{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "SHADOW_RUNNING", "plan_date": "20260702", "trade_date": "20260703", "trade_mode": "OBSERVE_ONLY", "allow_new_positions": false, "shadow_mode": true, "intraday_market_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7167, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5606, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 6, "top_symbols": [ "SHSE.601069", "SHSE.600988", "SZSE.000975", "SHSE.600547", "SHSE.601899" ], "top_return_pct": 10.0212 } ], "structural_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.002072", "name": "凯瑞德", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.045662100456632, "last": 9.64, "vwap": 9.438678880078157, "above_vwap": true, "amount": 256985966.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 5, "ret_pct": 10.021231422505306, "last": 25.91, "vwap": 25.47552689067516, "above_vwap": true, "amount": 422149861.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003522367030637, "last": 31.23, "vwap": 30.891713476133415, "above_vwap": true, "amount": 989918780.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 9.977827050997789, "last": 19.84, "vwap": 19.74551181770393, "above_vwap": true, "amount": 1186965901.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.7336641852771, "last": 26.05, "vwap": 25.880046185251622, "above_vwap": true, "amount": 2361888067.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.920152091254761, "last": 28.12, "vwap": 27.958020442611915, "above_vwap": true, "amount": 8321235090.0 }, { "symbol": "SZSE.002196", "name": "方正电机", "theme": "纺织制造 / 纺织机械", "paper_scope": "shadow_active", "priority": 2, "ret_pct": 6.365030674846617, "last": 13.87, "vwap": 13.6052534686458, "above_vwap": true, "amount": 645913490.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 6.2860136196961625, "last": 20.29, "vwap": 20.319505256641733, "above_vwap": false, "amount": 1969468047.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.781758957654737, "last": 25.98, "vwap": 25.922174080252695, "above_vwap": true, "amount": 1516581979.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 5.214050493962685, "last": 38.34, "vwap": 38.10441163246388, "above_vwap": true, "amount": 1372909572.0 }, { "symbol": "SHSE.600493", "name": "凤竹纺织", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.92700729927007, "last": 5.75, "vwap": 5.672936754623812, "above_vwap": true, "amount": 25734143.0 }, { "symbol": "SZSE.000850", "name": "华茂股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.736842105263173, "last": 3.98, "vwap": 3.982705432747501, "above_vwap": false, "amount": 51690339.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7167, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5606, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 6, "top_symbols": [ "SHSE.601069", "SHSE.600988", "SZSE.000975", "SHSE.600547", "SHSE.601899" ], "top_return_pct": 10.0212 } ], "structural_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.002072", "name": "凯瑞德", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.045662100456632, "last": 9.64, "vwap": 9.438678880078157, "above_vwap": true, "amount": 256985966.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 5, "ret_pct": 10.021231422505306, "last": 25.91, "vwap": 25.47552689067516, "above_vwap": true, "amount": 422149861.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003522367030637, "last": 31.23, "vwap": 30.891713476133415, "above_vwap": true, "amount": 989918780.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 9.977827050997789, "last": 19.84, "vwap": 19.74551181770393, "above_vwap": true, "amount": 1186965901.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.7336641852771, "last": 26.05, "vwap": 25.880046185251622, "above_vwap": true, "amount": 2361888067.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.920152091254761, "last": 28.12, "vwap": 27.958020442611915, "above_vwap": true, "amount": 8321235090.0 }, { "symbol": "SZSE.002196", "name": "方正电机", "theme": "纺织制造 / 纺织机械", "paper_scope": "shadow_active", "priority": 2, "ret_pct": 6.365030674846617, "last": 13.87, "vwap": 13.6052534686458, "above_vwap": true, "amount": 645913490.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 6.2860136196961625, "last": 20.29, "vwap": 20.319505256641733, "above_vwap": false, "amount": 1969468047.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.781758957654737, "last": 25.98, "vwap": 25.922174080252695, "above_vwap": true, "amount": 1516581979.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 5.214050493962685, "last": 38.34, "vwap": 38.10441163246388, "above_vwap": true, "amount": 1372909572.0 }, { "symbol": "SHSE.600493", "name": "凤竹纺织", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.92700729927007, "last": 5.75, "vwap": 5.672936754623812, "above_vwap": true, "amount": 25734143.0 }, { "symbol": "SZSE.000850", "name": "华茂股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.736842105263173, "last": 3.98, "vwap": 3.982705432747501, "above_vwap": false, "amount": 51690339.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech" } }, "intraday_market_repair_gate": { "passed": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7167, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5606, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 6, "top_symbols": [ "SHSE.601069", "SHSE.600988", "SZSE.000975", "SHSE.600547", "SHSE.601899" ], "top_return_pct": 10.0212 } ], "structural_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.002072", "name": "凯瑞德", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.045662100456632, "last": 9.64, "vwap": 9.438678880078157, "above_vwap": true, "amount": 256985966.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 5, "ret_pct": 10.021231422505306, "last": 25.91, "vwap": 25.47552689067516, "above_vwap": true, "amount": 422149861.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003522367030637, "last": 31.23, "vwap": 30.891713476133415, "above_vwap": true, "amount": 989918780.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 9.977827050997789, "last": 19.84, "vwap": 19.74551181770393, "above_vwap": true, "amount": 1186965901.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.7336641852771, "last": 26.05, "vwap": 25.880046185251622, "above_vwap": true, "amount": 2361888067.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.920152091254761, "last": 28.12, "vwap": 27.958020442611915, "above_vwap": true, "amount": 8321235090.0 }, { "symbol": "SZSE.002196", "name": "方正电机", "theme": "纺织制造 / 纺织机械", "paper_scope": "shadow_active", "priority": 2, "ret_pct": 6.365030674846617, "last": 13.87, "vwap": 13.6052534686458, "above_vwap": true, "amount": 645913490.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 6.2860136196961625, "last": 20.29, "vwap": 20.319505256641733, "above_vwap": false, "amount": 1969468047.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.781758957654737, "last": 25.98, "vwap": 25.922174080252695, "above_vwap": true, "amount": 1516581979.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 5.214050493962685, "last": 38.34, "vwap": 38.10441163246388, "above_vwap": true, "amount": 1372909572.0 }, { "symbol": "SHSE.600493", "name": "凤竹纺织", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.92700729927007, "last": 5.75, "vwap": 5.672936754623812, "above_vwap": true, "amount": 25734143.0 }, { "symbol": "SZSE.000850", "name": "华茂股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.736842105263173, "last": 3.98, "vwap": 3.982705432747501, "above_vwap": false, "amount": 51690339.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "NORMAL_THREE_RESONANCE", "label": "常规三振共振", "entry_policy": "strict_gate", "official_buy_allowed": true, "reason": "market_sector_stock_resonance_confirmed", "pool_up_ratio": 0.7167, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5606, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "structural_hot_themes": [ { "theme": "贵金属 / 黄金概念", "count": 6, "top_symbols": [ "SHSE.601069", "SHSE.600988", "SZSE.000975", "SHSE.600547", "SHSE.601899" ], "top_return_pct": 10.0212 } ], "structural_symbol_whitelist": [ "SZSE.000975", "SHSE.601069", "SHSE.600547" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.002072", "name": "凯瑞德", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.045662100456632, "last": 9.64, "vwap": 9.438678880078157, "above_vwap": true, "amount": 256985966.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 5, "ret_pct": 10.021231422505306, "last": 25.91, "vwap": 25.47552689067516, "above_vwap": true, "amount": 422149861.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 10.003522367030637, "last": 31.23, "vwap": 30.891713476133415, "above_vwap": true, "amount": 989918780.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 0, "ret_pct": 9.977827050997789, "last": 19.84, "vwap": 19.74551181770393, "above_vwap": true, "amount": 1186965901.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.7336641852771, "last": 26.05, "vwap": 25.880046185251622, "above_vwap": true, "amount": 2361888067.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.920152091254761, "last": 28.12, "vwap": 27.958020442611915, "above_vwap": true, "amount": 8321235090.0 }, { "symbol": "SZSE.002196", "name": "方正电机", "theme": "纺织制造 / 纺织机械", "paper_scope": "shadow_active", "priority": 2, "ret_pct": 6.365030674846617, "last": 13.87, "vwap": 13.6052534686458, "above_vwap": true, "amount": 645913490.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 6.2860136196961625, "last": 20.29, "vwap": 20.319505256641733, "above_vwap": false, "amount": 1969468047.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.781758957654737, "last": 25.98, "vwap": 25.922174080252695, "above_vwap": true, "amount": 1516581979.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 5.214050493962685, "last": 38.34, "vwap": 38.10441163246388, "above_vwap": true, "amount": 1372909572.0 }, { "symbol": "SHSE.600493", "name": "凤竹纺织", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.92700729927007, "last": 5.75, "vwap": 5.672936754623812, "above_vwap": true, "amount": 25734143.0 }, { "symbol": "SZSE.000850", "name": "华茂股份", "theme": "纺织制造 / 纺织行业", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 4.736842105263173, "last": 3.98, "vwap": 3.982705432747501, "above_vwap": false, "amount": 51690339.0 } ] }, "style_code": "NORMAL_THREE_RESONANCE", "style_label": "常规三振共振", "entry_policy": "strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" }, "external_tech_shock_level": "EXTREME", "external_tech_entry_policy": "risk_only_for_tech" }, "quote_source": "public_http_tencent:126/126", "quote_stale_lock": false, "generated_at": "2026-07-03T10:17:08", "signals": [ { "event_id": "20260702:20260703:SZSE.000975:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.000975:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000975", "name": "山金国际", "side": "BUY", "priority": "P0", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 18.46, "exec_low": 18.46, "exec_high": 19.01, "invalid_price": 17.91, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 19.01, "max_chase_pct": 3.0, "base_exec_high": 19.01, "dynamic_exec_high": null, "entry_zone_low": 18.18, "entry_zone_high": 18.74, "entry_risk_pct": null, "intraday_vwap": 19.7455, "price_vs_vwap_pct": 0.4786, "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": 0.0347, "prev_amount_yi": 0.0275, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.017 }, { "time": "10:16", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.0138 }, { "time": "10:17", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.84, "ts": "2026-07-03T10:17:03", "prev_close": 18.04, "open": 19.25, "high": 19.84, "low": 19.25, "bid1": 19.84, "ask1": 0.0, "bid_qty1": 99413, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002294:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.002294:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002294", "name": "信立泰", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 36.84, "exec_low": 36.84, "exec_high": 37.95, "invalid_price": 35.73, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 37.95, "max_chase_pct": 3.0, "base_exec_high": 37.95, "dynamic_exec_high": null, "entry_zone_low": 36.29, "entry_zone_high": 37.39, "entry_risk_pct": null, "intraday_vwap": 38.1044, "price_vs_vwap_pct": 0.6183, "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": 0.1182, "prev_amount_yi": 0.1987, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 38.39, "high": 38.43, "low": 38.39, "close": 38.43, "amount_yi": 0.0547 }, { "time": "10:16", "open": 38.33, "high": 38.34, "low": 38.33, "close": 38.34, "amount_yi": 0.0349 }, { "time": "10:17", "open": 38.34, "high": 38.34, "low": 38.34, "close": 38.34, "amount_yi": 0.0286 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.34, "ts": "2026-07-03T10:17:06", "prev_close": 36.44, "open": 37.0, "high": 39.18, "low": 36.52, "bid1": 38.34, "ask1": 38.35, "bid_qty1": 20, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002196:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.002196:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002196", "name": "方正电机", "side": "BUY", "priority": "P2", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 13.49, "exec_low": 13.49, "exec_high": 13.89, "invalid_price": 13.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 13.89, "max_chase_pct": 3.0, "base_exec_high": 13.89, "dynamic_exec_high": null, "entry_zone_low": 13.29, "entry_zone_high": 13.69, "entry_risk_pct": 5.6236, "intraday_vwap": 13.6053, "price_vs_vwap_pct": 1.9456, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1777, "prev_amount_yi": 0.206, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8626, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 13.86, "high": 13.86, "low": 13.82, "close": 13.82, "amount_yi": 0.0747 }, { "time": "10:16", "open": 13.83, "high": 13.86, "low": 13.83, "close": 13.86, "amount_yi": 0.0756 }, { "time": "10:17", "open": 13.87, "high": 13.87, "low": 13.87, "close": 13.87, "amount_yi": 0.0274 } ] }, "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": 13.87, "ts": "2026-07-03T10:17:06", "prev_close": 13.04, "open": 13.1, "high": 13.94, "low": 13.05, "bid1": 13.86, "ask1": 13.87, "bid_qty1": 489, "ask_qty1": 122 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601969:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.601969:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.601969", "name": "海南矿业", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 9.1, "exec_low": 9.1, "exec_high": 9.37, "invalid_price": 8.83, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 钢铁行业", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 9.37, "max_chase_pct": 3.0, "base_exec_high": 9.37, "dynamic_exec_high": null, "entry_zone_low": 8.96, "entry_zone_high": 9.24, "entry_risk_pct": null, "intraday_vwap": 8.7658, "price_vs_vwap_pct": -1.207, "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": 0.026, "prev_amount_yi": 0.0421, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 8.65, "high": 8.68, "low": 8.65, "close": 8.68, "amount_yi": 0.0061 }, { "time": "10:16", "open": 8.67, "high": 8.67, "low": 8.66, "close": 8.66, "amount_yi": 0.018 }, { "time": "10:17", "open": 8.66, "high": 8.66, "low": 8.66, "close": 8.66, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.66, "ts": "2026-07-03T10:17:05", "prev_close": 8.71, "open": 8.83, "high": 8.97, "low": 8.6, "bid1": 8.66, "ask1": 8.67, "bid_qty1": 287, "ask_qty1": 212 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601339:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.601339:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.601339", "name": "百隆东方", "side": "BUY", "priority": "P4", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 7.46, "exec_low": 7.46, "exec_high": 7.68, "invalid_price": 7.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 7.68, "max_chase_pct": 3.0, "base_exec_high": 7.68, "dynamic_exec_high": null, "entry_zone_low": 7.35, "entry_zone_high": 7.57, "entry_risk_pct": null, "intraday_vwap": 7.4026, "price_vs_vwap_pct": -1.2509, "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": 0.007, "prev_amount_yi": 0.0076, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 7.32, "high": 7.32, "low": 7.32, "close": 7.32, "amount_yi": 0.0035 }, { "time": "10:16", "open": 7.31, "high": 7.32, "low": 7.31, "close": 7.32, "amount_yi": 0.0024 }, { "time": "10:17", "open": 7.31, "high": 7.31, "low": 7.31, "close": 7.31, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.31, "ts": "2026-07-03T10:17:05", "prev_close": 7.4, "open": 7.49, "high": 7.52, "low": 7.3, "bid1": 7.31, "ask1": 7.32, "bid_qty1": 66, "ask_qty1": 213 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601069:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.601069:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.601069", "name": "西部黄金", "side": "BUY", "priority": "P5", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 23.92, "exec_low": 23.92, "exec_high": 24.64, "invalid_price": 23.2, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 24.64, "max_chase_pct": 3.0, "base_exec_high": 24.64, "dynamic_exec_high": null, "entry_zone_low": 23.56, "entry_zone_high": 24.28, "entry_risk_pct": null, "intraday_vwap": 25.4755, "price_vs_vwap_pct": 1.7056, "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": 0.0122, "prev_amount_yi": 0.0192, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0074 }, { "time": "10:16", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0031 }, { "time": "10:17", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.91, "ts": "2026-07-03T10:17:03", "prev_close": 23.55, "open": 24.55, "high": 25.91, "low": 24.25, "bid1": 25.91, "ask1": 0.0, "bid_qty1": 76480, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300086:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.300086:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300086", "name": "康芝药业", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 7.4, "exec_low": 7.4, "exec_high": 7.62, "invalid_price": 7.18, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 7.62, "max_chase_pct": 3.0, "base_exec_high": 7.62, "dynamic_exec_high": null, "entry_zone_low": 7.29, "entry_zone_high": 7.51, "entry_risk_pct": null, "intraday_vwap": 6.7243, "price_vs_vwap_pct": -3.1869, "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": 0.0325, "prev_amount_yi": 0.0349, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9312, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 6.54, "high": 6.54, "low": 6.54, "close": 6.54, "amount_yi": 0.018 }, { "time": "10:16", "open": 6.53, "high": 6.53, "low": 6.52, "close": 6.52, "amount_yi": 0.0062 }, { "time": "10:17", "open": 6.51, "high": 6.51, "low": 6.51, "close": 6.51, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.51, "ts": "2026-07-03T10:17:06", "prev_close": 6.71, "open": 6.79, "high": 7.0, "low": 6.5, "bid1": 6.51, "ask1": 6.52, "bid_qty1": 18, "ask_qty1": 42 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.600547:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600547", "name": "山东黄金", "side": "BUY", "priority": "P7", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 24.77, "exec_low": 24.77, "exec_high": 25.51, "invalid_price": 24.03, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 25.51, "max_chase_pct": 3.0, "base_exec_high": 25.51, "dynamic_exec_high": null, "entry_zone_low": 24.4, "entry_zone_high": 25.14, "entry_risk_pct": null, "intraday_vwap": 25.88, "price_vs_vwap_pct": 0.6569, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.4759, "prev_amount_yi": 0.3598, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3227, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 26.01, "high": 26.02, "low": 26.01, "close": 26.02, "amount_yi": 0.233 }, { "time": "10:16", "open": 26.01, "high": 26.02, "low": 26.01, "close": 26.02, "amount_yi": 0.1566 }, { "time": "10:17", "open": 26.05, "high": 26.05, "low": 26.05, "close": 26.05, "amount_yi": 0.0863 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.05, "ts": "2026-07-03T10:17:05", "prev_close": 24.18, "open": 25.39, "high": 26.29, "low": 25.1, "bid1": 26.05, "ask1": 26.07, "bid_qty1": 19, "ask_qty1": 100 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002422:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.002422:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002422", "name": "科伦药业", "side": "BUY", "priority": "P8", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 45.68, "exec_low": 45.68, "exec_high": 47.05, "invalid_price": 44.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 47.05, "max_chase_pct": 3.0, "base_exec_high": 47.05, "dynamic_exec_high": null, "entry_zone_low": 44.99, "entry_zone_high": 46.37, "entry_risk_pct": null, "intraday_vwap": 44.8461, "price_vs_vwap_pct": -2.4441, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1671, "prev_amount_yi": 0.2435, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6862, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 43.98, "high": 43.99, "low": 43.98, "close": 43.99, "amount_yi": 0.0731 }, { "time": "10:16", "open": 43.99, "high": 43.99, "low": 43.96, "close": 43.96, "amount_yi": 0.0579 }, { "time": "10:17", "open": 43.75, "high": 43.75, "low": 43.75, "close": 43.75, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 43.75, "ts": "2026-07-03T10:17:06", "prev_close": 44.75, "open": 44.0, "high": 46.93, "low": 43.68, "bid1": 43.75, "ask1": 43.77, "bid_qty1": 94, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002345:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SZSE.002345:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002345", "name": "潮宏基", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 10.08, "exec_low": 10.08, "exec_high": 10.38, "invalid_price": 9.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 10.38, "max_chase_pct": 3.0, "base_exec_high": 10.38, "dynamic_exec_high": null, "entry_zone_low": 9.93, "entry_zone_high": 10.23, "entry_risk_pct": 3.8348, "intraday_vwap": 10.223, "price_vs_vwap_pct": -0.6163, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0301, "prev_amount_yi": 0.0331, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 10.2, "high": 10.22, "low": 10.2, "close": 10.22, "amount_yi": 0.0101 }, { "time": "10:16", "open": 10.2, "high": 10.2, "low": 10.16, "close": 10.16, "amount_yi": 0.0148 }, { "time": "10:17", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 6.0, "target_amount": 65206.56, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.16, "ts": "2026-07-03T10:17:06", "prev_close": 9.95, "open": 9.91, "high": 10.42, "low": 9.85, "bid1": 10.16, "ask1": 10.17, "bid_qty1": 46, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600489:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.600489:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600489", "name": "中金黄金", "side": "BUY", "priority": "P10", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 19.28, "exec_low": 19.28, "exec_high": 19.86, "invalid_price": 18.7, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 19.86, "max_chase_pct": 3.0, "base_exec_high": 19.86, "dynamic_exec_high": null, "entry_zone_low": 18.99, "entry_zone_high": 19.57, "entry_risk_pct": null, "intraday_vwap": 20.3195, "price_vs_vwap_pct": -0.1452, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2709, "prev_amount_yi": 0.2608, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 20.3, "high": 20.32, "low": 20.3, "close": 20.32, "amount_yi": 0.1604 }, { "time": "10:16", "open": 20.29, "high": 20.29, "low": 20.28, "close": 20.28, "amount_yi": 0.0747 }, { "time": "10:17", "open": 20.29, "high": 20.29, "low": 20.29, "close": 20.29, "amount_yi": 0.0358 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.29, "ts": "2026-07-03T10:17:06", "prev_close": 19.09, "open": 19.9, "high": 20.66, "low": 19.71, "bid1": 20.29, "ask1": 20.3, "bid_qty1": 70, "ask_qty1": 161 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601899:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260702:SHSE.601899:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.601899", "name": "紫金矿业", "side": "BUY", "priority": "P11", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.96, "exec_low": 26.96, "exec_high": 27.77, "invalid_price": 26.15, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "active_plan", "paper_scope": "shadow_active", "chase_ceiling": 27.77, "max_chase_pct": 3.0, "base_exec_high": 27.77, "dynamic_exec_high": null, "entry_zone_low": 26.56, "entry_zone_high": 27.36, "entry_risk_pct": null, "intraday_vwap": 27.958, "price_vs_vwap_pct": 0.5794, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 3.2928, "prev_amount_yi": 2.2762, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "10:15", "open": 28.06, "high": 28.1, "low": 28.06, "close": 28.1, "amount_yi": 2.1537 }, { "time": "10:16", "open": 28.09, "high": 28.1, "low": 28.09, "close": 28.1, "amount_yi": 0.735 }, { "time": "10:17", "open": 28.12, "high": 28.12, "low": 28.12, "close": 28.12, "amount_yi": 0.4041 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130413.12, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.12, "ts": "2026-07-03T10:17:06", "prev_close": 26.3, "open": 27.5, "high": 28.3, "low": 27.41, "bid1": 28.11, "ask1": 28.12, "bid_qty1": 803, "ask_qty1": 15 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600988:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SHSE.600988:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600988", "name": "赤峰黄金", "side": "BUY", "priority": "W0", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_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": 30.8917, "price_vs_vwap_pct": 1.0951, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0452, "prev_amount_yi": 0.1084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0038 }, { "time": "10:14", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.007 }, { "time": "10:15", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0052 }, { "time": "10:16", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0139 }, { "time": "10:17", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.23, "ts": "2026-07-03T10:17:07", "prev_close": 28.39, "open": 30.37, "high": 31.23, "low": 29.86, "bid1": 31.23, "ask1": 0.0, "bid_qty1": 84824, "ask_qty1": 0 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002155:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002155:VWAP_RECLAIM", "symbol": "SZSE.002155", "name": "湖南黄金", "side": "BUY", "priority": "W1", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 25.45, "exec_low": 25.92, "exec_high": 26.04, "invalid_price": 24.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 26.21, "max_chase_pct": 1.5, "base_exec_high": 25.83, "dynamic_exec_high": 26.04, "entry_zone_low": 25.07, "entry_zone_high": 25.83, "entry_risk_pct": 4.9654, "intraday_vwap": 25.9222, "price_vs_vwap_pct": 0.223, "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": 0.3378, "prev_amount_yi": 0.4799, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 25.8, "high": 25.8, "low": 25.8, "close": 25.8, "amount_yi": 0.0309 }, { "time": "10:14", "open": 25.88, "high": 25.96, "low": 25.88, "close": 25.96, "amount_yi": 0.0584 }, { "time": "10:15", "open": 26.11, "high": 26.11, "low": 26.06, "close": 26.06, "amount_yi": 0.1348 }, { "time": "10:16", "open": 25.99, "high": 25.99, "low": 25.98, "close": 25.98, "amount_yi": 0.0819 }, { "time": "10:17", "open": 25.98, "high": 25.98, "low": 25.98, "close": 25.98, "amount_yi": 0.0318 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.98, "ts": "2026-07-03T10:17:06", "prev_close": 24.56, "open": 25.51, "high": 26.48, "low": 25.29, "bid1": 25.97, "ask1": 25.98, "bid_qty1": 14, "ask_qty1": 63 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600807:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600807:VWAP_RECLAIM", "symbol": "SHSE.600807", "name": "济高发展", "side": "BUY", "priority": "W2", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 2.56, "exec_low": 2.6, "exec_high": 2.6, "invalid_price": 2.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.64, "max_chase_pct": 1.5, "base_exec_high": 2.6, "dynamic_exec_high": null, "entry_zone_low": 2.52, "entry_zone_high": 2.6, "entry_risk_pct": null, "intraday_vwap": 2.4561, "price_vs_vwap_pct": 0.5659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0326, "prev_amount_yi": 0.0088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.7045, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.46, "high": 2.46, "low": 2.46, "close": 2.46, "amount_yi": 0.0026 }, { "time": "10:14", "open": 2.46, "high": 2.48, "low": 2.46, "close": 2.48, "amount_yi": 0.0206 }, { "time": "10:15", "open": 2.47, "high": 2.48, "low": 2.47, "close": 2.48, "amount_yi": 0.0025 }, { "time": "10:16", "open": 2.47, "high": 2.47, "low": 2.47, "close": 2.47, "amount_yi": 0.0039 }, { "time": "10:17", "open": 2.47, "high": 2.47, "low": 2.47, "close": 2.47, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.47, "ts": "2026-07-03T10:17:01", "prev_close": 2.41, "open": 2.43, "high": 2.48, "low": 2.43, "bid1": 2.46, "ask1": 2.47, "bid_qty1": 3702, "ask_qty1": 1632 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002716:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002716:VWAP_RECLAIM", "symbol": "SZSE.002716", "name": "湖南白银", "side": "BUY", "priority": "W3", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.44, "exec_low": 8.57, "exec_high": 8.57, "invalid_price": 8.19, "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": "2026-07-03T10:17:08", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.69, "max_chase_pct": 1.5, "base_exec_high": 8.57, "dynamic_exec_high": null, "entry_zone_low": 8.31, "entry_zone_high": 8.57, "entry_risk_pct": 3.7603, "intraday_vwap": 8.5178, "price_vs_vwap_pct": -0.209, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.37, "prev_amount_yi": 0.3025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.38, "high": 8.38, "low": 8.38, "close": 8.38, "amount_yi": 0.0179 }, { "time": "10:14", "open": 8.4, "high": 8.42, "low": 8.4, "close": 8.42, "amount_yi": 0.0565 }, { "time": "10:15", "open": 8.45, "high": 8.53, "low": 8.45, "close": 8.53, "amount_yi": 0.1317 }, { "time": "10:16", "open": 8.5, "high": 8.51, "low": 8.5, "close": 8.51, "amount_yi": 0.1185 }, { "time": "10:17", "open": 8.5, "high": 8.5, "low": 8.5, "close": 8.5, "amount_yi": 0.0454 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.5, "ts": "2026-07-03T10:17:06", "prev_close": 8.2, "open": 8.5, "high": 8.67, "low": 8.35, "bid1": 8.5, "ask1": 8.51, "bid_qty1": 1, "ask_qty1": 674 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002237:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002237:VWAP_RECLAIM", "symbol": "SZSE.002237", "name": "恒邦股份", "side": "BUY", "priority": "W4", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 14.51, "exec_low": 14.73, "exec_high": 14.73, "invalid_price": 14.07, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.95, "max_chase_pct": 1.5, "base_exec_high": 14.73, "dynamic_exec_high": null, "entry_zone_low": 14.29, "entry_zone_high": 14.73, "entry_risk_pct": null, "intraday_vwap": 14.026, "price_vs_vwap_pct": -0.4706, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1335, "prev_amount_yi": 0.2468, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5409, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 13.81, "high": 13.81, "low": 13.81, "close": 13.81, "amount_yi": 0.0112 }, { "time": "10:14", "open": 13.84, "high": 13.9, "low": 13.84, "close": 13.9, "amount_yi": 0.0135 }, { "time": "10:15", "open": 13.94, "high": 13.98, "low": 13.94, "close": 13.98, "amount_yi": 0.0526 }, { "time": "10:16", "open": 13.95, "high": 13.95, "low": 13.93, "close": 13.93, "amount_yi": 0.0367 }, { "time": "10:17", "open": 13.96, "high": 13.96, "low": 13.96, "close": 13.96, "amount_yi": 0.0195 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.96, "ts": "2026-07-03T10:17:06", "prev_close": 13.71, "open": 14.13, "high": 14.2, "low": 13.74, "bid1": 13.94, "ask1": 13.96, "bid_qty1": 53, "ask_qty1": 82 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600612:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600612:VWAP_RECLAIM", "symbol": "SHSE.600612", "name": "老凤祥", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 33.55, "exec_low": 34.09, "exec_high": 34.25, "invalid_price": 32.54, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 34.56, "max_chase_pct": 1.5, "base_exec_high": 34.05, "dynamic_exec_high": 34.25, "entry_zone_low": 33.05, "entry_zone_high": 34.05, "entry_risk_pct": 4.6587, "intraday_vwap": 34.094, "price_vs_vwap_pct": 0.1643, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0132, "prev_amount_yi": 0.0067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9701, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 34.05, "high": 34.11, "low": 34.05, "close": 34.11, "amount_yi": 0.0042 }, { "time": "10:13", "open": 34.11, "high": 34.11, "low": 34.11, "close": 34.11, "amount_yi": 0.0013 }, { "time": "10:14", "open": 34.1, "high": 34.15, "low": 34.1, "close": 34.15, "amount_yi": 0.0014 }, { "time": "10:15", "open": 34.26, "high": 34.26, "low": 34.24, "close": 34.24, "amount_yi": 0.0055 }, { "time": "10:16", "open": 34.19, "high": 34.19, "low": 34.15, "close": 34.15, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.15, "ts": "2026-07-03T10:17:06", "prev_close": 33.35, "open": 33.67, "high": 34.4, "low": 33.55, "bid1": 34.12, "ask1": 34.13, "bid_qty1": 1, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600824:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600824:VWAP_RECLAIM", "symbol": "SHSE.600824", "name": "益民集团", "side": "BUY", "priority": "W6", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 3.49, "exec_low": 3.54, "exec_high": 3.54, "invalid_price": 3.39, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.59, "max_chase_pct": 1.5, "base_exec_high": 3.54, "dynamic_exec_high": null, "entry_zone_low": 3.44, "entry_zone_high": 3.54, "entry_risk_pct": null, "intraday_vwap": 3.4768, "price_vs_vwap_pct": 0.092, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0049, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:11", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0004 }, { "time": "10:12", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0001 }, { "time": "10:14", "open": 3.47, "high": 3.47, "low": 3.47, "close": 3.47, "amount_yi": 0.0008 }, { "time": "10:15", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.003 }, { "time": "10:16", "open": 3.49, "high": 3.49, "low": 3.48, "close": 3.48, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.48, "ts": "2026-07-03T10:17:04", "prev_close": 3.42, "open": 3.44, "high": 3.5, "low": 3.44, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 458, "ask_qty1": 585 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002574:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002574:VWAP_RECLAIM", "symbol": "SZSE.002574", "name": "明牌珠宝", "side": "BUY", "priority": "W7", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.3, "exec_low": 4.36, "exec_high": 4.36, "invalid_price": 4.17, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.43, "max_chase_pct": 1.5, "base_exec_high": 4.36, "dynamic_exec_high": null, "entry_zone_low": 4.24, "entry_zone_high": 4.36, "entry_risk_pct": 3.9171, "intraday_vwap": 4.3081, "price_vs_vwap_pct": 0.5083, "energy_floor_hint_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": 0.0094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5957, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0006 }, { "time": "10:14", "open": 4.32, "high": 4.33, "low": 4.32, "close": 4.33, "amount_yi": 0.0005 }, { "time": "10:15", "open": 4.33, "high": 4.34, "low": 4.33, "close": 4.34, "amount_yi": 0.0018 }, { "time": "10:16", "open": 4.34, "high": 4.34, "low": 4.34, "close": 4.34, "amount_yi": 0.0004 }, { "time": "10:17", "open": 4.33, "high": 4.33, "low": 4.33, "close": 4.33, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.33, "ts": "2026-07-03T10:17:06", "prev_close": 4.19, "open": 4.23, "high": 4.38, "low": 4.23, "bid1": 4.33, "ask1": 4.34, "bid_qty1": 45, "ask_qty1": 105 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600711:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600711:VWAP_RECLAIM", "symbol": "SHSE.600711", "name": "盛屯矿业", "side": "BUY", "priority": "W8", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.43, "exec_low": 11.6, "exec_high": 11.6, "invalid_price": 11.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.77, "max_chase_pct": 1.5, "base_exec_high": 11.6, "dynamic_exec_high": null, "entry_zone_low": 11.26, "entry_zone_high": 11.6, "entry_risk_pct": 3.3972, "intraday_vwap": 11.4392, "price_vs_vwap_pct": 0.1818, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1824, "prev_amount_yi": 0.5789, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 11.38, "high": 11.38, "low": 11.38, "close": 11.38, "amount_yi": 0.0125 }, { "time": "10:14", "open": 11.4, "high": 11.42, "low": 11.4, "close": 11.42, "amount_yi": 0.041 }, { "time": "10:15", "open": 11.46, "high": 11.51, "low": 11.46, "close": 11.51, "amount_yi": 0.0805 }, { "time": "10:16", "open": 11.46, "high": 11.47, "low": 11.46, "close": 11.47, "amount_yi": 0.0304 }, { "time": "10:17", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.46, "ts": "2026-07-03T10:17:06", "prev_close": 11.12, "open": 11.4, "high": 11.59, "low": 11.26, "bid1": 11.47, "ask1": 11.48, "bid_qty1": 2, "ask_qty1": 364 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600655:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600655:VWAP_RECLAIM", "symbol": "SHSE.600655", "name": "豫园股份", "side": "BUY", "priority": "W9", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.33, "exec_low": 4.39, "exec_high": 4.39, "invalid_price": 4.2, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.46, "max_chase_pct": 1.5, "base_exec_high": 4.39, "dynamic_exec_high": null, "entry_zone_low": 4.27, "entry_zone_high": 4.39, "entry_risk_pct": null, "intraday_vwap": 4.3076, "price_vs_vwap_pct": -0.6407, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0218, "prev_amount_yi": 0.0061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.5738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.28, "high": 4.28, "low": 4.28, "close": 4.28, "amount_yi": 0.0008 }, { "time": "10:14", "open": 4.29, "high": 4.3, "low": 4.29, "close": 4.3, "amount_yi": 0.0125 }, { "time": "10:15", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0024 }, { "time": "10:16", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.0034 }, { "time": "10:17", "open": 4.28, "high": 4.28, "low": 4.28, "close": 4.28, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.28, "ts": "2026-07-03T10:17:04", "prev_close": 4.29, "open": 4.3, "high": 4.35, "low": 4.27, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 346, "ask_qty1": 501 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002721:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002721:VWAP_RECLAIM", "symbol": "SZSE.002721", "name": "金一文化", "side": "BUY", "priority": "W10", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.34, "exec_low": 2.38, "exec_high": 2.38, "invalid_price": 2.27, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.41, "max_chase_pct": 1.5, "base_exec_high": 2.38, "dynamic_exec_high": null, "entry_zone_low": 2.3, "entry_zone_high": 2.38, "entry_risk_pct": null, "intraday_vwap": 2.3225, "price_vs_vwap_pct": -0.5382, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0145, "prev_amount_yi": 0.0231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0007 }, { "time": "10:14", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0028 }, { "time": "10:15", "open": 2.31, "high": 2.32, "low": 2.31, "close": 2.32, "amount_yi": 0.0027 }, { "time": "10:16", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0011 }, { "time": "10:17", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.31, "ts": "2026-07-03T10:17:06", "prev_close": 2.28, "open": 2.29, "high": 2.35, "low": 2.28, "bid1": 2.3, "ask1": 2.31, "bid_qty1": 13850, "ask_qty1": 356 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600531:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600531:VWAP_RECLAIM", "symbol": "SHSE.600531", "name": "豫光金铅", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 15.5, "exec_low": 15.73, "exec_high": 15.73, "invalid_price": 15.04, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "贵金属 / 黄金概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.96, "max_chase_pct": 1.5, "base_exec_high": 15.73, "dynamic_exec_high": null, "entry_zone_low": 15.27, "entry_zone_high": 15.73, "entry_risk_pct": null, "intraday_vwap": 15.5649, "price_vs_vwap_pct": -1.7019, "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": 0.3175, "prev_amount_yi": 0.4822, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6584, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 15.17, "high": 15.17, "low": 15.17, "close": 15.17, "amount_yi": 0.0421 }, { "time": "10:14", "open": 15.22, "high": 15.25, "low": 15.22, "close": 15.25, "amount_yi": 0.0605 }, { "time": "10:15", "open": 15.28, "high": 15.35, "low": 15.28, "close": 15.35, "amount_yi": 0.0858 }, { "time": "10:16", "open": 15.29, "high": 15.29, "low": 15.28, "close": 15.28, "amount_yi": 0.0981 }, { "time": "10:17", "open": 15.3, "high": 15.3, "low": 15.3, "close": 15.3, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.3, "ts": "2026-07-03T10:17:06", "prev_close": 14.83, "open": 15.58, "high": 16.15, "low": 15.11, "bid1": 15.3, "ask1": 15.31, "bid_qty1": 100, "ask_qty1": 75 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002596:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.002596:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002596", "name": "海南瑞泽", "side": "BUY", "priority": "W12", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 三沙概念", "decision": "conditional_plan", "paper_scope": "shadow_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": 3.1572, "price_vs_vwap_pct": -2.4452, "energy_floor_hint_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": 0.0287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7213, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 3.09, "high": 3.09, "low": 3.09, "close": 3.09, "amount_yi": 0.0016 }, { "time": "10:14", "open": 3.09, "high": 3.09, "low": 3.09, "close": 3.09, "amount_yi": 0.002 }, { "time": "10:15", "open": 3.09, "high": 3.09, "low": 3.09, "close": 3.09, "amount_yi": 0.0051 }, { "time": "10:16", "open": 3.09, "high": 3.09, "low": 3.09, "close": 3.09, "amount_yi": 0.01 }, { "time": "10:17", "open": 3.08, "high": 3.08, "low": 3.08, "close": 3.08, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.08, "ts": "2026-07-03T10:17:06", "prev_close": 3.23, "open": 3.26, "high": 3.29, "low": 3.07, "bid1": 3.08, "ask1": 3.09, "bid_qty1": 5480, "ask_qty1": 2314 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000566:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.000566:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000566", "name": "海南海药", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_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": 6.1448, "price_vs_vwap_pct": -3.9839, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1299, "prev_amount_yi": 0.2633, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4934, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 5.88, "high": 5.88, "low": 5.88, "close": 5.88, "amount_yi": 0.0086 }, { "time": "10:14", "open": 5.88, "high": 5.89, "low": 5.88, "close": 5.89, "amount_yi": 0.0374 }, { "time": "10:15", "open": 5.9, "high": 5.9, "low": 5.9, "close": 5.9, "amount_yi": 0.0356 }, { "time": "10:16", "open": 5.91, "high": 5.91, "low": 5.89, "close": 5.89, "amount_yi": 0.0331 }, { "time": "10:17", "open": 5.9, "high": 5.9, "low": 5.9, "close": 5.9, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.9, "ts": "2026-07-03T10:17:06", "prev_close": 6.04, "open": 6.22, "high": 6.56, "low": 5.78, "bid1": 5.89, "ask1": 5.9, "bid_qty1": 53, "ask_qty1": 1067 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000886:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000886:VWAP_RECLAIM", "symbol": "SZSE.000886", "name": "海南高速", "side": "BUY", "priority": "W14", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.3, "exec_low": 4.36, "exec_high": 4.36, "invalid_price": 4.17, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 三沙概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.43, "max_chase_pct": 1.5, "base_exec_high": 4.36, "dynamic_exec_high": null, "entry_zone_low": 4.24, "entry_zone_high": 4.36, "entry_risk_pct": null, "intraday_vwap": 4.2013, "price_vs_vwap_pct": -0.507, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0206, "prev_amount_yi": 0.0139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.482, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.18, "high": 4.18, "low": 4.18, "close": 4.18, "amount_yi": 0.0002 }, { "time": "10:14", "open": 4.19, "high": 4.19, "low": 4.19, "close": 4.19, "amount_yi": 0.012 }, { "time": "10:15", "open": 4.2, "high": 4.21, "low": 4.2, "close": 4.21, "amount_yi": 0.0034 }, { "time": "10:16", "open": 4.21, "high": 4.21, "low": 4.2, "close": 4.2, "amount_yi": 0.0042 }, { "time": "10:17", "open": 4.18, "high": 4.18, "low": 4.18, "close": 4.18, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.18, "ts": "2026-07-03T10:17:06", "prev_close": 4.19, "open": 4.17, "high": 4.25, "low": 4.17, "bid1": 4.18, "ask1": 4.19, "bid_qty1": 943, "ask_qty1": 113 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600515:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600515:VWAP_RECLAIM", "symbol": "SHSE.600515", "name": "海南机场", "side": "BUY", "priority": "W15", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.87, "exec_low": 2.91, "exec_high": 2.91, "invalid_price": 2.78, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 三沙概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.96, "max_chase_pct": 1.5, "base_exec_high": 2.91, "dynamic_exec_high": null, "entry_zone_low": 2.83, "entry_zone_high": 2.91, "entry_risk_pct": null, "intraday_vwap": 2.8133, "price_vs_vwap_pct": -0.1173, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.107, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.35, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.8, "high": 2.8, "low": 2.8, "close": 2.8, "amount_yi": 0.0023 }, { "time": "10:14", "open": 2.81, "high": 2.81, "low": 2.81, "close": 2.81, "amount_yi": 0.0322 }, { "time": "10:15", "open": 2.81, "high": 2.82, "low": 2.81, "close": 2.82, "amount_yi": 0.0089 }, { "time": "10:16", "open": 2.82, "high": 2.82, "low": 2.82, "close": 2.82, "amount_yi": 0.0303 }, { "time": "10:17", "open": 2.81, "high": 2.81, "low": 2.81, "close": 2.81, "amount_yi": 0.0333 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.81, "ts": "2026-07-03T10:17:07", "prev_close": 2.79, "open": 2.79, "high": 2.83, "low": 2.79, "bid1": 2.81, "ask1": 2.82, "bid_qty1": 12196, "ask_qty1": 1262 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601118:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.601118:VWAP_RECLAIM", "symbol": "SHSE.601118", "name": "海南橡胶", "side": "BUY", "priority": "W16", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.1, "exec_low": 5.18, "exec_high": 5.18, "invalid_price": 4.95, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "海南自贸区 / 三沙概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.25, "max_chase_pct": 1.5, "base_exec_high": 5.18, "dynamic_exec_high": null, "entry_zone_low": 5.02, "entry_zone_high": 5.18, "entry_risk_pct": null, "intraday_vwap": 4.965, "price_vs_vwap_pct": -0.3021, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0725, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.93, "high": 4.93, "low": 4.93, "close": 4.93, "amount_yi": 0.0026 }, { "time": "10:14", "open": 4.94, "high": 4.94, "low": 4.94, "close": 4.94, "amount_yi": 0.0192 }, { "time": "10:15", "open": 4.96, "high": 4.96, "low": 4.96, "close": 4.96, "amount_yi": 0.0226 }, { "time": "10:16", "open": 4.97, "high": 4.97, "low": 4.97, "close": 4.97, "amount_yi": 0.0118 }, { "time": "10:17", "open": 4.95, "high": 4.95, "low": 4.95, "close": 4.95, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "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": "2026-07-03T10:17:05", "prev_close": 4.9, "open": 4.93, "high": 5.03, "low": 4.91, "bid1": 4.95, "ask1": 4.96, "bid_qty1": 458, "ask_qty1": 1605 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002029:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.002029:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002029", "name": "七 匹 狼", "side": "BUY", "priority": "W17", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_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": 8.8459, "price_vs_vwap_pct": 0.0463, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0548, "prev_amount_yi": 0.0807, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0159 }, { "time": "10:14", "open": 8.87, "high": 8.87, "low": 8.87, "close": 8.87, "amount_yi": 0.0149 }, { "time": "10:15", "open": 8.87, "high": 8.87, "low": 8.86, "close": 8.86, "amount_yi": 0.0099 }, { "time": "10:16", "open": 8.86, "high": 8.86, "low": 8.86, "close": 8.86, "amount_yi": 0.0101 }, { "time": "10:17", "open": 8.85, "high": 8.85, "low": 8.85, "close": 8.85, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.85, "ts": "2026-07-03T10:17:06", "prev_close": 8.59, "open": 8.47, "high": 9.08, "low": 8.41, "bid1": 8.85, "ask1": 8.86, "bid_qty1": 58, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002674:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.002674:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002674", "name": "兴业科技", "side": "BUY", "priority": "W18", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_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": 26.8661, "price_vs_vwap_pct": -0.8044, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0757, "prev_amount_yi": 0.1095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 26.47, "high": 26.47, "low": 26.47, "close": 26.47, "amount_yi": 0.0287 }, { "time": "10:14", "open": 26.51, "high": 26.51, "low": 26.51, "close": 26.51, "amount_yi": 0.0123 }, { "time": "10:15", "open": 26.47, "high": 26.47, "low": 26.4, "close": 26.4, "amount_yi": 0.0114 }, { "time": "10:16", "open": 26.37, "high": 26.49, "low": 26.37, "close": 26.49, "amount_yi": 0.0146 }, { "time": "10:17", "open": 26.65, "high": 26.65, "low": 26.65, "close": 26.65, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.65, "ts": "2026-07-03T10:17:06", "prev_close": 28.25, "open": 27.2, "high": 28.17, "low": 25.5, "bid1": 26.61, "ask1": 26.65, "bid_qty1": 10, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600630:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SHSE.600630:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600630", "name": "龙头股份", "side": "BUY", "priority": "W19", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_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": 9.9292, "price_vs_vwap_pct": -3.114, "energy_floor_hint_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": 0.005, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.88, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0002 }, { "time": "10:14", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.003 }, { "time": "10:15", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0008 }, { "time": "10:16", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0032 }, { "time": "10:17", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.62, "ts": "2026-07-03T10:17:05", "prev_close": 10.69, "open": 10.52, "high": 10.56, "low": 9.62, "bid1": 0.0, "ask1": 9.62, "bid_qty1": 0, "ask_qty1": 55944 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600233:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600233:VWAP_RECLAIM", "symbol": "SHSE.600233", "name": "圆通速递", "side": "BUY", "priority": "W20", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.78, "exec_low": 19.06, "exec_high": 19.06, "invalid_price": 18.22, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.34, "max_chase_pct": 1.5, "base_exec_high": 19.06, "dynamic_exec_high": null, "entry_zone_low": 18.5, "entry_zone_high": 19.06, "entry_risk_pct": null, "intraday_vwap": 17.6515, "price_vs_vwap_pct": -0.6883, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2437, "prev_amount_yi": 0.2305, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0573, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 17.49, "high": 17.49, "low": 17.49, "close": 17.49, "amount_yi": 0.0289 }, { "time": "10:14", "open": 17.5, "high": 17.5, "low": 17.5, "close": 17.5, "amount_yi": 0.0973 }, { "time": "10:15", "open": 17.57, "high": 17.58, "low": 17.57, "close": 17.58, "amount_yi": 0.0342 }, { "time": "10:16", "open": 17.59, "high": 17.59, "low": 17.57, "close": 17.57, "amount_yi": 0.0737 }, { "time": "10:17", "open": 17.53, "high": 17.53, "low": 17.53, "close": 17.53, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.53, "ts": "2026-07-03T10:17:04", "prev_close": 17.93, "open": 18.0, "high": 18.35, "low": 17.33, "bid1": 17.52, "ask1": 17.54, "bid_qty1": 29, "ask_qty1": 62 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601566:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.601566:VWAP_RECLAIM", "symbol": "SHSE.601566", "name": "九牧王", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.8, "exec_low": 8.93, "exec_high": 8.93, "invalid_price": 8.54, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.06, "max_chase_pct": 1.5, "base_exec_high": 8.93, "dynamic_exec_high": null, "entry_zone_low": 8.67, "entry_zone_high": 8.93, "entry_risk_pct": null, "intraday_vwap": 8.661, "price_vs_vwap_pct": 0.5658, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0116, "prev_amount_yi": 0.0231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5022, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.68, "high": 8.68, "low": 8.68, "close": 8.68, "amount_yi": 0.0003 }, { "time": "10:14", "open": 8.67, "high": 8.67, "low": 8.67, "close": 8.67, "amount_yi": 0.0008 }, { "time": "10:15", "open": 8.69, "high": 8.7, "low": 8.69, "close": 8.7, "amount_yi": 0.0032 }, { "time": "10:16", "open": 8.7, "high": 8.71, "low": 8.7, "close": 8.71, "amount_yi": 0.0058 }, { "time": "10:17", "open": 8.71, "high": 8.71, "low": 8.71, "close": 8.71, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.71, "ts": "2026-07-03T10:17:02", "prev_close": 8.68, "open": 8.68, "high": 8.78, "low": 8.52, "bid1": 8.7, "ask1": 8.71, "bid_qty1": 103, "ask_qty1": 81 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002072:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260702:SZSE.002072:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002072", "name": "凯瑞德", "side": "BUY", "priority": "W22", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.01, "exec_low": 9.01, "exec_high": 9.15, "invalid_price": 8.74, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.28, "max_chase_pct": 1.5, "base_exec_high": 9.15, "dynamic_exec_high": null, "entry_zone_low": 8.87, "entry_zone_high": 9.15, "entry_risk_pct": null, "intraday_vwap": 9.4387, "price_vs_vwap_pct": 2.1327, "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": 0.0252, "prev_amount_yi": 0.0863, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.292, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "10:13", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0064 }, { "time": "10:14", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0007 }, { "time": "10:15", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0011 }, { "time": "10:16", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0056 }, { "time": "10:17", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.64, "ts": "2026-07-03T10:17:06", "prev_close": 8.76, "open": 8.87, "high": 9.64, "low": 8.59, "bid1": 9.64, "ask1": 0.0, "bid_qty1": 55010, "ask_qty1": 0 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600987:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600987:VWAP_RECLAIM", "symbol": "SHSE.600987", "name": "航民股份", "side": "BUY", "priority": "W23", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 6.49, "exec_low": 6.59, "exec_high": 6.59, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.68, "max_chase_pct": 1.5, "base_exec_high": 6.59, "dynamic_exec_high": null, "entry_zone_low": 6.39, "entry_zone_high": 6.59, "entry_risk_pct": null, "intraday_vwap": 6.4679, "price_vs_vwap_pct": -0.4314, "energy_floor_hint_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": 0.0106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0004 }, { "time": "10:14", "open": 6.43, "high": 6.44, "low": 6.43, "close": 6.44, "amount_yi": 0.0016 }, { "time": "10:15", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.0009 }, { "time": "10:16", "open": 6.45, "high": 6.45, "low": 6.45, "close": 6.45, "amount_yi": 0.0017 }, { "time": "10:17", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.44, "ts": "2026-07-03T10:17:00", "prev_close": 6.45, "open": 6.48, "high": 6.53, "low": 6.41, "bid1": 6.44, "ask1": 6.45, "bid_qty1": 59, "ask_qty1": 895 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000850:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000850:VWAP_RECLAIM", "symbol": "SZSE.000850", "name": "华茂股份", "side": "BUY", "priority": "W24", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.85, "exec_low": 3.91, "exec_high": 3.91, "invalid_price": 3.73, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.97, "max_chase_pct": 1.5, "base_exec_high": 3.91, "dynamic_exec_high": null, "entry_zone_low": 3.79, "entry_zone_high": 3.91, "entry_risk_pct": null, "intraday_vwap": 3.9827, "price_vs_vwap_pct": -0.0678, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0116, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.0, "high": 4.0, "low": 4.0, "close": 4.0, "amount_yi": 0.0021 }, { "time": "10:14", "open": 4.0, "high": 4.0, "low": 3.99, "close": 3.99, "amount_yi": 0.0058 }, { "time": "10:15", "open": 3.99, "high": 4.0, "low": 3.99, "close": 4.0, "amount_yi": 0.0003 }, { "time": "10:16", "open": 3.99, "high": 3.99, "low": 3.99, "close": 3.99, "amount_yi": 0.0029 }, { "time": "10:17", "open": 3.98, "high": 3.98, "low": 3.98, "close": 3.98, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.98, "ts": "2026-07-03T10:17:06", "prev_close": 3.8, "open": 3.81, "high": 4.1, "low": 3.8, "bid1": 3.98, "ask1": 3.99, "bid_qty1": 752, "ask_qty1": 407 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002394:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002394:VWAP_RECLAIM", "symbol": "SZSE.002394", "name": "联发股份", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.45, "exec_low": 10.61, "exec_high": 10.61, "invalid_price": 10.14, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.76, "max_chase_pct": 1.5, "base_exec_high": 10.61, "dynamic_exec_high": null, "entry_zone_low": 10.29, "entry_zone_high": 10.61, "entry_risk_pct": null, "intraday_vwap": 10.3236, "price_vs_vwap_pct": -0.2286, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.006, "prev_amount_yi": 0.022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0012 }, { "time": "10:14", "open": 10.31, "high": 10.31, "low": 10.3, "close": 10.3, "amount_yi": 0.0011 }, { "time": "10:15", "open": 10.3, "high": 10.32, "low": 10.3, "close": 10.32, "amount_yi": 0.0024 }, { "time": "10:16", "open": 10.31, "high": 10.31, "low": 10.31, "close": 10.31, "amount_yi": 0.0011 }, { "time": "10:17", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.3, "ts": "2026-07-03T10:17:06", "prev_close": 10.11, "open": 10.03, "high": 10.55, "low": 10.0, "bid1": 10.3, "ask1": 10.31, "bid_qty1": 49, "ask_qty1": 51 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002003:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002003:VWAP_RECLAIM", "symbol": "SZSE.002003", "name": "伟星股份", "side": "BUY", "priority": "W26", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 8.97, "exec_low": 9.1, "exec_high": 9.1, "invalid_price": 8.7, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.24, "max_chase_pct": 1.5, "base_exec_high": 9.1, "dynamic_exec_high": null, "entry_zone_low": 8.84, "entry_zone_high": 9.1, "entry_risk_pct": null, "intraday_vwap": 8.9022, "price_vs_vwap_pct": -0.137, "energy_floor_hint_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": 0.0075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.8133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.92, "high": 8.92, "low": 8.92, "close": 8.92, "amount_yi": 0.0038 }, { "time": "10:14", "open": 8.89, "high": 8.9, "low": 8.89, "close": 8.9, "amount_yi": 0.0073 }, { "time": "10:15", "open": 8.92, "high": 8.93, "low": 8.92, "close": 8.93, "amount_yi": 0.0033 }, { "time": "10:16", "open": 8.94, "high": 8.94, "low": 8.89, "close": 8.89, "amount_yi": 0.0066 }, { "time": "10:17", "open": 8.89, "high": 8.89, "low": 8.89, "close": 8.89, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.89, "ts": "2026-07-03T10:16:51", "prev_close": 8.91, "open": 8.97, "high": 8.99, "low": 8.83, "bid1": 8.89, "ask1": 8.9, "bid_qty1": 85, "ask_qty1": 51 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002517:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002517:VWAP_RECLAIM", "symbol": "SZSE.002517", "name": "恺英网络", "side": "BUY", "priority": "W27", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 17.02, "exec_low": 17.28, "exec_high": 17.28, "invalid_price": 16.51, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.53, "max_chase_pct": 1.5, "base_exec_high": 17.28, "dynamic_exec_high": null, "entry_zone_low": 16.76, "entry_zone_high": 17.28, "entry_risk_pct": null, "intraday_vwap": 16.7178, "price_vs_vwap_pct": -1.9608, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1536, "prev_amount_yi": 0.4475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 16.42, "high": 16.42, "low": 16.42, "close": 16.42, "amount_yi": 0.0156 }, { "time": "10:14", "open": 16.41, "high": 16.45, "low": 16.41, "close": 16.45, "amount_yi": 0.0267 }, { "time": "10:15", "open": 16.43, "high": 16.44, "low": 16.43, "close": 16.44, "amount_yi": 0.0436 }, { "time": "10:16", "open": 16.42, "high": 16.42, "low": 16.4, "close": 16.4, "amount_yi": 0.0597 }, { "time": "10:17", "open": 16.39, "high": 16.39, "low": 16.39, "close": 16.39, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.39, "ts": "2026-07-03T10:17:06", "prev_close": 16.47, "open": 16.71, "high": 17.15, "low": 16.32, "bid1": 16.39, "ask1": 16.4, "bid_qty1": 108, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002327:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002327:VWAP_RECLAIM", "symbol": "SZSE.002327", "name": "富安娜", "side": "BUY", "priority": "W28", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.35, "exec_low": 6.45, "exec_high": 6.45, "invalid_price": 6.16, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.54, "max_chase_pct": 1.5, "base_exec_high": 6.45, "dynamic_exec_high": null, "entry_zone_low": 6.25, "entry_zone_high": 6.45, "entry_risk_pct": 4.1991, "intraday_vwap": 6.3877, "price_vs_vwap_pct": 0.5057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0069, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 6.4, "high": 6.4, "low": 6.4, "close": 6.4, "amount_yi": 0.0014 }, { "time": "10:14", "open": 6.41, "high": 6.41, "low": 6.41, "close": 6.41, "amount_yi": 0.0015 }, { "time": "10:15", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0032 }, { "time": "10:16", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0007 }, { "time": "10:17", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.42, "ts": "2026-07-03T10:17:06", "prev_close": 6.31, "open": 6.32, "high": 6.44, "low": 6.28, "bid1": 6.42, "ask1": 6.43, "bid_qty1": 37, "ask_qty1": 449 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.603558:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.603558:VWAP_RECLAIM", "symbol": "SHSE.603558", "name": "健盛集团", "side": "BUY", "priority": "W29", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.77, "exec_low": 11.95, "exec_high": 11.95, "invalid_price": 11.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.12, "max_chase_pct": 1.5, "base_exec_high": 11.95, "dynamic_exec_high": null, "entry_zone_low": 11.59, "entry_zone_high": 11.95, "entry_risk_pct": 3.4658, "intraday_vwap": 11.7235, "price_vs_vwap_pct": 0.7378, "energy_floor_hint_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": 0.0085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 11.79, "high": 11.79, "low": 11.79, "close": 11.79, "amount_yi": 0.0006 }, { "time": "10:14", "open": 11.81, "high": 11.83, "low": 11.81, "close": 11.83, "amount_yi": 0.0027 }, { "time": "10:15", "open": 11.84, "high": 11.86, "low": 11.84, "close": 11.86, "amount_yi": 0.0011 }, { "time": "10:16", "open": 11.86, "high": 11.86, "low": 11.84, "close": 11.84, "amount_yi": 0.0005 }, { "time": "10:17", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.81, "ts": "2026-07-03T10:17:04", "prev_close": 11.6, "open": 11.65, "high": 11.9, "low": 11.55, "bid1": 11.81, "ask1": 11.83, "bid_qty1": 8, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.603889:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.603889:VWAP_RECLAIM", "symbol": "SHSE.603889", "name": "新澳股份", "side": "BUY", "priority": "W30", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.33, "exec_low": 5.41, "exec_high": 5.41, "invalid_price": 5.17, "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": "2026-07-03T10:17:08", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.49, "max_chase_pct": 1.5, "base_exec_high": 5.41, "dynamic_exec_high": null, "entry_zone_low": 5.25, "entry_zone_high": 5.41, "entry_risk_pct": null, "intraday_vwap": 5.468, "price_vs_vwap_pct": 0.5852, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0105, "prev_amount_yi": 0.0066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5909, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0015 }, { "time": "10:14", "open": 5.5, "high": 5.52, "low": 5.5, "close": 5.52, "amount_yi": 0.0055 }, { "time": "10:15", "open": 5.51, "high": 5.52, "low": 5.51, "close": 5.52, "amount_yi": 0.0006 }, { "time": "10:16", "open": 5.52, "high": 5.52, "low": 5.51, "close": 5.51, "amount_yi": 0.0009 }, { "time": "10:17", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.5, "ts": "2026-07-03T10:17:06", "prev_close": 5.26, "open": 5.22, "high": 5.6, "low": 5.22, "bid1": 5.5, "ask1": 5.51, "bid_qty1": 82, "ask_qty1": 422 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600156:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SHSE.600156:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600156", "name": "华升股份", "side": "BUY", "priority": "W31", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_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": 9.5191, "price_vs_vwap_pct": -3.6674, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.067, "prev_amount_yi": 0.1309, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 9.21, "high": 9.21, "low": 9.21, "close": 9.21, "amount_yi": 0.0034 }, { "time": "10:14", "open": 9.2, "high": 9.2, "low": 9.2, "close": 9.2, "amount_yi": 0.0173 }, { "time": "10:15", "open": 9.21, "high": 9.23, "low": 9.21, "close": 9.23, "amount_yi": 0.0067 }, { "time": "10:16", "open": 9.21, "high": 9.21, "low": 9.18, "close": 9.18, "amount_yi": 0.0259 }, { "time": "10:17", "open": 9.17, "high": 9.17, "low": 9.17, "close": 9.17, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.17, "ts": "2026-07-03T10:17:06", "prev_close": 9.53, "open": 9.63, "high": 9.91, "low": 9.16, "bid1": 9.16, "ask1": 9.17, "bid_qty1": 261, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000955:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.000955:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000955", "name": "欣龙控股", "side": "BUY", "priority": "W32", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_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": 4.5946, "price_vs_vwap_pct": -3.3648, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0227, "prev_amount_yi": 0.0424, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 4.45, "high": 4.45, "low": 4.45, "close": 4.45, "amount_yi": 0.0024 }, { "time": "10:14", "open": 4.45, "high": 4.45, "low": 4.44, "close": 4.44, "amount_yi": 0.003 }, { "time": "10:15", "open": 4.44, "high": 4.45, "low": 4.44, "close": 4.45, "amount_yi": 0.0112 }, { "time": "10:16", "open": 4.44, "high": 4.45, "low": 4.44, "close": 4.45, "amount_yi": 0.0049 }, { "time": "10:17", "open": 4.44, "high": 4.44, "low": 4.44, "close": 4.44, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.44, "ts": "2026-07-03T10:17:06", "prev_close": 4.91, "open": 4.8, "high": 4.87, "low": 4.44, "bid1": 4.44, "ask1": 4.45, "bid_qty1": 1994, "ask_qty1": 2064 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600177:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600177:VWAP_RECLAIM", "symbol": "SHSE.600177", "name": "雅戈尔", "side": "BUY", "priority": "W33", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.92, "exec_low": 8.04, "exec_high": 8.04, "invalid_price": 7.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.16, "max_chase_pct": 1.5, "base_exec_high": 8.04, "dynamic_exec_high": null, "entry_zone_low": 7.8, "entry_zone_high": 8.04, "entry_risk_pct": null, "intraday_vwap": 7.8319, "price_vs_vwap_pct": -0.2796, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0153, "prev_amount_yi": 0.0397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 7.83, "high": 7.83, "low": 7.83, "close": 7.83, "amount_yi": 0.0024 }, { "time": "10:14", "open": 7.83, "high": 7.83, "low": 7.83, "close": 7.83, "amount_yi": 0.0024 }, { "time": "10:15", "open": 7.83, "high": 7.83, "low": 7.83, "close": 7.83, "amount_yi": 0.0044 }, { "time": "10:16", "open": 7.83, "high": 7.83, "low": 7.82, "close": 7.82, "amount_yi": 0.005 }, { "time": "10:17", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.81, "ts": "2026-07-03T10:17:06", "prev_close": 7.83, "open": 7.83, "high": 7.91, "low": 7.78, "bid1": 7.81, "ask1": 7.82, "bid_qty1": 433, "ask_qty1": 1525 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002293:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002293:VWAP_RECLAIM", "symbol": "SZSE.002293", "name": "罗莱生活", "side": "BUY", "priority": "W34", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.0, "exec_low": 11.16, "exec_high": 11.16, "invalid_price": 10.67, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.33, "max_chase_pct": 1.5, "base_exec_high": 11.16, "dynamic_exec_high": null, "entry_zone_low": 10.83, "entry_zone_high": 11.16, "entry_risk_pct": 4.3049, "intraday_vwap": 11.0069, "price_vs_vwap_pct": 1.2092, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0219, "prev_amount_yi": 0.037, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0026 }, { "time": "10:14", "open": 11.14, "high": 11.15, "low": 11.14, "close": 11.15, "amount_yi": 0.0027 }, { "time": "10:15", "open": 11.16, "high": 11.16, "low": 11.14, "close": 11.14, "amount_yi": 0.0079 }, { "time": "10:16", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0048 }, { "time": "10:17", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.14, "ts": "2026-07-03T10:17:06", "prev_close": 10.85, "open": 10.87, "high": 11.16, "low": 10.73, "bid1": 11.14, "ask1": 11.15, "bid_qty1": 272, "ask_qty1": 1135 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002425:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002425:VWAP_RECLAIM", "symbol": "SZSE.002425", "name": "凯撒文化", "side": "BUY", "priority": "W35", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 2.9, "exec_low": 2.94, "exec_high": 2.94, "invalid_price": 2.81, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.99, "max_chase_pct": 1.5, "base_exec_high": 2.94, "dynamic_exec_high": null, "entry_zone_low": 2.86, "entry_zone_high": 2.94, "entry_risk_pct": null, "intraday_vwap": 2.7698, "price_vs_vwap_pct": -1.0759, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0028, "prev_amount_yi": 0.0141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1986, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0002 }, { "time": "10:14", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0004 }, { "time": "10:15", "open": 2.74, "high": 2.75, "low": 2.74, "close": 2.75, "amount_yi": 0.0008 }, { "time": "10:16", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0011 }, { "time": "10:17", "open": 2.74, "high": 2.74, "low": 2.74, "close": 2.74, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.74, "ts": "2026-07-03T10:17:06", "prev_close": 2.73, "open": 2.71, "high": 2.82, "low": 2.71, "bid1": 2.74, "ask1": 2.75, "bid_qty1": 2402, "ask_qty1": 622 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002269:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002269:VWAP_RECLAIM", "symbol": "SZSE.002269", "name": "美邦服饰", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 1.4, "exec_low": 1.42, "exec_high": 1.42, "invalid_price": 1.36, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 1.44, "max_chase_pct": 1.5, "base_exec_high": 1.42, "dynamic_exec_high": null, "entry_zone_low": 1.38, "entry_zone_high": 1.42, "entry_risk_pct": null, "intraday_vwap": 1.3688, "price_vs_vwap_pct": 0.0877, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0014, "prev_amount_yi": 0.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.14, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 1.37, "high": 1.37, "low": 1.37, "close": 1.37, "amount_yi": 0.0002 }, { "time": "10:14", "open": 1.37, "high": 1.37, "low": 1.37, "close": 1.37, "amount_yi": 0.0002 }, { "time": "10:15", "open": 1.38, "high": 1.38, "low": 1.38, "close": 1.38, "amount_yi": 0.0005 }, { "time": "10:16", "open": 1.38, "high": 1.38, "low": 1.37, "close": 1.37, "amount_yi": 0.0001 }, { "time": "10:17", "open": 1.37, "high": 1.37, "low": 1.37, "close": 1.37, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 1.37, "ts": "2026-07-03T10:17:06", "prev_close": 1.36, "open": 1.36, "high": 1.38, "low": 1.35, "bid1": 1.37, "ask1": 1.38, "bid_qty1": 6320, "ask_qty1": 31249 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000726:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000726:VWAP_RECLAIM", "symbol": "SZSE.000726", "name": "鲁 泰Ａ", "side": "BUY", "priority": "W37", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.76, "exec_low": 5.85, "exec_high": 5.85, "invalid_price": 5.59, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.93, "max_chase_pct": 1.5, "base_exec_high": 5.85, "dynamic_exec_high": null, "entry_zone_low": 5.67, "entry_zone_high": 5.85, "entry_risk_pct": null, "intraday_vwap": 5.7379, "price_vs_vwap_pct": 0.0366, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.003, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9677, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.0001 }, { "time": "10:14", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.0019 }, { "time": "10:15", "open": 5.73, "high": 5.74, "low": 5.73, "close": 5.74, "amount_yi": 0.0004 }, { "time": "10:16", "open": 5.75, "high": 5.75, "low": 5.74, "close": 5.74, "amount_yi": 0.0001 }, { "time": "10:17", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.74, "ts": "2026-07-03T10:17:03", "prev_close": 5.69, "open": 5.71, "high": 5.77, "low": 5.7, "bid1": 5.73, "ask1": 5.74, "bid_qty1": 75, "ask_qty1": 60 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000158:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000158:VWAP_RECLAIM", "symbol": "SZSE.000158", "name": "常山北明", "side": "BUY", "priority": "W38", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.78, "exec_low": 13.99, "exec_high": 13.99, "invalid_price": 13.37, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.19, "max_chase_pct": 1.5, "base_exec_high": 13.99, "dynamic_exec_high": null, "entry_zone_low": 13.57, "entry_zone_high": 13.99, "entry_risk_pct": null, "intraday_vwap": 13.0044, "price_vs_vwap_pct": -0.1107, "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": 0.0425, "prev_amount_yi": 0.0715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5944, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 12.98, "high": 12.98, "low": 12.98, "close": 12.98, "amount_yi": 0.0044 }, { "time": "10:14", "open": 12.96, "high": 13.0, "low": 12.96, "close": 13.0, "amount_yi": 0.0207 }, { "time": "10:15", "open": 13.0, "high": 13.0, "low": 12.97, "close": 12.97, "amount_yi": 0.0048 }, { "time": "10:16", "open": 12.98, "high": 12.99, "low": 12.98, "close": 12.99, "amount_yi": 0.0068 }, { "time": "10:17", "open": 12.99, "high": 12.99, "low": 12.99, "close": 12.99, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.99, "ts": "2026-07-03T10:17:06", "prev_close": 13.04, "open": 13.01, "high": 13.15, "low": 12.9, "bid1": 12.98, "ask1": 12.99, "bid_qty1": 112, "ask_qty1": 57 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300384:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300384:VWAP_RECLAIM", "symbol": "SZSE.300384", "name": "三联虹普", "side": "BUY", "priority": "W39", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 12.29, "exec_low": 12.47, "exec_high": 12.47, "invalid_price": 11.92, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.66, "max_chase_pct": 1.5, "base_exec_high": 12.47, "dynamic_exec_high": null, "entry_zone_low": 12.11, "entry_zone_high": 12.47, "entry_risk_pct": null, "intraday_vwap": 12.299, "price_vs_vwap_pct": -0.2358, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0075, "prev_amount_yi": 0.0109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6881, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 12.29, "high": 12.29, "low": 12.29, "close": 12.29, "amount_yi": 0.0014 }, { "time": "10:14", "open": 12.28, "high": 12.28, "low": 12.27, "close": 12.27, "amount_yi": 0.0027 }, { "time": "10:15", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0013 }, { "time": "10:16", "open": 12.29, "high": 12.29, "low": 12.28, "close": 12.28, "amount_yi": 0.0014 }, { "time": "10:17", "open": 12.27, "high": 12.27, "low": 12.27, "close": 12.27, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.27, "ts": "2026-07-03T10:17:00", "prev_close": 11.96, "open": 12.04, "high": 12.42, "low": 11.97, "bid1": 12.26, "ask1": 12.28, "bid_qty1": 137, "ask_qty1": 289 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002083:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002083:VWAP_RECLAIM", "symbol": "SZSE.002083", "name": "孚日股份", "side": "BUY", "priority": "W40", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 11.78, "exec_low": 11.96, "exec_high": 11.96, "invalid_price": 11.43, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.13, "max_chase_pct": 1.5, "base_exec_high": 11.96, "dynamic_exec_high": null, "entry_zone_low": 11.6, "entry_zone_high": 11.96, "entry_risk_pct": null, "intraday_vwap": 10.6007, "price_vs_vwap_pct": -2.7423, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1223, "prev_amount_yi": 0.2094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.584, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0251 }, { "time": "10:14", "open": 10.31, "high": 10.31, "low": 10.3, "close": 10.3, "amount_yi": 0.0271 }, { "time": "10:15", "open": 10.32, "high": 10.32, "low": 10.32, "close": 10.32, "amount_yi": 0.0264 }, { "time": "10:16", "open": 10.33, "high": 10.33, "low": 10.31, "close": 10.31, "amount_yi": 0.027 }, { "time": "10:17", "open": 10.31, "high": 10.31, "low": 10.31, "close": 10.31, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.31, "ts": "2026-07-03T10:17:06", "prev_close": 11.16, "open": 11.0, "high": 11.14, "low": 10.28, "bid1": 10.31, "ask1": 10.32, "bid_qty1": 1156, "ask_qty1": 87 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.603808:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.603808:VWAP_RECLAIM", "symbol": "SHSE.603808", "name": "歌力思", "side": "BUY", "priority": "W41", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.97, "exec_low": 8.09, "exec_high": 8.09, "invalid_price": 7.73, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.21, "max_chase_pct": 1.5, "base_exec_high": 8.09, "dynamic_exec_high": null, "entry_zone_low": 7.85, "entry_zone_high": 8.09, "entry_risk_pct": 3.2541, "intraday_vwap": 7.9725, "price_vs_vwap_pct": 0.0941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0067, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9306, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.01, "high": 8.01, "low": 8.01, "close": 8.01, "amount_yi": 0.0001 }, { "time": "10:14", "open": 8.01, "high": 8.01, "low": 8.0, "close": 8.0, "amount_yi": 0.0007 }, { "time": "10:15", "open": 8.03, "high": 8.03, "low": 8.03, "close": 8.03, "amount_yi": 0.0042 }, { "time": "10:16", "open": 8.02, "high": 8.02, "low": 8.01, "close": 8.01, "amount_yi": 0.0014 }, { "time": "10:17", "open": 7.98, "high": 7.98, "low": 7.98, "close": 7.98, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.98, "ts": "2026-07-03T10:17:06", "prev_close": 7.85, "open": 7.87, "high": 8.07, "low": 7.8, "bid1": 7.97, "ask1": 7.99, "bid_qty1": 14, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002516:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002516:VWAP_RECLAIM", "symbol": "SZSE.002516", "name": "旷达科技", "side": "BUY", "priority": "W42", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.87, "exec_low": 5.96, "exec_high": 5.96, "invalid_price": 5.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.05, "max_chase_pct": 1.5, "base_exec_high": 5.96, "dynamic_exec_high": null, "entry_zone_low": 5.78, "entry_zone_high": 5.96, "entry_risk_pct": null, "intraday_vwap": 5.6684, "price_vs_vwap_pct": 0.3811, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0416, "prev_amount_yi": 0.0229, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0009 }, { "time": "10:14", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.015 }, { "time": "10:15", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0226 }, { "time": "10:16", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0017 }, { "time": "10:17", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.69, "ts": "2026-07-03T10:17:06", "prev_close": 5.61, "open": 5.58, "high": 5.72, "low": 5.57, "bid1": 5.68, "ask1": 5.69, "bid_qty1": 167, "ask_qty1": 93 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002291:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002291:VWAP_RECLAIM", "symbol": "SZSE.002291", "name": "遥望科技", "side": "BUY", "priority": "W43", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.07, "exec_low": 5.15, "exec_high": 5.15, "invalid_price": 4.92, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.22, "max_chase_pct": 1.5, "base_exec_high": 5.15, "dynamic_exec_high": null, "entry_zone_low": 4.99, "entry_zone_high": 5.15, "entry_risk_pct": null, "intraday_vwap": 4.921, "price_vs_vwap_pct": -0.2235, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0205, "prev_amount_yi": 0.025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.82, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.93, "high": 4.93, "low": 4.93, "close": 4.93, "amount_yi": 0.0022 }, { "time": "10:14", "open": 4.92, "high": 4.93, "low": 4.92, "close": 4.93, "amount_yi": 0.002 }, { "time": "10:15", "open": 4.93, "high": 4.93, "low": 4.92, "close": 4.92, "amount_yi": 0.0121 }, { "time": "10:16", "open": 4.92, "high": 4.92, "low": 4.92, "close": 4.92, "amount_yi": 0.0015 }, { "time": "10:17", "open": 4.91, "high": 4.91, "low": 4.91, "close": 4.91, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.91, "ts": "2026-07-03T10:17:06", "prev_close": 4.9, "open": 4.89, "high": 4.96, "low": 4.87, "bid1": 4.91, "ask1": 4.92, "bid_qty1": 425, "ask_qty1": 661 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600272:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600272:VWAP_RECLAIM", "symbol": "SHSE.600272", "name": "开开实业", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.86, "exec_low": 11.02, "exec_high": 11.02, "invalid_price": 10.53, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.19, "max_chase_pct": 1.5, "base_exec_high": 11.02, "dynamic_exec_high": null, "entry_zone_low": 10.7, "entry_zone_high": 11.02, "entry_risk_pct": 3.5714, "intraday_vwap": 10.87, "price_vs_vwap_pct": 0.276, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0077, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.44, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.9, "high": 10.9, "low": 10.9, "close": 10.9, "amount_yi": 0.0006 }, { "time": "10:14", "open": 10.89, "high": 10.92, "low": 10.89, "close": 10.92, "amount_yi": 0.0007 }, { "time": "10:15", "open": 10.95, "high": 10.95, "low": 10.95, "close": 10.95, "amount_yi": 0.0044 }, { "time": "10:16", "open": 10.95, "high": 10.95, "low": 10.94, "close": 10.94, "amount_yi": 0.0013 }, { "time": "10:17", "open": 10.9, "high": 10.9, "low": 10.9, "close": 10.9, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.9, "ts": "2026-07-03T10:17:06", "prev_close": 10.63, "open": 10.7, "high": 10.98, "low": 10.67, "bid1": 10.9, "ask1": 10.92, "bid_qty1": 27, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002127:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002127:VWAP_RECLAIM", "symbol": "SZSE.002127", "name": "南极电商", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.81, "exec_low": 2.85, "exec_high": 2.85, "invalid_price": 2.73, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.89, "max_chase_pct": 1.5, "base_exec_high": 2.85, "dynamic_exec_high": null, "entry_zone_low": 2.77, "entry_zone_high": 2.85, "entry_risk_pct": null, "intraday_vwap": 2.7729, "price_vs_vwap_pct": -0.4652, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0118, "prev_amount_yi": 0.0101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1683, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 2.76, "high": 2.77, "low": 2.76, "close": 2.77, "amount_yi": 0.0067 }, { "time": "10:13", "open": 2.76, "high": 2.76, "low": 2.76, "close": 2.76, "amount_yi": 0.0002 }, { "time": "10:14", "open": 2.76, "high": 2.77, "low": 2.76, "close": 2.77, "amount_yi": 0.0008 }, { "time": "10:15", "open": 2.77, "high": 2.77, "low": 2.77, "close": 2.77, "amount_yi": 0.004 }, { "time": "10:16", "open": 2.77, "high": 2.77, "low": 2.76, "close": 2.76, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.76, "ts": "2026-07-03T10:17:06", "prev_close": 2.78, "open": 2.8, "high": 2.8, "low": 2.75, "bid1": 2.76, "ask1": 2.77, "bid_qty1": 1602, "ask_qty1": 2593 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600610:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600610:VWAP_RECLAIM", "symbol": "SHSE.600610", "name": "中毅达", "side": "BUY", "priority": "W46", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 6.98, "exec_low": 7.08, "exec_high": 7.08, "invalid_price": 6.77, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.19, "max_chase_pct": 1.5, "base_exec_high": 7.08, "dynamic_exec_high": null, "entry_zone_low": 6.88, "entry_zone_high": 7.08, "entry_risk_pct": null, "intraday_vwap": 6.7101, "price_vs_vwap_pct": -0.2995, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.013, "prev_amount_yi": 0.0143, "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": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 6.67, "high": 6.67, "low": 6.67, "close": 6.67, "amount_yi": 0.0011 }, { "time": "10:14", "open": 6.67, "high": 6.68, "low": 6.67, "close": 6.68, "amount_yi": 0.0032 }, { "time": "10:15", "open": 6.68, "high": 6.7, "low": 6.68, "close": 6.7, "amount_yi": 0.0062 }, { "time": "10:16", "open": 6.69, "high": 6.69, "low": 6.68, "close": 6.68, "amount_yi": 0.0019 }, { "time": "10:17", "open": 6.69, "high": 6.69, "low": 6.69, "close": 6.69, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.69, "ts": "2026-07-03T10:17:06", "prev_close": 6.76, "open": 6.75, "high": 6.81, "low": 6.65, "bid1": 6.68, "ask1": 6.69, "bid_qty1": 634, "ask_qty1": 183 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.603518:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.603518:VWAP_RECLAIM", "symbol": "SHSE.603518", "name": "锦泓集团", "side": "BUY", "priority": "W47", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.63, "exec_low": 7.74, "exec_high": 7.74, "invalid_price": 7.4, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.86, "max_chase_pct": 1.5, "base_exec_high": 7.74, "dynamic_exec_high": null, "entry_zone_low": 7.52, "entry_zone_high": 7.74, "entry_risk_pct": 4.3928, "intraday_vwap": 7.6582, "price_vs_vwap_pct": 1.0681, "energy_floor_hint_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": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.001 }, { "time": "10:14", "open": 7.73, "high": 7.74, "low": 7.73, "close": 7.74, "amount_yi": 0.0036 }, { "time": "10:15", "open": 7.74, "high": 7.75, "low": 7.74, "close": 7.75, "amount_yi": 0.0018 }, { "time": "10:16", "open": 7.75, "high": 7.75, "low": 7.74, "close": 7.74, "amount_yi": 0.0023 }, { "time": "10:17", "open": 7.74, "high": 7.74, "low": 7.74, "close": 7.74, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.74, "ts": "2026-07-03T10:17:06", "prev_close": 7.54, "open": 7.52, "high": 7.75, "low": 7.52, "bid1": 7.73, "ask1": 7.74, "bid_qty1": 9, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600232:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600232:VWAP_RECLAIM", "symbol": "SHSE.600232", "name": "金鹰股份", "side": "BUY", "priority": "W48", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.55, "exec_low": 6.65, "exec_high": 6.65, "invalid_price": 6.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.75, "max_chase_pct": 1.5, "base_exec_high": 6.65, "dynamic_exec_high": null, "entry_zone_low": 6.45, "entry_zone_high": 6.65, "entry_risk_pct": null, "intraday_vwap": 6.4256, "price_vs_vwap_pct": 0.2241, "energy_floor_hint_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": 0.0147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 6.45, "high": 6.46, "low": 6.45, "close": 6.46, "amount_yi": 0.0012 }, { "time": "10:14", "open": 6.45, "high": 6.45, "low": 6.44, "close": 6.44, "amount_yi": 0.0004 }, { "time": "10:15", "open": 6.44, "high": 6.46, "low": 6.44, "close": 6.46, "amount_yi": 0.0009 }, { "time": "10:16", "open": 6.46, "high": 6.46, "low": 6.45, "close": 6.45, "amount_yi": 0.0008 }, { "time": "10:17", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.44, "ts": "2026-07-03T10:17:06", "prev_close": 6.3, "open": 6.33, "high": 6.48, "low": 6.28, "bid1": 6.43, "ask1": 6.44, "bid_qty1": 254, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600137:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600137:VWAP_RECLAIM", "symbol": "SHSE.600137", "name": "浪莎股份", "side": "BUY", "priority": "W49", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 17.4, "exec_low": 17.66, "exec_high": 17.66, "invalid_price": 16.88, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.92, "max_chase_pct": 1.5, "base_exec_high": 17.66, "dynamic_exec_high": null, "entry_zone_low": 17.14, "entry_zone_high": 17.66, "entry_risk_pct": null, "intraday_vwap": 17.26, "price_vs_vwap_pct": 0.1738, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0063, "prev_amount_yi": 0.0106, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5943, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 17.35, "high": 17.35, "low": 17.35, "close": 17.35, "amount_yi": 0.0003 }, { "time": "10:14", "open": 17.35, "high": 17.37, "low": 17.35, "close": 17.37, "amount_yi": 0.0006 }, { "time": "10:15", "open": 17.37, "high": 17.37, "low": 17.37, "close": 17.37, "amount_yi": 0.001 }, { "time": "10:16", "open": 17.36, "high": 17.38, "low": 17.36, "close": 17.38, "amount_yi": 0.0007 }, { "time": "10:17", "open": 17.29, "high": 17.29, "low": 17.29, "close": 17.29, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.29, "ts": "2026-07-03T10:17:05", "prev_close": 16.9, "open": 17.04, "high": 17.39, "low": 16.92, "bid1": 17.28, "ask1": 17.29, "bid_qty1": 59, "ask_qty1": 37 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002722:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002722:VWAP_RECLAIM", "symbol": "SZSE.002722", "name": "物产金轮", "side": "BUY", "priority": "W50", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 12.43, "exec_low": 12.62, "exec_high": 12.62, "invalid_price": 12.06, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.8, "max_chase_pct": 1.5, "base_exec_high": 12.62, "dynamic_exec_high": null, "entry_zone_low": 12.24, "entry_zone_high": 12.62, "entry_risk_pct": null, "intraday_vwap": 12.415, "price_vs_vwap_pct": 0.0403, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0068, "prev_amount_yi": 0.0113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.0003 }, { "time": "10:14", "open": 12.42, "high": 12.43, "low": 12.42, "close": 12.43, "amount_yi": 0.0008 }, { "time": "10:15", "open": 12.45, "high": 12.45, "low": 12.45, "close": 12.45, "amount_yi": 0.0016 }, { "time": "10:16", "open": 12.46, "high": 12.46, "low": 12.45, "close": 12.45, "amount_yi": 0.0026 }, { "time": "10:17", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.42, "ts": "2026-07-03T10:17:06", "prev_close": 12.14, "open": 12.19, "high": 12.5, "low": 12.16, "bid1": 12.42, "ask1": 12.43, "bid_qty1": 20, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002044:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002044:VWAP_RECLAIM", "symbol": "SZSE.002044", "name": "美年健康", "side": "BUY", "priority": "W51", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.23, "exec_low": 5.31, "exec_high": 5.31, "invalid_price": 5.07, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.39, "max_chase_pct": 1.5, "base_exec_high": 5.31, "dynamic_exec_high": null, "entry_zone_low": 5.15, "entry_zone_high": 5.31, "entry_risk_pct": null, "intraday_vwap": 5.0024, "price_vs_vwap_pct": -0.4478, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.06, "prev_amount_yi": 0.1013, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.98, "high": 4.98, "low": 4.98, "close": 4.98, "amount_yi": 0.0055 }, { "time": "10:14", "open": 4.97, "high": 4.98, "low": 4.97, "close": 4.98, "amount_yi": 0.0095 }, { "time": "10:15", "open": 4.98, "high": 4.98, "low": 4.98, "close": 4.98, "amount_yi": 0.0245 }, { "time": "10:16", "open": 4.98, "high": 4.99, "low": 4.98, "close": 4.99, "amount_yi": 0.0058 }, { "time": "10:17", "open": 4.98, "high": 4.98, "low": 4.98, "close": 4.98, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.98, "ts": "2026-07-03T10:17:06", "prev_close": 5.05, "open": 5.1, "high": 5.11, "low": 4.93, "bid1": 4.97, "ask1": 4.98, "bid_qty1": 3693, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600493:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600493:VWAP_RECLAIM", "symbol": "SHSE.600493", "name": "凤竹纺织", "side": "BUY", "priority": "W52", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.69, "exec_low": 5.78, "exec_high": 5.78, "invalid_price": 5.52, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.86, "max_chase_pct": 1.5, "base_exec_high": 5.78, "dynamic_exec_high": null, "entry_zone_low": 5.6, "entry_zone_high": 5.78, "entry_risk_pct": 4.1667, "intraday_vwap": 5.6729, "price_vs_vwap_pct": 1.3591, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0156, "prev_amount_yi": 0.069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0012 }, { "time": "10:14", "open": 5.79, "high": 5.79, "low": 5.79, "close": 5.79, "amount_yi": 0.0035 }, { "time": "10:15", "open": 5.78, "high": 5.78, "low": 5.77, "close": 5.77, "amount_yi": 0.0073 }, { "time": "10:16", "open": 5.75, "high": 5.76, "low": 5.75, "close": 5.76, "amount_yi": 0.0028 }, { "time": "10:17", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.75, "ts": "2026-07-03T10:17:01", "prev_close": 5.48, "open": 5.49, "high": 5.81, "low": 5.47, "bid1": 5.75, "ask1": 5.76, "bid_qty1": 2059, "ask_qty1": 47 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600689:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600689:VWAP_RECLAIM", "symbol": "SHSE.600689", "name": "上海三毛", "side": "BUY", "priority": "W53", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 10.4, "exec_low": 10.56, "exec_high": 10.56, "invalid_price": 10.09, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.71, "max_chase_pct": 1.5, "base_exec_high": 10.56, "dynamic_exec_high": null, "entry_zone_low": 10.24, "entry_zone_high": 10.56, "entry_risk_pct": null, "intraday_vwap": 10.3482, "price_vs_vwap_pct": 0.0174, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0048, "prev_amount_yi": 0.0035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0004 }, { "time": "10:14", "open": 10.35, "high": 10.36, "low": 10.35, "close": 10.36, "amount_yi": 0.0005 }, { "time": "10:15", "open": 10.37, "high": 10.38, "low": 10.37, "close": 10.38, "amount_yi": 0.0006 }, { "time": "10:16", "open": 10.38, "high": 10.38, "low": 10.37, "close": 10.37, "amount_yi": 0.002 }, { "time": "10:17", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.35, "ts": "2026-07-03T10:17:02", "prev_close": 10.15, "open": 10.29, "high": 10.46, "low": 10.16, "bid1": 10.35, "ask1": 10.36, "bid_qty1": 6, "ask_qty1": 69 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002486:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002486:VWAP_RECLAIM", "symbol": "SZSE.002486", "name": "嘉麟杰", "side": "BUY", "priority": "W54", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 2.3, "exec_low": 2.33, "exec_high": 2.33, "invalid_price": 2.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.37, "max_chase_pct": 1.5, "base_exec_high": 2.33, "dynamic_exec_high": null, "entry_zone_low": 2.27, "entry_zone_high": 2.33, "entry_risk_pct": null, "intraday_vwap": 2.2331, "price_vs_vwap_pct": -0.1388, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0122, "prev_amount_yi": 0.0113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0796, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.0014 }, { "time": "10:14", "open": 2.23, "high": 2.24, "low": 2.23, "close": 2.24, "amount_yi": 0.0015 }, { "time": "10:15", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.0027 }, { "time": "10:16", "open": 2.25, "high": 2.25, "low": 2.24, "close": 2.24, "amount_yi": 0.0059 }, { "time": "10:17", "open": 2.23, "high": 2.23, "low": 2.23, "close": 2.23, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.23, "ts": "2026-07-03T10:17:06", "prev_close": 2.22, "open": 2.22, "high": 2.25, "low": 2.21, "bid1": 2.23, "ask1": 2.24, "bid_qty1": 2913, "ask_qty1": 3508 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601599:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.601599:VWAP_RECLAIM", "symbol": "SHSE.601599", "name": "浙文影业", "side": "BUY", "priority": "W55", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.93, "exec_low": 2.97, "exec_high": 2.97, "invalid_price": 2.84, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.02, "max_chase_pct": 1.5, "base_exec_high": 2.97, "dynamic_exec_high": null, "entry_zone_low": 2.89, "entry_zone_high": 2.97, "entry_risk_pct": null, "intraday_vwap": 2.8711, "price_vs_vwap_pct": -0.0383, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0165, "prev_amount_yi": 0.0041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.0244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:11", "open": 2.87, "high": 2.87, "low": 2.86, "close": 2.86, "amount_yi": 0.0032 }, { "time": "10:12", "open": 2.87, "high": 2.87, "low": 2.86, "close": 2.86, "amount_yi": 0.0073 }, { "time": "10:14", "open": 2.86, "high": 2.87, "low": 2.86, "close": 2.87, "amount_yi": 0.0004 }, { "time": "10:15", "open": 2.87, "high": 2.87, "low": 2.87, "close": 2.87, "amount_yi": 0.0035 }, { "time": "10:16", "open": 2.87, "high": 2.87, "low": 2.87, "close": 2.87, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.87, "ts": "2026-07-03T10:17:07", "prev_close": 2.85, "open": 2.85, "high": 2.89, "low": 2.84, "bid1": 2.86, "ask1": 2.87, "bid_qty1": 1317, "ask_qty1": 480 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002612:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002612:VWAP_RECLAIM", "symbol": "SZSE.002612", "name": "朗姿股份", "side": "BUY", "priority": "W56", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.77, "exec_low": 11.95, "exec_high": 11.95, "invalid_price": 11.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.12, "max_chase_pct": 1.5, "base_exec_high": 11.95, "dynamic_exec_high": null, "entry_zone_low": 11.59, "entry_zone_high": 11.95, "entry_risk_pct": 3.7099, "intraday_vwap": 11.8122, "price_vs_vwap_pct": 0.32, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0075, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 11.85, "high": 11.85, "low": 11.85, "close": 11.85, "amount_yi": 0.0018 }, { "time": "10:14", "open": 11.85, "high": 11.87, "low": 11.85, "close": 11.87, "amount_yi": 0.0022 }, { "time": "10:15", "open": 11.87, "high": 11.88, "low": 11.87, "close": 11.88, "amount_yi": 0.0024 }, { "time": "10:16", "open": 11.87, "high": 11.87, "low": 11.86, "close": 11.86, "amount_yi": 0.001 }, { "time": "10:17", "open": 11.85, "high": 11.85, "low": 11.85, "close": 11.85, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.85, "ts": "2026-07-03T10:17:06", "prev_close": 11.63, "open": 11.59, "high": 11.92, "low": 11.59, "bid1": 11.85, "ask1": 11.86, "bid_qty1": 20, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002034:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002034:VWAP_RECLAIM", "symbol": "SZSE.002034", "name": "旺能环境", "side": "BUY", "priority": "W57", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.02, "exec_low": 16.26, "exec_high": 16.26, "invalid_price": 15.54, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.5, "max_chase_pct": 1.5, "base_exec_high": 16.26, "dynamic_exec_high": null, "entry_zone_low": 15.78, "entry_zone_high": 16.26, "entry_risk_pct": null, "intraday_vwap": 15.5564, "price_vs_vwap_pct": 0.1517, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0238, "prev_amount_yi": 0.0245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9714, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 15.6, "high": 15.6, "low": 15.6, "close": 15.6, "amount_yi": 0.0025 }, { "time": "10:14", "open": 15.6, "high": 15.62, "low": 15.6, "close": 15.62, "amount_yi": 0.001 }, { "time": "10:15", "open": 15.63, "high": 15.64, "low": 15.63, "close": 15.64, "amount_yi": 0.0131 }, { "time": "10:16", "open": 15.61, "high": 15.61, "low": 15.61, "close": 15.61, "amount_yi": 0.0051 }, { "time": "10:17", "open": 15.58, "high": 15.58, "low": 15.58, "close": 15.58, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.58, "ts": "2026-07-03T10:17:06", "prev_close": 15.31, "open": 15.35, "high": 15.7, "low": 15.3, "bid1": 15.58, "ask1": 15.6, "bid_qty1": 238, "ask_qty1": 72 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002144:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002144:VWAP_RECLAIM", "symbol": "SZSE.002144", "name": "宏达高科", "side": "BUY", "priority": "W58", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.42, "exec_low": 10.58, "exec_high": 10.58, "invalid_price": 10.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.73, "max_chase_pct": 1.5, "base_exec_high": 10.58, "dynamic_exec_high": null, "entry_zone_low": 10.26, "entry_zone_high": 10.58, "entry_risk_pct": null, "intraday_vwap": 10.3256, "price_vs_vwap_pct": -0.3448, "energy_floor_hint_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": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0004 }, { "time": "10:14", "open": 10.31, "high": 10.33, "low": 10.31, "close": 10.33, "amount_yi": 0.0008 }, { "time": "10:15", "open": 10.34, "high": 10.37, "low": 10.34, "close": 10.37, "amount_yi": 0.0019 }, { "time": "10:16", "open": 10.32, "high": 10.32, "low": 10.3, "close": 10.3, "amount_yi": 0.004 }, { "time": "10:17", "open": 10.29, "high": 10.29, "low": 10.29, "close": 10.29, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.29, "ts": "2026-07-03T10:17:03", "prev_close": 10.15, "open": 10.25, "high": 10.41, "low": 10.2, "bid1": 10.28, "ask1": 10.29, "bid_qty1": 10, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600626:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600626:VWAP_RECLAIM", "symbol": "SHSE.600626", "name": "申达股份", "side": "BUY", "priority": "W59", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 3.36, "exec_low": 3.41, "exec_high": 3.41, "invalid_price": 3.26, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.46, "max_chase_pct": 1.5, "base_exec_high": 3.41, "dynamic_exec_high": null, "entry_zone_low": 3.31, "entry_zone_high": 3.41, "entry_risk_pct": null, "intraday_vwap": 3.3249, "price_vs_vwap_pct": 0.1534, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0085, "prev_amount_yi": 0.0075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.33, "high": 3.33, "low": 3.33, "close": 3.33, "amount_yi": 0.001 }, { "time": "10:14", "open": 3.33, "high": 3.34, "low": 3.33, "close": 3.34, "amount_yi": 0.0006 }, { "time": "10:15", "open": 3.35, "high": 3.35, "low": 3.35, "close": 3.35, "amount_yi": 0.0053 }, { "time": "10:16", "open": 3.35, "high": 3.35, "low": 3.34, "close": 3.34, "amount_yi": 0.0001 }, { "time": "10:17", "open": 3.33, "high": 3.33, "low": 3.33, "close": 3.33, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.33, "ts": "2026-07-03T10:17:05", "prev_close": 3.28, "open": 3.27, "high": 3.35, "low": 3.27, "bid1": 3.33, "ask1": 3.34, "bid_qty1": 427, "ask_qty1": 150 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600448:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600448:VWAP_RECLAIM", "symbol": "SHSE.600448", "name": "华纺股份", "side": "BUY", "priority": "W60", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.71, "exec_low": 2.75, "exec_high": 2.75, "invalid_price": 2.63, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.79, "max_chase_pct": 1.5, "base_exec_high": 2.75, "dynamic_exec_high": null, "entry_zone_low": 2.67, "entry_zone_high": 2.75, "entry_risk_pct": null, "intraday_vwap": 2.6296, "price_vs_vwap_pct": 0.3955, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0071, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9221, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0013 }, { "time": "10:14", "open": 2.64, "high": 2.65, "low": 2.64, "close": 2.65, "amount_yi": 0.0008 }, { "time": "10:15", "open": 2.64, "high": 2.65, "low": 2.64, "close": 2.65, "amount_yi": 0.001 }, { "time": "10:16", "open": 2.65, "high": 2.65, "low": 2.64, "close": 2.64, "amount_yi": 0.0015 }, { "time": "10:17", "open": 2.64, "high": 2.64, "low": 2.64, "close": 2.64, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.64, "ts": "2026-07-03T10:17:03", "prev_close": 2.61, "open": 2.64, "high": 2.65, "low": 2.6, "bid1": 2.63, "ask1": 2.64, "bid_qty1": 730, "ask_qty1": 1177 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000803:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000803:VWAP_RECLAIM", "symbol": "SZSE.000803", "name": "山高环能", "side": "BUY", "priority": "W61", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.14, "exec_low": 7.25, "exec_high": 7.25, "invalid_price": 6.93, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 7.35, "max_chase_pct": 1.5, "base_exec_high": 7.25, "dynamic_exec_high": null, "entry_zone_low": 7.03, "entry_zone_high": 7.25, "entry_risk_pct": null, "intraday_vwap": 7.0278, "price_vs_vwap_pct": 0.1736, "energy_floor_hint_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": 0.014, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4429, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 7.04, "high": 7.04, "low": 7.03, "close": 7.03, "amount_yi": 0.0013 }, { "time": "10:14", "open": 7.04, "high": 7.05, "low": 7.04, "close": 7.05, "amount_yi": 0.0028 }, { "time": "10:15", "open": 7.05, "high": 7.06, "low": 7.05, "close": 7.06, "amount_yi": 0.0005 }, { "time": "10:16", "open": 7.06, "high": 7.06, "low": 7.04, "close": 7.04, "amount_yi": 0.0008 }, { "time": "10:17", "open": 7.04, "high": 7.04, "low": 7.04, "close": 7.04, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.04, "ts": "2026-07-03T10:17:03", "prev_close": 6.96, "open": 6.97, "high": 7.12, "low": 6.91, "bid1": 7.04, "ask1": 7.05, "bid_qty1": 22, "ask_qty1": 161 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002563:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002563:VWAP_RECLAIM", "symbol": "SZSE.002563", "name": "森马服饰", "side": "BUY", "priority": "W62", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.38, "exec_low": 5.46, "exec_high": 5.46, "invalid_price": 5.22, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.54, "max_chase_pct": 1.5, "base_exec_high": 5.46, "dynamic_exec_high": null, "entry_zone_low": 5.3, "entry_zone_high": 5.46, "entry_risk_pct": 4.3956, "intraday_vwap": 5.4504, "price_vs_vwap_pct": 0.1761, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0151, "prev_amount_yi": 0.0153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9869, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.44, "high": 5.44, "low": 5.44, "close": 5.44, "amount_yi": 0.0006 }, { "time": "10:14", "open": 5.44, "high": 5.45, "low": 5.44, "close": 5.45, "amount_yi": 0.0063 }, { "time": "10:15", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.0042 }, { "time": "10:16", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.003 }, { "time": "10:17", "open": 5.46, "high": 5.46, "low": 5.46, "close": 5.46, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.46, "ts": "2026-07-03T10:17:03", "prev_close": 5.35, "open": 5.38, "high": 5.5, "low": 5.36, "bid1": 5.45, "ask1": 5.46, "bid_qty1": 228, "ask_qty1": 180 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002640:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002640:VWAP_RECLAIM", "symbol": "SZSE.002640", "name": "跨境通", "side": "BUY", "priority": "W63", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.16, "exec_low": 3.21, "exec_high": 3.21, "invalid_price": 3.07, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.25, "max_chase_pct": 1.5, "base_exec_high": 3.21, "dynamic_exec_high": null, "entry_zone_low": 3.11, "entry_zone_high": 3.21, "entry_risk_pct": null, "intraday_vwap": 3.0547, "price_vs_vwap_pct": -0.8086, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.013, "prev_amount_yi": 0.0391, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.0014 }, { "time": "10:14", "open": 3.04, "high": 3.04, "low": 3.04, "close": 3.04, "amount_yi": 0.0015 }, { "time": "10:15", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.0058 }, { "time": "10:16", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.0025 }, { "time": "10:17", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.03, "ts": "2026-07-03T10:17:06", "prev_close": 3.04, "open": 3.05, "high": 3.08, "low": 3.03, "bid1": 3.03, "ask1": 3.04, "bid_qty1": 6484, "ask_qty1": 4846 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002494:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002494:VWAP_RECLAIM", "symbol": "SZSE.002494", "name": "华斯股份", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.79, "exec_low": 4.86, "exec_high": 4.86, "invalid_price": 4.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.93, "max_chase_pct": 1.5, "base_exec_high": 4.86, "dynamic_exec_high": null, "entry_zone_low": 4.72, "entry_zone_high": 4.86, "entry_risk_pct": null, "intraday_vwap": 4.6926, "price_vs_vwap_pct": 0.797, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0149, "prev_amount_yi": 0.0109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.367, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0026 }, { "time": "10:14", "open": 4.71, "high": 4.73, "low": 4.71, "close": 4.73, "amount_yi": 0.0055 }, { "time": "10:15", "open": 4.72, "high": 4.73, "low": 4.72, "close": 4.73, "amount_yi": 0.0044 }, { "time": "10:16", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0015 }, { "time": "10:17", "open": 4.73, "high": 4.73, "low": 4.73, "close": 4.73, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.73, "ts": "2026-07-03T10:17:06", "prev_close": 4.6, "open": 4.65, "high": 4.75, "low": 4.61, "bid1": 4.72, "ask1": 4.73, "bid_qty1": 364, "ask_qty1": 344 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002098:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002098:VWAP_RECLAIM", "symbol": "SZSE.002098", "name": "浔兴股份", "side": "BUY", "priority": "W65", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.77, "exec_low": 6.87, "exec_high": 6.87, "invalid_price": 6.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.97, "max_chase_pct": 1.5, "base_exec_high": 6.87, "dynamic_exec_high": null, "entry_zone_low": 6.67, "entry_zone_high": 6.87, "entry_risk_pct": 2.9542, "intraday_vwap": 6.7286, "price_vs_vwap_pct": 0.6153, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0017, "prev_amount_yi": 0.0071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 6.76, "high": 6.76, "low": 6.76, "close": 6.76, "amount_yi": 0.0001 }, { "time": "10:14", "open": 6.76, "high": 6.79, "low": 6.76, "close": 6.79, "amount_yi": 0.0008 }, { "time": "10:15", "open": 6.78, "high": 6.78, "low": 6.78, "close": 6.78, "amount_yi": 0.0001 }, { "time": "10:16", "open": 6.78, "high": 6.78, "low": 6.77, "close": 6.77, "amount_yi": 0.0004 }, { "time": "10:17", "open": 6.77, "high": 6.77, "low": 6.77, "close": 6.77, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.77, "ts": "2026-07-03T10:17:03", "prev_close": 6.6, "open": 6.66, "high": 6.81, "low": 6.61, "bid1": 6.75, "ask1": 6.77, "bid_qty1": 112, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000779:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000779:VWAP_RECLAIM", "symbol": "SZSE.000779", "name": "甘咨询", "side": "BUY", "priority": "W66", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.18, "exec_low": 8.3, "exec_high": 8.3, "invalid_price": 7.93, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.43, "max_chase_pct": 1.5, "base_exec_high": 8.3, "dynamic_exec_high": null, "entry_zone_low": 8.06, "entry_zone_high": 8.3, "entry_risk_pct": 3.1746, "intraday_vwap": 8.1764, "price_vs_vwap_pct": 0.044, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0133, "prev_amount_yi": 0.0378, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3519, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.19, "high": 8.19, "low": 8.19, "close": 8.19, "amount_yi": 0.0017 }, { "time": "10:14", "open": 8.18, "high": 8.18, "low": 8.18, "close": 8.18, "amount_yi": 0.0003 }, { "time": "10:15", "open": 8.18, "high": 8.18, "low": 8.18, "close": 8.18, "amount_yi": 0.0067 }, { "time": "10:16", "open": 8.17, "high": 8.17, "low": 8.17, "close": 8.17, "amount_yi": 0.0013 }, { "time": "10:17", "open": 8.18, "high": 8.18, "low": 8.18, "close": 8.18, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.18, "ts": "2026-07-03T10:17:06", "prev_close": 8.12, "open": 8.16, "high": 8.24, "low": 8.11, "bid1": 8.18, "ask1": 8.19, "bid_qty1": 50, "ask_qty1": 117 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002042:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002042:VWAP_RECLAIM", "symbol": "SZSE.002042", "name": "华孚时尚", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.67, "exec_low": 3.73, "exec_high": 3.73, "invalid_price": 3.56, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.78, "max_chase_pct": 1.5, "base_exec_high": 3.73, "dynamic_exec_high": null, "entry_zone_low": 3.61, "entry_zone_high": 3.73, "entry_risk_pct": null, "intraday_vwap": 3.5637, "price_vs_vwap_pct": 0.1768, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0131, "prev_amount_yi": 0.0394, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.57, "high": 3.57, "low": 3.57, "close": 3.57, "amount_yi": 0.0001 }, { "time": "10:14", "open": 3.57, "high": 3.57, "low": 3.57, "close": 3.57, "amount_yi": 0.0049 }, { "time": "10:15", "open": 3.57, "high": 3.58, "low": 3.57, "close": 3.58, "amount_yi": 0.004 }, { "time": "10:16", "open": 3.57, "high": 3.57, "low": 3.57, "close": 3.57, "amount_yi": 0.0037 }, { "time": "10:17", "open": 3.57, "high": 3.57, "low": 3.57, "close": 3.57, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "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": "2026-07-03T10:17:06", "prev_close": 3.54, "open": 3.55, "high": 3.6, "low": 3.52, "bid1": 3.57, "ask1": 3.58, "bid_qty1": 505, "ask_qty1": 2549 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000813:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000813:VWAP_RECLAIM", "symbol": "SZSE.000813", "name": "德展健康", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.23, "exec_low": 3.28, "exec_high": 3.28, "invalid_price": 3.13, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.33, "max_chase_pct": 1.5, "base_exec_high": 3.28, "dynamic_exec_high": null, "entry_zone_low": 3.18, "entry_zone_high": 3.28, "entry_risk_pct": null, "intraday_vwap": 3.1981, "price_vs_vwap_pct": -1.1913, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.02, "prev_amount_yi": 0.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0007 }, { "time": "10:14", "open": 3.17, "high": 3.17, "low": 3.17, "close": 3.17, "amount_yi": 0.0025 }, { "time": "10:15", "open": 3.18, "high": 3.18, "low": 3.18, "close": 3.18, "amount_yi": 0.007 }, { "time": "10:16", "open": 3.18, "high": 3.18, "low": 3.17, "close": 3.17, "amount_yi": 0.0096 }, { "time": "10:17", "open": 3.16, "high": 3.16, "low": 3.16, "close": 3.16, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.16, "ts": "2026-07-03T10:17:06", "prev_close": 3.15, "open": 3.16, "high": 3.25, "low": 3.14, "bid1": 3.16, "ask1": 3.17, "bid_qty1": 3541, "ask_qty1": 3995 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002154:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002154:VWAP_RECLAIM", "symbol": "SZSE.002154", "name": "报 喜 鸟", "side": "BUY", "priority": "W69", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.76, "exec_low": 3.82, "exec_high": 3.82, "invalid_price": 3.65, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.87, "max_chase_pct": 1.5, "base_exec_high": 3.82, "dynamic_exec_high": null, "entry_zone_low": 3.7, "entry_zone_high": 3.82, "entry_risk_pct": 3.183, "intraday_vwap": 3.7529, "price_vs_vwap_pct": 0.4556, "energy_floor_hint_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": 0.0242, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.77, "high": 3.77, "low": 3.77, "close": 3.77, "amount_yi": 0.0022 }, { "time": "10:14", "open": 3.77, "high": 3.77, "low": 3.77, "close": 3.77, "amount_yi": 0.0018 }, { "time": "10:15", "open": 3.77, "high": 3.78, "low": 3.77, "close": 3.78, "amount_yi": 0.0031 }, { "time": "10:16", "open": 3.77, "high": 3.78, "low": 3.77, "close": 3.78, "amount_yi": 0.0024 }, { "time": "10:17", "open": 3.77, "high": 3.77, "low": 3.77, "close": 3.77, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.77, "ts": "2026-07-03T10:17:06", "prev_close": 3.67, "open": 3.69, "high": 3.79, "low": 3.67, "bid1": 3.76, "ask1": 3.77, "bid_qty1": 1740, "ask_qty1": 565 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002404:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002404:VWAP_RECLAIM", "symbol": "SZSE.002404", "name": "嘉欣丝绸", "side": "BUY", "priority": "W70", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.87, "exec_low": 5.96, "exec_high": 5.96, "invalid_price": 5.69, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 6.05, "max_chase_pct": 1.5, "base_exec_high": 5.96, "dynamic_exec_high": null, "entry_zone_low": 5.78, "entry_zone_high": 5.96, "entry_risk_pct": null, "intraday_vwap": 5.8399, "price_vs_vwap_pct": 0.3442, "energy_floor_hint_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": 0.0078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9487, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.86, "high": 5.86, "low": 5.86, "close": 5.86, "amount_yi": 0.0008 }, { "time": "10:14", "open": 5.86, "high": 5.86, "low": 5.86, "close": 5.86, "amount_yi": 0.0027 }, { "time": "10:15", "open": 5.88, "high": 5.88, "low": 5.87, "close": 5.87, "amount_yi": 0.0103 }, { "time": "10:16", "open": 5.86, "high": 5.87, "low": 5.86, "close": 5.87, "amount_yi": 0.0005 }, { "time": "10:17", "open": 5.86, "high": 5.86, "low": 5.86, "close": 5.86, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.86, "ts": "2026-07-03T10:17:06", "prev_close": 5.79, "open": 5.79, "high": 5.88, "low": 5.78, "bid1": 5.85, "ask1": 5.86, "bid_qty1": 269, "ask_qty1": 153 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600843:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600843:VWAP_RECLAIM", "symbol": "SHSE.600843", "name": "上工申贝", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.94, "exec_low": 9.07, "exec_high": 9.07, "invalid_price": 8.67, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.21, "max_chase_pct": 1.5, "base_exec_high": 9.07, "dynamic_exec_high": null, "entry_zone_low": 8.81, "entry_zone_high": 9.07, "entry_risk_pct": null, "intraday_vwap": 8.6911, "price_vs_vwap_pct": -0.0127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0333, "prev_amount_yi": 0.0315, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.72, "high": 8.72, "low": 8.72, "close": 8.72, "amount_yi": 0.0014 }, { "time": "10:14", "open": 8.71, "high": 8.71, "low": 8.7, "close": 8.7, "amount_yi": 0.0076 }, { "time": "10:15", "open": 8.69, "high": 8.69, "low": 8.69, "close": 8.69, "amount_yi": 0.0166 }, { "time": "10:16", "open": 8.69, "high": 8.69, "low": 8.69, "close": 8.69, "amount_yi": 0.005 }, { "time": "10:17", "open": 8.69, "high": 8.69, "low": 8.69, "close": 8.69, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.69, "ts": "2026-07-03T10:17:04", "prev_close": 8.63, "open": 8.62, "high": 8.76, "low": 8.55, "bid1": 8.68, "ask1": 8.7, "bid_qty1": 602, "ask_qty1": 111 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002036:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002036:VWAP_RECLAIM", "symbol": "SZSE.002036", "name": "联创电子", "side": "BUY", "priority": "W72", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.79, "exec_low": 7.91, "exec_high": 7.91, "invalid_price": 7.56, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 8.02, "max_chase_pct": 1.5, "base_exec_high": 7.91, "dynamic_exec_high": null, "entry_zone_low": 7.67, "entry_zone_high": 7.91, "entry_risk_pct": null, "intraday_vwap": 7.3966, "price_vs_vwap_pct": 1.8035, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1198, "prev_amount_yi": 0.2065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5801, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 7.54, "high": 7.54, "low": 7.54, "close": 7.54, "amount_yi": 0.0239 }, { "time": "10:14", "open": 7.53, "high": 7.53, "low": 7.53, "close": 7.53, "amount_yi": 0.039 }, { "time": "10:15", "open": 7.5, "high": 7.52, "low": 7.5, "close": 7.52, "amount_yi": 0.0169 }, { "time": "10:16", "open": 7.53, "high": 7.55, "low": 7.53, "close": 7.55, "amount_yi": 0.0287 }, { "time": "10:17", "open": 7.53, "high": 7.53, "low": 7.53, "close": 7.53, "amount_yi": 0.0113 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.53, "ts": "2026-07-03T10:17:06", "prev_close": 7.32, "open": 7.36, "high": 7.55, "low": 7.2, "bid1": 7.52, "ask1": 7.53, "bid_qty1": 188, "ask_qty1": 33 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600851:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600851:VWAP_RECLAIM", "symbol": "SHSE.600851", "name": "海欣股份", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 9.5, "exec_low": 9.64, "exec_high": 9.64, "invalid_price": 9.21, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 9.79, "max_chase_pct": 1.5, "base_exec_high": 9.64, "dynamic_exec_high": null, "entry_zone_low": 9.36, "entry_zone_high": 9.64, "entry_risk_pct": null, "intraday_vwap": 9.0745, "price_vs_vwap_pct": -1.4822, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0441, "prev_amount_yi": 0.054, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8167, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 8.94, "high": 8.94, "low": 8.94, "close": 8.94, "amount_yi": 0.0074 }, { "time": "10:14", "open": 8.94, "high": 8.98, "low": 8.94, "close": 8.98, "amount_yi": 0.0166 }, { "time": "10:15", "open": 8.97, "high": 8.97, "low": 8.96, "close": 8.96, "amount_yi": 0.008 }, { "time": "10:16", "open": 8.93, "high": 8.96, "low": 8.93, "close": 8.96, "amount_yi": 0.0088 }, { "time": "10:17", "open": 8.94, "high": 8.94, "low": 8.94, "close": 8.94, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.94, "ts": "2026-07-03T10:17:06", "prev_close": 9.18, "open": 9.14, "high": 9.39, "low": 8.87, "bid1": 8.93, "ask1": 8.94, "bid_qty1": 452, "ask_qty1": 47 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000045:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000045:VWAP_RECLAIM", "symbol": "SZSE.000045", "name": "深纺织Ａ", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.39, "exec_low": 10.55, "exec_high": 10.55, "invalid_price": 10.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.7, "max_chase_pct": 1.5, "base_exec_high": 10.55, "dynamic_exec_high": null, "entry_zone_low": 10.23, "entry_zone_high": 10.55, "entry_risk_pct": null, "intraday_vwap": 10.136, "price_vs_vwap_pct": 0.0395, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0099, "prev_amount_yi": 0.0113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:12", "open": 10.17, "high": 10.17, "low": 10.16, "close": 10.16, "amount_yi": 0.0013 }, { "time": "10:13", "open": 10.17, "high": 10.17, "low": 10.17, "close": 10.17, "amount_yi": 0.0001 }, { "time": "10:14", "open": 10.17, "high": 10.17, "low": 10.15, "close": 10.15, "amount_yi": 0.0015 }, { "time": "10:15", "open": 10.15, "high": 10.15, "low": 10.15, "close": 10.15, "amount_yi": 0.0057 }, { "time": "10:16", "open": 10.15, "high": 10.15, "low": 10.14, "close": 10.14, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.14, "ts": "2026-07-03T10:17:03", "prev_close": 10.08, "open": 10.13, "high": 10.25, "low": 9.93, "bid1": 10.14, "ask1": 10.16, "bid_qty1": 160, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002021:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002021:VWAP_RECLAIM", "symbol": "SZSE.002021", "name": "中捷资源", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.65, "exec_low": 2.69, "exec_high": 2.69, "invalid_price": 2.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织机械", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.73, "max_chase_pct": 1.5, "base_exec_high": 2.69, "dynamic_exec_high": null, "entry_zone_low": 2.61, "entry_zone_high": 2.69, "entry_risk_pct": null, "intraday_vwap": 2.5933, "price_vs_vwap_pct": 0.2584, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0131, "prev_amount_yi": 0.0263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.59, "high": 2.59, "low": 2.59, "close": 2.59, "amount_yi": 0.0028 }, { "time": "10:14", "open": 2.59, "high": 2.6, "low": 2.59, "close": 2.6, "amount_yi": 0.0012 }, { "time": "10:15", "open": 2.59, "high": 2.6, "low": 2.59, "close": 2.6, "amount_yi": 0.0055 }, { "time": "10:16", "open": 2.6, "high": 2.6, "low": 2.6, "close": 2.6, "amount_yi": 0.0032 }, { "time": "10:17", "open": 2.6, "high": 2.6, "low": 2.6, "close": 2.6, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.6, "ts": "2026-07-03T10:17:06", "prev_close": 2.5, "open": 2.51, "high": 2.67, "low": 2.49, "bid1": 2.59, "ask1": 2.6, "bid_qty1": 4079, "ask_qty1": 3680 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600884:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600884:VWAP_RECLAIM", "symbol": "SHSE.600884", "name": "杉杉股份", "side": "BUY", "priority": "W76", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.64, "exec_low": 13.84, "exec_high": 13.84, "invalid_price": 13.23, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 14.05, "max_chase_pct": 1.5, "base_exec_high": 13.84, "dynamic_exec_high": null, "entry_zone_low": 13.44, "entry_zone_high": 13.84, "entry_risk_pct": null, "intraday_vwap": 13.1873, "price_vs_vwap_pct": -0.0554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0819, "prev_amount_yi": 0.1539, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5322, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0096 }, { "time": "10:14", "open": 13.14, "high": 13.16, "low": 13.14, "close": 13.16, "amount_yi": 0.0173 }, { "time": "10:15", "open": 13.16, "high": 13.18, "low": 13.16, "close": 13.18, "amount_yi": 0.0277 }, { "time": "10:16", "open": 13.17, "high": 13.18, "low": 13.17, "close": 13.18, "amount_yi": 0.0124 }, { "time": "10:17", "open": 13.18, "high": 13.18, "low": 13.18, "close": 13.18, "amount_yi": 0.0149 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.18, "ts": "2026-07-03T10:17:06", "prev_close": 13.21, "open": 13.22, "high": 13.35, "low": 13.07, "bid1": 13.18, "ask1": 13.19, "bid_qty1": 70, "ask_qty1": 185 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600295:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600295:VWAP_RECLAIM", "symbol": "SHSE.600295", "name": "鄂尔多斯", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.88, "exec_low": 12.06, "exec_high": 12.06, "invalid_price": 11.52, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.24, "max_chase_pct": 1.5, "base_exec_high": 12.06, "dynamic_exec_high": null, "entry_zone_low": 11.7, "entry_zone_high": 12.06, "entry_risk_pct": null, "intraday_vwap": 11.4935, "price_vs_vwap_pct": 0.5786, "energy_floor_hint_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": 0.0215, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0977, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0035 }, { "time": "10:14", "open": 11.51, "high": 11.53, "low": 11.51, "close": 11.53, "amount_yi": 0.0039 }, { "time": "10:15", "open": 11.56, "high": 11.56, "low": 11.56, "close": 11.56, "amount_yi": 0.0089 }, { "time": "10:16", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.0052 }, { "time": "10:17", "open": 11.56, "high": 11.56, "low": 11.56, "close": 11.56, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.56, "ts": "2026-07-03T10:17:05", "prev_close": 11.51, "open": 11.57, "high": 11.73, "low": 11.35, "bid1": 11.56, "ask1": 11.57, "bid_qty1": 35, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600439:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600439:VWAP_RECLAIM", "symbol": "SHSE.600439", "name": "瑞贝卡", "side": "BUY", "priority": "W78", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.23, "exec_low": 2.26, "exec_high": 2.26, "invalid_price": 2.16, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.3, "max_chase_pct": 1.5, "base_exec_high": 2.26, "dynamic_exec_high": null, "entry_zone_low": 2.2, "entry_zone_high": 2.26, "entry_risk_pct": null, "intraday_vwap": 2.1735, "price_vs_vwap_pct": -0.161, "energy_floor_hint_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": 0.0048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1042, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:10", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0037 }, { "time": "10:11", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0004 }, { "time": "10:13", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0002 }, { "time": "10:14", "open": 2.17, "high": 2.18, "low": 2.17, "close": 2.18, "amount_yi": 0.0001 }, { "time": "10:15", "open": 2.18, "high": 2.18, "low": 2.17, "close": 2.17, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.17, "ts": "2026-07-03T10:17:01", "prev_close": 2.16, "open": 2.16, "high": 2.19, "low": 2.16, "bid1": 2.17, "ask1": 2.18, "bid_qty1": 1036, "ask_qty1": 4209 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600152:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600152:VWAP_RECLAIM", "symbol": "SHSE.600152", "name": "维科技术", "side": "BUY", "priority": "W79", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.36, "exec_low": 10.52, "exec_high": 10.52, "invalid_price": 10.05, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 纺织行业", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.67, "max_chase_pct": 1.5, "base_exec_high": 10.52, "dynamic_exec_high": null, "entry_zone_low": 10.2, "entry_zone_high": 10.52, "entry_risk_pct": null, "intraday_vwap": 9.5262, "price_vs_vwap_pct": -0.6949, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0409, "prev_amount_yi": 0.0689, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5936, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 9.47, "high": 9.47, "low": 9.47, "close": 9.47, "amount_yi": 0.006 }, { "time": "10:14", "open": 9.47, "high": 9.47, "low": 9.47, "close": 9.47, "amount_yi": 0.0031 }, { "time": "10:15", "open": 9.47, "high": 9.47, "low": 9.46, "close": 9.46, "amount_yi": 0.0116 }, { "time": "10:16", "open": 9.47, "high": 9.47, "low": 9.46, "close": 9.46, "amount_yi": 0.0099 }, { "time": "10:17", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.46, "ts": "2026-07-03T10:17:06", "prev_close": 9.6, "open": 9.7, "high": 9.75, "low": 9.41, "bid1": 9.45, "ask1": 9.46, "bid_qty1": 321, "ask_qty1": 39 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002397:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002397:VWAP_RECLAIM", "symbol": "SZSE.002397", "name": "梦洁股份", "side": "BUY", "priority": "W80", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 4.08, "exec_low": 4.14, "exec_high": 4.14, "invalid_price": 3.96, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.2, "max_chase_pct": 1.5, "base_exec_high": 4.14, "dynamic_exec_high": null, "entry_zone_low": 4.02, "entry_zone_high": 4.14, "entry_risk_pct": null, "intraday_vwap": 3.9327, "price_vs_vwap_pct": 0.1856, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0149, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0026 }, { "time": "10:14", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0023 }, { "time": "10:15", "open": 3.94, "high": 3.95, "low": 3.94, "close": 3.95, "amount_yi": 0.002 }, { "time": "10:16", "open": 3.95, "high": 3.96, "low": 3.95, "close": 3.96, "amount_yi": 0.0061 }, { "time": "10:17", "open": 3.94, "high": 3.94, "low": 3.94, "close": 3.94, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.94, "ts": "2026-07-03T10:17:06", "prev_close": 3.9, "open": 3.92, "high": 3.97, "low": 3.9, "bid1": 3.94, "ask1": 3.95, "bid_qty1": 1526, "ask_qty1": 723 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600400:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600400:VWAP_RECLAIM", "symbol": "SHSE.600400", "name": "红豆股份", "side": "BUY", "priority": "W81", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 3.53, "exec_low": 3.58, "exec_high": 3.58, "invalid_price": 3.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.64, "max_chase_pct": 1.5, "base_exec_high": 3.58, "dynamic_exec_high": null, "entry_zone_low": 3.48, "entry_zone_high": 3.58, "entry_risk_pct": null, "intraday_vwap": 3.4428, "price_vs_vwap_pct": -2.405, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0615, "prev_amount_yi": 0.0386, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.37, "high": 3.37, "low": 3.37, "close": 3.37, "amount_yi": 0.0095 }, { "time": "10:14", "open": 3.37, "high": 3.37, "low": 3.36, "close": 3.36, "amount_yi": 0.0198 }, { "time": "10:15", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0184 }, { "time": "10:16", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0122 }, { "time": "10:17", "open": 3.36, "high": 3.36, "low": 3.36, "close": 3.36, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.36, "ts": "2026-07-03T10:17:05", "prev_close": 3.39, "open": 3.39, "high": 3.55, "low": 3.36, "bid1": 3.36, "ask1": 3.37, "bid_qty1": 1268, "ask_qty1": 874 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002687:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002687:VWAP_RECLAIM", "symbol": "SZSE.002687", "name": "乔治白", "side": "BUY", "priority": "W82", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 5.74, "exec_low": 5.83, "exec_high": 5.83, "invalid_price": 5.57, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 5.91, "max_chase_pct": 1.5, "base_exec_high": 5.83, "dynamic_exec_high": null, "entry_zone_low": 5.65, "entry_zone_high": 5.83, "entry_risk_pct": null, "intraday_vwap": 5.5146, "price_vs_vwap_pct": 1.0046, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0434, "prev_amount_yi": 0.0461, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 5.53, "high": 5.53, "low": 5.53, "close": 5.53, "amount_yi": 0.0023 }, { "time": "10:14", "open": 5.54, "high": 5.54, "low": 5.52, "close": 5.52, "amount_yi": 0.0115 }, { "time": "10:15", "open": 5.52, "high": 5.52, "low": 5.52, "close": 5.52, "amount_yi": 0.0137 }, { "time": "10:16", "open": 5.51, "high": 5.53, "low": 5.51, "close": 5.53, "amount_yi": 0.0114 }, { "time": "10:17", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.57, "ts": "2026-07-03T10:17:06", "prev_close": 5.54, "open": 5.49, "high": 5.65, "low": 5.43, "bid1": 5.55, "ask1": 5.57, "bid_qty1": 1351, "ask_qty1": 538 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002239:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002239:VWAP_RECLAIM", "symbol": "SZSE.002239", "name": "奥特佳", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.56, "exec_low": 2.6, "exec_high": 2.6, "invalid_price": 2.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 2.64, "max_chase_pct": 1.5, "base_exec_high": 2.6, "dynamic_exec_high": null, "entry_zone_low": 2.52, "entry_zone_high": 2.6, "entry_risk_pct": null, "intraday_vwap": 2.5297, "price_vs_vwap_pct": 0.0119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0297, "prev_amount_yi": 0.0316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9399, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0016 }, { "time": "10:14", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0115 }, { "time": "10:15", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0134 }, { "time": "10:16", "open": 2.54, "high": 2.54, "low": 2.53, "close": 2.53, "amount_yi": 0.0028 }, { "time": "10:17", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.53, "ts": "2026-07-03T10:17:06", "prev_close": 2.51, "open": 2.52, "high": 2.55, "low": 2.51, "bid1": 2.53, "ask1": 2.54, "bid_qty1": 16819, "ask_qty1": 20305 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300005:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300005:VWAP_RECLAIM", "symbol": "SZSE.300005", "name": "探路者", "side": "BUY", "priority": "W84", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 24.67, "exec_low": 25.04, "exec_high": 25.04, "invalid_price": 23.93, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 25.41, "max_chase_pct": 1.5, "base_exec_high": 25.04, "dynamic_exec_high": null, "entry_zone_low": 24.3, "entry_zone_high": 25.04, "entry_risk_pct": null, "intraday_vwap": 23.9163, "price_vs_vwap_pct": -0.6117, "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": 0.2977, "prev_amount_yi": 0.4952, "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": "10:13", "open": 23.99, "high": 23.99, "low": 23.99, "close": 23.99, "amount_yi": 0.019 }, { "time": "10:14", "open": 23.86, "high": 23.86, "low": 23.82, "close": 23.82, "amount_yi": 0.1144 }, { "time": "10:15", "open": 23.77, "high": 23.77, "low": 23.74, "close": 23.74, "amount_yi": 0.0871 }, { "time": "10:16", "open": 23.81, "high": 23.81, "low": 23.79, "close": 23.79, "amount_yi": 0.0439 }, { "time": "10:17", "open": 23.77, "high": 23.77, "low": 23.77, "close": 23.77, "amount_yi": 0.0333 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.77, "ts": "2026-07-03T10:17:06", "prev_close": 23.3, "open": 23.47, "high": 24.23, "low": 23.46, "bid1": 23.76, "ask1": 23.77, "bid_qty1": 3, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.603001:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.603001:VWAP_RECLAIM", "symbol": "SHSE.603001", "name": "奥康国际", "side": "BUY", "priority": "W85", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 12.73, "exec_low": 12.92, "exec_high": 12.92, "invalid_price": 12.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "纺织制造 / 服装鞋类", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 13.11, "max_chase_pct": 1.5, "base_exec_high": 12.92, "dynamic_exec_high": null, "entry_zone_low": 12.54, "entry_zone_high": 12.92, "entry_risk_pct": null, "intraday_vwap": 11.46, "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": 0.0009, "prev_amount_yi": 0.001, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:49", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0003 }, { "time": "09:50", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0001 }, { "time": "09:54", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0003 }, { "time": "09:56", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0001 }, { "time": "10:06", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.46, "ts": "2026-07-03T10:17:05", "prev_close": 12.73, "open": 11.46, "high": 11.46, "low": 11.46, "bid1": 0.0, "ask1": 11.46, "bid_qty1": 0, "ask_qty1": 648415 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002173:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002173:VWAP_RECLAIM", "symbol": "SZSE.002173", "name": "创新医疗", "side": "BUY", "priority": "W86", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.75, "exec_low": 19.03, "exec_high": 19.03, "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": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "毛发医疗 / 水域改革", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 19.31, "max_chase_pct": 1.5, "base_exec_high": 19.03, "dynamic_exec_high": null, "entry_zone_low": 18.47, "entry_zone_high": 19.03, "entry_risk_pct": null, "intraday_vwap": 18.1557, "price_vs_vwap_pct": -1.0779, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.082, "prev_amount_yi": 0.1589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.516, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 18.0, "high": 18.0, "low": 18.0, "close": 18.0, "amount_yi": 0.0062 }, { "time": "10:14", "open": 17.98, "high": 18.01, "low": 17.98, "close": 18.01, "amount_yi": 0.0255 }, { "time": "10:15", "open": 18.04, "high": 18.05, "low": 18.04, "close": 18.05, "amount_yi": 0.0156 }, { "time": "10:16", "open": 18.01, "high": 18.01, "low": 17.99, "close": 17.99, "amount_yi": 0.0188 }, { "time": "10:17", "open": 17.96, "high": 17.96, "low": 17.96, "close": 17.96, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.96, "ts": "2026-07-03T10:17:06", "prev_close": 18.19, "open": 18.31, "high": 18.5, "low": 17.89, "bid1": 17.96, "ask1": 17.97, "bid_qty1": 37, "ask_qty1": 34 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300003:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300003:VWAP_RECLAIM", "symbol": "SZSE.300003", "name": "乐普医疗", "side": "BUY", "priority": "W87", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.84, "exec_low": 13.03, "exec_high": 13.03, "invalid_price": 12.45, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "毛发医疗 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 13.23, "max_chase_pct": 1.5, "base_exec_high": 13.03, "dynamic_exec_high": null, "entry_zone_low": 12.65, "entry_zone_high": 13.03, "entry_risk_pct": null, "intraday_vwap": 12.6371, "price_vs_vwap_pct": -0.7684, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0567, "prev_amount_yi": 0.1277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 12.52, "high": 12.52, "low": 12.52, "close": 12.52, "amount_yi": 0.0056 }, { "time": "10:14", "open": 12.5, "high": 12.52, "low": 12.5, "close": 12.52, "amount_yi": 0.0175 }, { "time": "10:15", "open": 12.53, "high": 12.55, "low": 12.53, "close": 12.55, "amount_yi": 0.0068 }, { "time": "10:16", "open": 12.55, "high": 12.55, "low": 12.54, "close": 12.54, "amount_yi": 0.0106 }, { "time": "10:17", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.54, "ts": "2026-07-03T10:17:06", "prev_close": 12.5, "open": 12.59, "high": 12.87, "low": 12.48, "bid1": 12.53, "ask1": 12.54, "bid_qty1": 113, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600763:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600763:VWAP_RECLAIM", "symbol": "SHSE.600763", "name": "通策医疗", "side": "BUY", "priority": "W88", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 36.3, "exec_low": 36.84, "exec_high": 36.84, "invalid_price": 35.21, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "毛发医疗 / 婴童概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 37.39, "max_chase_pct": 1.5, "base_exec_high": 36.84, "dynamic_exec_high": null, "entry_zone_low": 35.76, "entry_zone_high": 36.84, "entry_risk_pct": null, "intraday_vwap": 35.6461, "price_vs_vwap_pct": -0.3818, "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": 0.0337, "prev_amount_yi": 0.0374, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9011, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 35.48, "high": 35.48, "low": 35.48, "close": 35.48, "amount_yi": 0.0062 }, { "time": "10:14", "open": 35.49, "high": 35.55, "low": 35.49, "close": 35.55, "amount_yi": 0.0107 }, { "time": "10:15", "open": 35.58, "high": 35.65, "low": 35.58, "close": 35.65, "amount_yi": 0.0062 }, { "time": "10:16", "open": 35.57, "high": 35.57, "low": 35.5, "close": 35.5, "amount_yi": 0.006 }, { "time": "10:17", "open": 35.51, "high": 35.51, "low": 35.51, "close": 35.51, "amount_yi": 0.0046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.51, "ts": "2026-07-03T10:17:03", "prev_close": 35.38, "open": 35.66, "high": 36.04, "low": 35.38, "bid1": 35.5, "ask1": 35.51, "bid_qty1": 31, "ask_qty1": 42 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300314:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300314:VWAP_RECLAIM", "symbol": "SZSE.300314", "name": "戴维医疗", "side": "BUY", "priority": "W89", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 9.93, "exec_low": 10.08, "exec_high": 10.08, "invalid_price": 9.63, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "毛发医疗 / 婴童概念", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 10.23, "max_chase_pct": 1.5, "base_exec_high": 10.08, "dynamic_exec_high": null, "entry_zone_low": 9.78, "entry_zone_high": 10.08, "entry_risk_pct": null, "intraday_vwap": 9.8734, "price_vs_vwap_pct": 0.2694, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0072, "prev_amount_yi": 0.004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 9.89, "high": 9.89, "low": 9.89, "close": 9.89, "amount_yi": 0.0034 }, { "time": "10:14", "open": 9.89, "high": 9.9, "low": 9.89, "close": 9.9, "amount_yi": 0.0006 }, { "time": "10:15", "open": 9.93, "high": 9.93, "low": 9.92, "close": 9.92, "amount_yi": 0.0011 }, { "time": "10:16", "open": 9.91, "high": 9.91, "low": 9.9, "close": 9.9, "amount_yi": 0.0007 }, { "time": "10:17", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.9, "ts": "2026-07-03T10:17:06", "prev_close": 9.69, "open": 9.78, "high": 9.95, "low": 9.74, "bid1": 9.88, "ask1": 9.9, "bid_qty1": 18, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002693:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.002693:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002693", "name": "双成药业", "side": "BUY", "priority": "W90", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_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": 10.6534, "price_vs_vwap_pct": -2.3786, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0386, "prev_amount_yi": 0.0414, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0051 }, { "time": "10:14", "open": 10.4, "high": 10.42, "low": 10.4, "close": 10.42, "amount_yi": 0.0089 }, { "time": "10:15", "open": 10.42, "high": 10.45, "low": 10.42, "close": 10.45, "amount_yi": 0.0088 }, { "time": "10:16", "open": 10.45, "high": 10.45, "low": 10.44, "close": 10.44, "amount_yi": 0.0128 }, { "time": "10:17", "open": 10.4, "high": 10.4, "low": 10.4, "close": 10.4, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.4, "ts": "2026-07-03T10:17:06", "prev_close": 10.67, "open": 10.51, "high": 11.27, "low": 10.26, "bid1": 10.4, "ask1": 10.41, "bid_qty1": 209, "ask_qty1": 209 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002020:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.002020:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002020", "name": "京新药业", "side": "BUY", "priority": "W91", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_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": 14.9189, "price_vs_vwap_pct": -4.1484, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2091, "prev_amount_yi": 0.2678, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7808, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 14.37, "high": 14.37, "low": 14.37, "close": 14.37, "amount_yi": 0.0286 }, { "time": "10:14", "open": 14.33, "high": 14.33, "low": 14.33, "close": 14.33, "amount_yi": 0.0707 }, { "time": "10:15", "open": 14.32, "high": 14.38, "low": 14.32, "close": 14.38, "amount_yi": 0.0715 }, { "time": "10:16", "open": 14.35, "high": 14.35, "low": 14.32, "close": 14.32, "amount_yi": 0.0215 }, { "time": "10:17", "open": 14.3, "high": 14.3, "low": 14.3, "close": 14.3, "amount_yi": 0.0168 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.3, "ts": "2026-07-03T10:17:06", "prev_close": 14.66, "open": 15.46, "high": 15.47, "low": 14.3, "bid1": 14.3, "ask1": 14.31, "bid_qty1": 762, "ask_qty1": 131 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000908:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.000908:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000908", "name": "石药景峰", "side": "BUY", "priority": "W92", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_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": 6.6338, "price_vs_vwap_pct": -1.8662, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0523, "prev_amount_yi": 0.0795, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0021 }, { "time": "10:14", "open": 6.54, "high": 6.54, "low": 6.54, "close": 6.54, "amount_yi": 0.0066 }, { "time": "10:15", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0096 }, { "time": "10:16", "open": 6.51, "high": 6.51, "low": 6.51, "close": 6.51, "amount_yi": 0.0289 }, { "time": "10:17", "open": 6.51, "high": 6.51, "low": 6.51, "close": 6.51, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.51, "ts": "2026-07-03T10:17:06", "prev_close": 6.25, "open": 6.43, "high": 6.88, "low": 6.39, "bid1": 6.5, "ask1": 6.51, "bid_qty1": 5289, "ask_qty1": 189 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000028:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000028:VWAP_RECLAIM", "symbol": "SZSE.000028", "name": "国药一致", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 19.92, "exec_low": 20.22, "exec_high": 20.22, "invalid_price": 19.32, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.52, "max_chase_pct": 1.5, "base_exec_high": 20.22, "dynamic_exec_high": null, "entry_zone_low": 19.62, "entry_zone_high": 20.22, "entry_risk_pct": 3.1579, "intraday_vwap": 19.8927, "price_vs_vwap_pct": 0.3383, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0088, "prev_amount_yi": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 19.93, "high": 19.93, "low": 19.93, "close": 19.93, "amount_yi": 0.0006 }, { "time": "10:14", "open": 19.94, "high": 19.97, "low": 19.94, "close": 19.97, "amount_yi": 0.0033 }, { "time": "10:15", "open": 19.99, "high": 20.01, "low": 19.99, "close": 20.01, "amount_yi": 0.0034 }, { "time": "10:16", "open": 19.99, "high": 19.99, "low": 19.99, "close": 19.99, "amount_yi": 0.0009 }, { "time": "10:17", "open": 19.96, "high": 19.96, "low": 19.96, "close": 19.96, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.96, "ts": "2026-07-03T10:17:03", "prev_close": 19.75, "open": 19.72, "high": 20.07, "low": 19.69, "bid1": 19.94, "ask1": 19.95, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300194:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300194:VWAP_RECLAIM", "symbol": "SZSE.300194", "name": "福安药业", "side": "BUY", "priority": "W94", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.63, "exec_low": 3.68, "exec_high": 3.68, "invalid_price": 3.52, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 3.74, "max_chase_pct": 1.5, "base_exec_high": 3.68, "dynamic_exec_high": null, "entry_zone_low": 3.58, "entry_zone_high": 3.68, "entry_risk_pct": null, "intraday_vwap": 3.6171, "price_vs_vwap_pct": -0.7492, "energy_floor_hint_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": 0.0062, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 3.59, "high": 3.59, "low": 3.59, "close": 3.59, "amount_yi": 0.0004 }, { "time": "10:14", "open": 3.59, "high": 3.6, "low": 3.59, "close": 3.6, "amount_yi": 0.001 }, { "time": "10:15", "open": 3.6, "high": 3.61, "low": 3.6, "close": 3.61, "amount_yi": 0.0023 }, { "time": "10:16", "open": 3.6, "high": 3.6, "low": 3.6, "close": 3.6, "amount_yi": 0.0005 }, { "time": "10:17", "open": 3.59, "high": 3.59, "low": 3.59, "close": 3.59, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.59, "ts": "2026-07-03T10:17:06", "prev_close": 3.58, "open": 3.61, "high": 3.65, "low": 3.58, "bid1": 3.59, "ask1": 3.6, "bid_qty1": 1328, "ask_qty1": 321 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.002262:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.002262:VWAP_RECLAIM", "symbol": "SZSE.002262", "name": "恩华药业", "side": "BUY", "priority": "W95", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 19.97, "exec_low": 20.27, "exec_high": 20.27, "invalid_price": 19.37, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 20.57, "max_chase_pct": 1.5, "base_exec_high": 20.27, "dynamic_exec_high": null, "entry_zone_low": 19.67, "entry_zone_high": 20.27, "entry_risk_pct": null, "intraday_vwap": 19.9203, "price_vs_vwap_pct": -0.0517, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0364, "prev_amount_yi": 0.0735, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 19.87, "high": 19.87, "low": 19.87, "close": 19.87, "amount_yi": 0.0045 }, { "time": "10:14", "open": 19.87, "high": 19.92, "low": 19.87, "close": 19.92, "amount_yi": 0.0097 }, { "time": "10:15", "open": 19.93, "high": 19.94, "low": 19.93, "close": 19.94, "amount_yi": 0.0103 }, { "time": "10:16", "open": 19.91, "high": 19.91, "low": 19.91, "close": 19.91, "amount_yi": 0.0087 }, { "time": "10:17", "open": 19.91, "high": 19.91, "low": 19.91, "close": 19.91, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.91, "ts": "2026-07-03T10:17:06", "prev_close": 19.75, "open": 19.8, "high": 20.12, "low": 19.73, "bid1": 19.91, "ask1": 19.92, "bid_qty1": 6, "ask_qty1": 30 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600267:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600267:VWAP_RECLAIM", "symbol": "SHSE.600267", "name": "海正药业", "side": "BUY", "priority": "W96", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.74, "exec_low": 10.9, "exec_high": 10.9, "invalid_price": 10.42, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 11.06, "max_chase_pct": 1.5, "base_exec_high": 10.9, "dynamic_exec_high": null, "entry_zone_low": 10.58, "entry_zone_high": 10.9, "entry_risk_pct": null, "intraday_vwap": 10.5275, "price_vs_vwap_pct": -1.0211, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0574, "prev_amount_yi": 0.0369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 10.42, "high": 10.42, "low": 10.42, "close": 10.42, "amount_yi": 0.0011 }, { "time": "10:14", "open": 10.41, "high": 10.44, "low": 10.41, "close": 10.44, "amount_yi": 0.0159 }, { "time": "10:15", "open": 10.44, "high": 10.45, "low": 10.44, "close": 10.45, "amount_yi": 0.026 }, { "time": "10:16", "open": 10.45, "high": 10.45, "low": 10.43, "close": 10.43, "amount_yi": 0.011 }, { "time": "10:17", "open": 10.42, "high": 10.42, "low": 10.42, "close": 10.42, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.42, "ts": "2026-07-03T10:17:06", "prev_close": 10.51, "open": 10.57, "high": 10.74, "low": 10.37, "bid1": 10.41, "ask1": 10.42, "bid_qty1": 244, "ask_qty1": 30 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.601607:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.601607:VWAP_RECLAIM", "symbol": "SHSE.601607", "name": "上海医药", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.0, "exec_low": 16.24, "exec_high": 16.24, "invalid_price": 15.52, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 16.48, "max_chase_pct": 1.5, "base_exec_high": 16.24, "dynamic_exec_high": null, "entry_zone_low": 15.76, "entry_zone_high": 16.24, "entry_risk_pct": 3.6025, "intraday_vwap": 16.1067, "price_vs_vwap_pct": -0.0416, "energy_floor_hint_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": 0.0367, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.733, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 16.09, "high": 16.09, "low": 16.09, "close": 16.09, "amount_yi": 0.0039 }, { "time": "10:14", "open": 16.08, "high": 16.11, "low": 16.08, "close": 16.11, "amount_yi": 0.0048 }, { "time": "10:15", "open": 16.14, "high": 16.15, "low": 16.14, "close": 16.15, "amount_yi": 0.0114 }, { "time": "10:16", "open": 16.12, "high": 16.12, "low": 16.11, "close": 16.11, "amount_yi": 0.0055 }, { "time": "10:17", "open": 16.1, "high": 16.1, "low": 16.1, "close": 16.1, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.1, "ts": "2026-07-03T10:17:05", "prev_close": 15.92, "open": 15.96, "high": 16.21, "low": 15.94, "bid1": 16.09, "ask1": 16.1, "bid_qty1": 70, "ask_qty1": 20 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000661:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000661:VWAP_RECLAIM", "symbol": "SZSE.000661", "name": "长春高新", "side": "BUY", "priority": "W98", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 71.61, "exec_low": 72.68, "exec_high": 72.68, "invalid_price": 69.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "invalid_price_broken", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 73.76, "max_chase_pct": 1.5, "base_exec_high": 72.68, "dynamic_exec_high": null, "entry_zone_low": 70.54, "entry_zone_high": 72.68, "entry_risk_pct": null, "intraday_vwap": 69.5415, "price_vs_vwap_pct": -0.8362, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1059, "prev_amount_yi": 0.147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7204, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 69.01, "high": 69.01, "low": 69.01, "close": 69.01, "amount_yi": 0.0133 }, { "time": "10:14", "open": 69.0, "high": 69.16, "low": 69.0, "close": 69.16, "amount_yi": 0.0498 }, { "time": "10:15", "open": 69.25, "high": 69.25, "low": 69.23, "close": 69.23, "amount_yi": 0.0138 }, { "time": "10:16", "open": 69.15, "high": 69.15, "low": 68.99, "close": 68.99, "amount_yi": 0.016 }, { "time": "10:17", "open": 68.96, "high": 68.96, "low": 68.96, "close": 68.96, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 68.96, "ts": "2026-07-03T10:17:06", "prev_close": 69.11, "open": 69.93, "high": 70.38, "low": 68.88, "bid1": 68.96, "ask1": 68.97, "bid_qty1": 1, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600332:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600332:VWAP_RECLAIM", "symbol": "SHSE.600332", "name": "白云山", "side": "BUY", "priority": "W99", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 20.88, "exec_low": 21.19, "exec_high": 21.19, "invalid_price": 20.25, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 21.51, "max_chase_pct": 1.5, "base_exec_high": 21.19, "dynamic_exec_high": null, "entry_zone_low": 20.57, "entry_zone_high": 21.19, "entry_risk_pct": 3.2027, "intraday_vwap": 20.967, "price_vs_vwap_pct": -0.2242, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0309, "prev_amount_yi": 0.0523, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 20.93, "high": 20.93, "low": 20.93, "close": 20.93, "amount_yi": 0.0024 }, { "time": "10:14", "open": 20.92, "high": 20.96, "low": 20.92, "close": 20.96, "amount_yi": 0.0084 }, { "time": "10:15", "open": 20.99, "high": 21.0, "low": 20.99, "close": 21.0, "amount_yi": 0.0136 }, { "time": "10:16", "open": 20.98, "high": 20.98, "low": 20.96, "close": 20.96, "amount_yi": 0.0044 }, { "time": "10:17", "open": 20.92, "high": 20.92, "low": 20.92, "close": 20.92, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43471.04, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.92, "ts": "2026-07-03T10:17:05", "prev_close": 20.79, "open": 20.84, "high": 21.12, "low": 20.81, "bid1": 20.91, "ask1": 20.92, "bid_qty1": 21, "ask_qty1": 26 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600196:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600196:VWAP_RECLAIM", "symbol": "SHSE.600196", "name": "复星医药", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.63, "exec_low": 23.98, "exec_high": 23.98, "invalid_price": 22.92, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.34, "max_chase_pct": 1.5, "base_exec_high": 23.98, "dynamic_exec_high": null, "entry_zone_low": 23.28, "entry_zone_high": 23.98, "entry_risk_pct": null, "intraday_vwap": 23.2454, "price_vs_vwap_pct": -0.5395, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0919, "prev_amount_yi": 0.1103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 23.12, "high": 23.12, "low": 23.12, "close": 23.12, "amount_yi": 0.0112 }, { "time": "10:14", "open": 23.12, "high": 23.18, "low": 23.12, "close": 23.18, "amount_yi": 0.0315 }, { "time": "10:15", "open": 23.16, "high": 23.17, "low": 23.16, "close": 23.17, "amount_yi": 0.0224 }, { "time": "10:16", "open": 23.16, "high": 23.16, "low": 23.15, "close": 23.15, "amount_yi": 0.022 }, { "time": "10:17", "open": 23.12, "high": 23.12, "low": 23.12, "close": 23.12, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.12, "ts": "2026-07-03T10:17:06", "prev_close": 23.03, "open": 23.2, "high": 23.53, "low": 23.02, "bid1": 23.12, "ask1": 23.13, "bid_qty1": 78, "ask_qty1": 156 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600521:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600521:VWAP_RECLAIM", "symbol": "SHSE.600521", "name": "华海药业", "side": "BUY", "priority": "W101", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 15.19, "exec_low": 15.42, "exec_high": 15.42, "invalid_price": 14.73, "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": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 15.65, "max_chase_pct": 1.5, "base_exec_high": 15.42, "dynamic_exec_high": null, "entry_zone_low": 14.96, "entry_zone_high": 15.42, "entry_risk_pct": null, "intraday_vwap": 15.1095, "price_vs_vwap_pct": -0.7247, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.032, "prev_amount_yi": 0.0641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 15.01, "high": 15.01, "low": 15.01, "close": 15.01, "amount_yi": 0.0035 }, { "time": "10:14", "open": 15.01, "high": 15.03, "low": 15.01, "close": 15.03, "amount_yi": 0.0084 }, { "time": "10:15", "open": 15.05, "high": 15.07, "low": 15.05, "close": 15.07, "amount_yi": 0.0065 }, { "time": "10:16", "open": 15.04, "high": 15.04, "low": 15.02, "close": 15.02, "amount_yi": 0.012 }, { "time": "10:17", "open": 15.0, "high": 15.0, "low": 15.0, "close": 15.0, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.0, "ts": "2026-07-03T10:17:04", "prev_close": 14.91, "open": 15.12, "high": 15.3, "low": 14.95, "bid1": 15.0, "ask1": 15.01, "bid_qty1": 94, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.300452:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.300452:VWAP_RECLAIM", "symbol": "SZSE.300452", "name": "山河药辅", "side": "BUY", "priority": "W102", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 12.4, "exec_low": 12.59, "exec_high": 12.59, "invalid_price": 12.03, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 12.77, "max_chase_pct": 1.5, "base_exec_high": 12.59, "dynamic_exec_high": null, "entry_zone_low": 12.21, "entry_zone_high": 12.59, "entry_risk_pct": null, "intraday_vwap": 12.3514, "price_vs_vwap_pct": -0.4161, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0048, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 12.31, "high": 12.31, "low": 12.31, "close": 12.31, "amount_yi": 0.0013 }, { "time": "10:14", "open": 12.32, "high": 12.34, "low": 12.32, "close": 12.34, "amount_yi": 0.0015 }, { "time": "10:15", "open": 12.33, "high": 12.33, "low": 12.32, "close": 12.32, "amount_yi": 0.0004 }, { "time": "10:16", "open": 12.32, "high": 12.32, "low": 12.31, "close": 12.31, "amount_yi": 0.0005 }, { "time": "10:17", "open": 12.3, "high": 12.3, "low": 12.3, "close": 12.3, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.3, "ts": "2026-07-03T10:17:00", "prev_close": 12.2, "open": 12.33, "high": 12.45, "low": 12.2, "bid1": 12.3, "ask1": 12.31, "bid_qty1": 83, "ask_qty1": 13 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000963:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000963:VWAP_RECLAIM", "symbol": "SZSE.000963", "name": "华东医药", "side": "BUY", "priority": "W103", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 30.26, "exec_low": 30.71, "exec_high": 30.71, "invalid_price": 29.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-03T10:17:08", "sim_reason": "waiting_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 31.17, "max_chase_pct": 1.5, "base_exec_high": 30.71, "dynamic_exec_high": null, "entry_zone_low": 29.81, "entry_zone_high": 30.71, "entry_risk_pct": null, "intraday_vwap": 29.8422, "price_vs_vwap_pct": -0.8786, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0814, "prev_amount_yi": 0.1515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5373, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 29.62, "high": 29.62, "low": 29.62, "close": 29.62, "amount_yi": 0.0087 }, { "time": "10:14", "open": 29.62, "high": 29.71, "low": 29.62, "close": 29.71, "amount_yi": 0.0252 }, { "time": "10:15", "open": 29.68, "high": 29.72, "low": 29.68, "close": 29.72, "amount_yi": 0.0094 }, { "time": "10:16", "open": 29.64, "high": 29.64, "low": 29.62, "close": 29.62, "amount_yi": 0.0207 }, { "time": "10:17", "open": 29.58, "high": 29.58, "low": 29.58, "close": 29.58, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "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": "2026-07-03T10:17:06", "prev_close": 29.49, "open": 29.99, "high": 30.3, "low": 29.46, "bid1": 29.57, "ask1": 29.58, "bid_qty1": 82, "ask_qty1": 45 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000597:VWAP_RECLAIM:BUY", "plan_id": "20260702:SZSE.000597:VWAP_RECLAIM", "symbol": "SZSE.000597", "name": "东北制药", "side": "BUY", "priority": "W104", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.49, "exec_low": 4.56, "exec_high": 4.56, "invalid_price": 4.36, "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": "2026-07-03T10:17:08", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "prev_close": null, "theme": "芬太尼 / 甲型流感", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 4.62, "max_chase_pct": 1.5, "base_exec_high": 4.56, "dynamic_exec_high": null, "entry_zone_low": 4.42, "entry_zone_high": 4.56, "entry_risk_pct": 2.8953, "intraday_vwap": 4.4977, "price_vs_vwap_pct": -0.1712, "energy_floor_hint_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": 0.0165, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 4.48, "high": 4.48, "low": 4.48, "close": 4.48, "amount_yi": 0.0014 }, { "time": "10:14", "open": 4.48, "high": 4.5, "low": 4.48, "close": 4.5, "amount_yi": 0.0033 }, { "time": "10:15", "open": 4.5, "high": 4.5, "low": 4.49, "close": 4.49, "amount_yi": 0.0084 }, { "time": "10:16", "open": 4.5, "high": 4.5, "low": 4.49, "close": 4.49, "amount_yi": 0.0037 }, { "time": "10:17", "open": 4.49, "high": 4.49, "low": 4.49, "close": 4.49, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "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": "2026-07-03T10:17:06", "prev_close": 4.45, "open": 4.46, "high": 4.54, "low": 4.46, "bid1": 4.48, "ask1": 4.49, "bid_qty1": 955, "ask_qty1": 285 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600062:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600062:VWAP_RECLAIM", "symbol": "SHSE.600062", "name": "华润双鹤", "side": "BUY", "priority": "W105", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 16.96, "exec_low": 17.21, "exec_high": 17.21, "invalid_price": 16.45, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 17.47, "max_chase_pct": 1.5, "base_exec_high": 17.21, "dynamic_exec_high": null, "entry_zone_low": 16.71, "entry_zone_high": 17.21, "entry_risk_pct": null, "intraday_vwap": 16.905, "price_vs_vwap_pct": -0.3253, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0245, "prev_amount_yi": 0.0138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7754, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 16.83, "high": 16.83, "low": 16.83, "close": 16.83, "amount_yi": 0.0023 }, { "time": "10:14", "open": 16.84, "high": 16.89, "low": 16.84, "close": 16.89, "amount_yi": 0.0075 }, { "time": "10:15", "open": 16.91, "high": 16.91, "low": 16.91, "close": 16.91, "amount_yi": 0.004 }, { "time": "10:16", "open": 16.89, "high": 16.89, "low": 16.85, "close": 16.85, "amount_yi": 0.0092 }, { "time": "10:17", "open": 16.85, "high": 16.85, "low": 16.85, "close": 16.85, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.85, "ts": "2026-07-03T10:17:05", "prev_close": 16.75, "open": 16.76, "high": 17.1, "low": 16.73, "bid1": 16.83, "ask1": 16.85, "bid_qty1": 3, "ask_qty1": 148 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600085:VWAP_RECLAIM:BUY", "plan_id": "20260702:SHSE.600085:VWAP_RECLAIM", "symbol": "SHSE.600085", "name": "同仁堂", "side": "BUY", "priority": "W106", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 23.67, "exec_low": 24.03, "exec_high": 24.03, "invalid_price": 22.96, "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": "2026-07-03T10:17:08", "sim_reason": "near_trigger", "qty": 0, "prev_close": null, "theme": "芬太尼 / 仿制药", "decision": "conditional_plan", "paper_scope": "shadow_watch", "chase_ceiling": 24.38, "max_chase_pct": 1.5, "base_exec_high": 24.03, "dynamic_exec_high": null, "entry_zone_low": 23.31, "entry_zone_high": 24.03, "entry_risk_pct": null, "intraday_vwap": 23.5218, "price_vs_vwap_pct": -0.2202, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0217, "prev_amount_yi": 0.0343, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6327, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "10:13", "open": 23.44, "high": 23.44, "low": 23.44, "close": 23.44, "amount_yi": 0.0042 }, { "time": "10:14", "open": 23.45, "high": 23.5, "low": 23.45, "close": 23.5, "amount_yi": 0.0055 }, { "time": "10:15", "open": 23.52, "high": 23.55, "low": 23.52, "close": 23.55, "amount_yi": 0.0072 }, { "time": "10:16", "open": 23.52, "high": 23.52, "low": 23.48, "close": 23.48, "amount_yi": 0.0022 }, { "time": "10:17", "open": 23.47, "high": 23.47, "low": 23.47, "close": 23.47, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.47, "ts": "2026-07-03T10:17:07", "prev_close": 23.28, "open": 23.44, "high": 23.73, "low": 23.33, "bid1": 23.46, "ask1": 23.47, "bid_qty1": 27, "ask_qty1": 7 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.000592:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260702:SZSE.000592:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000592", "name": "平潭发展", "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": "2026-07-03T10:17:08", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "prev_close": null, "theme": "赛马概念", "decision": "conditional_plan", "paper_scope": "shadow_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": 7.1377, "price_vs_vwap_pct": -2.2094, "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": 0.2564, "prev_amount_yi": 0.4222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "10:13", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0305 }, { "time": "10:14", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0661 }, { "time": "10:15", "open": 6.99, "high": 6.99, "low": 6.98, "close": 6.98, "amount_yi": 0.0872 }, { "time": "10:16", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.052 }, { "time": "10:17", "open": 6.98, "high": 6.98, "low": 6.98, "close": 6.98, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86942.08, "current_position_value": 0.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.98, "ts": "2026-07-03T10:17:06", "prev_close": 7.76, "open": 7.56, "high": 7.67, "low": 6.98, "bid1": 6.98, "ask1": 6.99, "bid_qty1": 57524, "ask_qty1": 4872 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY", "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 143.0, "exec_low": 133.72, "exec_high": 144.5, "invalid_price": 139.42, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T10:17:08", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 135.05, "theme": "机器人链 / 减速器", "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 144.5, "dynamic_exec_high": 144.5, "entry_zone_low": 133.72, "entry_zone_high": 144.5, "entry_risk_pct": 2.5, "intraday_vwap": 133.7172, "price_vs_vwap_pct": 6.9421, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217480.4, "current_position_value": 143429.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 1001, "t0_protection_qty_cap": 1000, "ma5": null, "quote": { "last": 143.0, "ts": "2026-07-03T10:17:06", "prev_close": 135.05, "open": 127.0, "high": 144.66, "low": 127.0, "bid1": 143.0, "ask1": 143.35, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 580734.0, "market_value": 506668.0, "total_value": 1087402.0, "unrealized_pnl": 52325.8816382968, "unrealized_pnl_pct_of_initial": 5.23258816382968, "realized_pnl": 35076.1183617032, "realized_pnl_pct_of_initial": 3.50761183617032, "total_pnl": 87402.0, "total_pnl_pct": 8.740199999999998 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 38400, "avg_cost": 3.565, "last_price": 3.98, "market_value": 152832.0, "unrealized_pnl": 15936.000000000002, "unrealized_pnl_pct": 11.64095371669005, "updated_at": "2026-07-03T10:17:08", "prev_close": 4.06, "holding_days": 2, "position_pct_of_total": 14.054783787412568 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 1003, "sellable_qty": 1001, "avg_cost": 124.28448712255774, "last_price": 143.0, "market_value": 143429.0, "unrealized_pnl": 18771.65941607459, "unrealized_pnl_pct": 15.058607321593387, "updated_at": "2026-07-03T10:17:08", "prev_close": 135.05, "holding_days": 2, "position_pct_of_total": 13.190062184914133 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 800, "sellable_qty": 800, "avg_cost": 110.65, "last_price": 110.96, "market_value": 88768.0, "unrealized_pnl": 247.99999999999045, "unrealized_pnl_pct": 0.2801626751016695, "updated_at": "2026-07-03T10:17:08", "prev_close": 117.31, "holding_days": 10, "position_pct_of_total": 8.163310348886613 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 1100, "avg_cost": 57.27, "last_price": 69.55, "market_value": 76505.0, "unrealized_pnl": 13507.999999999993, "unrealized_pnl_pct": 21.44229090274139, "updated_at": "2026-07-03T10:17:08", "prev_close": 63.23, "holding_days": 2, "position_pct_of_total": 7.03557653931113 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 400, "sellable_qty": 400, "avg_cost": 83.20444444444445, "last_price": 91.16, "market_value": 36464.0, "unrealized_pnl": 3182.2222222222194, "unrealized_pnl_pct": 9.561455050478074, "updated_at": "2026-07-03T10:17:08", "prev_close": 95.98, "holding_days": 6, "position_pct_of_total": 3.3533136779222406 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 43.35, "market_value": 8670.0, "unrealized_pnl": 679.9999999999998, "unrealized_pnl_pct": 8.51063829787233, "updated_at": "2026-07-03T10:17:08", "prev_close": 42.3, "holding_days": 9, "position_pct_of_total": 0.7973132291461669 } ], "paper_orders": [ { "adjusted_avg_cost": null, "amount": 61264.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260703:SZSE.002915:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 21.88, "max_chase_pct": null, "minute_energy": null, "name": "中欣氟材", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260702", "plan_id": "RISK:20260702:SZSE.002915:position_stop_loss", "position_pnl_pct": -3.183, "price": 21.88, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 2800, "quote_ask1": 21.9, "quote_ask_qty1": 19, "quote_bid1": 21.88, "quote_bid_qty1": 233, "quote_high": 22.6, "quote_last": 21.9, "quote_low": 21.88, "quote_open": 22.4, "quote_prev_close": 23.54, "quote_ts": "2026-07-03T09:31:33", "raw_avg_cost": 22.62, "raw_position_pnl_pct": -3.1830238726790583, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 2800, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002915", "template_key": "POSITION_RISK_EXIT", "theme": "氟化工概念", "trade_date": "20260703", "trigger_price": -3.0, "ts": "2026-07-03T09:31:35", "id": 37 }, { "adjusted_avg_cost": null, "amount": 22648.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260703: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": "20260702", "plan_id": "RISK:20260702:SZSE.300236:position_invalid_price", "position_pnl_pct": 2.5215, "price": 113.24, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 113.44, "quote_ask_qty1": 8, "quote_bid1": 113.24, "quote_bid_qty1": 6, "quote_high": 118.73, "quote_last": 113.44, "quote_low": 110.99, "quote_open": 116.0, "quote_prev_close": 117.31, "quote_ts": "2026-07-03T09:35:12", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 2.5214640759150475, "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": "20260703", "trigger_price": 126.4, "ts": "2026-07-03T09:35:15", "id": 38, "realized_pnl_delta": 517.9999999999978, "cost_basis": 22130.0, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 18280.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260703: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": "20260702", "plan_id": "RISK:20260702:SHSE.600584:position_invalid_price", "position_pnl_pct": 9.8499, "price": 91.4, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 91.44, "quote_ask_qty1": 5, "quote_bid1": 91.4, "quote_bid_qty1": 25, "quote_high": 94.0, "quote_last": 91.4, "quote_low": 88.35, "quote_open": 93.4, "quote_prev_close": 95.98, "quote_ts": "2026-07-03T09:35:14", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 9.849901180492493, "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": "20260703", "trigger_price": 103.51, "ts": "2026-07-03T09:35:15", "id": 39, "realized_pnl_delta": 1639.1111111111115, "cost_basis": 16640.88888888889, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 61040.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260703:SZSE.002773:position_stop_loss:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 21.66, "max_chase_pct": null, "minute_energy": null, "name": "康弘药业", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260702", "plan_id": "RISK:20260702:SZSE.002773:position_stop_loss", "position_pnl_pct": -3.1111, "price": 21.8, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 2800, "quote_ask1": 21.81, "quote_ask_qty1": 60, "quote_bid1": 21.8, "quote_bid_qty1": 17, "quote_high": 22.48, "quote_last": 21.8, "quote_low": 21.79, "quote_open": 22.11, "quote_prev_close": 21.9, "quote_ts": "2026-07-03T09:43:03", "raw_avg_cost": 22.5, "raw_position_pnl_pct": -3.111111111111109, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 2800, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002773", "template_key": "POSITION_RISK_EXIT", "theme": "单抗概念", "trade_date": "20260703", "trigger_price": -3.0, "ts": "2026-07-03T09:43:06", "id": 40 } ], "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": 800, "last_price": 110.96, "avg_cost": 110.65, "pnl_pct": 0.2802, "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": 400, "last_price": 91.16, "avg_cost": 83.20444444444445, "pnl_pct": 9.5615, "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": [ { "event_id": "20260702:20260703:SZSE.301696:POSITION_TREND_ADD:BUY", "plan_id": "20260702:SZSE.301696:POSITION_TREND_ADD", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 143.0, "exec_low": 133.72, "exec_high": 144.5, "invalid_price": 139.42, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T10:17:08", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 135.05, "theme": "机器人链 / 减速器", "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 144.5, "dynamic_exec_high": 144.5, "entry_zone_low": 133.72, "entry_zone_high": 144.5, "entry_risk_pct": 2.5, "intraday_vwap": 133.7172, "price_vs_vwap_pct": 6.9421, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217480.4, "current_position_value": 143429.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 1001, "t0_protection_qty_cap": 1000, "ma5": null, "quote": { "last": 143.0, "ts": "2026-07-03T10:17:06", "prev_close": 135.05, "open": 127.0, "high": 144.66, "low": 127.0, "bid1": 143.0, "ask1": 143.35, "bid_qty1": 5, "ask_qty1": 1 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 35.0, "max_shadow_total_position_pct": 35.0, "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,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧", "dynamic_total_cap": { "enabled": true, "regime": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档,外部科技冲击EXTREME，科技新买入延后确认，总仓上限收紧", "base_total_position_pct": 90.0, "base_shadow_total_position_pct": 45.0, "effective_total_position_pct": 35.0, "effective_shadow_total_position_pct": 35.0, "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", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "EXTREME", "score": 100.0, "label": "外部科技冲击极高", "entry_policy": "risk_only_for_tech", "tech_new_buy_allowed": false, "earliest_entry_time": "13:10", "position_cap_pct": 35.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-9.43%", "korea_tech_negative_-10.38%", "asia_tech_circuit_breaker", "quant_panic_deep_water_risk" ], "source_file": "reports/external_checks/external_tech_shock_20260703.json", "source_status": "ok", "source_generated_at": "2026-07-03T09:25:15+08:00" } } }, "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": 121, "active_plan_contracts": 12, "watch_candidate_contracts": 108, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 4, "filled_official_orders": 0, "position_add_signals": 1, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 0, "unfilled_orders": 0, "risk_exit_signals": 2, "risk_exit_orders": 4, "risk_exit_filled": 4, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }