念", "paper_scope": "active", "priority": 2, "ret_pct": 5.542725173210172, "last": 9.14, "vwap": 8.846483031517922, "above_vwap": true, "amount": 339371436.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5639, "active_up_ratio": 0.3846, "active_positive": 5, "active_positive_min": 1, "active_above_vwap": 3, "active_total": 13, "sample_total": 133, "dominant_theme": "化学制药", "dominant_theme_share": 0.4951, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "化学制药", "count": 5, "top_symbols": [ "SZSE.000566", "SHSE.603538", "SZSE.002826", "SZSE.002020", "SZSE.002422" ], "top_return_pct": 10.0182 }, { "theme": "氟化工概念", "count": 3, "top_symbols": [ "SHSE.605020", "SHSE.600378", "SHSE.600623" ], "top_return_pct": 8.0473 }, { "theme": "猪肉概念", "count": 2, "top_symbols": [ "SHSE.603717", "SZSE.002458" ], "top_return_pct": 10.0826 } ], "structural_symbol_whitelist": [ "SHSE.600623", "SZSE.002915" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "sample_rows": [ { "symbol": "SHSE.688068", "name": "热景生物", "theme": "肝炎概念", "paper_scope": "active", "priority": 9, "ret_pct": 15.053763440860223, "last": 107.0, "vwap": 102.99747950623663, "above_vwap": true, "amount": 580391518.0 }, { "symbol": "SHSE.603717", "name": "天域生物", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.08264462809918, "last": 6.66, "vwap": 6.436944418964022, "above_vwap": true, "amount": 91225020.0 }, { "symbol": "SZSE.002458", "name": "益生股份", "theme": "猪肉概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.058479532163744, "last": 9.41, "vwap": 9.317759512763434, "above_vwap": true, "amount": 895753493.0 }, { "symbol": "SZSE.000566", "name": "海南海药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 10.018214936247727, "last": 6.04, "vwap": 6.031055895641971, "above_vwap": true, "amount": 684626769.0 }, { "symbol": "SHSE.603538", "name": "美诺华", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.997207483943038, "last": 39.39, "vwap": 38.949894432018326, "above_vwap": true, "amount": 360469588.0 }, { "symbol": "SZSE.002826", "name": "易明医药", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.981851179673317, "last": 18.18, "vwap": 17.935273261031593, "above_vwap": true, "amount": 117911867.0 }, { "symbol": "SZSE.002020", "name": "京新药业", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.977494373593409, "last": 14.66, "vwap": 14.66, "above_vwap": true, "amount": 130010744.0 }, { "symbol": "SHSE.605020", "name": "永和股份", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.047283473516709, "last": 47.53, "vwap": 44.841000543851614, "above_vwap": true, "amount": 1879878234.0 }, { "symbol": "SHSE.688602", "name": "康鹏科技", "theme": "化学制剂", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.588739290085678, "last": 8.79, "vwap": 8.441749284374508, "above_vwap": true, "amount": 162571022.0 }, { "symbol": "SHSE.600378", "name": "昊华科技", "theme": "氟化工概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.802469135802469, "last": 86.51, "vwap": 82.33236193185259, "above_vwap": true, "amount": 6390876697.0 }, { "symbol": "SZSE.300765", "name": "石药创新", "theme": "化学制药", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.764227642276421, "last": 32.83, "vwap": 33.07863736488506, "above_vwap": false, "amount": 840951582.0 }, { "symbol": "SHSE.600623", "name": "华谊集团", "theme": "氟化工概念", "paper_scope": "active", "priority": 2, "ret_pct": 5.542725173210172, "last": 9.14, "vwap": 8.846483031517922, "above_vwap": true, "amount": 339371436.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait" }, "quote_source": "public_http_tencent:139/139", "quote_stale_lock": false, "generated_at": "2026-07-02T11:09:50", "signals": [ { "event_id": "20260701:20260702:SZSE.003020:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.003020:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.003020", "name": "立方制药", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.29, "exec_low": 16.29, "exec_high": 16.78, "invalid_price": 15.8, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 16.78, "max_chase_pct": 3.0, "base_exec_high": 16.78, "dynamic_exec_high": null, "entry_zone_low": 16.05, "entry_zone_high": 16.53, "entry_risk_pct": null, "intraday_vwap": 16.2499, "price_vs_vwap_pct": -2.1532, "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": 0.0078, "prev_amount_yi": 0.0116, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 15.91, "high": 15.91, "low": 15.91, "close": 15.91, "amount_yi": 0.0018 }, { "time": "11:08", "open": 15.92, "high": 15.93, "low": 15.92, "close": 15.93, "amount_yi": 0.004 }, { "time": "11:09", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.002 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.9, "ts": "2026-07-02T11:09:48", "prev_close": 16.16, "open": 16.43, "high": 16.78, "low": 15.83, "bid1": 15.88, "ask1": 15.89, "bid_qty1": 117, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603609:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.603609:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.603609", "name": "禾丰股份", "side": "BUY", "priority": "P1", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.24, "exec_low": 6.24, "exec_high": 6.43, "invalid_price": 6.05, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 6.43, "max_chase_pct": 3.0, "base_exec_high": 6.43, "dynamic_exec_high": null, "entry_zone_low": 6.15, "entry_zone_high": 6.33, "entry_risk_pct": null, "intraday_vwap": 6.1645, "price_vs_vwap_pct": -0.5597, "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": 0.0007, "prev_amount_yi": 0.0007, "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": "11:07", "open": 6.13, "high": 6.13, "low": 6.13, "close": 6.13, "amount_yi": 0.0001 }, { "time": "11:08", "open": 6.13, "high": 6.13, "low": 6.12, "close": 6.12, "amount_yi": 0.0003 }, { "time": "11:09", "open": 6.13, "high": 6.13, "low": 6.13, "close": 6.13, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.13, "ts": "2026-07-02T11:09:35", "prev_close": 6.18, "open": 6.24, "high": 6.24, "low": 6.08, "bid1": 6.12, "ask1": 6.13, "bid_qty1": 89, "ask_qty1": 149 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600623:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.600623:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600623", "name": "华谊集团", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.88, "exec_low": 8.88, "exec_high": 9.15, "invalid_price": 8.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "氟化工概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 9.15, "max_chase_pct": 3.0, "base_exec_high": 9.15, "dynamic_exec_high": null, "entry_zone_low": 8.75, "entry_zone_high": 9.01, "entry_risk_pct": 5.7987, "intraday_vwap": 8.8465, "price_vs_vwap_pct": 3.3177, "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": 0.0272, "prev_amount_yi": 0.0602, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4518, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 9.18, "high": 9.18, "low": 9.17, "close": 9.17, "amount_yi": 0.0064 }, { "time": "11:08", "open": 9.18, "high": 9.18, "low": 9.18, "close": 9.18, "amount_yi": 0.0043 }, { "time": "11:09", "open": 9.14, "high": 9.14, "low": 9.14, "close": 9.14, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 12.0, "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": 9.14, "ts": "2026-07-02T11:09:50", "prev_close": 8.66, "open": 8.64, "high": 9.36, "low": 8.46, "bid1": 9.13, "ask1": 9.14, "bid_qty1": 47, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300049:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300049:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300049", "name": "福瑞医科", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 45.25, "exec_low": 45.25, "exec_high": 46.61, "invalid_price": 43.89, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 46.61, "max_chase_pct": 3.0, "base_exec_high": 46.61, "dynamic_exec_high": null, "entry_zone_low": 44.57, "entry_zone_high": 45.93, "entry_risk_pct": null, "intraday_vwap": 43.8727, "price_vs_vwap_pct": -1.5105, "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": 0.0203, "prev_amount_yi": 0.0258, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 43.21, "high": 43.26, "low": 43.21, "close": 43.26, "amount_yi": 0.0043 }, { "time": "11:08", "open": 43.31, "high": 43.31, "low": 43.28, "close": 43.28, "amount_yi": 0.0083 }, { "time": "11:09", "open": 43.21, "high": 43.21, "low": 43.21, "close": 43.21, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.21, "ts": "2026-07-02T11:09:48", "prev_close": 43.9, "open": 43.5, "high": 44.73, "low": 43.0, "bid1": 43.2, "ask1": 43.21, "bid_qty1": 17, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300967:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300967:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300967", "name": "晓鸣股份", "side": "BUY", "priority": "P4", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 16.66, "exec_low": 16.66, "exec_high": 17.16, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "养殖业", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 17.16, "max_chase_pct": 3.0, "base_exec_high": 17.16, "dynamic_exec_high": null, "entry_zone_low": 16.41, "entry_zone_high": 16.91, "entry_risk_pct": null, "intraday_vwap": 16.0041, "price_vs_vwap_pct": -0.6505, "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": 0.0046, "prev_amount_yi": 0.0032, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 15.91, "high": 15.92, "low": 15.91, "close": 15.92, "amount_yi": 0.0005 }, { "time": "11:08", "open": 15.92, "high": 15.92, "low": 15.91, "close": 15.91, "amount_yi": 0.0027 }, { "time": "11:09", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.9, "ts": "2026-07-02T11:09:48", "prev_close": 15.96, "open": 15.85, "high": 16.32, "low": 15.7, "bid1": 15.9, "ask1": 15.91, "bid_qty1": 34, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002773:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002773", "name": "康弘药业", "side": "BUY", "priority": "P5", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.33, "exec_low": 22.33, "exec_high": 23.0, "invalid_price": 21.66, "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": "2026-07-02T11:09:50", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "单抗概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 23.0, "max_chase_pct": 3.0, "base_exec_high": 23.0, "dynamic_exec_high": null, "entry_zone_low": 22.0, "entry_zone_high": 22.66, "entry_risk_pct": null, "intraday_vwap": 22.3371, "price_vs_vwap_pct": -0.9719, "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": 22.12, "ts": "2026-07-02T11:09:48", "prev_close": 22.1, "open": 22.08, "high": 22.7, "low": 21.99, "bid1": 22.11, "ask1": 22.12, "bid_qty1": 24, "ask_qty1": 86 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301089:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.301089:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301089", "name": "拓新药业", "side": "BUY", "priority": "P6", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.82, "exec_low": 22.82, "exec_high": 23.5, "invalid_price": 22.14, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 23.5, "max_chase_pct": 3.0, "base_exec_high": 23.5, "dynamic_exec_high": null, "entry_zone_low": 22.48, "entry_zone_high": 23.16, "entry_risk_pct": null, "intraday_vwap": 22.8685, "price_vs_vwap_pct": -1.1741, "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": 0.0013, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2766, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 22.59, "high": 22.59, "low": 22.59, "close": 22.59, "amount_yi": 0.0002 }, { "time": "11:08", "open": 22.64, "high": 22.64, "low": 22.63, "close": 22.63, "amount_yi": 0.0008 }, { "time": "11:09", "open": 22.6, "high": 22.6, "low": 22.6, "close": 22.6, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.6, "ts": "2026-07-02T11:09:48", "prev_close": 22.65, "open": 22.56, "high": 23.4, "low": 22.43, "bid1": 22.59, "ask1": 22.6, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002385:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002385:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002385", "name": "大北农", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 3.01, "exec_low": 3.01, "exec_high": 3.1, "invalid_price": 2.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 3.1, "max_chase_pct": 3.0, "base_exec_high": 3.1, "dynamic_exec_high": null, "entry_zone_low": 2.96, "entry_zone_high": 3.06, "entry_risk_pct": null, "intraday_vwap": 2.9527, "price_vs_vwap_pct": -1.7848, "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": 0.0066, "prev_amount_yi": 0.0084, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 2.91, "high": 2.91, "low": 2.9, "close": 2.9, "amount_yi": 0.0014 }, { "time": "11:08", "open": 2.9, "high": 2.91, "low": 2.9, "close": 2.91, "amount_yi": 0.0032 }, { "time": "11:09", "open": 2.9, "high": 2.9, "low": 2.9, "close": 2.9, "amount_yi": 0.002 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.9, "ts": "2026-07-02T11:09:48", "prev_close": 2.96, "open": 2.95, "high": 3.02, "low": 2.89, "bid1": 2.9, "ask1": 2.91, "bid_qty1": 26017, "ask_qty1": 5997 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002915", "name": "中欣氟材", "side": "BUY", "priority": "P8", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 22.56, "exec_low": 22.56, "exec_high": 23.24, "invalid_price": 21.88, "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": "2026-07-02T11:09:50", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "氟化工概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 23.24, "max_chase_pct": 3.0, "base_exec_high": 23.24, "dynamic_exec_high": null, "entry_zone_low": 22.22, "entry_zone_high": 22.9, "entry_risk_pct": 3.5273, "intraday_vwap": 22.2539, "price_vs_vwap_pct": 1.8698, "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": 22.67, "ts": "2026-07-02T11:09:48", "prev_close": 22.02, "open": 21.03, "high": 22.91, "low": 20.8, "bid1": 22.67, "ask1": 22.68, "bid_qty1": 62, "ask_qty1": 195 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688068:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688068:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688068", "name": "热景生物", "side": "BUY", "priority": "P9", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 93.41, "exec_low": 93.41, "exec_high": 96.21, "invalid_price": 90.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 96.21, "max_chase_pct": 3.0, "base_exec_high": 96.21, "dynamic_exec_high": null, "entry_zone_low": 92.01, "entry_zone_high": 94.81, "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": 0.0176, "prev_amount_yi": 0.0268, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6567, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 106.46, "high": 106.46, "low": 106.45, "close": 106.45, "amount_yi": 0.0046 }, { "time": "11:08", "open": 106.49, "high": 106.78, "low": 106.49, "close": 106.78, "amount_yi": 0.0017 }, { "time": "11:09", "open": 107.0, "high": 107.0, "low": 107.0, "close": 107.0, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 107.0, "ts": "2026-07-02T11:09:50", "prev_close": 93.0, "open": 94.67, "high": 110.0, "low": 94.67, "bid1": 106.81, "ask1": 107.0, "bid_qty1": 29, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688520:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688520:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688520", "name": "神州细胞", "side": "BUY", "priority": "P10", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 38.15, "exec_low": 38.15, "exec_high": 39.29, "invalid_price": 37.01, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 39.29, "max_chase_pct": 3.0, "base_exec_high": 39.29, "dynamic_exec_high": null, "entry_zone_low": 37.58, "entry_zone_high": 38.72, "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": 0.0135, "prev_amount_yi": 0.0172, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7849, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 36.58, "high": 36.58, "low": 36.58, "close": 36.58, "amount_yi": 0.0028 }, { "time": "11:08", "open": 36.67, "high": 36.67, "low": 36.63, "close": 36.63, "amount_yi": 0.0023 }, { "time": "11:09", "open": 36.62, "high": 36.62, "low": 36.62, "close": 36.62, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.62, "ts": "2026-07-02T11:09:50", "prev_close": 37.6, "open": 37.15, "high": 38.63, "low": 36.54, "bid1": 36.58, "ask1": 36.62, "bid_qty1": 105, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688373:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688373:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688373", "name": "盟科药业-U", "side": "BUY", "priority": "P11", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 5.04, "exec_low": 5.04, "exec_high": 5.19, "invalid_price": 4.89, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 5.19, "max_chase_pct": 3.0, "base_exec_high": 5.19, "dynamic_exec_high": null, "entry_zone_low": 4.96, "entry_zone_high": 5.12, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0078, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2187, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.001 }, { "time": "11:08", "open": 4.94, "high": 4.95, "low": 4.94, "close": 4.95, "amount_yi": 0.0007 }, { "time": "11:09", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.95, "ts": "2026-07-02T11:09:47", "prev_close": 4.93, "open": 4.94, "high": 5.17, "low": 4.89, "bid1": 4.94, "ask1": 4.95, "bid_qty1": 523, "ask_qty1": 48 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300761:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300761:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300761", "name": "立华股份", "side": "BUY", "priority": "P12", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 18.75, "exec_low": 18.75, "exec_high": 19.31, "invalid_price": 18.19, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 19.31, "max_chase_pct": 3.0, "base_exec_high": 19.31, "dynamic_exec_high": null, "entry_zone_low": 18.47, "entry_zone_high": 19.03, "entry_risk_pct": null, "intraday_vwap": 17.7013, "price_vs_vwap_pct": -0.3463, "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": 0.0174, "prev_amount_yi": 0.013, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:07", "open": 17.67, "high": 17.67, "low": 17.63, "close": 17.63, "amount_yi": 0.0043 }, { "time": "11:08", "open": 17.7, "high": 17.7, "low": 17.66, "close": 17.66, "amount_yi": 0.0123 }, { "time": "11:09", "open": 17.64, "high": 17.64, "low": 17.64, "close": 17.64, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 131425.26, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.64, "ts": "2026-07-02T11:09:48", "prev_close": 17.79, "open": 17.73, "high": 17.98, "low": 17.46, "bid1": 17.63, "ask1": 17.64, "bid_qty1": 38, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688799:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688799:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688799", "name": "XD华纳药", "side": "BUY", "priority": "W0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 51.88, "exec_low": 51.88, "exec_high": 52.66, "invalid_price": 50.32, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 53.44, "max_chase_pct": 1.5, "base_exec_high": 52.66, "dynamic_exec_high": null, "entry_zone_low": 51.1, "entry_zone_high": 52.66, "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": 0.0219, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 50.35, "high": 50.44, "low": 50.35, "close": 50.44, "amount_yi": 0.0108 }, { "time": "11:06", "open": 50.38, "high": 50.38, "low": 50.38, "close": 50.38, "amount_yi": 0.001 }, { "time": "11:07", "open": 50.42, "high": 50.53, "low": 50.42, "close": 50.53, "amount_yi": 0.0031 }, { "time": "11:08", "open": 50.6, "high": 50.6, "low": 50.48, "close": 50.48, "amount_yi": 0.0018 }, { "time": "11:09", "open": 50.43, "high": 50.43, "low": 50.43, "close": 50.43, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 50.43, "ts": "2026-07-02T11:09:48", "prev_close": 50.8, "open": 51.57, "high": 53.0, "low": 49.3, "bid1": 50.45, "ask1": 50.59, "bid_qty1": 8, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002422:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002422", "name": "科伦药业", "side": "BUY", "priority": "W1", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 42.37, "exec_low": 42.37, "exec_high": 43.01, "invalid_price": 41.1, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 43.64, "max_chase_pct": 1.5, "base_exec_high": 43.01, "dynamic_exec_high": null, "entry_zone_low": 41.73, "entry_zone_high": 43.01, "entry_risk_pct": null, "intraday_vwap": 43.4615, "price_vs_vwap_pct": 1.8373, "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": 0.3216, "prev_amount_yi": 0.5121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 44.5, "high": 44.5, "low": 44.47, "close": 44.47, "amount_yi": 0.1135 }, { "time": "11:06", "open": 44.4, "high": 44.4, "low": 44.4, "close": 44.4, "amount_yi": 0.0516 }, { "time": "11:07", "open": 44.15, "high": 44.19, "low": 44.15, "close": 44.19, "amount_yi": 0.0517 }, { "time": "11:08", "open": 44.23, "high": 44.34, "low": 44.23, "close": 44.34, "amount_yi": 0.0507 }, { "time": "11:09", "open": 44.26, "high": 44.26, "low": 44.26, "close": 44.26, "amount_yi": 0.0541 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.26, "ts": "2026-07-02T11:09:48", "prev_close": 41.95, "open": 41.19, "high": 44.99, "low": 41.01, "bid1": 44.25, "ask1": 44.28, "bid_qty1": 28, "ask_qty1": 146 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002550:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002550:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002550", "name": "千红制药", "side": "BUY", "priority": "W2", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.83, "exec_low": 6.83, "exec_high": 6.93, "invalid_price": 6.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.03, "max_chase_pct": 1.5, "base_exec_high": 6.93, "dynamic_exec_high": null, "entry_zone_low": 6.73, "entry_zone_high": 6.93, "entry_risk_pct": null, "intraday_vwap": 6.832, "price_vs_vwap_pct": -1.6393, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0269, "prev_amount_yi": 0.0247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 6.72, "high": 6.72, "low": 6.72, "close": 6.72, "amount_yi": 0.0112 }, { "time": "11:06", "open": 6.72, "high": 6.72, "low": 6.72, "close": 6.72, "amount_yi": 0.004 }, { "time": "11:07", "open": 6.72, "high": 6.72, "low": 6.71, "close": 6.71, "amount_yi": 0.0042 }, { "time": "11:08", "open": 6.72, "high": 6.73, "low": 6.72, "close": 6.73, "amount_yi": 0.0025 }, { "time": "11:09", "open": 6.72, "high": 6.72, "low": 6.72, "close": 6.72, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.72, "ts": "2026-07-02T11:09:48", "prev_close": 6.81, "open": 6.74, "high": 7.01, "low": 6.7, "bid1": 6.71, "ask1": 6.72, "bid_qty1": 3026, "ask_qty1": 401 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002793:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002793:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002793", "name": "罗欣药业", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 4.17, "exec_low": 4.17, "exec_high": 4.23, "invalid_price": 4.04, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.3, "max_chase_pct": 1.5, "base_exec_high": 4.23, "dynamic_exec_high": null, "entry_zone_low": 4.11, "entry_zone_high": 4.23, "entry_risk_pct": 3.1175, "intraday_vwap": 4.1893, "price_vs_vwap_pct": -0.4607, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0078, "prev_amount_yi": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 4.16, "high": 4.17, "low": 4.16, "close": 4.17, "amount_yi": 0.0019 }, { "time": "11:06", "open": 4.17, "high": 4.17, "low": 4.17, "close": 4.17, "amount_yi": 0.0003 }, { "time": "11:07", "open": 4.17, "high": 4.17, "low": 4.16, "close": 4.16, "amount_yi": 0.0015 }, { "time": "11:08", "open": 4.16, "high": 4.17, "low": 4.16, "close": 4.17, "amount_yi": 0.0016 }, { "time": "11:09", "open": 4.17, "high": 4.17, "low": 4.17, "close": 4.17, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.17, "ts": "2026-07-02T11:09:48", "prev_close": 4.14, "open": 4.12, "high": 4.27, "low": 4.08, "bid1": 4.16, "ask1": 4.17, "bid_qty1": 1154, "ask_qty1": 453 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002294:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002294", "name": "信立泰", "side": "BUY", "priority": "W4", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 34.53, "exec_low": 34.53, "exec_high": 35.05, "invalid_price": 33.49, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.57, "max_chase_pct": 1.5, "base_exec_high": 35.05, "dynamic_exec_high": null, "entry_zone_low": 34.01, "entry_zone_high": 35.05, "entry_risk_pct": null, "intraday_vwap": 35.6501, "price_vs_vwap_pct": -0.0283, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1165, "prev_amount_yi": 0.1158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.006, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 35.56, "high": 35.65, "low": 35.56, "close": 35.65, "amount_yi": 0.0303 }, { "time": "11:06", "open": 35.63, "high": 35.63, "low": 35.63, "close": 35.63, "amount_yi": 0.0249 }, { "time": "11:07", "open": 35.64, "high": 35.64, "low": 35.63, "close": 35.63, "amount_yi": 0.0174 }, { "time": "11:08", "open": 35.67, "high": 35.75, "low": 35.67, "close": 35.75, "amount_yi": 0.0258 }, { "time": "11:09", "open": 35.64, "high": 35.64, "low": 35.64, "close": 35.64, "amount_yi": 0.0181 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.64, "ts": "2026-07-02T11:09:48", "prev_close": 34.2, "open": 34.48, "high": 36.74, "low": 34.26, "bid1": 35.64, "ask1": 35.65, "bid_qty1": 26, "ask_qty1": 132 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688176:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688176:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688176", "name": "亚虹医药-U", "side": "BUY", "priority": "W5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 11.47, "exec_low": 11.47, "exec_high": 11.64, "invalid_price": 11.13, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.81, "max_chase_pct": 1.5, "base_exec_high": 11.64, "dynamic_exec_high": null, "entry_zone_low": 11.3, "entry_zone_high": 11.64, "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": 0.0236, "prev_amount_yi": 0.025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 11.02, "high": 11.03, "low": 11.02, "close": 11.03, "amount_yi": 0.0083 }, { "time": "11:06", "open": 11.02, "high": 11.02, "low": 11.02, "close": 11.02, "amount_yi": 0.0018 }, { "time": "11:07", "open": 11.03, "high": 11.03, "low": 11.03, "close": 11.03, "amount_yi": 0.0011 }, { "time": "11:08", "open": 11.04, "high": 11.04, "low": 11.04, "close": 11.04, "amount_yi": 0.0039 }, { "time": "11:09", "open": 11.03, "high": 11.03, "low": 11.03, "close": 11.03, "amount_yi": 0.0085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.03, "ts": "2026-07-02T11:09:48", "prev_close": 11.19, "open": 11.05, "high": 11.43, "low": 10.99, "bid1": 11.02, "ask1": 11.03, "bid_qty1": 26, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688513:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688513:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688513", "name": "苑东生物", "side": "BUY", "priority": "W6", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 52.51, "exec_low": 52.51, "exec_high": 53.3, "invalid_price": 50.93, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 54.09, "max_chase_pct": 1.5, "base_exec_high": 53.3, "dynamic_exec_high": null, "entry_zone_low": 51.72, "entry_zone_high": 53.3, "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": 0.0188, "prev_amount_yi": 0.0274, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6861, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 49.81, "high": 50.0, "low": 49.81, "close": 50.0, "amount_yi": 0.0041 }, { "time": "11:06", "open": 49.9, "high": 49.9, "low": 49.9, "close": 49.9, "amount_yi": 0.0007 }, { "time": "11:07", "open": 49.9, "high": 49.9, "low": 49.89, "close": 49.89, "amount_yi": 0.0017 }, { "time": "11:08", "open": 49.91, "high": 49.91, "low": 49.88, "close": 49.88, "amount_yi": 0.0016 }, { "time": "11:09", "open": 49.66, "high": 49.66, "low": 49.66, "close": 49.66, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 49.66, "ts": "2026-07-02T11:09:47", "prev_close": 51.0, "open": 50.54, "high": 54.24, "low": 49.51, "bid1": 49.71, "ask1": 49.73, "bid_qty1": 2, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688221:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688221:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688221", "name": "前沿生物-U", "side": "BUY", "priority": "W7", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.87, "exec_low": 26.87, "exec_high": 27.27, "invalid_price": 26.06, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.68, "max_chase_pct": 1.5, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.47, "entry_zone_high": 27.27, "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": 0.1074, "prev_amount_yi": 0.186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 27.39, "high": 27.42, "low": 27.39, "close": 27.42, "amount_yi": 0.0295 }, { "time": "11:06", "open": 27.3, "high": 27.3, "low": 27.3, "close": 27.3, "amount_yi": 0.0141 }, { "time": "11:07", "open": 27.4, "high": 27.4, "low": 27.4, "close": 27.4, "amount_yi": 0.0236 }, { "time": "11:08", "open": 27.41, "high": 27.41, "low": 27.38, "close": 27.38, "amount_yi": 0.0234 }, { "time": "11:09", "open": 27.36, "high": 27.36, "low": 27.36, "close": 27.36, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.36, "ts": "2026-07-02T11:09:47", "prev_close": 26.59, "open": 26.57, "high": 28.45, "low": 26.06, "bid1": 27.34, "ask1": 27.36, "bid_qty1": 2, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688759:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688759:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688759", "name": "必贝特-U", "side": "BUY", "priority": "W8", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 34.97, "exec_low": 34.97, "exec_high": 35.49, "invalid_price": 33.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.02, "max_chase_pct": 1.5, "base_exec_high": 35.49, "dynamic_exec_high": null, "entry_zone_low": 34.45, "entry_zone_high": 35.49, "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": 0.0411, "prev_amount_yi": 0.0221, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8597, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 34.84, "high": 34.84, "low": 34.84, "close": 34.84, "amount_yi": 0.002 }, { "time": "11:06", "open": 34.74, "high": 34.74, "low": 34.74, "close": 34.74, "amount_yi": 0.0316 }, { "time": "11:07", "open": 34.74, "high": 34.75, "low": 34.74, "close": 34.75, "amount_yi": 0.0003 }, { "time": "11:08", "open": 34.75, "high": 34.75, "low": 34.66, "close": 34.66, "amount_yi": 0.0032 }, { "time": "11:09", "open": 34.72, "high": 34.72, "low": 34.72, "close": 34.72, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.72, "ts": "2026-07-02T11:09:50", "prev_close": 34.29, "open": 34.31, "high": 35.49, "low": 34.05, "bid1": 34.72, "ask1": 34.75, "bid_qty1": 14, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688321:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688321:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688321", "name": "微芯生物", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 28.66, "exec_low": 28.66, "exec_high": 29.09, "invalid_price": 27.8, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.52, "max_chase_pct": 1.5, "base_exec_high": 29.09, "dynamic_exec_high": null, "entry_zone_low": 28.23, "entry_zone_high": 29.09, "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": 0.0475, "prev_amount_yi": 0.0368, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 28.25, "high": 28.3, "low": 28.25, "close": 28.3, "amount_yi": 0.0252 }, { "time": "11:06", "open": 28.34, "high": 28.34, "low": 28.34, "close": 28.34, "amount_yi": 0.0048 }, { "time": "11:07", "open": 28.34, "high": 28.34, "low": 28.31, "close": 28.31, "amount_yi": 0.006 }, { "time": "11:08", "open": 28.34, "high": 28.38, "low": 28.34, "close": 28.38, "amount_yi": 0.0015 }, { "time": "11:09", "open": 28.35, "high": 28.35, "low": 28.35, "close": 28.35, "amount_yi": 0.01 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.35, "ts": "2026-07-02T11:09:48", "prev_close": 28.46, "open": 28.45, "high": 29.5, "low": 28.11, "bid1": 28.34, "ask1": 28.35, "bid_qty1": 28, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688302:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688302:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688302", "name": "海创药业-U", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.65, "exec_low": 37.65, "exec_high": 38.21, "invalid_price": 36.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 38.78, "max_chase_pct": 1.5, "base_exec_high": 38.21, "dynamic_exec_high": null, "entry_zone_low": 37.09, "entry_zone_high": 38.21, "entry_risk_pct": 3.5903, "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": 0.0065, "prev_amount_yi": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0317, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 37.82, "high": 37.85, "low": 37.82, "close": 37.85, "amount_yi": 0.0032 }, { "time": "11:06", "open": 37.84, "high": 37.84, "low": 37.84, "close": 37.84, "amount_yi": 0.0002 }, { "time": "11:07", "open": 37.84, "high": 37.85, "low": 37.84, "close": 37.85, "amount_yi": 0.0023 }, { "time": "11:08", "open": 37.88, "high": 37.88, "low": 37.88, "close": 37.88, "amount_yi": 0.0003 }, { "time": "11:09", "open": 37.85, "high": 37.85, "low": 37.85, "close": 37.85, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.85, "ts": "2026-07-02T11:09:42", "prev_close": 37.65, "open": 37.6, "high": 39.5, "low": 37.5, "bid1": 37.85, "ask1": 37.88, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688578:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688578:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688578", "name": "艾力斯", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 125.98, "exec_low": 125.98, "exec_high": 127.87, "invalid_price": 122.2, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 129.76, "max_chase_pct": 1.5, "base_exec_high": 127.87, "dynamic_exec_high": null, "entry_zone_low": 124.09, "entry_zone_high": 127.87, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2588, "prev_amount_yi": 0.3364, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7693, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 122.86, "high": 123.04, "low": 122.86, "close": 123.04, "amount_yi": 0.1335 }, { "time": "11:06", "open": 122.94, "high": 122.94, "low": 122.94, "close": 122.94, "amount_yi": 0.0279 }, { "time": "11:07", "open": 123.01, "high": 123.05, "low": 123.01, "close": 123.05, "amount_yi": 0.034 }, { "time": "11:08", "open": 123.0, "high": 123.04, "low": 123.0, "close": 123.04, "amount_yi": 0.0281 }, { "time": "11:09", "open": 123.04, "high": 123.04, "low": 123.04, "close": 123.04, "amount_yi": 0.0353 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 123.04, "ts": "2026-07-02T11:09:48", "prev_close": 125.81, "open": 124.56, "high": 132.88, "low": 120.58, "bid1": 123.04, "ask1": 123.06, "bid_qty1": 2, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300199:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300199:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300199", "name": "翰宇药业", "side": "BUY", "priority": "W12", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 24.08, "exec_low": 24.08, "exec_high": 24.44, "invalid_price": 23.36, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.8, "max_chase_pct": 1.5, "base_exec_high": 24.44, "dynamic_exec_high": null, "entry_zone_low": 23.72, "entry_zone_high": 24.44, "entry_risk_pct": null, "intraday_vwap": 23.9027, "price_vs_vwap_pct": -2.8562, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1251, "prev_amount_yi": 0.125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 23.2, "high": 23.22, "low": 23.2, "close": 23.22, "amount_yi": 0.0442 }, { "time": "11:06", "open": 23.19, "high": 23.19, "low": 23.19, "close": 23.19, "amount_yi": 0.0298 }, { "time": "11:07", "open": 23.2, "high": 23.2, "low": 23.19, "close": 23.19, "amount_yi": 0.0142 }, { "time": "11:08", "open": 23.21, "high": 23.23, "low": 23.21, "close": 23.23, "amount_yi": 0.0146 }, { "time": "11:09", "open": 23.22, "high": 23.22, "low": 23.22, "close": 23.22, "amount_yi": 0.0223 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.22, "ts": "2026-07-02T11:09:48", "prev_close": 23.93, "open": 24.03, "high": 25.2, "low": 23.11, "bid1": 23.21, "ask1": 23.22, "bid_qty1": 177, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300723:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300723:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300723", "name": "一品红", "side": "BUY", "priority": "W13", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 40.97, "exec_low": 40.97, "exec_high": 41.58, "invalid_price": 39.74, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 42.2, "max_chase_pct": 1.5, "base_exec_high": 41.58, "dynamic_exec_high": null, "entry_zone_low": 40.36, "entry_zone_high": 41.58, "entry_risk_pct": null, "intraday_vwap": 40.193, "price_vs_vwap_pct": -1.55, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0437, "prev_amount_yi": 0.0503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 39.58, "high": 39.65, "low": 39.58, "close": 39.65, "amount_yi": 0.0207 }, { "time": "11:06", "open": 39.57, "high": 39.57, "low": 39.57, "close": 39.57, "amount_yi": 0.0049 }, { "time": "11:07", "open": 39.57, "high": 39.6, "low": 39.57, "close": 39.6, "amount_yi": 0.0033 }, { "time": "11:08", "open": 39.64, "high": 39.64, "low": 39.61, "close": 39.61, "amount_yi": 0.0027 }, { "time": "11:09", "open": 39.57, "high": 39.57, "low": 39.57, "close": 39.57, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.57, "ts": "2026-07-02T11:09:48", "prev_close": 40.42, "open": 40.03, "high": 41.76, "low": 39.2, "bid1": 39.56, "ask1": 39.57, "bid_qty1": 5, "ask_qty1": 44 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688062:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688062:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688062", "name": "迈威生物-U", "side": "BUY", "priority": "W14", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 31.8, "exec_low": 31.8, "exec_high": 32.28, "invalid_price": 30.85, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 32.75, "max_chase_pct": 1.5, "base_exec_high": 32.28, "dynamic_exec_high": null, "entry_zone_low": 31.32, "entry_zone_high": 32.28, "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": 0.0472, "prev_amount_yi": 0.0335, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 30.36, "high": 30.4, "low": 30.36, "close": 30.4, "amount_yi": 0.0226 }, { "time": "11:06", "open": 30.35, "high": 30.35, "low": 30.35, "close": 30.35, "amount_yi": 0.0073 }, { "time": "11:07", "open": 30.4, "high": 30.42, "low": 30.4, "close": 30.42, "amount_yi": 0.007 }, { "time": "11:08", "open": 30.46, "high": 30.46, "low": 30.39, "close": 30.39, "amount_yi": 0.0067 }, { "time": "11:09", "open": 30.4, "high": 30.4, "low": 30.4, "close": 30.4, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.4, "ts": "2026-07-02T11:09:50", "prev_close": 31.0, "open": 30.94, "high": 32.26, "low": 30.01, "bid1": 30.4, "ask1": 30.45, "bid_qty1": 3, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301281:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.301281:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301281", "name": "科源制药", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 57.6, "exec_low": 57.6, "exec_high": 58.46, "invalid_price": 55.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 59.33, "max_chase_pct": 1.5, "base_exec_high": 58.46, "dynamic_exec_high": null, "entry_zone_low": 56.74, "entry_zone_high": 58.46, "entry_risk_pct": 3.3056, "intraday_vwap": 57.5254, "price_vs_vwap_pct": 0.4426, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0278, "prev_amount_yi": 0.0422, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6588, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 58.08, "high": 58.08, "low": 58.04, "close": 58.04, "amount_yi": 0.0068 }, { "time": "11:06", "open": 57.98, "high": 57.98, "low": 57.98, "close": 57.98, "amount_yi": 0.0015 }, { "time": "11:07", "open": 57.92, "high": 57.92, "low": 57.85, "close": 57.85, "amount_yi": 0.0061 }, { "time": "11:08", "open": 57.82, "high": 57.82, "low": 57.8, "close": 57.8, "amount_yi": 0.0106 }, { "time": "11:09", "open": 57.78, "high": 57.78, "low": 57.78, "close": 57.78, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.78, "ts": "2026-07-02T11:09:48", "prev_close": 56.29, "open": 55.04, "high": 59.24, "low": 54.7, "bid1": 57.77, "ask1": 57.78, "bid_qty1": 1, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688658:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688658:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688658", "name": "悦康药业", "side": "BUY", "priority": "W16", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.09, "exec_low": 14.09, "exec_high": 14.3, "invalid_price": 13.67, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.51, "max_chase_pct": 1.5, "base_exec_high": 14.3, "dynamic_exec_high": null, "entry_zone_low": 13.88, "entry_zone_high": 14.3, "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": 0.0474, "prev_amount_yi": 0.0575, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8243, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 14.11, "high": 14.15, "low": 14.11, "close": 14.15, "amount_yi": 0.0134 }, { "time": "11:06", "open": 14.13, "high": 14.13, "low": 14.13, "close": 14.13, "amount_yi": 0.0086 }, { "time": "11:07", "open": 14.12, "high": 14.13, "low": 14.12, "close": 14.13, "amount_yi": 0.01 }, { "time": "11:08", "open": 14.15, "high": 14.15, "low": 14.11, "close": 14.11, "amount_yi": 0.0097 }, { "time": "11:09", "open": 14.06, "high": 14.06, "low": 14.06, "close": 14.06, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.06, "ts": "2026-07-02T11:09:49", "prev_close": 13.92, "open": 13.95, "high": 14.38, "low": 13.76, "bid1": 14.06, "ask1": 14.07, "bid_qty1": 8, "ask_qty1": 65 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688382:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688382:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688382", "name": "益方生物-U", "side": "BUY", "priority": "W17", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 20.69, "exec_low": 20.69, "exec_high": 21.0, "invalid_price": 20.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.31, "max_chase_pct": 1.5, "base_exec_high": 21.0, "dynamic_exec_high": null, "entry_zone_low": 20.38, "entry_zone_high": 21.0, "entry_risk_pct": 3.6486, "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": 0.0718, "prev_amount_yi": 0.0503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 20.95, "high": 20.95, "low": 20.93, "close": 20.93, "amount_yi": 0.0225 }, { "time": "11:06", "open": 20.79, "high": 20.79, "low": 20.79, "close": 20.79, "amount_yi": 0.0115 }, { "time": "11:07", "open": 20.81, "high": 20.86, "low": 20.81, "close": 20.86, "amount_yi": 0.019 }, { "time": "11:08", "open": 20.9, "high": 20.9, "low": 20.86, "close": 20.86, "amount_yi": 0.0132 }, { "time": "11:09", "open": 20.82, "high": 20.82, "low": 20.82, "close": 20.82, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.82, "ts": "2026-07-02T11:09:50", "prev_close": 20.45, "open": 20.77, "high": 22.39, "low": 20.46, "bid1": 20.82, "ask1": 20.83, "bid_qty1": 11, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688197:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688197:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688197", "name": "首药控股-U", "side": "BUY", "priority": "W18", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.49, "exec_low": 36.49, "exec_high": 37.04, "invalid_price": 35.4, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 37.58, "max_chase_pct": 1.5, "base_exec_high": 37.04, "dynamic_exec_high": null, "entry_zone_low": 35.94, "entry_zone_high": 37.04, "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": 0.0166, "prev_amount_yi": 0.0386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 36.35, "high": 36.38, "low": 36.35, "close": 36.38, "amount_yi": 0.0088 }, { "time": "11:06", "open": 36.3, "high": 36.3, "low": 36.3, "close": 36.3, "amount_yi": 0.0015 }, { "time": "11:07", "open": 36.28, "high": 36.38, "low": 36.28, "close": 36.38, "amount_yi": 0.0026 }, { "time": "11:08", "open": 36.51, "high": 36.51, "low": 36.5, "close": 36.5, "amount_yi": 0.003 }, { "time": "11:09", "open": 36.28, "high": 36.28, "low": 36.28, "close": 36.28, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.28, "ts": "2026-07-02T11:09:49", "prev_close": 36.09, "open": 36.49, "high": 37.88, "low": 35.6, "bid1": 36.28, "ask1": 36.37, "bid_qty1": 0, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300765:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300765:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300765", "name": "石药创新", "side": "BUY", "priority": "W19", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 31.5, "exec_low": 31.5, "exec_high": 31.97, "invalid_price": 30.55, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 32.45, "max_chase_pct": 1.5, "base_exec_high": 31.97, "dynamic_exec_high": null, "entry_zone_low": 31.03, "entry_zone_high": 31.97, "entry_risk_pct": null, "intraday_vwap": 33.0786, "price_vs_vwap_pct": -0.7515, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0929, "prev_amount_yi": 0.0502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 32.76, "high": 32.79, "low": 32.76, "close": 32.79, "amount_yi": 0.0199 }, { "time": "11:06", "open": 32.75, "high": 32.75, "low": 32.75, "close": 32.75, "amount_yi": 0.0029 }, { "time": "11:07", "open": 32.78, "high": 32.87, "low": 32.78, "close": 32.87, "amount_yi": 0.0184 }, { "time": "11:08", "open": 32.92, "high": 32.92, "low": 32.89, "close": 32.89, "amount_yi": 0.0244 }, { "time": "11:09", "open": 32.83, "high": 32.83, "low": 32.83, "close": 32.83, "amount_yi": 0.0273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.83, "ts": "2026-07-02T11:09:48", "prev_close": 30.75, "open": 30.9, "high": 34.34, "low": 30.8, "bid1": 32.79, "ask1": 32.83, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688266:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688266:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688266", "name": "泽璟制药-U", "side": "BUY", "priority": "W20", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 131.5, "exec_low": 131.5, "exec_high": 133.47, "invalid_price": 127.55, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 135.44, "max_chase_pct": 1.5, "base_exec_high": 133.47, "dynamic_exec_high": null, "entry_zone_low": 129.53, "entry_zone_high": 133.47, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2467, "prev_amount_yi": 0.1595, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5467, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 126.88, "high": 126.88, "low": 126.85, "close": 126.85, "amount_yi": 0.1213 }, { "time": "11:06", "open": 126.68, "high": 126.68, "low": 126.68, "close": 126.68, "amount_yi": 0.0216 }, { "time": "11:07", "open": 126.74, "high": 126.75, "low": 126.74, "close": 126.75, "amount_yi": 0.0327 }, { "time": "11:08", "open": 126.7, "high": 126.71, "low": 126.7, "close": 126.71, "amount_yi": 0.016 }, { "time": "11:09", "open": 127.34, "high": 127.34, "low": 127.34, "close": 127.34, "amount_yi": 0.0551 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 127.34, "ts": "2026-07-02T11:09:49", "prev_close": 130.0, "open": 130.34, "high": 138.0, "low": 126.5, "bid1": 127.17, "ask1": 127.34, "bid_qty1": 1, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688192:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688192:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688192", "name": "迪哲医药-U", "side": "BUY", "priority": "W21", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 43.88, "exec_low": 43.88, "exec_high": 44.54, "invalid_price": 42.56, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 45.2, "max_chase_pct": 1.5, "base_exec_high": 44.54, "dynamic_exec_high": null, "entry_zone_low": 43.22, "entry_zone_high": 44.54, "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": 0.0631, "prev_amount_yi": 0.0447, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 43.43, "high": 43.57, "low": 43.43, "close": 43.57, "amount_yi": 0.0259 }, { "time": "11:06", "open": 43.45, "high": 43.45, "low": 43.45, "close": 43.45, "amount_yi": 0.007 }, { "time": "11:07", "open": 43.55, "high": 43.59, "low": 43.55, "close": 43.59, "amount_yi": 0.0095 }, { "time": "11:08", "open": 43.66, "high": 43.66, "low": 43.58, "close": 43.58, "amount_yi": 0.0075 }, { "time": "11:09", "open": 43.58, "high": 43.58, "low": 43.58, "close": 43.58, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.58, "ts": "2026-07-02T11:09:49", "prev_close": 43.81, "open": 44.13, "high": 45.95, "low": 43.32, "bid1": 43.52, "ask1": 43.58, "bid_qty1": 7, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300016:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300016:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300016", "name": "北陆药业", "side": "BUY", "priority": "W22", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 8.28, "exec_low": 8.28, "exec_high": 8.4, "invalid_price": 8.03, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.53, "max_chase_pct": 1.5, "base_exec_high": 8.4, "dynamic_exec_high": null, "entry_zone_low": 8.16, "entry_zone_high": 8.4, "entry_risk_pct": null, "intraday_vwap": 8.3515, "price_vs_vwap_pct": -1.2154, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0242, "prev_amount_yi": 0.016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5125, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 8.24, "high": 8.26, "low": 8.24, "close": 8.26, "amount_yi": 0.0062 }, { "time": "11:06", "open": 8.26, "high": 8.26, "low": 8.26, "close": 8.26, "amount_yi": 0.0016 }, { "time": "11:07", "open": 8.26, "high": 8.27, "low": 8.26, "close": 8.27, "amount_yi": 0.0049 }, { "time": "11:08", "open": 8.27, "high": 8.27, "low": 8.27, "close": 8.27, "amount_yi": 0.0071 }, { "time": "11:09", "open": 8.25, "high": 8.25, "low": 8.25, "close": 8.25, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.25, "ts": "2026-07-02T11:09:45", "prev_close": 8.24, "open": 8.21, "high": 8.56, "low": 8.16, "bid1": 8.25, "ask1": 8.26, "bid_qty1": 95, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301246:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.301246:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.301246", "name": "宏源药业", "side": "BUY", "priority": "W23", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.14, "exec_low": 29.14, "exec_high": 29.58, "invalid_price": 28.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.01, "max_chase_pct": 1.5, "base_exec_high": 29.58, "dynamic_exec_high": null, "entry_zone_low": 28.7, "entry_zone_high": 29.58, "entry_risk_pct": null, "intraday_vwap": 28.641, "price_vs_vwap_pct": 0.5551, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0491, "prev_amount_yi": 0.0611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8036, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 28.81, "high": 28.81, "low": 28.79, "close": 28.79, "amount_yi": 0.0217 }, { "time": "11:06", "open": 28.77, "high": 28.77, "low": 28.77, "close": 28.77, "amount_yi": 0.0071 }, { "time": "11:07", "open": 28.75, "high": 28.77, "low": 28.75, "close": 28.77, "amount_yi": 0.0047 }, { "time": "11:08", "open": 28.76, "high": 28.78, "low": 28.76, "close": 28.78, "amount_yi": 0.0093 }, { "time": "11:09", "open": 28.8, "high": 28.8, "low": 28.8, "close": 28.8, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.8, "ts": "2026-07-02T11:09:48", "prev_close": 28.94, "open": 28.79, "high": 29.07, "low": 28.3, "bid1": 28.78, "ask1": 28.8, "bid_qty1": 3, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300255:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300255:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300255", "name": "常山药业", "side": "BUY", "priority": "W24", "status": "NEAR_TRIGGER", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 25.13, "exec_low": 25.13, "exec_high": 25.51, "invalid_price": 24.38, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.88, "max_chase_pct": 1.5, "base_exec_high": 25.51, "dynamic_exec_high": null, "entry_zone_low": 24.75, "entry_zone_high": 25.51, "entry_risk_pct": null, "intraday_vwap": 25.7308, "price_vs_vwap_pct": -3.3065, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1512, "prev_amount_yi": 0.1301, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 24.85, "high": 24.86, "low": 24.85, "close": 24.86, "amount_yi": 0.0769 }, { "time": "11:06", "open": 24.8, "high": 24.8, "low": 24.8, "close": 24.8, "amount_yi": 0.0109 }, { "time": "11:07", "open": 24.84, "high": 24.87, "low": 24.84, "close": 24.87, "amount_yi": 0.0144 }, { "time": "11:08", "open": 24.92, "high": 24.93, "low": 24.92, "close": 24.93, "amount_yi": 0.0277 }, { "time": "11:09", "open": 24.88, "high": 24.88, "low": 24.88, "close": 24.88, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.88, "ts": "2026-07-02T11:09:48", "prev_close": 25.09, "open": 25.07, "high": 27.0, "low": 24.67, "bid1": 24.87, "ask1": 24.88, "bid_qty1": 33, "ask_qty1": 63 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300086:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300086:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300086", "name": "康芝药业", "side": "BUY", "priority": "W25", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.44, "exec_low": 6.44, "exec_high": 6.54, "invalid_price": 6.25, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.63, "max_chase_pct": 1.5, "base_exec_high": 6.54, "dynamic_exec_high": null, "entry_zone_low": 6.34, "entry_zone_high": 6.54, "entry_risk_pct": null, "intraday_vwap": 6.9572, "price_vs_vwap_pct": -4.1281, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0368, "prev_amount_yi": 0.0337, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 6.69, "high": 6.7, "low": 6.69, "close": 6.7, "amount_yi": 0.0079 }, { "time": "11:06", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0171 }, { "time": "11:07", "open": 6.67, "high": 6.67, "low": 6.67, "close": 6.67, "amount_yi": 0.0034 }, { "time": "11:08", "open": 6.67, "high": 6.68, "low": 6.67, "close": 6.68, "amount_yi": 0.0038 }, { "time": "11:09", "open": 6.67, "high": 6.67, "low": 6.67, "close": 6.67, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.67, "ts": "2026-07-02T11:09:48", "prev_close": 6.4, "open": 6.43, "high": 7.4, "low": 6.41, "bid1": 6.67, "ask1": 6.68, "bid_qty1": 905, "ask_qty1": 432 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600378:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.600378:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600378", "name": "昊华科技", "side": "BUY", "priority": "W26", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 82.92, "exec_low": 82.92, "exec_high": 84.16, "invalid_price": 80.43, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "氟化工概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 85.41, "max_chase_pct": 1.5, "base_exec_high": 84.16, "dynamic_exec_high": null, "entry_zone_low": 81.68, "entry_zone_high": 84.16, "entry_risk_pct": null, "intraday_vwap": 82.3324, "price_vs_vwap_pct": 5.0741, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.9148, "prev_amount_yi": 0.7946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 87.32, "high": 87.32, "low": 86.75, "close": 86.75, "amount_yi": 0.2764 }, { "time": "11:06", "open": 86.74, "high": 86.74, "low": 86.74, "close": 86.74, "amount_yi": 0.124 }, { "time": "11:07", "open": 86.54, "high": 86.59, "low": 86.54, "close": 86.59, "amount_yi": 0.2412 }, { "time": "11:08", "open": 86.1, "high": 86.34, "low": 86.1, "close": 86.34, "amount_yi": 0.1299 }, { "time": "11:09", "open": 86.51, "high": 86.51, "low": 86.51, "close": 86.51, "amount_yi": 0.1433 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.51, "ts": "2026-07-02T11:09:48", "prev_close": 81.0, "open": 76.81, "high": 88.1, "low": 73.82, "bid1": 86.63, "ask1": 86.67, "bid_qty1": 2, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000422:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.000422:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000422", "name": "湖北宜化", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 15.44, "exec_low": 15.44, "exec_high": 15.67, "invalid_price": 14.98, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "氟化工概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.9, "max_chase_pct": 1.5, "base_exec_high": 15.67, "dynamic_exec_high": null, "entry_zone_low": 15.21, "entry_zone_high": 15.67, "entry_risk_pct": null, "intraday_vwap": 14.9859, "price_vs_vwap_pct": -0.0394, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1539, "prev_amount_yi": 0.1599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 15.05, "high": 15.05, "low": 15.02, "close": 15.02, "amount_yi": 0.0469 }, { "time": "11:06", "open": 15.01, "high": 15.01, "low": 15.01, "close": 15.01, "amount_yi": 0.0156 }, { "time": "11:07", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0346 }, { "time": "11:08", "open": 14.97, "high": 14.97, "low": 14.96, "close": 14.96, "amount_yi": 0.0278 }, { "time": "11:09", "open": 14.98, "high": 14.98, "low": 14.98, "close": 14.98, "amount_yi": 0.029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.98, "ts": "2026-07-02T11:09:48", "prev_close": 15.05, "open": 14.9, "high": 15.19, "low": 14.69, "bid1": 14.98, "ask1": 14.99, "bid_qty1": 30, "ask_qty1": 143 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.605020:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.605020:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.605020", "name": "永和股份", "side": "BUY", "priority": "W28", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 44.79, "exec_low": 44.79, "exec_high": 45.46, "invalid_price": 43.45, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "氟化工概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 46.13, "max_chase_pct": 1.5, "base_exec_high": 45.46, "dynamic_exec_high": null, "entry_zone_low": 44.12, "entry_zone_high": 45.46, "entry_risk_pct": null, "intraday_vwap": 44.841, "price_vs_vwap_pct": 5.9967, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4943, "prev_amount_yi": 0.3128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5802, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 47.65, "high": 47.65, "low": 47.63, "close": 47.63, "amount_yi": 0.2468 }, { "time": "11:06", "open": 47.45, "high": 47.45, "low": 47.45, "close": 47.45, "amount_yi": 0.0915 }, { "time": "11:07", "open": 47.51, "high": 47.51, "low": 47.5, "close": 47.5, "amount_yi": 0.0437 }, { "time": "11:08", "open": 47.31, "high": 47.48, "low": 47.31, "close": 47.48, "amount_yi": 0.0372 }, { "time": "11:09", "open": 47.53, "high": 47.53, "low": 47.53, "close": 47.53, "amount_yi": 0.0751 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.53, "ts": "2026-07-02T11:09:49", "prev_close": 43.99, "open": 42.69, "high": 47.99, "low": 41.29, "bid1": 47.51, "ask1": 47.53, "bid_qty1": 9, "ask_qty1": 74 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688549:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688549:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688549", "name": "中巨芯-U", "side": "BUY", "priority": "W29", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 41.66, "exec_low": 41.66, "exec_high": 42.28, "invalid_price": 40.41, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "氟化工概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 42.91, "max_chase_pct": 1.5, "base_exec_high": 42.28, "dynamic_exec_high": null, "entry_zone_low": 41.04, "entry_zone_high": 42.28, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4286, "prev_amount_yi": 0.3473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 42.45, "high": 42.45, "low": 42.34, "close": 42.34, "amount_yi": 0.1483 }, { "time": "11:06", "open": 42.34, "high": 42.34, "low": 42.34, "close": 42.34, "amount_yi": 0.0514 }, { "time": "11:07", "open": 42.23, "high": 42.23, "low": 42.19, "close": 42.19, "amount_yi": 0.0687 }, { "time": "11:08", "open": 42.0, "high": 42.0, "low": 42.0, "close": 42.0, "amount_yi": 0.0877 }, { "time": "11:09", "open": 42.49, "high": 42.49, "low": 42.49, "close": 42.49, "amount_yi": 0.0725 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.49, "ts": "2026-07-02T11:09:49", "prev_close": 40.6, "open": 38.0, "high": 43.0, "low": 35.8, "bid1": 42.43, "ask1": 42.49, "bid_qty1": 44, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300244:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300244:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300244", "name": "迪安诊断", "side": "BUY", "priority": "W30", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 20.84, "exec_low": 20.84, "exec_high": 21.15, "invalid_price": 20.21, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.47, "max_chase_pct": 1.5, "base_exec_high": 21.15, "dynamic_exec_high": null, "entry_zone_low": 20.53, "entry_zone_high": 21.15, "entry_risk_pct": null, "intraday_vwap": 20.5811, "price_vs_vwap_pct": -0.2969, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1093, "prev_amount_yi": 0.0679, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6097, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 20.53, "high": 20.58, "low": 20.53, "close": 20.58, "amount_yi": 0.0405 }, { "time": "11:06", "open": 20.5, "high": 20.5, "low": 20.5, "close": 20.5, "amount_yi": 0.0204 }, { "time": "11:07", "open": 20.49, "high": 20.51, "low": 20.49, "close": 20.51, "amount_yi": 0.0331 }, { "time": "11:08", "open": 20.55, "high": 20.55, "low": 20.53, "close": 20.53, "amount_yi": 0.0101 }, { "time": "11:09", "open": 20.52, "high": 20.52, "low": 20.52, "close": 20.52, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.52, "ts": "2026-07-02T11:09:48", "prev_close": 20.5, "open": 20.54, "high": 20.97, "low": 20.12, "bid1": 20.51, "ask1": 20.52, "bid_qty1": 31, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002317:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.002317:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002317", "name": "众生药业", "side": "BUY", "priority": "W31", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.98, "exec_low": 26.98, "exec_high": 27.38, "invalid_price": 26.17, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.79, "max_chase_pct": 1.5, "base_exec_high": 27.38, "dynamic_exec_high": null, "entry_zone_low": 26.58, "entry_zone_high": 27.38, "entry_risk_pct": null, "intraday_vwap": 26.8475, "price_vs_vwap_pct": -1.4433, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1439, "prev_amount_yi": 0.0928, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 26.39, "high": 26.4, "low": 26.39, "close": 26.4, "amount_yi": 0.02 }, { "time": "11:06", "open": 26.4, "high": 26.4, "low": 26.4, "close": 26.4, "amount_yi": 0.0288 }, { "time": "11:07", "open": 26.39, "high": 26.39, "low": 26.38, "close": 26.38, "amount_yi": 0.0184 }, { "time": "11:08", "open": 26.45, "high": 26.46, "low": 26.45, "close": 26.46, "amount_yi": 0.039 }, { "time": "11:09", "open": 26.46, "high": 26.46, "low": 26.46, "close": 26.46, "amount_yi": 0.0377 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.46, "ts": "2026-07-02T11:09:48", "prev_close": 26.71, "open": 26.49, "high": 27.52, "low": 26.23, "bid1": 26.45, "ask1": 26.46, "bid_qty1": 14, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300878:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SZSE.300878:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300878", "name": "维康药业", "side": "BUY", "priority": "W32", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 35.45, "exec_low": 35.45, "exec_high": 35.98, "invalid_price": 34.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "肝炎概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.51, "max_chase_pct": 1.5, "base_exec_high": 35.98, "dynamic_exec_high": null, "entry_zone_low": 34.92, "entry_zone_high": 35.98, "entry_risk_pct": null, "intraday_vwap": 35.349, "price_vs_vwap_pct": -1.3551, "energy_floor_hint_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": 0.0216, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 34.97, "high": 35.01, "low": 34.97, "close": 35.01, "amount_yi": 0.0086 }, { "time": "11:06", "open": 34.88, "high": 34.88, "low": 34.88, "close": 34.88, "amount_yi": 0.0032 }, { "time": "11:07", "open": 34.88, "high": 34.88, "low": 34.87, "close": 34.87, "amount_yi": 0.0035 }, { "time": "11:08", "open": 34.9, "high": 34.9, "low": 34.9, "close": 34.9, "amount_yi": 0.0007 }, { "time": "11:09", "open": 34.87, "high": 34.87, "low": 34.87, "close": 34.87, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.87, "ts": "2026-07-02T11:09:48", "prev_close": 34.95, "open": 34.93, "high": 36.27, "low": 34.07, "bid1": 34.85, "ask1": 34.88, "bid_qty1": 53, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688336:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260701:SHSE.688336:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.688336", "name": "三生国健", "side": "BUY", "priority": "W33", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 63.3, "exec_low": 63.3, "exec_high": 64.25, "invalid_price": 61.4, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "单抗概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 65.2, "max_chase_pct": 1.5, "base_exec_high": 64.25, "dynamic_exec_high": null, "entry_zone_low": 62.35, "entry_zone_high": 64.25, "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": 0.1148, "prev_amount_yi": 0.0799, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:05", "open": 57.18, "high": 57.33, "low": 57.18, "close": 57.33, "amount_yi": 0.0499 }, { "time": "11:06", "open": 57.26, "high": 57.26, "low": 57.26, "close": 57.26, "amount_yi": 0.0127 }, { "time": "11:07", "open": 57.18, "high": 57.31, "low": 57.18, "close": 57.31, "amount_yi": 0.0209 }, { "time": "11:08", "open": 57.45, "high": 57.45, "low": 57.33, "close": 57.33, "amount_yi": 0.0113 }, { "time": "11:09", "open": 57.31, "high": 57.31, "low": 57.31, "close": 57.31, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.31, "ts": "2026-07-02T11:09:48", "prev_close": 58.5, "open": 57.75, "high": 61.98, "low": 55.98, "bid1": 57.31, "ask1": 57.34, "bid_qty1": 15, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688247:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.688247:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688247", "name": "宣泰医药", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 0.0376, "prev_amount_yi": 0.0231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.0133 }, { "time": "11:06", "open": 9.43, "high": 9.43, "low": 9.43, "close": 9.43, "amount_yi": 0.0047 }, { "time": "11:07", "open": 9.44, "high": 9.44, "low": 9.44, "close": 9.44, "amount_yi": 0.005 }, { "time": "11:08", "open": 9.45, "high": 9.46, "low": 9.45, "close": 9.46, "amount_yi": 0.0096 }, { "time": "11:09", "open": 9.47, "high": 9.47, "low": 9.47, "close": 9.47, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.47, "ts": "2026-07-02T11:09:48", "prev_close": 9.02, "open": 9.0, "high": 9.88, "low": 8.9, "bid1": 9.45, "ask1": 9.47, "bid_qty1": 21, "ask_qty1": 166 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688553:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.688553:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.688553", "name": "汇宇制药-W", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 0.1255, "prev_amount_yi": 0.1179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0645, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 12.67, "high": 12.69, "low": 12.67, "close": 12.69, "amount_yi": 0.0482 }, { "time": "11:06", "open": 12.72, "high": 12.72, "low": 12.72, "close": 12.72, "amount_yi": 0.0241 }, { "time": "11:07", "open": 12.74, "high": 12.74, "low": 12.71, "close": 12.71, "amount_yi": 0.033 }, { "time": "11:08", "open": 12.7, "high": 12.7, "low": 12.66, "close": 12.66, "amount_yi": 0.0058 }, { "time": "11:09", "open": 12.63, "high": 12.63, "low": 12.63, "close": 12.63, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.63, "ts": "2026-07-02T11:09:49", "prev_close": 12.76, "open": 13.05, "high": 14.27, "low": 12.51, "bid1": 12.62, "ask1": 12.63, "bid_qty1": 39, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603351:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.603351:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603351", "name": "威尔药业", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 26.9417, "price_vs_vwap_pct": -2.3818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0095, "prev_amount_yi": 0.0061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5574, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 26.27, "high": 26.35, "low": 26.27, "close": 26.35, "amount_yi": 0.0051 }, { "time": "11:06", "open": 26.28, "high": 26.28, "low": 26.28, "close": 26.28, "amount_yi": 0.0014 }, { "time": "11:07", "open": 26.28, "high": 26.28, "low": 26.26, "close": 26.26, "amount_yi": 0.0016 }, { "time": "11:08", "open": 26.26, "high": 26.3, "low": 26.26, "close": 26.3, "amount_yi": 0.0006 }, { "time": "11:09", "open": 26.3, "high": 26.3, "low": 26.3, "close": 26.3, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.3, "ts": "2026-07-02T11:09:46", "prev_close": 26.85, "open": 27.45, "high": 27.58, "low": 26.15, "bid1": 26.3, "ask1": 26.33, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002653:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002653:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002653", "name": "海思科", "side": "BUY", "priority": "W37", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 72.0776, "price_vs_vwap_pct": -2.8824, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.135, "prev_amount_yi": 0.1458, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9259, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 70.0, "high": 70.0, "low": 69.99, "close": 69.99, "amount_yi": 0.0455 }, { "time": "11:06", "open": 69.93, "high": 69.93, "low": 69.93, "close": 69.93, "amount_yi": 0.0286 }, { "time": "11:07", "open": 69.97, "high": 69.97, "low": 69.93, "close": 69.93, "amount_yi": 0.0248 }, { "time": "11:08", "open": 69.97, "high": 69.99, "low": 69.97, "close": 69.99, "amount_yi": 0.0115 }, { "time": "11:09", "open": 70.0, "high": 70.0, "low": 70.0, "close": 70.0, "amount_yi": 0.0246 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 70.0, "ts": "2026-07-02T11:09:48", "prev_close": 72.96, "open": 71.24, "high": 76.0, "low": 69.0, "bid1": 70.0, "ask1": 70.01, "bid_qty1": 3, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002826:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002826:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002826", "name": "易明医药", "side": "BUY", "priority": "W38", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 17.9353, "price_vs_vwap_pct": 1.3643, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0022, "prev_amount_yi": 0.0026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:03", "open": 18.18, "high": 18.18, "low": 18.18, "close": 18.18, "amount_yi": 0.0003 }, { "time": "11:05", "open": 18.18, "high": 18.18, "low": 18.18, "close": 18.18, "amount_yi": 0.0006 }, { "time": "11:06", "open": 18.18, "high": 18.18, "low": 18.18, "close": 18.18, "amount_yi": 0.0002 }, { "time": "11:07", "open": 18.18, "high": 18.18, "low": 18.18, "close": 18.18, "amount_yi": 0.0004 }, { "time": "11:08", "open": 18.18, "high": 18.18, "low": 18.18, "close": 18.18, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.18, "ts": "2026-07-02T11:09:42", "prev_close": 16.53, "open": 16.5, "high": 18.18, "low": 16.42, "bid1": 18.18, "ask1": 0.0, "bid_qty1": 30496, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.000566:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000566", "name": "海南海药", "side": "BUY", "priority": "W39", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 6.0311, "price_vs_vwap_pct": 0.1476, "energy_floor_hint_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": 0.0178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0181 }, { "time": "11:06", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0107 }, { "time": "11:07", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0027 }, { "time": "11:08", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0028 }, { "time": "11:09", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.04, "ts": "2026-07-02T11:09:48", "prev_close": 5.49, "open": 5.99, "high": 6.04, "low": 5.95, "bid1": 6.04, "ask1": 0.0, "bid_qty1": 338574, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002923:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002923:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002923", "name": "润都股份", "side": "BUY", "priority": "W40", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 10.6833, "price_vs_vwap_pct": -0.9669, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0152, "prev_amount_yi": 0.0206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 10.59, "high": 10.6, "low": 10.59, "close": 10.6, "amount_yi": 0.0066 }, { "time": "11:06", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0014 }, { "time": "11:07", "open": 10.59, "high": 10.59, "low": 10.58, "close": 10.58, "amount_yi": 0.0008 }, { "time": "11:08", "open": 10.6, "high": 10.6, "low": 10.58, "close": 10.58, "amount_yi": 0.0044 }, { "time": "11:09", "open": 10.58, "high": 10.58, "low": 10.58, "close": 10.58, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.58, "ts": "2026-07-02T11:09:48", "prev_close": 10.41, "open": 10.6, "high": 10.92, "low": 10.49, "bid1": 10.57, "ask1": 10.58, "bid_qty1": 61, "ask_qty1": 61 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002940:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002940:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002940", "name": "昂利康", "side": "BUY", "priority": "W41", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 29.5091, "price_vs_vwap_pct": -1.9963, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.053, "prev_amount_yi": 0.0565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 28.97, "high": 28.98, "low": 28.97, "close": 28.98, "amount_yi": 0.01 }, { "time": "11:06", "open": 28.95, "high": 28.95, "low": 28.95, "close": 28.95, "amount_yi": 0.0071 }, { "time": "11:07", "open": 28.94, "high": 28.94, "low": 28.93, "close": 28.93, "amount_yi": 0.0068 }, { "time": "11:08", "open": 29.0, "high": 29.0, "low": 28.96, "close": 28.96, "amount_yi": 0.0203 }, { "time": "11:09", "open": 28.92, "high": 28.92, "low": 28.92, "close": 28.92, "amount_yi": 0.0088 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.92, "ts": "2026-07-02T11:09:48", "prev_close": 29.05, "open": 30.0, "high": 30.33, "low": 28.6, "bid1": 28.91, "ask1": 28.92, "bid_qty1": 13, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600624:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.600624:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600624", "name": "ST复华", "side": "BUY", "priority": "W42", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 3.547, "price_vs_vwap_pct": 0.6484, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0515, "prev_amount_yi": 0.0019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 27.1053, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 3.59, "high": 3.59, "low": 3.59, "close": 3.59, "amount_yi": 0.0247 }, { "time": "11:06", "open": 3.58, "high": 3.58, "low": 3.58, "close": 3.58, "amount_yi": 0.0077 }, { "time": "11:07", "open": 3.56, "high": 3.58, "low": 3.56, "close": 3.58, "amount_yi": 0.0061 }, { "time": "11:08", "open": 3.57, "high": 3.57, "low": 3.56, "close": 3.56, "amount_yi": 0.0079 }, { "time": "11:09", "open": 3.57, "high": 3.57, "low": 3.57, "close": 3.57, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.57, "ts": "2026-07-02T11:09:48", "prev_close": 3.42, "open": 3.44, "high": 3.59, "low": 3.42, "bid1": 3.57, "ask1": 3.58, "bid_qty1": 4736, "ask_qty1": 294 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002102:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002102:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002102", "name": "ST能特", "side": "BUY", "priority": "W43", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 2.3417, "price_vs_vwap_pct": 0.7815, "energy_floor_hint_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": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:54", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0006 }, { "time": "10:58", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0002 }, { "time": "10:59", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0002 }, { "time": "11:05", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0002 }, { "time": "11:09", "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": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "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": "2026-07-02T11:09:24", "prev_close": 2.25, "open": 2.28, "high": 2.36, "low": 2.27, "bid1": 2.36, "ask1": 0.0, "bid_qty1": 39367, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603538:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.603538:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603538", "name": "美诺华", "side": "BUY", "priority": "W44", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 38.9499, "price_vs_vwap_pct": 1.1299, "energy_floor_hint_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": 0.0021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 39.39, "high": 39.39, "low": 39.39, "close": 39.39, "amount_yi": 0.0012 }, { "time": "11:06", "open": 39.39, "high": 39.39, "low": 39.39, "close": 39.39, "amount_yi": 0.0004 }, { "time": "11:07", "open": 39.39, "high": 39.39, "low": 39.39, "close": 39.39, "amount_yi": 0.0008 }, { "time": "11:08", "open": 39.39, "high": 39.39, "low": 39.39, "close": 39.39, "amount_yi": 0.0011 }, { "time": "11:09", "open": 39.39, "high": 39.39, "low": 39.39, "close": 39.39, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.39, "ts": "2026-07-02T11:09:50", "prev_close": 35.81, "open": 38.25, "high": 39.39, "low": 37.88, "bid1": 39.39, "ask1": 0.0, "bid_qty1": 27468, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300584:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300584:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300584", "name": "海辰药业", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 39.0, "exec_low": 39.0, "exec_high": 39.58, "invalid_price": 37.83, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 40.17, "max_chase_pct": 1.5, "base_exec_high": 39.58, "dynamic_exec_high": null, "entry_zone_low": 38.41, "entry_zone_high": 39.58, "entry_risk_pct": null, "intraday_vwap": 38.9349, "price_vs_vwap_pct": -1.8105, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0183, "prev_amount_yi": 0.0213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8592, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 38.16, "high": 38.18, "low": 38.16, "close": 38.18, "amount_yi": 0.0037 }, { "time": "11:06", "open": 38.15, "high": 38.15, "low": 38.15, "close": 38.15, "amount_yi": 0.0016 }, { "time": "11:07", "open": 38.12, "high": 38.13, "low": 38.12, "close": 38.13, "amount_yi": 0.0061 }, { "time": "11:08", "open": 38.19, "high": 38.22, "low": 38.19, "close": 38.22, "amount_yi": 0.0041 }, { "time": "11:09", "open": 38.23, "high": 38.23, "low": 38.23, "close": 38.23, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.23, "ts": "2026-07-02T11:09:45", "prev_close": 39.0, "open": 38.51, "high": 39.89, "low": 37.89, "bid1": 38.17, "ask1": 38.22, "bid_qty1": 9, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002437:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002437:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002437", "name": "誉衡药业", "side": "BUY", "priority": "W46", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 2.96, "exec_low": 2.96, "exec_high": 3.0, "invalid_price": 2.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.05, "max_chase_pct": 1.5, "base_exec_high": 3.0, "dynamic_exec_high": null, "entry_zone_low": 2.92, "entry_zone_high": 3.0, "entry_risk_pct": null, "intraday_vwap": 2.9079, "price_vs_vwap_pct": -0.9595, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0211, "prev_amount_yi": 0.0412, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 2.88, "high": 2.89, "low": 2.88, "close": 2.89, "amount_yi": 0.003 }, { "time": "11:06", "open": 2.88, "high": 2.88, "low": 2.88, "close": 2.88, "amount_yi": 0.0078 }, { "time": "11:07", "open": 2.89, "high": 2.89, "low": 2.88, "close": 2.88, "amount_yi": 0.0012 }, { "time": "11:08", "open": 2.88, "high": 2.89, "low": 2.88, "close": 2.89, "amount_yi": 0.0059 }, { "time": "11:09", "open": 2.88, "high": 2.88, "low": 2.88, "close": 2.88, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.88, "ts": "2026-07-02T11:09:48", "prev_close": 2.88, "open": 2.87, "high": 3.0, "low": 2.84, "bid1": 2.88, "ask1": 2.89, "bid_qty1": 3833, "ask_qty1": 762 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688091:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.688091:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688091", "name": "上海谊众", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 43.68, "exec_low": 43.68, "exec_high": 44.34, "invalid_price": 42.37, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 44.99, "max_chase_pct": 1.5, "base_exec_high": 44.34, "dynamic_exec_high": null, "entry_zone_low": 43.02, "entry_zone_high": 44.34, "entry_risk_pct": 3.0657, "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": 0.0722, "prev_amount_yi": 0.0194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7216, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 43.77, "high": 43.83, "low": 43.77, "close": 43.83, "amount_yi": 0.0031 }, { "time": "11:06", "open": 43.78, "high": 43.78, "low": 43.78, "close": 43.78, "amount_yi": 0.0023 }, { "time": "11:07", "open": 43.81, "high": 43.81, "low": 43.69, "close": 43.69, "amount_yi": 0.0156 }, { "time": "11:08", "open": 43.79, "high": 43.81, "low": 43.79, "close": 43.81, "amount_yi": 0.0462 }, { "time": "11:09", "open": 43.7, "high": 43.7, "low": 43.7, "close": 43.7, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.7, "ts": "2026-07-02T11:09:48", "prev_close": 42.69, "open": 43.8, "high": 46.13, "low": 42.88, "bid1": 43.7, "ask1": 43.71, "bid_qty1": 29, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300204:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300204:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300204", "name": "舒泰神", "side": "BUY", "priority": "W48", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 25.9, "exec_low": 25.9, "exec_high": 26.29, "invalid_price": 25.12, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.68, "max_chase_pct": 1.5, "base_exec_high": 26.29, "dynamic_exec_high": null, "entry_zone_low": 25.51, "entry_zone_high": 26.29, "entry_risk_pct": null, "intraday_vwap": 24.7141, "price_vs_vwap_pct": -3.0513, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1173, "prev_amount_yi": 0.083, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 23.94, "high": 24.05, "low": 23.94, "close": 24.05, "amount_yi": 0.0379 }, { "time": "11:06", "open": 23.93, "high": 23.93, "low": 23.93, "close": 23.93, "amount_yi": 0.0273 }, { "time": "11:07", "open": 23.95, "high": 23.98, "low": 23.95, "close": 23.98, "amount_yi": 0.0182 }, { "time": "11:08", "open": 23.97, "high": 24.0, "low": 23.97, "close": 24.0, "amount_yi": 0.0161 }, { "time": "11:09", "open": 23.96, "high": 23.96, "low": 23.96, "close": 23.96, "amount_yi": 0.0178 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.96, "ts": "2026-07-02T11:09:48", "prev_close": 25.16, "open": 24.92, "high": 26.34, "low": 23.79, "bid1": 23.96, "ask1": 23.97, "bid_qty1": 1, "ask_qty1": 33 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603229:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.603229:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603229", "name": "奥翔药业", "side": "BUY", "priority": "W49", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 8.16, "exec_low": 8.16, "exec_high": 8.28, "invalid_price": 7.92, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.4, "max_chase_pct": 1.5, "base_exec_high": 8.28, "dynamic_exec_high": null, "entry_zone_low": 8.04, "entry_zone_high": 8.28, "entry_risk_pct": null, "intraday_vwap": 8.2076, "price_vs_vwap_pct": -0.7018, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.008, "prev_amount_yi": 0.0037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 8.13, "high": 8.14, "low": 8.13, "close": 8.14, "amount_yi": 0.0008 }, { "time": "11:06", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0019 }, { "time": "11:07", "open": 8.14, "high": 8.15, "low": 8.14, "close": 8.15, "amount_yi": 0.0003 }, { "time": "11:08", "open": 8.16, "high": 8.17, "low": 8.16, "close": 8.17, "amount_yi": 0.0017 }, { "time": "11:09", "open": 8.15, "high": 8.15, "low": 8.15, "close": 8.15, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.15, "ts": "2026-07-02T11:09:46", "prev_close": 8.14, "open": 8.02, "high": 8.33, "low": 8.02, "bid1": 8.14, "ask1": 8.15, "bid_qty1": 391, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300110:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300110:VWAP_RECLAIM", "symbol": "SZSE.300110", "name": "华仁药业", "side": "BUY", "priority": "W50", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.62, "exec_low": 2.66, "exec_high": 2.66, "invalid_price": 2.54, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 2.7, "max_chase_pct": 1.5, "base_exec_high": 2.66, "dynamic_exec_high": null, "entry_zone_low": 2.58, "entry_zone_high": 2.66, "entry_risk_pct": 3.0534, "intraday_vwap": 2.6571, "price_vs_vwap_pct": -1.3963, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0062, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7654, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:02", "open": 2.62, "high": 2.62, "low": 2.62, "close": 2.62, "amount_yi": 0.0001 }, { "time": "11:05", "open": 2.61, "high": 2.62, "low": 2.61, "close": 2.62, "amount_yi": 0.0007 }, { "time": "11:06", "open": 2.61, "high": 2.61, "low": 2.61, "close": 2.61, "amount_yi": 0.0004 }, { "time": "11:08", "open": 2.62, "high": 2.62, "low": 2.62, "close": 2.62, "amount_yi": 0.0018 }, { "time": "11:09", "open": 2.62, "high": 2.62, "low": 2.62, "close": 2.62, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.62, "ts": "2026-07-02T11:09:48", "prev_close": 2.6, "open": 2.58, "high": 2.73, "low": 2.58, "bid1": 2.61, "ask1": 2.62, "bid_qty1": 1252, "ask_qty1": 42 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688505:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.688505:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688505", "name": "复旦张江", "side": "BUY", "priority": "W51", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 7.84, "exec_low": 7.84, "exec_high": 7.96, "invalid_price": 7.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.08, "max_chase_pct": 1.5, "base_exec_high": 7.96, "dynamic_exec_high": null, "entry_zone_low": 7.72, "entry_zone_high": 7.96, "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": 0.0197, "prev_amount_yi": 0.0145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3586, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:03", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0077 }, { "time": "11:05", "open": 7.8, "high": 7.82, "low": 7.8, "close": 7.82, "amount_yi": 0.004 }, { "time": "11:06", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0022 }, { "time": "11:07", "open": 7.79, "high": 7.8, "low": 7.79, "close": 7.8, "amount_yi": 0.0028 }, { "time": "11:09", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.79, "ts": "2026-07-02T11:09:47", "prev_close": 7.82, "open": 7.76, "high": 7.99, "low": 7.67, "bid1": 7.78, "ask1": 7.8, "bid_qty1": 127, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688189:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.688189:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688189", "name": "ST南新", "side": "BUY", "priority": "W52", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.58, "exec_low": 6.58, "exec_high": 6.68, "invalid_price": 6.38, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.78, "max_chase_pct": 1.5, "base_exec_high": 6.68, "dynamic_exec_high": null, "entry_zone_low": 6.48, "entry_zone_high": 6.68, "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": 0.0203, "prev_amount_yi": 0.0109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8624, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 6.39, "high": 6.39, "low": 6.39, "close": 6.39, "amount_yi": 0.0022 }, { "time": "11:06", "open": 6.37, "high": 6.37, "low": 6.37, "close": 6.37, "amount_yi": 0.0022 }, { "time": "11:07", "open": 6.37, "high": 6.37, "low": 6.34, "close": 6.34, "amount_yi": 0.0141 }, { "time": "11:08", "open": 6.34, "high": 6.34, "low": 6.34, "close": 6.34, "amount_yi": 0.0005 }, { "time": "11:09", "open": 6.34, "high": 6.34, "low": 6.34, "close": 6.34, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.34, "ts": "2026-07-02T11:09:49", "prev_close": 6.39, "open": 6.36, "high": 6.6, "low": 6.3, "bid1": 6.34, "ask1": 6.39, "bid_qty1": 742, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002020:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002020:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002020", "name": "京新药业", "side": "BUY", "priority": "W53", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.42, "exec_low": 13.42, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 14.66, "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": 0.0052, "prev_amount_yi": 0.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.0003 }, { "time": "11:06", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.0001 }, { "time": "11:07", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.002 }, { "time": "11:08", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.0011 }, { "time": "11:09", "open": 14.66, "high": 14.66, "low": 14.66, "close": 14.66, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.66, "ts": "2026-07-02T11:09:48", "prev_close": 13.33, "open": 14.66, "high": 14.66, "low": 14.66, "bid1": 14.66, "ask1": 0.0, "bid_qty1": 136080, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002755:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002755:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002755", "name": "奥赛康", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 14.59, "exec_low": 14.59, "exec_high": 14.81, "invalid_price": 14.15, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.03, "max_chase_pct": 1.5, "base_exec_high": 14.81, "dynamic_exec_high": null, "entry_zone_low": 14.37, "entry_zone_high": 14.81, "entry_risk_pct": 3.2148, "intraday_vwap": 14.7893, "price_vs_vwap_pct": -1.1447, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0129, "prev_amount_yi": 0.0314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 14.61, "high": 14.62, "low": 14.61, "close": 14.62, "amount_yi": 0.0064 }, { "time": "11:06", "open": 14.6, "high": 14.6, "low": 14.6, "close": 14.6, "amount_yi": 0.0011 }, { "time": "11:07", "open": 14.6, "high": 14.6, "low": 14.6, "close": 14.6, "amount_yi": 0.0023 }, { "time": "11:08", "open": 14.6, "high": 14.62, "low": 14.6, "close": 14.62, "amount_yi": 0.002 }, { "time": "11:09", "open": 14.62, "high": 14.62, "low": 14.62, "close": 14.62, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.62, "ts": "2026-07-02T11:09:48", "prev_close": 14.52, "open": 14.46, "high": 15.1, "low": 14.41, "bid1": 14.61, "ask1": 14.62, "bid_qty1": 35, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002900:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002900:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002900", "name": "哈三联", "side": "BUY", "priority": "W55", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.73, "exec_low": 9.73, "exec_high": 9.88, "invalid_price": 9.44, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.02, "max_chase_pct": 1.5, "base_exec_high": 9.88, "dynamic_exec_high": null, "entry_zone_low": 9.58, "entry_zone_high": 9.88, "entry_risk_pct": null, "intraday_vwap": 9.7901, "price_vs_vwap_pct": -0.9203, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0023, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 9.69, "high": 9.69, "low": 9.69, "close": 9.69, "amount_yi": 0.0002 }, { "time": "11:06", "open": 9.69, "high": 9.69, "low": 9.69, "close": 9.69, "amount_yi": 0.0003 }, { "time": "11:07", "open": 9.68, "high": 9.69, "low": 9.68, "close": 9.69, "amount_yi": 0.0006 }, { "time": "11:08", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0009 }, { "time": "11:09", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.7, "ts": "2026-07-02T11:09:33", "prev_close": 9.68, "open": 9.69, "high": 9.97, "low": 9.6, "bid1": 9.69, "ask1": 9.7, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603367:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.603367:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603367", "name": "辰欣药业", "side": "BUY", "priority": "W56", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.61, "exec_low": 13.61, "exec_high": 13.81, "invalid_price": 13.2, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.02, "max_chase_pct": 1.5, "base_exec_high": 13.81, "dynamic_exec_high": null, "entry_zone_low": 13.41, "entry_zone_high": 13.81, "entry_risk_pct": null, "intraday_vwap": 13.747, "price_vs_vwap_pct": 0.6038, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0779, "prev_amount_yi": 0.0373, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0885, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 13.72, "high": 13.74, "low": 13.72, "close": 13.74, "amount_yi": 0.0072 }, { "time": "11:06", "open": 13.73, "high": 13.73, "low": 13.73, "close": 13.73, "amount_yi": 0.0103 }, { "time": "11:07", "open": 13.73, "high": 13.74, "low": 13.73, "close": 13.74, "amount_yi": 0.0037 }, { "time": "11:08", "open": 13.87, "high": 13.87, "low": 13.86, "close": 13.86, "amount_yi": 0.0517 }, { "time": "11:09", "open": 13.83, "high": 13.83, "low": 13.83, "close": 13.83, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.83, "ts": "2026-07-02T11:09:48", "prev_close": 13.58, "open": 13.58, "high": 13.92, "low": 13.54, "bid1": 13.82, "ask1": 13.83, "bid_qty1": 12, "ask_qty1": 82 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301277:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.301277:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301277", "name": "新天地", "side": "BUY", "priority": "W57", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.31, "exec_low": 9.31, "exec_high": 9.45, "invalid_price": 9.03, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.59, "max_chase_pct": 1.5, "base_exec_high": 9.45, "dynamic_exec_high": null, "entry_zone_low": 9.17, "entry_zone_high": 9.45, "entry_risk_pct": 4.0383, "intraday_vwap": 9.4324, "price_vs_vwap_pct": -0.2375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0042, "prev_amount_yi": 0.0097, "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": "11:02", "open": 9.41, "high": 9.41, "low": 9.4, "close": 9.4, "amount_yi": 0.0006 }, { "time": "11:05", "open": 9.39, "high": 9.4, "low": 9.39, "close": 9.4, "amount_yi": 0.0002 }, { "time": "11:07", "open": 9.39, "high": 9.4, "low": 9.39, "close": 9.4, "amount_yi": 0.0002 }, { "time": "11:08", "open": 9.41, "high": 9.42, "low": 9.41, "close": 9.42, "amount_yi": 0.0027 }, { "time": "11:09", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.41, "ts": "2026-07-02T11:09:45", "prev_close": 9.3, "open": 9.3, "high": 9.58, "low": 9.25, "bid1": 9.4, "ask1": 9.41, "bid_qty1": 13, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300254:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300254:VWAP_RECLAIM", "symbol": "SZSE.300254", "name": "仟源医药", "side": "BUY", "priority": "W58", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 8.47, "exec_low": 8.6, "exec_high": 8.6, "invalid_price": 8.22, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.72, "max_chase_pct": 1.5, "base_exec_high": 8.6, "dynamic_exec_high": null, "entry_zone_low": 8.34, "entry_zone_high": 8.6, "entry_risk_pct": null, "intraday_vwap": 8.5672, "price_vs_vwap_pct": -1.2513, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.01, "prev_amount_yi": 0.0158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6329, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 8.45, "high": 8.46, "low": 8.45, "close": 8.46, "amount_yi": 0.0018 }, { "time": "11:06", "open": 8.45, "high": 8.45, "low": 8.45, "close": 8.45, "amount_yi": 0.001 }, { "time": "11:07", "open": 8.45, "high": 8.46, "low": 8.45, "close": 8.46, "amount_yi": 0.0009 }, { "time": "11:08", "open": 8.46, "high": 8.48, "low": 8.46, "close": 8.48, "amount_yi": 0.0017 }, { "time": "11:09", "open": 8.46, "high": 8.46, "low": 8.46, "close": 8.46, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.46, "ts": "2026-07-02T11:09:48", "prev_close": 8.41, "open": 8.36, "high": 8.81, "low": 8.33, "bid1": 8.46, "ask1": 8.47, "bid_qty1": 80, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600513:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.600513:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600513", "name": "联环药业", "side": "BUY", "priority": "W59", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 15.54, "exec_low": 15.54, "exec_high": 15.77, "invalid_price": 15.07, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.01, "max_chase_pct": 1.5, "base_exec_high": 15.77, "dynamic_exec_high": null, "entry_zone_low": 15.31, "entry_zone_high": 15.77, "entry_risk_pct": 3.0868, "intraday_vwap": 15.9176, "price_vs_vwap_pct": -2.3094, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0244, "prev_amount_yi": 0.0118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0678, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 15.51, "high": 15.52, "low": 15.51, "close": 15.52, "amount_yi": 0.0034 }, { "time": "11:06", "open": 15.51, "high": 15.51, "low": 15.51, "close": 15.51, "amount_yi": 0.0014 }, { "time": "11:07", "open": 15.51, "high": 15.52, "low": 15.51, "close": 15.52, "amount_yi": 0.0008 }, { "time": "11:08", "open": 15.53, "high": 15.56, "low": 15.53, "close": 15.56, "amount_yi": 0.003 }, { "time": "11:09", "open": 15.55, "high": 15.55, "low": 15.55, "close": 15.55, "amount_yi": 0.0158 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.55, "ts": "2026-07-02T11:09:50", "prev_close": 15.52, "open": 15.47, "high": 16.39, "low": 15.4, "bid1": 15.54, "ask1": 15.55, "bid_qty1": 78, "ask_qty1": 52 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002038:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002038:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002038", "name": "双鹭药业", "side": "BUY", "priority": "W60", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.5, "exec_low": 6.5, "exec_high": 6.6, "invalid_price": 6.3, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.7, "max_chase_pct": 1.5, "base_exec_high": 6.6, "dynamic_exec_high": null, "entry_zone_low": 6.4, "entry_zone_high": 6.6, "entry_risk_pct": null, "intraday_vwap": 6.4969, "price_vs_vwap_pct": -1.1836, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0214, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0142, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 6.46, "high": 6.46, "low": 6.46, "close": 6.46, "amount_yi": 0.0064 }, { "time": "11:06", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.0058 }, { "time": "11:07", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0015 }, { "time": "11:08", "open": 6.41, "high": 6.41, "low": 6.41, "close": 6.41, "amount_yi": 0.0035 }, { "time": "11:09", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.42, "ts": "2026-07-02T11:09:48", "prev_close": 6.28, "open": 6.15, "high": 6.77, "low": 6.1, "bid1": 6.42, "ask1": 6.43, "bid_qty1": 30, "ask_qty1": 56 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300233:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300233:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300233", "name": "金城医药", "side": "BUY", "priority": "W61", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.13, "exec_low": 13.13, "exec_high": 13.33, "invalid_price": 12.74, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.52, "max_chase_pct": 1.5, "base_exec_high": 13.33, "dynamic_exec_high": null, "entry_zone_low": 12.93, "entry_zone_high": 13.33, "entry_risk_pct": null, "intraday_vwap": 13.1888, "price_vs_vwap_pct": -1.1282, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0056, "prev_amount_yi": 0.0129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.002 }, { "time": "11:06", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0012 }, { "time": "11:07", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0011 }, { "time": "11:08", "open": 13.05, "high": 13.06, "low": 13.05, "close": 13.06, "amount_yi": 0.0004 }, { "time": "11:09", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.04, "ts": "2026-07-02T11:09:42", "prev_close": 13.13, "open": 13.07, "high": 13.45, "low": 12.96, "bid1": 13.03, "ask1": 13.04, "bid_qty1": 82, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000788:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.000788:VWAP_RECLAIM", "symbol": "SZSE.000788", "name": "北大医药", "side": "BUY", "priority": "W62", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.12, "exec_low": 5.2, "exec_high": 5.2, "invalid_price": 4.97, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.27, "max_chase_pct": 1.5, "base_exec_high": 5.2, "dynamic_exec_high": null, "entry_zone_low": 5.04, "entry_zone_high": 5.2, "entry_risk_pct": 3.4951, "intraday_vwap": 5.1902, "price_vs_vwap_pct": -0.9672, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0035, "prev_amount_yi": 0.006, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:02", "open": 5.15, "high": 5.15, "low": 5.15, "close": 5.15, "amount_yi": 0.0004 }, { "time": "11:03", "open": 5.15, "high": 5.15, "low": 5.15, "close": 5.15, "amount_yi": 0.0004 }, { "time": "11:05", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.0017 }, { "time": "11:08", "open": 5.15, "high": 5.15, "low": 5.15, "close": 5.15, "amount_yi": 0.0008 }, { "time": "11:09", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.14, "ts": "2026-07-02T11:09:45", "prev_close": 5.12, "open": 5.09, "high": 5.28, "low": 5.06, "bid1": 5.14, "ask1": 5.15, "bid_qty1": 339, "ask_qty1": 36 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600774:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.600774:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600774", "name": "汉商集团", "side": "BUY", "priority": "W63", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.64, "exec_low": 6.64, "exec_high": 6.74, "invalid_price": 6.44, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.84, "max_chase_pct": 1.5, "base_exec_high": 6.74, "dynamic_exec_high": null, "entry_zone_low": 6.54, "entry_zone_high": 6.74, "entry_risk_pct": null, "intraday_vwap": 6.6613, "price_vs_vwap_pct": -0.9202, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0079, "prev_amount_yi": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 6.59, "high": 6.6, "low": 6.59, "close": 6.6, "amount_yi": 0.0009 }, { "time": "11:06", "open": 6.58, "high": 6.58, "low": 6.58, "close": 6.58, "amount_yi": 0.0028 }, { "time": "11:07", "open": 6.61, "high": 6.61, "low": 6.6, "close": 6.6, "amount_yi": 0.0007 }, { "time": "11:08", "open": 6.6, "high": 6.62, "low": 6.6, "close": 6.62, "amount_yi": 0.0008 }, { "time": "11:09", "open": 6.6, "high": 6.6, "low": 6.6, "close": 6.6, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.6, "ts": "2026-07-02T11:09:42", "prev_close": 6.59, "open": 6.53, "high": 6.79, "low": 6.5, "bid1": 6.59, "ask1": 6.6, "bid_qty1": 189, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603168:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.603168:STRONG_WATCH_CONFIRM", "symbol": "SHSE.603168", "name": "莎普爱思", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.01, "exec_low": 5.01, "exec_high": 5.09, "invalid_price": 4.86, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.16, "max_chase_pct": 1.5, "base_exec_high": 5.09, "dynamic_exec_high": null, "entry_zone_low": 4.93, "entry_zone_high": 5.09, "entry_risk_pct": null, "intraday_vwap": 5.0086, "price_vs_vwap_pct": -1.17, "energy_floor_hint_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": 0.0078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 4.93, "high": 4.95, "low": 4.93, "close": 4.95, "amount_yi": 0.0027 }, { "time": "11:06", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0015 }, { "time": "11:07", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.004 }, { "time": "11:08", "open": 4.95, "high": 4.96, "low": 4.95, "close": 4.96, "amount_yi": 0.0001 }, { "time": "11:09", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.95, "ts": "2026-07-02T11:09:41", "prev_close": 4.97, "open": 5.01, "high": 5.15, "low": 4.87, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 104, "ask_qty1": 52 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000963:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.000963:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000963", "name": "华东医药", "side": "BUY", "priority": "W65", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 29.74, "exec_low": 29.74, "exec_high": 30.19, "invalid_price": 28.85, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.63, "max_chase_pct": 1.5, "base_exec_high": 30.19, "dynamic_exec_high": null, "entry_zone_low": 29.29, "entry_zone_high": 30.19, "entry_risk_pct": null, "intraday_vwap": 29.7823, "price_vs_vwap_pct": -0.6793, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0879, "prev_amount_yi": 0.0773, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1371, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 29.58, "high": 29.61, "low": 29.58, "close": 29.61, "amount_yi": 0.0127 }, { "time": "11:06", "open": 29.59, "high": 29.59, "low": 29.59, "close": 29.59, "amount_yi": 0.0075 }, { "time": "11:07", "open": 29.58, "high": 29.59, "low": 29.58, "close": 29.59, "amount_yi": 0.0167 }, { "time": "11:08", "open": 29.59, "high": 29.62, "low": 29.59, "close": 29.62, "amount_yi": 0.0373 }, { "time": "11:09", "open": 29.58, "high": 29.58, "low": 29.58, "close": 29.58, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.58, "ts": "2026-07-02T11:09:48", "prev_close": 29.57, "open": 29.51, "high": 30.26, "low": 29.35, "bid1": 29.58, "ask1": 29.59, "bid_qty1": 45, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000952:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.000952:VWAP_RECLAIM", "symbol": "SZSE.000952", "name": "广济药业", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.75, "exec_low": 5.84, "exec_high": 5.84, "invalid_price": 5.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.92, "max_chase_pct": 1.5, "base_exec_high": 5.84, "dynamic_exec_high": null, "entry_zone_low": 5.66, "entry_zone_high": 5.84, "entry_risk_pct": null, "intraday_vwap": 5.77, "price_vs_vwap_pct": -1.5598, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0037, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.002 }, { "time": "11:06", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.0004 }, { "time": "11:07", "open": 5.66, "high": 5.67, "low": 5.66, "close": 5.67, "amount_yi": 0.0004 }, { "time": "11:08", "open": 5.68, "high": 5.68, "low": 5.68, "close": 5.68, "amount_yi": 0.0005 }, { "time": "11:09", "open": 5.68, "high": 5.68, "low": 5.68, "close": 5.68, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.68, "ts": "2026-07-02T11:09:48", "prev_close": 5.69, "open": 5.69, "high": 5.89, "low": 5.63, "bid1": 5.67, "ask1": 5.69, "bid_qty1": 82, "ask_qty1": 29 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688356:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.688356:STRONG_WATCH_CONFIRM", "symbol": "SHSE.688356", "name": "键凯科技", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 82.87, "exec_low": 82.87, "exec_high": 84.11, "invalid_price": 80.38, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 85.36, "max_chase_pct": 1.5, "base_exec_high": 84.11, "dynamic_exec_high": null, "entry_zone_low": 81.63, "entry_zone_high": 84.11, "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": 0.0055, "prev_amount_yi": 0.0202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:03", "open": 82.3, "high": 82.3, "low": 82.3, "close": 82.3, "amount_yi": 0.0005 }, { "time": "11:05", "open": 81.81, "high": 81.81, "low": 81.81, "close": 81.81, "amount_yi": 0.0012 }, { "time": "11:06", "open": 81.85, "high": 81.85, "low": 81.85, "close": 81.85, "amount_yi": 0.0008 }, { "time": "11:07", "open": 81.85, "high": 82.18, "low": 81.85, "close": 82.18, "amount_yi": 0.0022 }, { "time": "11:09", "open": 81.85, "high": 81.85, "low": 81.85, "close": 81.85, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 81.85, "ts": "2026-07-02T11:09:48", "prev_close": 81.83, "open": 81.99, "high": 84.97, "low": 81.11, "bid1": 81.85, "ask1": 81.95, "bid_qty1": 3, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.601089:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.601089:STRONG_WATCH_CONFIRM", "symbol": "SHSE.601089", "name": "福元医药", "side": "BUY", "priority": "W68", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 17.22, "exec_low": 17.22, "exec_high": 17.48, "invalid_price": 16.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.74, "max_chase_pct": 1.5, "base_exec_high": 17.48, "dynamic_exec_high": null, "entry_zone_low": 16.96, "entry_zone_high": 17.48, "entry_risk_pct": null, "intraday_vwap": 17.4062, "price_vs_vwap_pct": -1.7017, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0052, "prev_amount_yi": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 17.15, "high": 17.16, "low": 17.15, "close": 17.16, "amount_yi": 0.0011 }, { "time": "11:06", "open": 17.16, "high": 17.16, "low": 17.16, "close": 17.16, "amount_yi": 0.0003 }, { "time": "11:07", "open": 17.16, "high": 17.17, "low": 17.16, "close": 17.17, "amount_yi": 0.001 }, { "time": "11:08", "open": 17.18, "high": 17.18, "low": 17.17, "close": 17.17, "amount_yi": 0.0016 }, { "time": "11:09", "open": 17.11, "high": 17.11, "low": 17.11, "close": 17.11, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.11, "ts": "2026-07-02T11:09:44", "prev_close": 17.2, "open": 17.52, "high": 17.77, "low": 17.03, "bid1": 17.13, "ask1": 17.14, "bid_qty1": 54, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300497:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300497:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300497", "name": "富祥股份", "side": "BUY", "priority": "W69", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 23.81, "exec_low": 23.81, "exec_high": 24.17, "invalid_price": 23.1, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.52, "max_chase_pct": 1.5, "base_exec_high": 24.17, "dynamic_exec_high": null, "entry_zone_low": 23.45, "entry_zone_high": 24.17, "entry_risk_pct": null, "intraday_vwap": 23.3182, "price_vs_vwap_pct": -1.1931, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3106, "prev_amount_yi": 0.2842, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0929, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 23.01, "high": 23.04, "low": 23.01, "close": 23.04, "amount_yi": 0.111 }, { "time": "11:06", "open": 22.99, "high": 22.99, "low": 22.99, "close": 22.99, "amount_yi": 0.0577 }, { "time": "11:07", "open": 22.95, "high": 22.99, "low": 22.95, "close": 22.99, "amount_yi": 0.0541 }, { "time": "11:08", "open": 23.0, "high": 23.0, "low": 22.99, "close": 22.99, "amount_yi": 0.0342 }, { "time": "11:09", "open": 23.04, "high": 23.04, "low": 23.04, "close": 23.04, "amount_yi": 0.0536 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.04, "ts": "2026-07-02T11:09:48", "prev_close": 23.34, "open": 23.11, "high": 24.18, "low": 22.54, "bid1": 23.04, "ask1": 23.05, "bid_qty1": 142, "ask_qty1": 248 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002370:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002370:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002370", "name": "亚太药业", "side": "BUY", "priority": "W70", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.91, "exec_low": 5.91, "exec_high": 6.0, "invalid_price": 5.73, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.09, "max_chase_pct": 1.5, "base_exec_high": 6.0, "dynamic_exec_high": null, "entry_zone_low": 5.82, "entry_zone_high": 6.0, "entry_risk_pct": null, "intraday_vwap": 5.8852, "price_vs_vwap_pct": -1.9575, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0114, "prev_amount_yi": 0.0142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8028, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0036 }, { "time": "11:06", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0017 }, { "time": "11:07", "open": 5.77, "high": 5.78, "low": 5.77, "close": 5.78, "amount_yi": 0.0052 }, { "time": "11:08", "open": 5.79, "high": 5.79, "low": 5.78, "close": 5.78, "amount_yi": 0.0002 }, { "time": "11:09", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.77, "ts": "2026-07-02T11:09:48", "prev_close": 5.79, "open": 5.83, "high": 6.07, "low": 5.71, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 237, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300267:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300267:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300267", "name": "尔康制药", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 3.48, "exec_low": 3.48, "exec_high": 3.53, "invalid_price": 3.38, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.58, "max_chase_pct": 1.5, "base_exec_high": 3.53, "dynamic_exec_high": null, "entry_zone_low": 3.43, "entry_zone_high": 3.53, "entry_risk_pct": 3.4286, "intraday_vwap": 3.5335, "price_vs_vwap_pct": -1.2311, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0095, "prev_amount_yi": 0.0248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3831, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 3.49, "high": 3.5, "low": 3.49, "close": 3.5, "amount_yi": 0.0031 }, { "time": "11:06", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0003 }, { "time": "11:07", "open": 3.5, "high": 3.5, "low": 3.5, "close": 3.5, "amount_yi": 0.0008 }, { "time": "11:08", "open": 3.5, "high": 3.5, "low": 3.5, "close": 3.5, "amount_yi": 0.0027 }, { "time": "11:09", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.49, "ts": "2026-07-02T11:09:48", "prev_close": 3.48, "open": 3.45, "high": 3.61, "low": 3.43, "bid1": 3.49, "ask1": 3.5, "bid_qty1": 1800, "ask_qty1": 2276 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300705:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300705:VWAP_RECLAIM", "symbol": "SZSE.300705", "name": "九典制药", "side": "BUY", "priority": "W72", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.26, "exec_low": 10.42, "exec_high": 10.46, "invalid_price": 9.95, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.57, "max_chase_pct": 1.5, "base_exec_high": 10.41, "dynamic_exec_high": 10.46, "entry_zone_low": 10.11, "entry_zone_high": 10.41, "entry_risk_pct": 4.6935, "intraday_vwap": 10.4158, "price_vs_vwap_pct": 0.2323, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0083, "prev_amount_yi": 0.0108, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 10.41, "high": 10.42, "low": 10.41, "close": 10.42, "amount_yi": 0.0027 }, { "time": "11:06", "open": 10.42, "high": 10.42, "low": 10.42, "close": 10.42, "amount_yi": 0.0003 }, { "time": "11:07", "open": 10.42, "high": 10.43, "low": 10.42, "close": 10.43, "amount_yi": 0.0024 }, { "time": "11:08", "open": 10.44, "high": 10.45, "low": 10.44, "close": 10.45, "amount_yi": 0.0019 }, { "time": "11:09", "open": 10.44, "high": 10.44, "low": 10.44, "close": 10.44, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.44, "ts": "2026-07-02T11:09:42", "prev_close": 10.25, "open": 10.2, "high": 10.58, "low": 10.15, "bid1": 10.43, "ask1": 10.44, "bid_qty1": 39, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300702:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300702:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300702", "name": "天宇股份", "side": "BUY", "priority": "W73", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.39, "exec_low": 21.39, "exec_high": 21.71, "invalid_price": 20.75, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.03, "max_chase_pct": 1.5, "base_exec_high": 21.71, "dynamic_exec_high": null, "entry_zone_low": 21.07, "entry_zone_high": 21.71, "entry_risk_pct": 3.1279, "intraday_vwap": 21.6861, "price_vs_vwap_pct": -1.3193, "energy_floor_hint_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": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2812, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 21.38, "high": 21.41, "low": 21.38, "close": 21.41, "amount_yi": 0.002 }, { "time": "11:06", "open": 21.38, "high": 21.38, "low": 21.38, "close": 21.38, "amount_yi": 0.0005 }, { "time": "11:07", "open": 21.38, "high": 21.38, "low": 21.38, "close": 21.38, "amount_yi": 0.0011 }, { "time": "11:08", "open": 21.41, "high": 21.45, "low": 21.41, "close": 21.45, "amount_yi": 0.0031 }, { "time": "11:09", "open": 21.4, "high": 21.4, "low": 21.4, "close": 21.4, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.4, "ts": "2026-07-02T11:09:48", "prev_close": 21.25, "open": 21.4, "high": 22.2, "low": 21.25, "bid1": 21.38, "ask1": 21.42, "bid_qty1": 2, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301258:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.301258:VWAP_RECLAIM", "symbol": "SZSE.301258", "name": "富士莱", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 24.09, "exec_low": 24.45, "exec_high": 24.45, "invalid_price": 23.37, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.81, "max_chase_pct": 1.5, "base_exec_high": 24.45, "dynamic_exec_high": null, "entry_zone_low": 23.73, "entry_zone_high": 24.45, "entry_risk_pct": 3.6289, "intraday_vwap": 24.3049, "price_vs_vwap_pct": -0.1847, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0047, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2051, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 24.13, "high": 24.2, "low": 24.13, "close": 24.2, "amount_yi": 0.0009 }, { "time": "11:06", "open": 24.18, "high": 24.18, "low": 24.18, "close": 24.18, "amount_yi": 0.0014 }, { "time": "11:07", "open": 24.2, "high": 24.2, "low": 24.14, "close": 24.14, "amount_yi": 0.0015 }, { "time": "11:08", "open": 24.23, "high": 24.25, "low": 24.23, "close": 24.25, "amount_yi": 0.0004 }, { "time": "11:09", "open": 24.26, "high": 24.26, "low": 24.26, "close": 24.26, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.26, "ts": "2026-07-02T11:09:48", "prev_close": 23.88, "open": 24.03, "high": 24.77, "low": 23.84, "bid1": 24.17, "ask1": 24.25, "bid_qty1": 22, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600488:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SHSE.600488:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600488", "name": "津药药业", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.12, "exec_low": 5.12, "exec_high": 5.2, "invalid_price": 4.97, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.27, "max_chase_pct": 1.5, "base_exec_high": 5.2, "dynamic_exec_high": null, "entry_zone_low": 5.04, "entry_zone_high": 5.2, "entry_risk_pct": 3.1189, "intraday_vwap": 5.2194, "price_vs_vwap_pct": -1.7128, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0562, "prev_amount_yi": 0.0513, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 5.1, "high": 5.11, "low": 5.1, "close": 5.11, "amount_yi": 0.0117 }, { "time": "11:06", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0205 }, { "time": "11:07", "open": 5.11, "high": 5.11, "low": 5.11, "close": 5.11, "amount_yi": 0.0025 }, { "time": "11:08", "open": 5.12, "high": 5.13, "low": 5.12, "close": 5.13, "amount_yi": 0.0082 }, { "time": "11:09", "open": 5.13, "high": 5.13, "low": 5.13, "close": 5.13, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.13, "ts": "2026-07-02T11:09:48", "prev_close": 5.1, "open": 5.1, "high": 5.49, "low": 5.0, "bid1": 5.12, "ask1": 5.13, "bid_qty1": 215, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301263:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.301263:STRONG_WATCH_CONFIRM", "symbol": "SZSE.301263", "name": "泰恩康", "side": "BUY", "priority": "W76", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 21.65, "exec_low": 21.65, "exec_high": 21.97, "invalid_price": 21.0, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.3, "max_chase_pct": 1.5, "base_exec_high": 21.97, "dynamic_exec_high": null, "entry_zone_low": 21.33, "entry_zone_high": 21.97, "entry_risk_pct": null, "intraday_vwap": 21.948, "price_vs_vwap_pct": -2.4512, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0207, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.035, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 21.47, "high": 21.47, "low": 21.47, "close": 21.47, "amount_yi": 0.0048 }, { "time": "11:06", "open": 21.47, "high": 21.47, "low": 21.47, "close": 21.47, "amount_yi": 0.002 }, { "time": "11:07", "open": 21.47, "high": 21.47, "low": 21.44, "close": 21.44, "amount_yi": 0.0039 }, { "time": "11:08", "open": 21.44, "high": 21.44, "low": 21.43, "close": 21.43, "amount_yi": 0.007 }, { "time": "11:09", "open": 21.41, "high": 21.41, "low": 21.41, "close": 21.41, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.41, "ts": "2026-07-02T11:09:48", "prev_close": 21.58, "open": 21.58, "high": 22.76, "low": 21.37, "bid1": 21.4, "ask1": 21.41, "bid_qty1": 40, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002365:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002365:VWAP_RECLAIM", "symbol": "SZSE.002365", "name": "永安药业", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.64, "exec_low": 10.8, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制药", "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": 4.0, "intraday_vwap": 10.8614, "price_vs_vwap_pct": -1.0257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.008, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 10.74, "high": 10.74, "low": 10.74, "close": 10.74, "amount_yi": 0.0028 }, { "time": "11:06", "open": 10.73, "high": 10.73, "low": 10.73, "close": 10.73, "amount_yi": 0.001 }, { "time": "11:07", "open": 10.72, "high": 10.74, "low": 10.72, "close": 10.74, "amount_yi": 0.0005 }, { "time": "11:08", "open": 10.74, "high": 10.74, "low": 10.74, "close": 10.74, "amount_yi": 0.0015 }, { "time": "11:09", "open": 10.75, "high": 10.75, "low": 10.75, "close": 10.75, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.75, "ts": "2026-07-02T11:09:48", "prev_close": 10.62, "open": 10.66, "high": 11.1, "low": 10.58, "bid1": 10.74, "ask1": 10.75, "bid_qty1": 77, "ask_qty1": 37 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300636:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.300636:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300636", "name": "同和药业", "side": "BUY", "priority": "W78", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.72, "exec_low": 6.72, "exec_high": 6.82, "invalid_price": 6.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.92, "max_chase_pct": 1.5, "base_exec_high": 6.82, "dynamic_exec_high": null, "entry_zone_low": 6.62, "entry_zone_high": 6.82, "entry_risk_pct": null, "intraday_vwap": 6.7428, "price_vs_vwap_pct": -0.9314, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0042, "prev_amount_yi": 0.0025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.68, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:02", "open": 6.69, "high": 6.69, "low": 6.68, "close": 6.68, "amount_yi": 0.0012 }, { "time": "11:05", "open": 6.66, "high": 6.68, "low": 6.66, "close": 6.68, "amount_yi": 0.0024 }, { "time": "11:06", "open": 6.68, "high": 6.68, "low": 6.68, "close": 6.68, "amount_yi": 0.0003 }, { "time": "11:07", "open": 6.68, "high": 6.68, "low": 6.68, "close": 6.68, "amount_yi": 0.0001 }, { "time": "11:08", "open": 6.68, "high": 6.69, "low": 6.68, "close": 6.69, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.68, "ts": "2026-07-02T11:09:39", "prev_close": 6.69, "open": 6.68, "high": 6.84, "low": 6.61, "bid1": 6.68, "ask1": 6.69, "bid_qty1": 42, "ask_qty1": 61 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301075:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.301075:VWAP_RECLAIM", "symbol": "SZSE.301075", "name": "多瑞医药", "side": "BUY", "priority": "W79", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 60.58, "exec_low": 61.49, "exec_high": 61.49, "invalid_price": 58.76, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "化学制药", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.4, "max_chase_pct": 1.5, "base_exec_high": 61.49, "dynamic_exec_high": null, "entry_zone_low": 59.67, "entry_zone_high": 61.49, "entry_risk_pct": null, "intraday_vwap": 60.6392, "price_vs_vwap_pct": -0.2296, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0098, "prev_amount_yi": 0.0163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6012, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 60.05, "high": 60.05, "low": 60.05, "close": 60.05, "amount_yi": 0.0029 }, { "time": "11:06", "open": 60.0, "high": 60.0, "low": 60.0, "close": 60.0, "amount_yi": 0.0007 }, { "time": "11:07", "open": 60.11, "high": 60.11, "low": 60.09, "close": 60.09, "amount_yi": 0.0014 }, { "time": "11:08", "open": 60.09, "high": 60.26, "low": 60.09, "close": 60.26, "amount_yi": 0.0004 }, { "time": "11:09", "open": 60.5, "high": 60.5, "low": 60.5, "close": 60.5, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.5, "ts": "2026-07-02T11:09:48", "prev_close": 59.76, "open": 59.88, "high": 62.92, "low": 58.91, "bid1": 60.5, "ask1": 60.56, "bid_qty1": 24, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688566:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.688566:VWAP_RECLAIM", "symbol": "SHSE.688566", "name": "吉贝尔", "side": "BUY", "priority": "W80", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 26.75, "exec_low": 27.15, "exec_high": 27.15, "invalid_price": 25.95, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.55, "max_chase_pct": 1.5, "base_exec_high": 27.15, "dynamic_exec_high": null, "entry_zone_low": 26.35, "entry_zone_high": 27.15, "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": 0.0056, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:03", "open": 26.01, "high": 26.01, "low": 26.01, "close": 26.01, "amount_yi": 0.0002 }, { "time": "11:05", "open": 26.01, "high": 26.01, "low": 26.01, "close": 26.01, "amount_yi": 0.0011 }, { "time": "11:06", "open": 26.01, "high": 26.01, "low": 26.01, "close": 26.01, "amount_yi": 0.0001 }, { "time": "11:08", "open": 26.01, "high": 26.04, "low": 26.01, "close": 26.04, "amount_yi": 0.0032 }, { "time": "11:09", "open": 26.03, "high": 26.03, "low": 26.03, "close": 26.03, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.03, "ts": "2026-07-02T11:09:47", "prev_close": 26.52, "open": 26.65, "high": 27.16, "low": 25.82, "bid1": 26.01, "ask1": 26.03, "bid_qty1": 21, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300436:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300436:VWAP_RECLAIM", "symbol": "SZSE.300436", "name": "广生堂", "side": "BUY", "priority": "W81", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 113.33, "exec_low": 115.03, "exec_high": 115.03, "invalid_price": 109.93, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 116.73, "max_chase_pct": 1.5, "base_exec_high": 115.03, "dynamic_exec_high": null, "entry_zone_low": 111.63, "entry_zone_high": 115.03, "entry_risk_pct": null, "intraday_vwap": 110.1044, "price_vs_vwap_pct": -4.2, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2405, "prev_amount_yi": 0.2536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 105.0, "high": 105.31, "low": 105.0, "close": 105.31, "amount_yi": 0.1288 }, { "time": "11:06", "open": 105.53, "high": 105.53, "low": 105.53, "close": 105.53, "amount_yi": 0.0187 }, { "time": "11:07", "open": 105.32, "high": 105.32, "low": 105.32, "close": 105.32, "amount_yi": 0.0118 }, { "time": "11:08", "open": 105.36, "high": 105.61, "low": 105.36, "close": 105.61, "amount_yi": 0.0114 }, { "time": "11:09", "open": 105.48, "high": 105.48, "low": 105.48, "close": 105.48, "amount_yi": 0.0698 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 105.48, "ts": "2026-07-02T11:09:48", "prev_close": 112.57, "open": 111.87, "high": 117.99, "low": 104.8, "bid1": 105.47, "ask1": 105.48, "bid_qty1": 2, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002262:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002262:VWAP_RECLAIM", "symbol": "SZSE.002262", "name": "恩华药业", "side": "BUY", "priority": "W82", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.58, "exec_low": 19.87, "exec_high": 19.87, "invalid_price": 18.99, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 20.17, "max_chase_pct": 1.5, "base_exec_high": 19.87, "dynamic_exec_high": null, "entry_zone_low": 19.29, "entry_zone_high": 19.87, "entry_risk_pct": 3.457, "intraday_vwap": 19.7358, "price_vs_vwap_pct": -0.3841, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0223, "prev_amount_yi": 0.0187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 19.68, "high": 19.69, "low": 19.68, "close": 19.69, "amount_yi": 0.0123 }, { "time": "11:06", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0011 }, { "time": "11:07", "open": 19.68, "high": 19.68, "low": 19.67, "close": 19.67, "amount_yi": 0.0019 }, { "time": "11:08", "open": 19.67, "high": 19.67, "low": 19.67, "close": 19.67, "amount_yi": 0.0062 }, { "time": "11:09", "open": 19.66, "high": 19.66, "low": 19.66, "close": 19.66, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.66, "ts": "2026-07-02T11:09:48", "prev_close": 19.57, "open": 19.35, "high": 19.97, "low": 19.34, "bid1": 19.66, "ask1": 19.67, "bid_qty1": 62, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002019:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002019:VWAP_RECLAIM", "symbol": "SZSE.002019", "name": "亿帆医药", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.83, "exec_low": 9.98, "exec_high": 9.98, "invalid_price": 9.54, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.12, "max_chase_pct": 1.5, "base_exec_high": 9.98, "dynamic_exec_high": null, "entry_zone_low": 9.68, "entry_zone_high": 9.98, "entry_risk_pct": 3.0488, "intraday_vwap": 9.9095, "price_vs_vwap_pct": -0.8023, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0115, "prev_amount_yi": 0.0125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.92, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 9.82, "high": 9.83, "low": 9.82, "close": 9.83, "amount_yi": 0.0061 }, { "time": "11:06", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0028 }, { "time": "11:07", "open": 9.84, "high": 9.84, "low": 9.83, "close": 9.83, "amount_yi": 0.0006 }, { "time": "11:08", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0005 }, { "time": "11:09", "open": 9.83, "high": 9.83, "low": 9.83, "close": 9.83, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.83, "ts": "2026-07-02T11:09:48", "prev_close": 9.79, "open": 9.76, "high": 10.07, "low": 9.7, "bid1": 9.83, "ask1": 9.84, "bid_qty1": 43, "ask_qty1": 97 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600613:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600613:VWAP_RECLAIM", "symbol": "SHSE.600613", "name": "神奇制药", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.66, "exec_low": 4.73, "exec_high": 4.73, "invalid_price": 4.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.8, "max_chase_pct": 1.5, "base_exec_high": 4.73, "dynamic_exec_high": null, "entry_zone_low": 4.59, "entry_zone_high": 4.73, "entry_risk_pct": 3.8298, "intraday_vwap": 4.7303, "price_vs_vwap_pct": -1.0634, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0053, "prev_amount_yi": 0.0023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 4.67, "high": 4.68, "low": 4.67, "close": 4.68, "amount_yi": 0.0004 }, { "time": "11:06", "open": 4.68, "high": 4.68, "low": 4.68, "close": 4.68, "amount_yi": 0.0002 }, { "time": "11:07", "open": 4.69, "high": 4.69, "low": 4.68, "close": 4.68, "amount_yi": 0.0002 }, { "time": "11:08", "open": 4.69, "high": 4.69, "low": 4.69, "close": 4.69, "amount_yi": 0.0008 }, { "time": "11:09", "open": 4.68, "high": 4.68, "low": 4.68, "close": 4.68, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.68, "ts": "2026-07-02T11:09:40", "prev_close": 4.63, "open": 4.64, "high": 4.82, "low": 4.58, "bid1": 4.69, "ask1": 4.7, "bid_qty1": 44, "ask_qty1": 34 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300194:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300194:VWAP_RECLAIM", "symbol": "SZSE.300194", "name": "福安药业", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.54, "exec_low": 3.59, "exec_high": 3.59, "invalid_price": 3.43, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.65, "max_chase_pct": 1.5, "base_exec_high": 3.59, "dynamic_exec_high": null, "entry_zone_low": 3.49, "entry_zone_high": 3.59, "entry_risk_pct": 3.6517, "intraday_vwap": 3.5793, "price_vs_vwap_pct": -0.5392, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0147, "prev_amount_yi": 0.0023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.3913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:01", "open": 3.55, "high": 3.55, "low": 3.55, "close": 3.55, "amount_yi": 0.0127 }, { "time": "11:02", "open": 3.55, "high": 3.55, "low": 3.55, "close": 3.55, "amount_yi": 0.0005 }, { "time": "11:03", "open": 3.55, "high": 3.55, "low": 3.55, "close": 3.55, "amount_yi": 0.0001 }, { "time": "11:05", "open": 3.55, "high": 3.55, "low": 3.55, "close": 3.55, "amount_yi": 0.0013 }, { "time": "11:09", "open": 3.56, "high": 3.56, "low": 3.56, "close": 3.56, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.56, "ts": "2026-07-02T11:09:45", "prev_close": 3.52, "open": 3.49, "high": 3.63, "low": 3.49, "bid1": 3.55, "ask1": 3.56, "bid_qty1": 190, "ask_qty1": 1043 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603207:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.603207:VWAP_RECLAIM", "symbol": "SHSE.603207", "name": "小方制药", "side": "BUY", "priority": "W86", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.3, "exec_low": 23.65, "exec_high": 23.65, "invalid_price": 22.6, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 24.0, "max_chase_pct": 1.5, "base_exec_high": 23.65, "dynamic_exec_high": null, "entry_zone_low": 22.95, "entry_zone_high": 23.65, "entry_risk_pct": 4.034, "intraday_vwap": 23.7147, "price_vs_vwap_pct": -0.6523, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0026, "prev_amount_yi": 0.0037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7027, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 23.56, "high": 23.56, "low": 23.54, "close": 23.54, "amount_yi": 0.001 }, { "time": "11:06", "open": 23.53, "high": 23.53, "low": 23.53, "close": 23.53, "amount_yi": 0.0004 }, { "time": "11:07", "open": 23.53, "high": 23.53, "low": 23.53, "close": 23.53, "amount_yi": 0.0002 }, { "time": "11:08", "open": 23.51, "high": 23.54, "low": 23.51, "close": 23.54, "amount_yi": 0.0004 }, { "time": "11:09", "open": 23.56, "high": 23.56, "low": 23.56, "close": 23.56, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.56, "ts": "2026-07-02T11:09:44", "prev_close": 23.26, "open": 23.38, "high": 24.09, "low": 23.26, "bid1": 23.51, "ask1": 23.55, "bid_qty1": 2, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600062:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600062:VWAP_RECLAIM", "symbol": "SHSE.600062", "name": "华润双鹤", "side": "BUY", "priority": "W87", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.66, "exec_low": 16.91, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "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": 3.2914, "intraday_vwap": 16.7579, "price_vs_vwap_pct": -0.3455, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0314, "prev_amount_yi": 0.009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4889, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 16.71, "high": 16.72, "low": 16.71, "close": 16.72, "amount_yi": 0.0102 }, { "time": "11:06", "open": 16.71, "high": 16.71, "low": 16.71, "close": 16.71, "amount_yi": 0.0015 }, { "time": "11:07", "open": 16.72, "high": 16.72, "low": 16.72, "close": 16.72, "amount_yi": 0.0012 }, { "time": "11:08", "open": 16.73, "high": 16.73, "low": 16.73, "close": 16.73, "amount_yi": 0.0171 }, { "time": "11:09", "open": 16.7, "high": 16.7, "low": 16.7, "close": 16.7, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.7, "ts": "2026-07-02T11:09:48", "prev_close": 16.63, "open": 16.56, "high": 16.96, "low": 16.52, "bid1": 16.7, "ask1": 16.71, "bid_qty1": 32, "ask_qty1": 33 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600812:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600812:VWAP_RECLAIM", "symbol": "SHSE.600812", "name": "华北制药", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.46, "exec_low": 4.53, "exec_high": 4.53, "invalid_price": 4.33, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.59, "max_chase_pct": 1.5, "base_exec_high": 4.53, "dynamic_exec_high": null, "entry_zone_low": 4.39, "entry_zone_high": 4.53, "entry_risk_pct": 3.132, "intraday_vwap": 4.503, "price_vs_vwap_pct": -0.7328, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0074, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0022 }, { "time": "11:06", "open": 4.46, "high": 4.46, "low": 4.46, "close": 4.46, "amount_yi": 0.0002 }, { "time": "11:07", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0005 }, { "time": "11:08", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0038 }, { "time": "11:09", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.47, "ts": "2026-07-02T11:09:49", "prev_close": 4.46, "open": 4.46, "high": 4.58, "low": 4.42, "bid1": 4.46, "ask1": 4.47, "bid_qty1": 529, "ask_qty1": 126 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002082:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002082:VWAP_RECLAIM", "symbol": "SZSE.002082", "name": "ST万邦", "side": "BUY", "priority": "W89", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.05, "exec_low": 11.22, "exec_high": 11.22, "invalid_price": 10.72, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.38, "max_chase_pct": 1.5, "base_exec_high": 11.22, "dynamic_exec_high": null, "entry_zone_low": 10.88, "entry_zone_high": 11.22, "entry_risk_pct": 3.7702, "intraday_vwap": 11.2113, "price_vs_vwap_pct": -0.7252, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0395, "prev_amount_yi": 0.0045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.7778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 11.21, "high": 11.21, "low": 11.19, "close": 11.19, "amount_yi": 0.0174 }, { "time": "11:06", "open": 11.18, "high": 11.18, "low": 11.18, "close": 11.18, "amount_yi": 0.0014 }, { "time": "11:07", "open": 11.15, "high": 11.15, "low": 11.13, "close": 11.13, "amount_yi": 0.0161 }, { "time": "11:08", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0007 }, { "time": "11:09", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.13, "ts": "2026-07-02T11:09:48", "prev_close": 11.0, "open": 10.86, "high": 11.55, "low": 10.84, "bid1": 11.11, "ask1": 11.14, "bid_qty1": 35, "ask_qty1": 27 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688602:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.688602:VWAP_RECLAIM", "symbol": "SHSE.688602", "name": "康鹏科技", "side": "BUY", "priority": "W90", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.39, "exec_low": 8.52, "exec_high": 8.52, "invalid_price": 8.14, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.64, "max_chase_pct": 1.5, "base_exec_high": 8.52, "dynamic_exec_high": null, "entry_zone_low": 8.26, "entry_zone_high": 8.52, "entry_risk_pct": null, "intraday_vwap": null, "price_vs_vwap_pct": null, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4722, "prev_amount_yi": 0.3132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 8.71, "high": 8.78, "low": 8.71, "close": 8.78, "amount_yi": 0.2446 }, { "time": "11:06", "open": 8.74, "high": 8.74, "low": 8.74, "close": 8.74, "amount_yi": 0.0625 }, { "time": "11:07", "open": 8.81, "high": 8.81, "low": 8.79, "close": 8.79, "amount_yi": 0.081 }, { "time": "11:08", "open": 8.81, "high": 8.81, "low": 8.79, "close": 8.79, "amount_yi": 0.0622 }, { "time": "11:09", "open": 8.79, "high": 8.79, "low": 8.79, "close": 8.79, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.79, "ts": "2026-07-02T11:09:50", "prev_close": 8.17, "open": 8.06, "high": 8.83, "low": 7.93, "bid1": 8.78, "ask1": 8.79, "bid_qty1": 91, "ask_qty1": 131 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300558:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300558:VWAP_RECLAIM", "symbol": "SZSE.300558", "name": "贝达药业", "side": "BUY", "priority": "W91", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 69.85, "exec_low": 70.9, "exec_high": 70.9, "invalid_price": 67.75, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 71.95, "max_chase_pct": 1.5, "base_exec_high": 70.9, "dynamic_exec_high": null, "entry_zone_low": 68.8, "entry_zone_high": 70.9, "entry_risk_pct": null, "intraday_vwap": 67.9367, "price_vs_vwap_pct": -1.9823, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1042, "prev_amount_yi": 0.105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9924, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 66.53, "high": 66.53, "low": 66.48, "close": 66.48, "amount_yi": 0.0347 }, { "time": "11:06", "open": 66.36, "high": 66.36, "low": 66.36, "close": 66.36, "amount_yi": 0.0231 }, { "time": "11:07", "open": 66.41, "high": 66.5, "low": 66.41, "close": 66.5, "amount_yi": 0.0199 }, { "time": "11:08", "open": 66.54, "high": 66.59, "low": 66.54, "close": 66.59, "amount_yi": 0.0053 }, { "time": "11:09", "open": 66.59, "high": 66.59, "low": 66.59, "close": 66.59, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.59, "ts": "2026-07-02T11:09:48", "prev_close": 67.95, "open": 67.0, "high": 70.22, "low": 66.1, "bid1": 66.6, "ask1": 66.62, "bid_qty1": 7, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.688428:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.688428:VWAP_RECLAIM", "symbol": "SHSE.688428", "name": "诺诚健华", "side": "BUY", "priority": "W92", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 30.05, "exec_low": 30.5, "exec_high": 30.5, "invalid_price": 29.15, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.95, "max_chase_pct": 1.5, "base_exec_high": 30.5, "dynamic_exec_high": null, "entry_zone_low": 29.6, "entry_zone_high": 30.5, "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": 0.0214, "prev_amount_yi": 0.0283, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 29.06, "high": 29.09, "low": 29.06, "close": 29.09, "amount_yi": 0.0069 }, { "time": "11:06", "open": 29.12, "high": 29.12, "low": 29.12, "close": 29.12, "amount_yi": 0.0012 }, { "time": "11:07", "open": 29.15, "high": 29.15, "low": 29.1, "close": 29.1, "amount_yi": 0.0045 }, { "time": "11:08", "open": 29.14, "high": 29.14, "low": 29.13, "close": 29.13, "amount_yi": 0.0049 }, { "time": "11:09", "open": 29.08, "high": 29.08, "low": 29.08, "close": 29.08, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.08, "ts": "2026-07-02T11:09:47", "prev_close": 29.57, "open": 29.84, "high": 30.87, "low": 28.91, "bid1": 29.08, "ask1": 29.12, "bid_qty1": 7, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600267:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600267:VWAP_RECLAIM", "symbol": "SHSE.600267", "name": "海正药业", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.53, "exec_low": 10.69, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "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": 3.2227, "intraday_vwap": 10.6037, "price_vs_vwap_pct": -0.6007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0301, "prev_amount_yi": 0.0156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 10.53, "high": 10.53, "low": 10.53, "close": 10.53, "amount_yi": 0.0195 }, { "time": "11:06", "open": 10.54, "high": 10.54, "low": 10.54, "close": 10.54, "amount_yi": 0.0017 }, { "time": "11:07", "open": 10.54, "high": 10.55, "low": 10.54, "close": 10.55, "amount_yi": 0.0042 }, { "time": "11:08", "open": 10.56, "high": 10.56, "low": 10.55, "close": 10.55, "amount_yi": 0.0035 }, { "time": "11:09", "open": 10.54, "high": 10.54, "low": 10.54, "close": 10.54, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.54, "ts": "2026-07-02T11:09:50", "prev_close": 10.53, "open": 10.5, "high": 10.74, "low": 10.48, "bid1": 10.54, "ask1": 10.55, "bid_qty1": 51, "ask_qty1": 118 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603676:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.603676:VWAP_RECLAIM", "symbol": "SHSE.603676", "name": "卫信康", "side": "BUY", "priority": "W94", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.45, "exec_low": 8.59, "exec_high": 8.63, "invalid_price": 8.2, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.7, "max_chase_pct": 1.5, "base_exec_high": 8.58, "dynamic_exec_high": 8.63, "entry_zone_low": 8.32, "entry_zone_high": 8.58, "entry_risk_pct": 4.6512, "intraday_vwap": 8.5886, "price_vs_vwap_pct": 0.1327, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.002, "prev_amount_yi": 0.0017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1765, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:02", "open": 8.58, "high": 8.59, "low": 8.58, "close": 8.59, "amount_yi": 0.0004 }, { "time": "11:03", "open": 8.58, "high": 8.58, "low": 8.58, "close": 8.58, "amount_yi": 0.0002 }, { "time": "11:05", "open": 8.58, "high": 8.59, "low": 8.58, "close": 8.59, "amount_yi": 0.0001 }, { "time": "11:08", "open": 8.6, "high": 8.6, "low": 8.6, "close": 8.6, "amount_yi": 0.0009 }, { "time": "11:09", "open": 8.6, "high": 8.6, "low": 8.6, "close": 8.6, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.6, "ts": "2026-07-02T11:09:48", "prev_close": 8.42, "open": 8.54, "high": 8.71, "low": 8.29, "bid1": 8.58, "ask1": 8.6, "bid_qty1": 6, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600420:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600420:VWAP_RECLAIM", "symbol": "SHSE.600420", "name": "国药现代", "side": "BUY", "priority": "W95", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.24, "exec_low": 8.36, "exec_high": 8.36, "invalid_price": 7.99, "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": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.49, "max_chase_pct": 1.5, "base_exec_high": 8.36, "dynamic_exec_high": null, "entry_zone_low": 8.12, "entry_zone_high": 8.36, "entry_risk_pct": null, "intraday_vwap": 8.4042, "price_vs_vwap_pct": 0.664, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0144, "prev_amount_yi": 0.0101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 8.45, "high": 8.45, "low": 8.45, "close": 8.45, "amount_yi": 0.0078 }, { "time": "11:06", "open": 8.45, "high": 8.45, "low": 8.45, "close": 8.45, "amount_yi": 0.0009 }, { "time": "11:07", "open": 8.45, "high": 8.46, "low": 8.45, "close": 8.46, "amount_yi": 0.0025 }, { "time": "11:08", "open": 8.45, "high": 8.45, "low": 8.45, "close": 8.45, "amount_yi": 0.0008 }, { "time": "11:09", "open": 8.46, "high": 8.46, "low": 8.46, "close": 8.46, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.46, "ts": "2026-07-02T11:09:50", "prev_close": 8.23, "open": 8.21, "high": 8.51, "low": 8.2, "bid1": 8.45, "ask1": 8.46, "bid_qty1": 115, "ask_qty1": 114 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.301130:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.301130:VWAP_RECLAIM", "symbol": "SZSE.301130", "name": "西点药业", "side": "BUY", "priority": "W96", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 25.01, "exec_low": 25.39, "exec_high": 25.39, "invalid_price": 24.26, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.76, "max_chase_pct": 1.5, "base_exec_high": 25.39, "dynamic_exec_high": null, "entry_zone_low": 24.63, "entry_zone_high": 25.39, "entry_risk_pct": 3.2695, "intraday_vwap": 25.1751, "price_vs_vwap_pct": -0.6558, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 25.04, "high": 25.06, "low": 25.04, "close": 25.06, "amount_yi": 0.003 }, { "time": "11:06", "open": 25.04, "high": 25.04, "low": 25.04, "close": 25.04, "amount_yi": 0.0012 }, { "time": "11:07", "open": 25.07, "high": 25.07, "low": 25.07, "close": 25.07, "amount_yi": 0.0021 }, { "time": "11:08", "open": 25.14, "high": 25.14, "low": 25.14, "close": 25.14, "amount_yi": 0.0001 }, { "time": "11:09", "open": 25.01, "high": 25.01, "low": 25.01, "close": 25.01, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.01, "ts": "2026-07-02T11:09:48", "prev_close": 24.95, "open": 24.78, "high": 25.69, "low": 24.63, "bid1": 25.01, "ask1": 25.08, "bid_qty1": 34, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.300573:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.300573:VWAP_RECLAIM", "symbol": "SZSE.300573", "name": "兴齐眼药", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 42.75, "exec_low": 43.39, "exec_high": 43.39, "invalid_price": 41.47, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 44.03, "max_chase_pct": 1.5, "base_exec_high": 43.39, "dynamic_exec_high": null, "entry_zone_low": 42.11, "entry_zone_high": 43.39, "entry_risk_pct": null, "intraday_vwap": 42.7122, "price_vs_vwap_pct": -1.5972, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0207, "prev_amount_yi": 0.0201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 42.09, "high": 42.09, "low": 42.07, "close": 42.07, "amount_yi": 0.0084 }, { "time": "11:06", "open": 42.01, "high": 42.01, "low": 42.01, "close": 42.01, "amount_yi": 0.0027 }, { "time": "11:07", "open": 42.0, "high": 42.01, "low": 42.0, "close": 42.01, "amount_yi": 0.0065 }, { "time": "11:08", "open": 42.02, "high": 42.02, "low": 42.02, "close": 42.02, "amount_yi": 0.0009 }, { "time": "11:09", "open": 42.03, "high": 42.03, "low": 42.03, "close": 42.03, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 42.03, "ts": "2026-07-02T11:09:48", "prev_close": 42.66, "open": 42.3, "high": 43.96, "low": 41.84, "bid1": 42.02, "ask1": 42.03, "bid_qty1": 4, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000756:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.000756:VWAP_RECLAIM", "symbol": "SZSE.000756", "name": "新华制药", "side": "BUY", "priority": "W98", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.0, "exec_low": 15.22, "exec_high": 15.22, "invalid_price": 14.55, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.45, "max_chase_pct": 1.5, "base_exec_high": 15.22, "dynamic_exec_high": null, "entry_zone_low": 14.78, "entry_zone_high": 15.22, "entry_risk_pct": null, "intraday_vwap": 14.6311, "price_vs_vwap_pct": -1.2378, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0284, "prev_amount_yi": 0.0151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 14.44, "high": 14.44, "low": 14.43, "close": 14.43, "amount_yi": 0.0174 }, { "time": "11:06", "open": 14.44, "high": 14.44, "low": 14.44, "close": 14.44, "amount_yi": 0.0042 }, { "time": "11:07", "open": 14.43, "high": 14.43, "low": 14.42, "close": 14.42, "amount_yi": 0.0036 }, { "time": "11:08", "open": 14.43, "high": 14.43, "low": 14.43, "close": 14.43, "amount_yi": 0.0021 }, { "time": "11:09", "open": 14.45, "high": 14.45, "low": 14.45, "close": 14.45, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.45, "ts": "2026-07-02T11:09:48", "prev_close": 14.72, "open": 14.45, "high": 15.08, "low": 14.33, "bid1": 14.45, "ask1": 14.46, "bid_qty1": 40, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002872:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002872:VWAP_RECLAIM", "symbol": "SZSE.002872", "name": "ST天圣", "side": "BUY", "priority": "W99", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.67, "exec_low": 4.74, "exec_high": 4.74, "invalid_price": 4.53, "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": "2026-07-02T11:09:50", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "化学制剂", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.81, "max_chase_pct": 1.5, "base_exec_high": 4.74, "dynamic_exec_high": null, "entry_zone_low": 4.6, "entry_zone_high": 4.74, "entry_risk_pct": 5.2301, "intraday_vwap": 4.7694, "price_vs_vwap_pct": 0.0126, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0016, "prev_amount_yi": 0.0021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:54", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0001 }, { "time": "10:57", "open": 4.79, "high": 4.79, "low": 4.78, "close": 4.78, "amount_yi": 0.0005 }, { "time": "11:03", "open": 4.77, "high": 4.77, "low": 4.77, "close": 4.77, "amount_yi": 0.0001 }, { "time": "11:08", "open": 4.77, "high": 4.77, "low": 4.77, "close": 4.77, "amount_yi": 0.0001 }, { "time": "11:09", "open": 4.77, "high": 4.77, "low": 4.77, "close": 4.77, "amount_yi": 0.0008 } ] }, "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": 4.77, "ts": "2026-07-02T11:09:45", "prev_close": 4.66, "open": 4.66, "high": 4.84, "low": 4.64, "bid1": 4.77, "ask1": 4.78, "bid_qty1": 44, "ask_qty1": 33 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002458:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002458:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002458", "name": "益生股份", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 9.3178, "price_vs_vwap_pct": 0.9895, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0324, "prev_amount_yi": 0.0096, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0017 }, { "time": "11:06", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.007 }, { "time": "11:07", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0019 }, { "time": "11:08", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.005 }, { "time": "11:09", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.41, "ts": "2026-07-02T11:09:48", "prev_close": 8.55, "open": 9.21, "high": 9.41, "low": 9.0, "bid1": 9.41, "ask1": 0.0, "bid_qty1": 121933, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600975:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.600975:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600975", "name": "新五丰", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 4.8438, "price_vs_vwap_pct": -1.1107, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0109, "prev_amount_yi": 0.0127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 4.79, "high": 4.79, "low": 4.78, "close": 4.78, "amount_yi": 0.0021 }, { "time": "11:06", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0009 }, { "time": "11:07", "open": 4.78, "high": 4.79, "low": 4.78, "close": 4.79, "amount_yi": 0.005 }, { "time": "11:08", "open": 4.78, "high": 4.79, "low": 4.78, "close": 4.79, "amount_yi": 0.0017 }, { "time": "11:09", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.79, "ts": "2026-07-02T11:09:45", "prev_close": 4.74, "open": 4.77, "high": 4.95, "low": 4.74, "bid1": 4.78, "ask1": 4.79, "bid_qty1": 866, "ask_qty1": 354 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002982:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002982:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002982", "name": "湘佳股份", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 11.8645, "price_vs_vwap_pct": -0.6279, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.011, "prev_amount_yi": 0.0102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0784, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 11.78, "high": 11.81, "low": 11.78, "close": 11.81, "amount_yi": 0.003 }, { "time": "11:06", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.0039 }, { "time": "11:07", "open": 11.8, "high": 11.8, "low": 11.79, "close": 11.79, "amount_yi": 0.0009 }, { "time": "11:08", "open": 11.79, "high": 11.79, "low": 11.79, "close": 11.79, "amount_yi": 0.0022 }, { "time": "11:09", "open": 11.79, "high": 11.79, "low": 11.79, "close": 11.79, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.79, "ts": "2026-07-02T11:09:36", "prev_close": 11.61, "open": 11.79, "high": 12.02, "low": 11.65, "bid1": 11.79, "ask1": 11.8, "bid_qty1": 4, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603363:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SHSE.603363:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603363", "name": "傲农生物", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 2.996, "price_vs_vwap_pct": -1.8692, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0284, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.346, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 2.95, "high": 2.95, "low": 2.94, "close": 2.94, "amount_yi": 0.0098 }, { "time": "11:06", "open": 2.95, "high": 2.95, "low": 2.95, "close": 2.95, "amount_yi": 0.0035 }, { "time": "11:07", "open": 2.94, "high": 2.94, "low": 2.94, "close": 2.94, "amount_yi": 0.0032 }, { "time": "11:08", "open": 2.95, "high": 2.95, "low": 2.95, "close": 2.95, "amount_yi": 0.0076 }, { "time": "11:09", "open": 2.94, "high": 2.94, "low": 2.94, "close": 2.94, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.94, "ts": "2026-07-02T11:09:44", "prev_close": 2.95, "open": 2.99, "high": 3.06, "low": 2.93, "bid1": 2.94, "ask1": 2.95, "bid_qty1": 1145, "ask_qty1": 2101 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002124:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002124:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002124", "name": "天邦食品", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 2.3619, "price_vs_vwap_pct": -2.6208, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0456, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 2.3, "high": 2.3, "low": 2.29, "close": 2.29, "amount_yi": 0.0047 }, { "time": "11:06", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0017 }, { "time": "11:07", "open": 2.29, "high": 2.29, "low": 2.28, "close": 2.28, "amount_yi": 0.018 }, { "time": "11:08", "open": 2.29, "high": 2.29, "low": 2.29, "close": 2.29, "amount_yi": 0.0196 }, { "time": "11:09", "open": 2.3, "high": 2.3, "low": 2.3, "close": 2.3, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.3, "ts": "2026-07-02T11:09:48", "prev_close": 2.32, "open": 2.37, "high": 2.42, "low": 2.28, "bid1": 2.29, "ask1": 2.3, "bid_qty1": 2257, "ask_qty1": 12931 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000876:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.000876:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000876", "name": "新 希 望", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 6.9463, "price_vs_vwap_pct": -2.3941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0552, "prev_amount_yi": 0.0438, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2603, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 6.78, "high": 6.78, "low": 6.78, "close": 6.78, "amount_yi": 0.0074 }, { "time": "11:06", "open": 6.78, "high": 6.78, "low": 6.78, "close": 6.78, "amount_yi": 0.0129 }, { "time": "11:07", "open": 6.79, "high": 6.79, "low": 6.78, "close": 6.78, "amount_yi": 0.0144 }, { "time": "11:08", "open": 6.77, "high": 6.78, "low": 6.77, "close": 6.78, "amount_yi": 0.0115 }, { "time": "11:09", "open": 6.78, "high": 6.78, "low": 6.78, "close": 6.78, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.78, "ts": "2026-07-02T11:09:48", "prev_close": 6.9, "open": 6.96, "high": 7.1, "low": 6.73, "bid1": 6.77, "ask1": 6.78, "bid_qty1": 2308, "ask_qty1": 1781 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002840:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002840:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002840", "name": "华统股份", "side": "BUY", "priority": "W106", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 7.9507, "price_vs_vwap_pct": -2.0212, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0198, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 7.8, "high": 7.81, "low": 7.8, "close": 7.81, "amount_yi": 0.005 }, { "time": "11:06", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0011 }, { "time": "11:07", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0004 }, { "time": "11:08", "open": 7.81, "high": 7.81, "low": 7.79, "close": 7.79, "amount_yi": 0.005 }, { "time": "11:09", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.79, "ts": "2026-07-02T11:09:45", "prev_close": 8.02, "open": 8.0, "high": 8.2, "low": 7.77, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 286, "ask_qty1": 191 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002548:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260701:SZSE.002548:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002548", "name": "金新农", "side": "BUY", "priority": "W107", "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": "2026-07-02T11:09:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "猪肉概念", "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": 4.1635, "price_vs_vwap_pct": -2.0055, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0334, "prev_amount_yi": 0.0359, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:05", "open": 4.09, "high": 4.09, "low": 4.09, "close": 4.09, "amount_yi": 0.0169 }, { "time": "11:06", "open": 4.09, "high": 4.09, "low": 4.09, "close": 4.09, "amount_yi": 0.001 }, { "time": "11:07", "open": 4.08, "high": 4.09, "low": 4.08, "close": 4.09, "amount_yi": 0.0057 }, { "time": "11:08", "open": 4.1, "high": 4.1, "low": 4.1, "close": 4.1, "amount_yi": 0.0022 }, { "time": "11:09", "open": 4.08, "high": 4.08, "low": 4.08, "close": 4.08, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.08, "ts": "2026-07-02T11:09:45", "prev_close": 4.06, "open": 4.13, "high": 4.35, "low": 4.0, "bid1": 4.08, "ask1": 4.09, "bid_qty1": 13, "ask_qty1": 346 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002726:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002726:VWAP_RECLAIM", "symbol": "SZSE.002726", "name": "ST龙大", "side": "BUY", "priority": "W108", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 1.24, "exec_low": 1.26, "exec_high": 1.26, "invalid_price": 1.2, "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": "2026-07-02T11:09:50", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 1.28, "max_chase_pct": 1.5, "base_exec_high": 1.26, "dynamic_exec_high": null, "entry_zone_low": 1.22, "entry_zone_high": 1.26, "entry_risk_pct": 4.7619, "intraday_vwap": 1.2567, "price_vs_vwap_pct": -0.5331, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0129, "prev_amount_yi": 0.0151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8543, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 1.26, "high": 1.26, "low": 1.26, "close": 1.26, "amount_yi": 0.0028 }, { "time": "11:06", "open": 1.26, "high": 1.26, "low": 1.26, "close": 1.26, "amount_yi": 0.0011 }, { "time": "11:07", "open": 1.25, "high": 1.25, "low": 1.25, "close": 1.25, "amount_yi": 0.0044 }, { "time": "11:08", "open": 1.25, "high": 1.25, "low": 1.25, "close": 1.25, "amount_yi": 0.0025 }, { "time": "11:09", "open": 1.25, "high": 1.25, "low": 1.25, "close": 1.25, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43808.42, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1.25, "ts": "2026-07-02T11:09:48", "prev_close": 1.22, "open": 1.21, "high": 1.28, "low": 1.2, "bid1": 1.25, "ask1": 1.26, "bid_qty1": 14736, "ask_qty1": 19468 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002567:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002567:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002567", "name": "唐人神", "side": "BUY", "priority": "W109", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 3.69, "exec_low": 3.69, "exec_high": 3.75, "invalid_price": 3.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.8, "max_chase_pct": 1.5, "base_exec_high": 3.75, "dynamic_exec_high": null, "entry_zone_low": 3.63, "entry_zone_high": 3.75, "entry_risk_pct": null, "intraday_vwap": 3.577, "price_vs_vwap_pct": -1.5935, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0042, "prev_amount_yi": 0.0068, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 3.51, "high": 3.51, "low": 3.51, "close": 3.51, "amount_yi": 0.0011 }, { "time": "11:06", "open": 3.51, "high": 3.51, "low": 3.51, "close": 3.51, "amount_yi": 0.0017 }, { "time": "11:07", "open": 3.52, "high": 3.52, "low": 3.51, "close": 3.51, "amount_yi": 0.0006 }, { "time": "11:08", "open": 3.51, "high": 3.52, "low": 3.51, "close": 3.52, "amount_yi": 0.0005 }, { "time": "11:09", "open": 3.52, "high": 3.52, "low": 3.52, "close": 3.52, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.52, "ts": "2026-07-02T11:09:48", "prev_close": 3.57, "open": 3.62, "high": 3.65, "low": 3.5, "bid1": 3.51, "ask1": 3.52, "bid_qty1": 2019, "ask_qty1": 2393 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000529:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.000529:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000529", "name": "广弘控股", "side": "BUY", "priority": "W110", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 4.55, "exec_low": 4.55, "exec_high": 4.62, "invalid_price": 4.41, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.69, "max_chase_pct": 1.5, "base_exec_high": 4.62, "dynamic_exec_high": null, "entry_zone_low": 4.48, "entry_zone_high": 4.62, "entry_risk_pct": null, "intraday_vwap": 4.5073, "price_vs_vwap_pct": -0.3838, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.002, "prev_amount_yi": 0.0022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:59", "open": 4.48, "high": 4.48, "low": 4.48, "close": 4.48, "amount_yi": 0.0002 }, { "time": "11:00", "open": 4.49, "high": 4.49, "low": 4.49, "close": 4.49, "amount_yi": 0.0012 }, { "time": "11:01", "open": 4.5, "high": 4.5, "low": 4.5, "close": 4.5, "amount_yi": 0.0001 }, { "time": "11:05", "open": 4.49, "high": 4.49, "low": 4.49, "close": 4.49, "amount_yi": 0.0003 }, { "time": "11:09", "open": 4.49, "high": 4.49, "low": 4.49, "close": 4.49, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.49, "ts": "2026-07-02T11:09:48", "prev_close": 4.49, "open": 4.49, "high": 4.58, "low": 4.44, "bid1": 4.48, "ask1": 4.49, "bid_qty1": 75, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000735:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.000735:VWAP_RECLAIM", "symbol": "SZSE.000735", "name": "罗 牛 山", "side": "BUY", "priority": "W111", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.13, "exec_low": 5.21, "exec_high": 5.21, "invalid_price": 4.98, "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": "2026-07-02T11:09:50", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.28, "max_chase_pct": 1.5, "base_exec_high": 5.21, "dynamic_exec_high": null, "entry_zone_low": 5.05, "entry_zone_high": 5.21, "entry_risk_pct": null, "intraday_vwap": 5.0987, "price_vs_vwap_pct": -0.3668, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0147, "prev_amount_yi": 0.0079, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8608, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 5.07, "high": 5.07, "low": 5.06, "close": 5.06, "amount_yi": 0.0012 }, { "time": "11:06", "open": 5.08, "high": 5.08, "low": 5.08, "close": 5.08, "amount_yi": 0.0055 }, { "time": "11:07", "open": 5.08, "high": 5.08, "low": 5.07, "close": 5.07, "amount_yi": 0.0019 }, { "time": "11:08", "open": 5.08, "high": 5.08, "low": 5.08, "close": 5.08, "amount_yi": 0.0039 }, { "time": "11:09", "open": 5.08, "high": 5.08, "low": 5.08, "close": 5.08, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.08, "ts": "2026-07-02T11:09:45", "prev_close": 4.98, "open": 5.05, "high": 5.2, "low": 5.0, "bid1": 5.07, "ask1": 5.08, "bid_qty1": 840, "ask_qty1": 162 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.600073:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.600073:VWAP_RECLAIM", "symbol": "SHSE.600073", "name": "光明肉业", "side": "BUY", "priority": "W112", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.99, "exec_low": 5.06, "exec_high": 5.06, "invalid_price": 4.84, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.14, "max_chase_pct": 1.5, "base_exec_high": 5.06, "dynamic_exec_high": null, "entry_zone_low": 4.92, "entry_zone_high": 5.06, "entry_risk_pct": null, "intraday_vwap": 4.9263, "price_vs_vwap_pct": -0.5339, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0029, "prev_amount_yi": 0.0033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8788, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:00", "open": 4.9, "high": 4.91, "low": 4.9, "close": 4.91, "amount_yi": 0.0009 }, { "time": "11:01", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0001 }, { "time": "11:02", "open": 4.89, "high": 4.9, "low": 4.89, "close": 4.9, "amount_yi": 0.0001 }, { "time": "11:05", "open": 4.89, "high": 4.9, "low": 4.89, "close": 4.9, "amount_yi": 0.0001 }, { "time": "11:09", "open": 4.9, "high": 4.9, "low": 4.9, "close": 4.9, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.9, "ts": "2026-07-02T11:09:14", "prev_close": 4.88, "open": 4.94, "high": 5.01, "low": 4.84, "bid1": 4.89, "ask1": 4.9, "bid_qty1": 281, "ask_qty1": 199 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603151:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.603151:VWAP_RECLAIM", "symbol": "SHSE.603151", "name": "邦基科技", "side": "BUY", "priority": "W113", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.65, "exec_low": 11.82, "exec_high": 11.82, "invalid_price": 11.3, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.0, "max_chase_pct": 1.5, "base_exec_high": 11.82, "dynamic_exec_high": null, "entry_zone_low": 11.48, "entry_zone_high": 11.82, "entry_risk_pct": null, "intraday_vwap": 11.498, "price_vs_vwap_pct": -0.1565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0064, "prev_amount_yi": 0.0051, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 11.47, "high": 11.49, "low": 11.47, "close": 11.49, "amount_yi": 0.0032 }, { "time": "11:06", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.001 }, { "time": "11:07", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0008 }, { "time": "11:08", "open": 11.47, "high": 11.47, "low": 11.47, "close": 11.47, "amount_yi": 0.0011 }, { "time": "11:09", "open": 11.48, "high": 11.48, "low": 11.48, "close": 11.48, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.48, "ts": "2026-07-02T11:09:43", "prev_close": 11.41, "open": 11.45, "high": 11.67, "low": 11.3, "bid1": 11.45, "ask1": 11.48, "bid_qty1": 14, "ask_qty1": 28 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.001201:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.001201:STRONG_WATCH_CONFIRM", "symbol": "SZSE.001201", "name": "东瑞股份", "side": "BUY", "priority": "W114", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.63, "exec_low": 11.63, "exec_high": 11.8, "invalid_price": 11.28, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.98, "max_chase_pct": 1.5, "base_exec_high": 11.8, "dynamic_exec_high": null, "entry_zone_low": 11.46, "entry_zone_high": 11.8, "entry_risk_pct": null, "intraday_vwap": 11.4414, "price_vs_vwap_pct": -0.2744, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0029, "prev_amount_yi": 0.0013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0006 }, { "time": "11:06", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0003 }, { "time": "11:07", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0012 }, { "time": "11:08", "open": 11.4, "high": 11.41, "low": 11.4, "close": 11.41, "amount_yi": 0.0004 }, { "time": "11:09", "open": 11.41, "high": 11.41, "low": 11.41, "close": 11.41, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.41, "ts": "2026-07-02T11:09:48", "prev_close": 11.42, "open": 11.4, "high": 11.57, "low": 11.31, "bid1": 11.4, "ask1": 11.41, "bid_qty1": 8, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SHSE.603717:VWAP_RECLAIM:BUY", "plan_id": "20260701:SHSE.603717:VWAP_RECLAIM", "symbol": "SHSE.603717", "name": "天域生物", "side": "BUY", "priority": "W115", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.37, "exec_low": 6.47, "exec_high": 6.47, "invalid_price": 6.18, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.56, "max_chase_pct": 1.5, "base_exec_high": 6.47, "dynamic_exec_high": null, "entry_zone_low": 6.27, "entry_zone_high": 6.47, "entry_risk_pct": null, "intraday_vwap": 6.4369, "price_vs_vwap_pct": 3.466, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0038, "prev_amount_yi": 0.0009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.2222, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:03", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0001 }, { "time": "11:05", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0021 }, { "time": "11:07", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0001 }, { "time": "11:08", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.001 }, { "time": "11:09", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.66, "ts": "2026-07-02T11:09:42", "prev_close": 6.05, "open": 6.13, "high": 6.66, "low": 6.09, "bid1": 6.66, "ask1": 0.0, "bid_qty1": 185904, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002330:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.002330:VWAP_RECLAIM", "symbol": "SZSE.002330", "name": "得利斯", "side": "BUY", "priority": "W116", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.69, "exec_low": 3.75, "exec_high": 3.75, "invalid_price": 3.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.8, "max_chase_pct": 1.5, "base_exec_high": 3.75, "dynamic_exec_high": null, "entry_zone_low": 3.63, "entry_zone_high": 3.75, "entry_risk_pct": null, "intraday_vwap": 3.6523, "price_vs_vwap_pct": -0.6106, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0044, "prev_amount_yi": 0.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 3.61, "high": 3.61, "low": 3.6, "close": 3.6, "amount_yi": 0.0004 }, { "time": "11:06", "open": 3.61, "high": 3.61, "low": 3.61, "close": 3.61, "amount_yi": 0.0001 }, { "time": "11:07", "open": 3.61, "high": 3.61, "low": 3.61, "close": 3.61, "amount_yi": 0.0007 }, { "time": "11:08", "open": 3.61, "high": 3.61, "low": 3.61, "close": 3.61, "amount_yi": 0.0006 }, { "time": "11:09", "open": 3.63, "high": 3.63, "low": 3.63, "close": 3.63, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.63, "ts": "2026-07-02T11:09:48", "prev_close": 3.63, "open": 3.63, "high": 3.72, "low": 3.58, "bid1": 3.61, "ask1": 3.62, "bid_qty1": 67, "ask_qty1": 140 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.002157:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.002157:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002157", "name": "正邦科技", "side": "BUY", "priority": "W117", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 3.05, "exec_low": 3.05, "exec_high": 3.1, "invalid_price": 2.96, "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": "2026-07-02T11:09:50", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.14, "max_chase_pct": 1.5, "base_exec_high": 3.1, "dynamic_exec_high": null, "entry_zone_low": 3.0, "entry_zone_high": 3.1, "entry_risk_pct": null, "intraday_vwap": 2.9591, "price_vs_vwap_pct": -1.3213, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0299, "prev_amount_yi": 0.1089, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0073 }, { "time": "11:06", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0047 }, { "time": "11:07", "open": 2.92, "high": 2.92, "low": 2.91, "close": 2.91, "amount_yi": 0.0026 }, { "time": "11:08", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0037 }, { "time": "11:09", "open": 2.92, "high": 2.92, "low": 2.92, "close": 2.92, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.92, "ts": "2026-07-02T11:09:48", "prev_close": 2.99, "open": 3.01, "high": 3.02, "low": 2.91, "bid1": 2.91, "ask1": 2.92, "bid_qty1": 41505, "ask_qty1": 1282 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.001366:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260701:SZSE.001366:STRONG_WATCH_CONFIRM", "symbol": "SZSE.001366", "name": "播恩集团", "side": "BUY", "priority": "W118", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 11.64, "exec_low": 11.64, "exec_high": 11.81, "invalid_price": 11.29, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.99, "max_chase_pct": 1.5, "base_exec_high": 11.81, "dynamic_exec_high": null, "entry_zone_low": 11.47, "entry_zone_high": 11.81, "entry_risk_pct": null, "intraday_vwap": 11.4806, "price_vs_vwap_pct": -0.5278, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.011, "prev_amount_yi": 0.0036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:05", "open": 11.42, "high": 11.44, "low": 11.42, "close": 11.44, "amount_yi": 0.0044 }, { "time": "11:06", "open": 11.43, "high": 11.43, "low": 11.43, "close": 11.43, "amount_yi": 0.0003 }, { "time": "11:07", "open": 11.43, "high": 11.44, "low": 11.43, "close": 11.44, "amount_yi": 0.0033 }, { "time": "11:08", "open": 11.4, "high": 11.43, "low": 11.4, "close": 11.43, "amount_yi": 0.0026 }, { "time": "11:09", "open": 11.42, "high": 11.42, "low": 11.42, "close": 11.42, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.42, "ts": "2026-07-02T11:09:45", "prev_close": 11.43, "open": 11.43, "high": 11.75, "low": 10.89, "bid1": 11.42, "ask1": 11.45, "bid_qty1": 16, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260701:20260702:SZSE.000702:VWAP_RECLAIM:BUY", "plan_id": "20260701:SZSE.000702:VWAP_RECLAIM", "symbol": "SZSE.000702", "name": "正虹科技", "side": "BUY", "priority": "W119", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.36, "exec_low": 5.44, "exec_high": 5.44, "invalid_price": 5.2, "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": "2026-07-02T11:09:50", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "猪肉概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.52, "max_chase_pct": 1.5, "base_exec_high": 5.44, "dynamic_exec_high": null, "entry_zone_low": 5.28, "entry_zone_high": 5.44, "entry_risk_pct": null, "intraday_vwap": 5.286, "price_vs_vwap_pct": -0.3027, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0086, "prev_amount_yi": 0.0067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:05", "open": 5.24, "high": 5.25, "low": 5.24, "close": 5.25, "amount_yi": 0.0023 }, { "time": "11:06", "open": 5.27, "high": 5.27, "low": 5.27, "close": 5.27, "amount_yi": 0.0022 }, { "time": "11:07", "open": 5.27, "high": 5.27, "low": 5.27, "close": 5.27, "amount_yi": 0.0018 }, { "time": "11:08", "open": 5.28, "high": 5.28, "low": 5.27, "close": 5.27, "amount_yi": 0.0011 }, { "time": "11:09", "open": 5.27, "high": 5.27, "low": 5.27, "close": 5.27, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87616.84, "current_position_value": 0.0, "cash_before_order": 417502.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.27, "ts": "2026-07-02T11:09:48", "prev_close": 5.19, "open": 5.22, "high": 5.39, "low": 5.17, "bid1": 5.27, "ask1": 5.29, "bid_qty1": 92, "ask_qty1": 275 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 417502.0, "market_value": 677920.57, "total_value": 1095422.5699999998, "unrealized_pnl": 58471.562749407894, "unrealized_pnl_pct_of_initial": 5.847156274940789, "realized_pnl": 36951.00725059194, "realized_pnl_pct_of_initial": 3.6951007250591936, "total_pnl": 95422.56999999983, "total_pnl_pct": 9.542256999999976 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 19200, "avg_cost": 3.565, "last_price": 4.06, "market_value": 155903.99999999997, "unrealized_pnl": 19007.999999999985, "unrealized_pnl_pct": 13.884992987377265, "updated_at": "2026-07-02T11:09:50", "prev_close": 3.69, "holding_days": 1, "position_pct_of_total": 14.232315845016776 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 1003, "sellable_qty": 501, "avg_cost": 124.28448712255774, "last_price": 137.19, "market_value": 137601.57, "unrealized_pnl": 12944.22941607459, "unrealized_pnl_pct": 10.38384852062515, "updated_at": "2026-07-02T11:09:50", "prev_close": 118.22, "holding_days": 1, "position_pct_of_total": 12.561505830576417 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 1000, "sellable_qty": 1000, "avg_cost": 110.65, "last_price": 121.98, "market_value": 121980.0, "unrealized_pnl": 11329.999999999998, "unrealized_pnl_pct": 10.239493899683684, "updated_at": "2026-07-02T11:09:50", "prev_close": 126.02, "holding_days": 10, "position_pct_of_total": 11.135428768826628 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 1100, "avg_cost": 57.27, "last_price": 63.23, "market_value": 69553.0, "unrealized_pnl": 6555.999999999993, "unrealized_pnl_pct": 10.40684477038587, "updated_at": "2026-07-02T11:09:50", "prev_close": 57.48, "holding_days": 1, "position_pct_of_total": 6.349421849140831 }, { "symbol": "SZSE.002915", "name": "中欣氟材", "quantity": 2800, "sellable_qty": 0, "avg_cost": 22.62, "last_price": 22.67, "market_value": 63476.00000000001, "unrealized_pnl": 140.000000000002, "unrealized_pnl_pct": 0.2210433244915988, "updated_at": "2026-07-02T11:09:50", "prev_close": 22.02, "holding_days": 0, "position_pct_of_total": 5.794658768077055 }, { "symbol": "SZSE.002773", "name": "康弘药业", "quantity": 2800, "sellable_qty": 0, "avg_cost": 22.5, "last_price": 22.12, "market_value": 61936.0, "unrealized_pnl": -1063.9999999999973, "unrealized_pnl_pct": -1.6888888888888842, "updated_at": "2026-07-02T11:09:50", "prev_close": 22.1, "holding_days": 0, "position_pct_of_total": 5.654073751648189 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 600, "sellable_qty": 600, "avg_cost": 83.20444444444445, "last_price": 97.81, "market_value": 58686.0, "unrealized_pnl": 8763.333333333332, "unrealized_pnl_pct": 17.55381656962769, "updated_at": "2026-07-02T11:09:50", "prev_close": 106.64, "holding_days": 6, "position_pct_of_total": 5.357384593600259 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 43.92, "market_value": 8784.0, "unrealized_pnl": 793.9999999999998, "unrealized_pnl_pct": 9.937421777221523, "updated_at": "2026-07-02T11:09:50", "prev_close": 42.8, "holding_days": 9, "position_pct_of_total": 0.8018823274747755 } ], "paper_orders": [ { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702:SHSE.688150:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 67.49, "max_chase_pct": null, "minute_energy": null, "name": "莱特光电", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260701", "plan_id": "RISK:20260701:SHSE.688150:position_stop_loss", "position_pnl_pct": -6.7373, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 67.1, "quote_ask_qty1": 2, "quote_bid1": 66.03, "quote_bid_qty1": 21, "quote_high": 66.03, "quote_last": 66.03, "quote_low": 66.03, "quote_open": 66.03, "quote_prev_close": 69.2, "quote_ts": "2026-07-02T09:25:05", "raw_avg_cost": 70.8, "raw_position_pnl_pct": -6.737288135593211, "reason": "sell_not_allowed_in_PRE_OPEN", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 900, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "REJECTED", "symbol": "SHSE.688150", "template_key": "POSITION_RISK_EXIT", "theme": "显示面板链 / 柔性屏(折叠屏)", "trade_date": "20260702", "trigger_price": -3.0, "ts": "2026-07-02T09:25:06", "id": 20 }, { "adjusted_avg_cost": null, "amount": 60570.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702:SHSE.688150:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 67.49, "max_chase_pct": null, "minute_energy": null, "name": "莱特光电", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260701", "plan_id": "RISK:20260701:SHSE.688150:position_stop_loss", "position_pnl_pct": -4.9435, "price": 67.3, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 900, "quote_ask1": 67.68, "quote_ask_qty1": 2, "quote_bid1": 67.3, "quote_bid_qty1": 13, "quote_high": 67.68, "quote_last": 67.3, "quote_low": 66.0, "quote_open": 66.03, "quote_prev_close": 69.2, "quote_ts": "2026-07-02T09:30:20", "raw_avg_cost": 70.8, "raw_position_pnl_pct": -4.943502824858759, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 900, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.688150", "template_key": "POSITION_RISK_EXIT", "theme": "显示面板链 / 柔性屏(折叠屏)", "trade_date": "20260702", "trigger_price": -3.0, "ts": "2026-07-02T09:30:21", "id": 21 }, { "amount": 64385.00000000001, "base_exec_high": 129.8, "cash_before_order": 475606.0, "chase_ceiling": null, "current_position_value": 64385.0, "decision": "position_add", "dynamic_exec_high": 129.8, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 129.8, "entry_zone_low": 127.22, "event_id": "20260701:20260702:SZSE.301696:POSITION_TREND_ADD:BUY", "exec_high": 129.8, "exec_low": 127.22, "intraday_vwap": 127.2223, "invalid_price": 125.55, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "三瑞智能", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.301696:POSITION_TREND_ADD", "price": 128.77, "price_vs_vwap_pct": 1.2165, "qty": 500, "quote_ask1": 128.77, "quote_ask_qty1": 8, "quote_bid1": 128.67, "quote_bid_qty1": 5, "quote_high": 129.79, "quote_last": 128.77, "quote_low": 126.25, "quote_open": 126.25, "quote_prev_close": 118.22, "quote_ts": "2026-07-02T09:30:18", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 500, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct_t0_protection_capped", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SZSE.301696", "t0_protection_qty_cap": 500, "target_amount": 214577.0, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": "机器人链 / 减速器", "trade_date": "20260702", "trigger_price": 128.77, "ts": "2026-07-02T09:30:21", "id": 22 }, { "event_id": "20260702:SHSE.600584:profit_protection_day_drop_v2:step1@-6pct", "rule_id": "profit_protection_day_drop_v2", "tier": "step1@-6pct", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "FILLED", "order_kind": "RISK_SELL", "qty": 500, "quantity": 500, "price": 100.12, "amount": 50060.0, "reason": "持仓利润保护：浮盈超过20%，当日跌幅触发分层减仓；事件 ID 已按跌幅档位拆分，并受冷却时间与当日累计减仓上限约束。", "trigger_price": 100.12, "day_return_pct": -6.114, "unrealized_profit_pct": 20.3301, "quantity_before": 1600, "sellable_qty_before": 1600, "avg_cost": 83.20444444444445, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 8457.777777777777, "cost_basis": 41602.222222222226, "realized_pnl_source": "order_raw_cost", "id": 23, "plan_date": "20260701", "trade_date": "20260702", "ts": "2026-07-02T09:30:42", "sim_reason": "profit_protection_day_drop_v2" }, { "amount": 71232.0, "base_exec_high": 3.74, "cash_before_order": 461281.0, "chase_ceiling": null, "current_position_value": 71040.0, "decision": "position_add", "dynamic_exec_high": 3.74, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 3.74, "entry_zone_low": 3.64, "event_id": "20260701:20260702:SZSE.000536:POSITION_TREND_ADD:BUY", "exec_high": 3.74, "exec_low": 3.64, "intraday_vwap": 3.6409, "invalid_price": 3.61, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "华映科技", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.000536:POSITION_TREND_ADD", "price": 3.71, "price_vs_vwap_pct": 1.6232, "qty": 19200, "quote_ask1": 3.71, "quote_ask_qty1": 502, "quote_bid1": 3.7, "quote_bid_qty1": 803, "quote_high": 3.71, "quote_last": 3.7, "quote_low": 3.58, "quote_open": 3.65, "quote_prev_close": 3.69, "quote_ts": "2026-07-02T09:31:27", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 19200, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct_t0_protection_capped", "slippage_bps": 27.03, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SZSE.000536", "t0_protection_qty_cap": 19200, "target_amount": 214261.2, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": "显示面板链 / OLED", "trade_date": "20260702", "trigger_price": 3.7, "ts": "2026-07-02T09:31:29", "id": 24 }, { "amount": 63000.0, "base_exec_high": 23.0, "cash_before_order": 390049.0, "chase_ceiling": 23.0, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.7333, "entry_zone_high": 22.66, "entry_zone_low": 22.0, "event_id": "20260701:20260702:SZSE.002773:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 23.0, "exec_low": 22.33, "intraday_vwap": 22.3364, "invalid_price": 21.66, "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": 0.3442, "bar_count": 3, "bars": [ { "amount_yi": 0.1824, "close": 22.41, "high": 22.41, "low": 22.4, "open": 22.4, "time": "09:30" }, { "amount_yi": 0.0958, "close": 22.3, "high": 22.3, "low": 22.3, "open": 22.3, "time": "09:31" }, { "amount_yi": 0.066, "close": 22.5, "high": 22.5, "low": 22.5, "open": 22.5, "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": "康弘药业", "paper_scope": "active", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.002773:SECOND_WAVE_BREAK_VWAP", "price": 22.5, "price_vs_vwap_pct": 0.7324, "qty": 2800, "quote_ask1": 22.5, "quote_ask_qty1": 150, "quote_bid1": 22.42, "quote_bid_qty1": 10, "quote_high": 22.63, "quote_last": 22.5, "quote_low": 21.99, "quote_open": 22.08, "quote_prev_close": 22.1, "quote_ts": "2026-07-02T09:31:57", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 76.13, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002773", "target_amount": 64165.08, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "单抗概念", "trade_date": "20260702", "trigger_price": 22.33, "ts": "2026-07-02T09:32:01", "id": 25 }, { "amount": 41952.0, "base_exec_high": 35.05, "cash_before_order": 327049.0, "chase_ceiling": 35.57, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.2048, "entry_zone_high": 35.05, "entry_zone_low": 34.01, "event_id": "20260701:20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 35.05, "exec_low": 34.53, "intraday_vwap": 34.6082, "invalid_price": 33.49, "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": 1.2116, "bar_count": 3, "bars": [ { "amount_yi": 0.7538, "close": 34.88, "high": 34.88, "low": 34.47, "open": 34.47, "time": "09:30" }, { "amount_yi": 0.2876, "close": 34.78, "high": 34.78, "low": 34.78, "open": 34.78, "time": "09:31" }, { "amount_yi": 0.1702, "close": 34.94, "high": 34.94, "low": 34.94, "open": 34.94, "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": "信立泰", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.002294:SECOND_WAVE_BREAK_VWAP", "price": 34.96, "price_vs_vwap_pct": 0.9587, "qty": 1200, "quote_ask1": 34.96, "quote_ask_qty1": 30, "quote_bid1": 34.94, "quote_bid_qty1": 10, "quote_high": 34.96, "quote_last": 34.94, "quote_low": 34.26, "quote_open": 34.48, "quote_prev_close": 34.2, "quote_ts": "2026-07-02T09:31:57", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 124.53, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SZSE.002294", "target_amount": 42776.72, "target_position_pct": 4.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "化学制药", "trade_date": "20260702", "trigger_price": 34.53, "ts": "2026-07-02T09:32:01", "id": 26 }, { "event_id": "20260702:SZSE.300236:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SZSE.300236", "name": "上海新阳", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 500, "quantity": 500, "price": 114.9, "amount": 57450.0, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 114.9, "day_return_pct": -8.824, "unrealized_profit_pct": 3.8409, "quantity_before": 1700, "sellable_qty_before": 1700, "avg_cost": 110.65, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 2125.0, "cost_basis": 55325.0, "realized_pnl_source": "order_raw_cost", "id": 27, "plan_date": "20260701", "trade_date": "20260702", "ts": "2026-07-02T09:33:28", "sim_reason": "loss_side_invalidation_day_drop_v1" }, { "event_id": "20260702:SHSE.600353:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SHSE.600353", "name": "旭光电子", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 200, "quantity": 200, "price": 39.0, "amount": 7800.0, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 39.0, "day_return_pct": -8.8785, "unrealized_profit_pct": -2.378, "quantity_before": 800, "sellable_qty_before": 800, "avg_cost": 39.95, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": -190.00000000000057, "cost_basis": 7990.000000000001, "realized_pnl_source": "order_raw_cost", "id": 28, "plan_date": "20260701", "trade_date": "20260702", "ts": "2026-07-02T09:34:01", "sim_reason": "loss_side_invalidation_day_drop_v1" }, { "adjusted_avg_cost": null, "amount": 23508.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702: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": "20260701", "plan_id": "RISK:20260701:SZSE.300236:position_invalid_price", "position_pnl_pct": 6.2178, "price": 117.54, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 117.86, "quote_ask_qty1": 2, "quote_bid1": 117.54, "quote_bid_qty1": 1, "quote_high": 119.86, "quote_last": 117.53, "quote_low": 113.35, "quote_open": 119.0, "quote_prev_close": 126.02, "quote_ts": "2026-07-02T09:35:09", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 6.2178038861274265, "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": "20260702", "trigger_price": 126.4, "ts": "2026-07-02T09:35:11", "id": 29, "realized_pnl_delta": 1378.0, "cost_basis": 22130.0, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 19602.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702: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": "20260701", "plan_id": "RISK:20260701:SHSE.600584:position_invalid_price", "position_pnl_pct": 18.2629, "price": 98.01, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 98.4, "quote_ask_qty1": 397, "quote_bid1": 98.01, "quote_bid_qty1": 8, "quote_high": 101.0, "quote_last": 98.4, "quote_low": 95.98, "quote_open": 99.0, "quote_prev_close": 106.64, "quote_ts": "2026-07-02T09:35:09", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 18.26291330591314, "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": "20260702", "trigger_price": 103.51, "ts": "2026-07-02T09:35:11", "id": 30, "realized_pnl_delta": 2961.1111111111113, "cost_basis": 16640.88888888889, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 16008.000000000002, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260702:SHSE.600353:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 42.12, "max_chase_pct": null, "minute_energy": null, "name": "旭光电子", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260701", "plan_id": "RISK:20260701:SHSE.600353:position_invalid_price", "position_pnl_pct": 0.5257, "price": 40.02, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 400, "quote_ask1": 40.16, "quote_ask_qty1": 6, "quote_bid1": 40.02, "quote_bid_qty1": 2, "quote_high": 41.24, "quote_last": 40.16, "quote_low": 38.9, "quote_open": 41.0, "quote_prev_close": 42.8, "quote_ts": "2026-07-02T09:35:08", "raw_avg_cost": 43.2, "raw_position_pnl_pct": 0.5256570713391584, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 42.12, "sellable_qty": 400, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600353", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260702", "trigger_price": 42.12, "ts": "2026-07-02T09:35:11", "id": 31, "realized_pnl_delta": 28.000000000000114, "cost_basis": 15980.000000000002, "realized_pnl_source": "position_avg_cost_fallback" }, { "amount": 63336.0, "base_exec_high": 23.24, "cash_before_order": 451417.0, "chase_ceiling": 23.24, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.2714, "entry_zone_high": 22.9, "entry_zone_low": 22.22, "event_id": "20260701:20260702:SZSE.002915:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 23.24, "exec_low": 22.56, "intraday_vwap": 21.7801, "invalid_price": 21.88, "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": 0.4859, "bar_count": 3, "bars": [ { "amount_yi": 0.1541, "close": 22.35, "high": 22.35, "low": 22.35, "open": 22.35, "time": "09:40" }, { "amount_yi": 0.178, "close": 22.63, "high": 22.63, "low": 22.34, "open": 22.34, "time": "09:41" }, { "amount_yi": 0.1538, "close": 22.62, "high": 22.62, "low": 22.62, "open": 22.62, "time": "09:42" } ], "energy_ratio": 1.2264, "min_samples": 2, "passed": true, "prev_amount_yi": 0.3962, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "中欣氟材", "paper_scope": "active", "participation_rate": null, "plan_date": "20260701", "plan_id": "20260701:SZSE.002915:SECOND_WAVE_BREAK_VWAP", "price": 22.62, "price_vs_vwap_pct": 3.8563, "qty": 2800, "quote_ask1": 22.62, "quote_ask_qty1": 125, "quote_bid1": 22.61, "quote_bid_qty1": 279, "quote_high": 22.72, "quote_last": 22.62, "quote_low": 20.8, "quote_open": 21.03, "quote_prev_close": 22.02, "quote_ts": "2026-07-02T09:42:03", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 26.6, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SZSE.002915", "target_amount": 64574.7, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "氟化工概念", "trade_date": "20260702", "trigger_price": 22.56, "ts": "2026-07-02T09:42:05", "id": 32 }, { "event_id": "20260702:SHSE.600584:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SHSE.600584", "name": "长电科技", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 300, "quantity": 300, "price": 98.07, "amount": 29420.999999999996, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 98.07, "day_return_pct": -8.0364, "unrealized_profit_pct": 17.8663, "quantity_before": 900, "sellable_qty_before": 900, "avg_cost": 83.20444444444445, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 4459.666666666663, "cost_basis": 24961.333333333336, "realized_pnl_source": "order_raw_cost", "id": 33, "plan_date": "20260701", "trade_date": "20260702", "ts": "2026-07-02T10:19:02", "sim_reason": "loss_side_invalidation_day_drop_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": 1000, "last_price": 121.98, "avg_cost": 110.65, "pnl_pct": 10.2395, "threshold": 126.4, "reason": "position_add_invalid_t_exit", "source_order_id": 10, "source_event_id": "20260629:20260630:SZSE.300236:CORE_TREND_TACTICAL_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 129.64, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SHSE.600584", "name": "长电科技", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 200, "sellable_qty": 600, "last_price": 97.81, "avg_cost": 83.20444444444445, "pnl_pct": 17.5538, "threshold": 103.51, "reason": "position_add_invalid_t_exit", "source_order_id": 11, "source_event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 106.44, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null } ], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档", "base_total_position_pct": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 45.0, "effective_shadow_total_position_pct": 45.0, "defensive_total_position_pct": 45.0, "warm_total_position_pct": 70.0, "hot_total_position_pct": 90.0, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation" } }, "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": 12, "filled_official_orders": 4, "position_add_signals": 0, "position_add_filled": 2, "filled_watch_orders": 1, "filled_shadow_orders": 1, "shadow_filled_orders": 1, "rejected_orders": 1, "unfilled_orders": 0, "risk_exit_signals": 2, "risk_exit_orders": 5, "risk_exit_filled": 4, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }