{ "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": 0.6417, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5399, "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.600489" ], "top_return_pct": 10.0212 }, { "theme": "纺织制造 / 纺织行业", "count": 3, "top_symbols": [ "SZSE.002072", "SHSE.600493", "SZSE.000850" ], "top_return_pct": 10.0457 } ], "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": 9.474544119063674, "above_vwap": true, "amount": 314736776.0 }, { "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": 25.50413907210102, "above_vwap": true, "amount": 452417923.0 }, { "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": 30.9213039739154, "above_vwap": true, "amount": 1085847971.0 }, { "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": 19.750508635618043, "above_vwap": true, "amount": 1253444305.0 }, { "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": 8.394160583941602, "last": 5.94, "vwap": 5.7350043914142494, "above_vwap": true, "amount": 53544295.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.8577336641852735, "last": 26.08, "vwap": 25.959866380487927, "above_vwap": true, "amount": 3240235238.0 }, { "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": 7.745398773006151, "last": 14.05, "vwap": 13.665067268362602, "above_vwap": true, "amount": 938112334.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.354555433589471, "last": 39.12, "vwap": 38.28822261975592, "above_vwap": true, "amount": 1924147826.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 7.1765322158197975, "last": 20.46, "vwap": 20.383443985756333, "above_vwap": true, "amount": 2838637138.0 }, { "symbol": "SHSE.603518", "name": "锦泓集团", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.161803713527859, "last": 8.08, "vwap": 7.856956147635294, "above_vwap": true, "amount": 78529491.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.425855513307965, "last": 27.99, "vwap": 28.00228893925899, "above_vwap": false, "amount": 11660956780.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.82247557003257, "last": 25.99, "vwap": 25.95777389828891, "above_vwap": true, "amount": 2013256390.0 } ] }, "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": 0.6417, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5399, "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.600489" ], "top_return_pct": 10.0212 }, { "theme": "纺织制造 / 纺织行业", "count": 3, "top_symbols": [ "SZSE.002072", "SHSE.600493", "SZSE.000850" ], "top_return_pct": 10.0457 } ], "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": 9.474544119063674, "above_vwap": true, "amount": 314736776.0 }, { "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": 25.50413907210102, "above_vwap": true, "amount": 452417923.0 }, { "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": 30.9213039739154, "above_vwap": true, "amount": 1085847971.0 }, { "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": 19.750508635618043, "above_vwap": true, "amount": 1253444305.0 }, { "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": 8.394160583941602, "last": 5.94, "vwap": 5.7350043914142494, "above_vwap": true, "amount": 53544295.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.8577336641852735, "last": 26.08, "vwap": 25.959866380487927, "above_vwap": true, "amount": 3240235238.0 }, { "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": 7.745398773006151, "last": 14.05, "vwap": 13.665067268362602, "above_vwap": true, "amount": 938112334.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.354555433589471, "last": 39.12, "vwap": 38.28822261975592, "above_vwap": true, "amount": 1924147826.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 7.1765322158197975, "last": 20.46, "vwap": 20.383443985756333, "above_vwap": true, "amount": 2838637138.0 }, { "symbol": "SHSE.603518", "name": "锦泓集团", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.161803713527859, "last": 8.08, "vwap": 7.856956147635294, "above_vwap": true, "amount": 78529491.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.425855513307965, "last": 27.99, "vwap": 28.00228893925899, "above_vwap": false, "amount": 11660956780.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.82247557003257, "last": 25.99, "vwap": 25.95777389828891, "above_vwap": true, "amount": 2013256390.0 } ] }, "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": 0.6417, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5399, "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.600489" ], "top_return_pct": 10.0212 }, { "theme": "纺织制造 / 纺织行业", "count": 3, "top_symbols": [ "SZSE.002072", "SHSE.600493", "SZSE.000850" ], "top_return_pct": 10.0457 } ], "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": 9.474544119063674, "above_vwap": true, "amount": 314736776.0 }, { "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": 25.50413907210102, "above_vwap": true, "amount": 452417923.0 }, { "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": 30.9213039739154, "above_vwap": true, "amount": 1085847971.0 }, { "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": 19.750508635618043, "above_vwap": true, "amount": 1253444305.0 }, { "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": 8.394160583941602, "last": 5.94, "vwap": 5.7350043914142494, "above_vwap": true, "amount": 53544295.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.8577336641852735, "last": 26.08, "vwap": 25.959866380487927, "above_vwap": true, "amount": 3240235238.0 }, { "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": 7.745398773006151, "last": 14.05, "vwap": 13.665067268362602, "above_vwap": true, "amount": 938112334.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.354555433589471, "last": 39.12, "vwap": 38.28822261975592, "above_vwap": true, "amount": 1924147826.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 7.1765322158197975, "last": 20.46, "vwap": 20.383443985756333, "above_vwap": true, "amount": 2838637138.0 }, { "symbol": "SHSE.603518", "name": "锦泓集团", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.161803713527859, "last": 8.08, "vwap": 7.856956147635294, "above_vwap": true, "amount": 78529491.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.425855513307965, "last": 27.99, "vwap": 28.00228893925899, "above_vwap": false, "amount": 11660956780.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.82247557003257, "last": 25.99, "vwap": 25.95777389828891, "above_vwap": true, "amount": 2013256390.0 } ] }, "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": 0.6417, "active_up_ratio": 0.6667, "active_positive": 8, "active_positive_min": 1, "active_above_vwap": 7, "active_total": 12, "sample_total": 120, "dominant_theme": "贵金属 / 黄金概念", "dominant_theme_share": 0.5399, "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.600489" ], "top_return_pct": 10.0212 }, { "theme": "纺织制造 / 纺织行业", "count": 3, "top_symbols": [ "SZSE.002072", "SHSE.600493", "SZSE.000850" ], "top_return_pct": 10.0457 } ], "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": 9.474544119063674, "above_vwap": true, "amount": 314736776.0 }, { "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": 25.50413907210102, "above_vwap": true, "amount": 452417923.0 }, { "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": 30.9213039739154, "above_vwap": true, "amount": 1085847971.0 }, { "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": 19.750508635618043, "above_vwap": true, "amount": 1253444305.0 }, { "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": 8.394160583941602, "last": 5.94, "vwap": 5.7350043914142494, "above_vwap": true, "amount": 53544295.0 }, { "symbol": "SHSE.600547", "name": "山东黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 7, "ret_pct": 7.8577336641852735, "last": 26.08, "vwap": 25.959866380487927, "above_vwap": true, "amount": 3240235238.0 }, { "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": 7.745398773006151, "last": 14.05, "vwap": 13.665067268362602, "above_vwap": true, "amount": 938112334.0 }, { "symbol": "SZSE.002294", "name": "信立泰", "theme": "芬太尼 / 仿制药", "paper_scope": "shadow_active", "priority": 1, "ret_pct": 7.354555433589471, "last": 39.12, "vwap": 38.28822261975592, "above_vwap": true, "amount": 1924147826.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 10, "ret_pct": 7.1765322158197975, "last": 20.46, "vwap": 20.383443985756333, "above_vwap": true, "amount": 2838637138.0 }, { "symbol": "SHSE.603518", "name": "锦泓集团", "theme": "纺织制造 / 服装鞋类", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 7.161803713527859, "last": 8.08, "vwap": 7.856956147635294, "above_vwap": true, "amount": 78529491.0 }, { "symbol": "SHSE.601899", "name": "紫金矿业", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_active", "priority": 11, "ret_pct": 6.425855513307965, "last": 27.99, "vwap": 28.00228893925899, "above_vwap": false, "amount": 11660956780.0 }, { "symbol": "SZSE.002155", "name": "湖南黄金", "theme": "贵金属 / 黄金概念", "paper_scope": "shadow_watch", "priority": 999, "ret_pct": 5.82247557003257, "last": 25.99, "vwap": 25.95777389828891, "above_vwap": true, "amount": 2013256390.0 } ] }, "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": "2026-07-03T13:15:24", "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": "2026-07-03T13:15:24", "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": 19.7505, "price_vs_vwap_pct": 0.4532, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0176, "prev_amount_yi": 0.0202, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8713, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.0069 }, { "time": "13:14", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.0087 }, { "time": "13:15", "open": 19.84, "high": 19.84, "low": 19.84, "close": 19.84, "amount_yi": 0.002 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": "2026-07-03T13:15:21", "prev_close": 18.04, "open": 19.25, "high": 19.84, "low": 19.25, "bid1": 19.84, "ask1": 0.0, "bid_qty1": 62941, "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": "2026-07-03T13:15:24", "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": 38.2882, "price_vs_vwap_pct": 2.1725, "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": 0.0891, "prev_amount_yi": 0.1194, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 38.92, "high": 39.1, "low": 38.92, "close": 39.1, "amount_yi": 0.0323 }, { "time": "13:14", "open": 39.18, "high": 39.18, "low": 39.12, "close": 39.12, "amount_yi": 0.0397 }, { "time": "13:15", "open": 39.12, "high": 39.12, "low": 39.12, "close": 39.12, "amount_yi": 0.0171 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 39.12, "ts": "2026-07-03T13:15:21", "prev_close": 36.44, "open": 37.0, "high": 39.55, "low": 36.52, "bid1": 39.11, "ask1": 39.12, "bid_qty1": 4, "ask_qty1": 24 }, "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": "TOUCHED", "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": "2026-07-03T13:15:24", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 13.6651, "price_vs_vwap_pct": 2.8167, "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": 0.2142, "prev_amount_yi": 0.2462, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.87, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 14.01, "high": 14.03, "low": 14.01, "close": 14.03, "amount_yi": 0.0703 }, { "time": "13:14", "open": 14.08, "high": 14.1, "low": 14.08, "close": 14.1, "amount_yi": 0.0899 }, { "time": "13:15", "open": 14.05, "high": 14.05, "low": 14.05, "close": 14.05, "amount_yi": 0.054 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 14.05, "ts": "2026-07-03T13:15:21", "prev_close": 13.04, "open": 13.1, "high": 14.11, "low": 13.05, "bid1": 14.05, "ask1": 14.06, "bid_qty1": 69, "ask_qty1": 194 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-03T13:15:24", "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": 8.7291, "price_vs_vwap_pct": -0.5625, "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": 0.0167, "prev_amount_yi": 0.0148, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 8.68, "high": 8.68, "low": 8.66, "close": 8.66, "amount_yi": 0.0014 }, { "time": "13:14", "open": 8.66, "high": 8.67, "low": 8.66, "close": 8.67, "amount_yi": 0.0083 }, { "time": "13:15", "open": 8.68, "high": 8.68, "low": 8.68, "close": 8.68, "amount_yi": 0.007 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 8.68, "ts": "2026-07-03T13:15:20", "prev_close": 8.71, "open": 8.83, "high": 8.97, "low": 8.59, "bid1": 8.67, "ask1": 8.68, "bid_qty1": 141, "ask_qty1": 98 }, "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": "CANCELLED", "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": "2026-07-03T13:15:24", "sim_reason": "invalid_price_broken", "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": 7.3353, "price_vs_vwap_pct": -1.2992, "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": 0.0081, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 7.23, "high": 7.23, "low": 7.23, "close": 7.23, "amount_yi": 0.0049 }, { "time": "13:14", "open": 7.22, "high": 7.23, "low": 7.22, "close": 7.23, "amount_yi": 0.0022 }, { "time": "13:15", "open": 7.24, "high": 7.24, "low": 7.24, "close": 7.24, "amount_yi": 0.001 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 7.24, "ts": "2026-07-03T13:15:14", "prev_close": 7.4, "open": 7.49, "high": 7.52, "low": 7.18, "bid1": 7.23, "ask1": 7.24, "bid_qty1": 74, "ask_qty1": 74 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 25.5041, "price_vs_vwap_pct": 1.5915, "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": 0.0026, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8387, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0004 }, { "time": "13:14", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0016 }, { "time": "13:15", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": "2026-07-03T13:15:21", "prev_close": 23.55, "open": 24.55, "high": 25.91, "low": 24.25, "bid1": 25.91, "ask1": 0.0, "bid_qty1": 56118, "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": "2026-07-03T13:15:24", "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": 6.6702, "price_vs_vwap_pct": -1.0524, "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": 0.0096, "prev_amount_yi": 0.0169, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.568, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 6.57, "high": 6.59, "low": 6.57, "close": 6.59, "amount_yi": 0.0024 }, { "time": "13:14", "open": 6.61, "high": 6.61, "low": 6.6, "close": 6.6, "amount_yi": 0.0058 }, { "time": "13:15", "open": 6.6, "high": 6.6, "low": 6.6, "close": 6.6, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 6.6, "ts": "2026-07-03T13:15:21", "prev_close": 6.71, "open": 6.79, "high": 7.0, "low": 6.44, "bid1": 6.59, "ask1": 6.6, "bid_qty1": 109, "ask_qty1": 81 }, "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": "2026-07-03T13:15:24", "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": 25.9599, "price_vs_vwap_pct": 0.4626, "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": 0.1311, "prev_amount_yi": 0.2074, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6321, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 26.06, "high": 26.06, "low": 26.06, "close": 26.06, "amount_yi": 0.0425 }, { "time": "13:14", "open": 26.07, "high": 26.08, "low": 26.07, "close": 26.08, "amount_yi": 0.0605 }, { "time": "13:15", "open": 26.08, "high": 26.08, "low": 26.08, "close": 26.08, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 26.08, "ts": "2026-07-03T13:15:20", "prev_close": 24.18, "open": 25.39, "high": 26.48, "low": 25.1, "bid1": 26.07, "ask1": 26.08, "bid_qty1": 53, "ask_qty1": 23 }, "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": "2026-07-03T13:15:24", "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": 44.4656, "price_vs_vwap_pct": -0.7098, "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": 0.0815, "prev_amount_yi": 0.1642, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 44.19, "high": 44.19, "low": 44.16, "close": 44.16, "amount_yi": 0.0251 }, { "time": "13:14", "open": 44.24, "high": 44.24, "low": 44.13, "close": 44.13, "amount_yi": 0.0327 }, { "time": "13:15", "open": 44.15, "high": 44.15, "low": 44.15, "close": 44.15, "amount_yi": 0.0237 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 44.15, "ts": "2026-07-03T13:15:21", "prev_close": 44.75, "open": 44.0, "high": 46.93, "low": 42.93, "bid1": 44.15, "ask1": 44.16, "bid_qty1": 46, "ask_qty1": 307 }, "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": "2026-07-03T13:15:24", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.6895, "intraday_vwap": 10.2657, "price_vs_vwap_pct": 0.9186, "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": 0.0158, "prev_amount_yi": 0.0339, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 10.36, "high": 10.36, "low": 10.35, "close": 10.35, "amount_yi": 0.0049 }, { "time": "13:14", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0092 }, { "time": "13:15", "open": 10.36, "high": 10.36, "low": 10.36, "close": 10.36, "amount_yi": 0.0017 } ] }, "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": 10.36, "ts": "2026-07-03T13:15:21", "prev_close": 9.95, "open": 9.91, "high": 10.42, "low": 9.85, "bid1": 10.36, "ask1": 10.37, "bid_qty1": 18, "ask_qty1": 32 }, "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": "2026-07-03T13:15:24", "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": 20.3834, "price_vs_vwap_pct": 0.3758, "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": 0.1729, "prev_amount_yi": 0.2813, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 20.51, "high": 20.51, "low": 20.48, "close": 20.48, "amount_yi": 0.0941 }, { "time": "13:14", "open": 20.48, "high": 20.48, "low": 20.48, "close": 20.48, "amount_yi": 0.039 }, { "time": "13:15", "open": 20.46, "high": 20.46, "low": 20.46, "close": 20.46, "amount_yi": 0.0398 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 20.46, "ts": "2026-07-03T13:15:21", "prev_close": 19.09, "open": 19.9, "high": 20.75, "low": 19.71, "bid1": 20.45, "ask1": 20.46, "bid_qty1": 331, "ask_qty1": 49 }, "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": "2026-07-03T13:15:24", "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": 28.0023, "price_vs_vwap_pct": -0.0439, "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": 0.7012, "prev_amount_yi": 0.818, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:13", "open": 27.99, "high": 28.0, "low": 27.99, "close": 28.0, "amount_yi": 0.223 }, { "time": "13:14", "open": 28.01, "high": 28.01, "low": 28.01, "close": 28.01, "amount_yi": 0.2932 }, { "time": "13:15", "open": 27.99, "high": 27.99, "low": 27.99, "close": 27.99, "amount_yi": 0.185 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 130699.12, "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": 27.99, "ts": "2026-07-03T13:15:21", "prev_close": 26.3, "open": 27.5, "high": 28.3, "low": 27.41, "bid1": 27.97, "ask1": 27.99, "bid_qty1": 276, "ask_qty1": 461 }, "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": "2026-07-03T13:15:24", "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": 30.9213, "price_vs_vwap_pct": 0.9983, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0162, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8621, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0018 }, { "time": "13:12", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0061 }, { "time": "13:13", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0052 }, { "time": "13:14", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0022 }, { "time": "13:15", "open": 31.23, "high": 31.23, "low": 31.23, "close": 31.23, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:22", "prev_close": 28.39, "open": 30.37, "high": 31.23, "low": 29.86, "bid1": 31.23, "ask1": 0.0, "bid_qty1": 70836, "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": 25.83, "exec_high": 25.83, "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": "2026-07-03T13:15:24", "sim_reason": "entry_risk_too_wide_over_5pct", "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": null, "entry_zone_low": 25.07, "entry_zone_high": 25.83, "entry_risk_pct": 5.0019, "intraday_vwap": 25.9578, "price_vs_vwap_pct": 0.124, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1513, "prev_amount_yi": 0.21, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7205, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 25.97, "high": 25.97, "low": 25.96, "close": 25.96, "amount_yi": 0.0212 }, { "time": "13:12", "open": 25.95, "high": 25.98, "low": 25.95, "close": 25.98, "amount_yi": 0.0297 }, { "time": "13:13", "open": 26.01, "high": 26.01, "low": 25.99, "close": 25.99, "amount_yi": 0.0341 }, { "time": "13:14", "open": 25.96, "high": 26.0, "low": 25.96, "close": 26.0, "amount_yi": 0.034 }, { "time": "13:15", "open": 25.99, "high": 25.99, "low": 25.99, "close": 25.99, "amount_yi": 0.0323 } ] }, "suggested_position_pct": 8.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.99, "ts": "2026-07-03T13:15:21", "prev_close": 24.56, "open": 25.51, "high": 26.48, "low": 25.29, "bid1": 25.98, "ask1": 25.99, "bid_qty1": 675, "ask_qty1": 104 }, "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": "2026-07-03T13:15:24", "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": 2.4466, "price_vs_vwap_pct": 0.5477, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0074, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.44, "high": 2.44, "low": 2.44, "close": 2.44, "amount_yi": 0.0009 }, { "time": "13:12", "open": 2.44, "high": 2.45, "low": 2.44, "close": 2.45, "amount_yi": 0.0005 }, { "time": "13:13", "open": 2.44, "high": 2.44, "low": 2.44, "close": 2.44, "amount_yi": 0.0002 }, { "time": "13:14", "open": 2.44, "high": 2.44, "low": 2.44, "close": 2.44, "amount_yi": 0.0011 }, { "time": "13:15", "open": 2.46, "high": 2.46, "low": 2.46, "close": 2.46, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.46, "ts": "2026-07-03T13:15:22", "prev_close": 2.41, "open": 2.43, "high": 2.48, "low": 2.4, "bid1": 2.45, "ask1": 2.46, "bid_qty1": 864, "ask_qty1": 1263 }, "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": "2026-07-03T13:15:24", "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": 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": 4.0984, "intraday_vwap": 8.539, "price_vs_vwap_pct": -0.1054, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1193, "prev_amount_yi": 0.0971, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.54, "high": 8.54, "low": 8.54, "close": 8.54, "amount_yi": 0.0203 }, { "time": "13:12", "open": 8.54, "high": 8.54, "low": 8.54, "close": 8.54, "amount_yi": 0.0207 }, { "time": "13:13", "open": 8.55, "high": 8.55, "low": 8.54, "close": 8.54, "amount_yi": 0.0215 }, { "time": "13:14", "open": 8.52, "high": 8.52, "low": 8.52, "close": 8.52, "amount_yi": 0.0412 }, { "time": "13:15", "open": 8.53, "high": 8.53, "low": 8.53, "close": 8.53, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 8.53, "ts": "2026-07-03T13:15:21", "prev_close": 8.2, "open": 8.5, "high": 8.69, "low": 8.35, "bid1": 8.53, "ask1": 8.54, "bid_qty1": 274, "ask_qty1": 838 }, "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": "2026-07-03T13:15:24", "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": 14.028, "price_vs_vwap_pct": -1.1976, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1127, "prev_amount_yi": 0.1161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9707, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 13.9, "high": 13.9, "low": 13.9, "close": 13.9, "amount_yi": 0.0223 }, { "time": "13:12", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.024 }, { "time": "13:13", "open": 13.89, "high": 13.89, "low": 13.88, "close": 13.88, "amount_yi": 0.0291 }, { "time": "13:14", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0231 }, { "time": "13:15", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 13.86, "ts": "2026-07-03T13:15:21", "prev_close": 13.71, "open": 14.13, "high": 14.21, "low": 13.74, "bid1": 13.85, "ask1": 13.86, "bid_qty1": 300, "ask_qty1": 58 }, "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": 34.05, "exec_high": 34.05, "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": "2026-07-03T13:15:24", "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": null, "entry_zone_low": 33.05, "entry_zone_high": 34.05, "entry_risk_pct": 4.2378, "intraday_vwap": 34.1138, "price_vs_vwap_pct": -0.4508, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.012, "prev_amount_yi": 0.0178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 34.02, "high": 34.04, "low": 34.02, "close": 34.04, "amount_yi": 0.0013 }, { "time": "13:12", "open": 34.01, "high": 34.01, "low": 33.99, "close": 33.99, "amount_yi": 0.0005 }, { "time": "13:13", "open": 34.01, "high": 34.01, "low": 33.97, "close": 33.97, "amount_yi": 0.0015 }, { "time": "13:14", "open": 34.02, "high": 34.02, "low": 33.99, "close": 33.99, "amount_yi": 0.0012 }, { "time": "13:15", "open": 33.96, "high": 33.96, "low": 33.96, "close": 33.96, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 33.96, "ts": "2026-07-03T13:15:21", "prev_close": 33.35, "open": 33.67, "high": 34.4, "low": 33.55, "bid1": 33.94, "ask1": 33.98, "bid_qty1": 2, "ask_qty1": 3 }, "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": "2026-07-03T13:15:24", "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": 3.4704, "price_vs_vwap_pct": -0.0115, "energy_floor_hint_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": 0.0008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 3.46, "high": 3.46, "low": 3.45, "close": 3.45, "amount_yi": 0.0004 }, { "time": "13:11", "open": 3.46, "high": 3.46, "low": 3.45, "close": 3.45, "amount_yi": 0.0005 }, { "time": "13:12", "open": 3.46, "high": 3.46, "low": 3.46, "close": 3.46, "amount_yi": 0.0002 }, { "time": "13:13", "open": 3.46, "high": 3.46, "low": 3.46, "close": 3.46, "amount_yi": 0.0006 }, { "time": "13:14", "open": 3.46, "high": 3.46, "low": 3.46, "close": 3.46, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.47, "ts": "2026-07-03T13:15:13", "prev_close": 3.42, "open": 3.44, "high": 3.5, "low": 3.43, "bid1": 3.46, "ask1": 3.47, "bid_qty1": 189, "ask_qty1": 132 }, "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": "2026-07-03T13:15:24", "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": 3.4722, "intraday_vwap": 4.3024, "price_vs_vwap_pct": 0.4091, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0038, "prev_amount_yi": 0.0032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0001 }, { "time": "13:12", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0016 }, { "time": "13:13", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0005 }, { "time": "13:14", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0006 }, { "time": "13:15", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 4.32, "ts": "2026-07-03T13:15:21", "prev_close": 4.19, "open": 4.23, "high": 4.38, "low": 4.23, "bid1": 4.31, "ask1": 4.32, "bid_qty1": 287, "ask_qty1": 106 }, "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": "2026-07-03T13:15:24", "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": 4.3141, "intraday_vwap": 11.5282, "price_vs_vwap_pct": 0.4493, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1216, "prev_amount_yi": 0.0971, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 11.63, "high": 11.63, "low": 11.63, "close": 11.63, "amount_yi": 0.0204 }, { "time": "13:12", "open": 11.62, "high": 11.62, "low": 11.61, "close": 11.61, "amount_yi": 0.013 }, { "time": "13:13", "open": 11.62, "high": 11.62, "low": 11.6, "close": 11.6, "amount_yi": 0.0283 }, { "time": "13:14", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0442 }, { "time": "13:15", "open": 11.58, "high": 11.58, "low": 11.58, "close": 11.58, "amount_yi": 0.0157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 11.58, "ts": "2026-07-03T13:15:21", "prev_close": 11.12, "open": 11.4, "high": 11.83, "low": 11.26, "bid1": 11.58, "ask1": 11.59, "bid_qty1": 1281, "ask_qty1": 122 }, "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": "2026-07-03T13:15:24", "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": 4.2968, "price_vs_vwap_pct": -0.8565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0029, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3766, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.26, "high": 4.27, "low": 4.26, "close": 4.27, "amount_yi": 0.0007 }, { "time": "13:12", "open": 4.27, "high": 4.27, "low": 4.26, "close": 4.26, "amount_yi": 0.0007 }, { "time": "13:13", "open": 4.26, "high": 4.26, "low": 4.26, "close": 4.26, "amount_yi": 0.0001 }, { "time": "13:14", "open": 4.27, "high": 4.27, "low": 4.26, "close": 4.26, "amount_yi": 0.0007 }, { "time": "13:15", "open": 4.26, "high": 4.26, "low": 4.26, "close": 4.26, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.26, "ts": "2026-07-03T13:15:19", "prev_close": 4.29, "open": 4.3, "high": 4.35, "low": 4.25, "bid1": 4.26, "ask1": 4.27, "bid_qty1": 472, "ask_qty1": 456 }, "previous_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 2.3158, "price_vs_vwap_pct": -0.2505, "energy_floor_hint_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": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0009 }, { "time": "13:12", "open": 2.3, "high": 2.31, "low": 2.3, "close": 2.31, "amount_yi": 0.0014 }, { "time": "13:13", "open": 2.31, "high": 2.31, "low": 2.3, "close": 2.3, "amount_yi": 0.0032 }, { "time": "13:14", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0009 }, { "time": "13:15", "open": 2.31, "high": 2.31, "low": 2.31, "close": 2.31, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 2.28, "open": 2.29, "high": 2.35, "low": 2.28, "bid1": 2.3, "ask1": 2.31, "bid_qty1": 6020, "ask_qty1": 6212 }, "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 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": 15.5592, "price_vs_vwap_pct": -1.0875, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.185, "prev_amount_yi": 0.1593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1613, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 15.48, "high": 15.48, "low": 15.47, "close": 15.47, "amount_yi": 0.0283 }, { "time": "13:12", "open": 15.46, "high": 15.46, "low": 15.44, "close": 15.44, "amount_yi": 0.0439 }, { "time": "13:13", "open": 15.46, "high": 15.46, "low": 15.44, "close": 15.44, "amount_yi": 0.0331 }, { "time": "13:14", "open": 15.43, "high": 15.43, "low": 15.43, "close": 15.43, "amount_yi": 0.0405 }, { "time": "13:15", "open": 15.39, "high": 15.39, "low": 15.39, "close": 15.39, "amount_yi": 0.0392 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 15.39, "ts": "2026-07-03T13:15:21", "prev_close": 14.83, "open": 15.58, "high": 16.15, "low": 15.11, "bid1": 15.38, "ask1": 15.39, "bid_qty1": 47, "ask_qty1": 291 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 3.13, "price_vs_vwap_pct": -2.5559, "energy_floor_hint_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": 0.0313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.23, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 3.04, "high": 3.05, "low": 3.04, "close": 3.05, "amount_yi": 0.0034 }, { "time": "13:12", "open": 3.05, "high": 3.05, "low": 3.05, "close": 3.05, "amount_yi": 0.0026 }, { "time": "13:13", "open": 3.06, "high": 3.06, "low": 3.05, "close": 3.05, "amount_yi": 0.0005 }, { "time": "13:14", "open": 3.06, "high": 3.06, "low": 3.06, "close": 3.06, "amount_yi": 0.0001 }, { "time": "13:15", "open": 3.05, "high": 3.05, "low": 3.05, "close": 3.05, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.05, "ts": "2026-07-03T13:15:21", "prev_close": 3.23, "open": 3.26, "high": 3.29, "low": 3.02, "bid1": 3.05, "ask1": 3.06, "bid_qty1": 2674, "ask_qty1": 1118 }, "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": "2026-07-03T13:15:24", "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": 6.0909, "price_vs_vwap_pct": -3.9551, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0721, "prev_amount_yi": 0.0641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1248, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 5.83, "high": 5.83, "low": 5.83, "close": 5.83, "amount_yi": 0.029 }, { "time": "13:12", "open": 5.82, "high": 5.83, "low": 5.82, "close": 5.83, "amount_yi": 0.009 }, { "time": "13:13", "open": 5.83, "high": 5.84, "low": 5.83, "close": 5.84, "amount_yi": 0.0112 }, { "time": "13:14", "open": 5.84, "high": 5.84, "low": 5.84, "close": 5.84, "amount_yi": 0.016 }, { "time": "13:15", "open": 5.85, "high": 5.85, "low": 5.85, "close": 5.85, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 5.85, "ts": "2026-07-03T13:15:21", "prev_close": 6.04, "open": 6.22, "high": 6.56, "low": 5.71, "bid1": 5.84, "ask1": 5.85, "bid_qty1": 538, "ask_qty1": 560 }, "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 4.1772, "price_vs_vwap_pct": -0.1724, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.007, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 4.16, "high": 4.16, "low": 4.16, "close": 4.16, "amount_yi": 0.0006 }, { "time": "13:11", "open": 4.16, "high": 4.16, "low": 4.16, "close": 4.16, "amount_yi": 0.0002 }, { "time": "13:12", "open": 4.17, "high": 4.17, "low": 4.17, "close": 4.17, "amount_yi": 0.0005 }, { "time": "13:13", "open": 4.17, "high": 4.17, "low": 4.17, "close": 4.17, "amount_yi": 0.0001 }, { "time": "13:14", "open": 4.18, "high": 4.18, "low": 4.17, "close": 4.17, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.17, "ts": "2026-07-03T13:15:21", "prev_close": 4.19, "open": 4.17, "high": 4.25, "low": 4.12, "bid1": 4.17, "ask1": 4.18, "bid_qty1": 605, "ask_qty1": 1426 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 2.8051, "price_vs_vwap_pct": -0.8948, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0138, "prev_amount_yi": 0.0302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.457, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.78, "high": 2.78, "low": 2.78, "close": 2.78, "amount_yi": 0.0071 }, { "time": "13:12", "open": 2.78, "high": 2.79, "low": 2.78, "close": 2.79, "amount_yi": 0.002 }, { "time": "13:13", "open": 2.78, "high": 2.78, "low": 2.78, "close": 2.78, "amount_yi": 0.0022 }, { "time": "13:14", "open": 2.78, "high": 2.78, "low": 2.78, "close": 2.78, "amount_yi": 0.0016 }, { "time": "13:15", "open": 2.78, "high": 2.78, "low": 2.78, "close": 2.78, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.78, "ts": "2026-07-03T13:15:21", "prev_close": 2.79, "open": 2.79, "high": 2.83, "low": 2.77, "bid1": 2.78, "ask1": 2.79, "bid_qty1": 14462, "ask_qty1": 12174 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 4.9333, "price_vs_vwap_pct": -0.8777, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.047, "prev_amount_yi": 0.0185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.014 }, { "time": "13:12", "open": 4.88, "high": 4.89, "low": 4.88, "close": 4.89, "amount_yi": 0.0131 }, { "time": "13:13", "open": 4.89, "high": 4.9, "low": 4.89, "close": 4.9, "amount_yi": 0.0111 }, { "time": "13:14", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0054 }, { "time": "13:15", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.89, "ts": "2026-07-03T13:15:23", "prev_close": 4.9, "open": 4.93, "high": 5.03, "low": 4.84, "bid1": 4.88, "ask1": 4.89, "bid_qty1": 1234, "ask_qty1": 167 }, "previous_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 8.8255, "price_vs_vwap_pct": -1.3087, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0327, "prev_amount_yi": 0.0269, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2156, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 8.71, "high": 8.71, "low": 8.71, "close": 8.71, "amount_yi": 0.0113 }, { "time": "13:12", "open": 8.71, "high": 8.73, "low": 8.71, "close": 8.73, "amount_yi": 0.0097 }, { "time": "13:13", "open": 8.73, "high": 8.73, "low": 8.7, "close": 8.7, "amount_yi": 0.006 }, { "time": "13:14", "open": 8.71, "high": 8.71, "low": 8.71, "close": 8.71, "amount_yi": 0.0046 }, { "time": "13:15", "open": 8.71, "high": 8.71, "low": 8.71, "close": 8.71, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 8.59, "open": 8.47, "high": 9.08, "low": 8.41, "bid1": 8.71, "ask1": 8.72, "bid_qty1": 9, "ask_qty1": 344 }, "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": "2026-07-03T13:15:24", "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": 27.4257, "price_vs_vwap_pct": -2.2814, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1143, "prev_amount_yi": 0.1376, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 27.17, "high": 27.17, "low": 27.17, "close": 27.17, "amount_yi": 0.02 }, { "time": "13:12", "open": 27.14, "high": 27.19, "low": 27.14, "close": 27.19, "amount_yi": 0.0182 }, { "time": "13:13", "open": 27.27, "high": 27.27, "low": 27.22, "close": 27.22, "amount_yi": 0.0164 }, { "time": "13:14", "open": 27.25, "high": 27.25, "low": 27.01, "close": 27.01, "amount_yi": 0.0382 }, { "time": "13:15", "open": 26.8, "high": 26.8, "low": 26.8, "close": 26.8, "amount_yi": 0.0215 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 26.8, "ts": "2026-07-03T13:15:21", "prev_close": 28.25, "open": 27.2, "high": 29.32, "low": 25.5, "bid1": 26.79, "ask1": 26.8, "bid_qty1": 4, "ask_qty1": 31 }, "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": "2026-07-03T13:15:24", "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": 9.9202, "price_vs_vwap_pct": -3.0261, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0027, "prev_amount_yi": 0.0054, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0005 }, { "time": "13:12", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0001 }, { "time": "13:13", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0006 }, { "time": "13:14", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.001 }, { "time": "13:15", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:20", "prev_close": 10.69, "open": 10.52, "high": 10.56, "low": 9.62, "bid1": 0.0, "ask1": 9.62, "bid_qty1": 0, "ask_qty1": 61194 }, "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": "2026-07-03T13:15:24", "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": 17.5511, "price_vs_vwap_pct": -1.3167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1532, "prev_amount_yi": 0.1948, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 17.3, "high": 17.3, "low": 17.29, "close": 17.29, "amount_yi": 0.0273 }, { "time": "13:12", "open": 17.26, "high": 17.27, "low": 17.26, "close": 17.27, "amount_yi": 0.0534 }, { "time": "13:13", "open": 17.27, "high": 17.27, "low": 17.27, "close": 17.27, "amount_yi": 0.0232 }, { "time": "13:14", "open": 17.29, "high": 17.29, "low": 17.29, "close": 17.29, "amount_yi": 0.029 }, { "time": "13:15", "open": 17.32, "high": 17.32, "low": 17.32, "close": 17.32, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 17.32, "ts": "2026-07-03T13:15:23", "prev_close": 17.93, "open": 18.0, "high": 18.35, "low": 17.23, "bid1": 17.32, "ask1": 17.33, "bid_qty1": 40, "ask_qty1": 61 }, "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": "2026-07-03T13:15:24", "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": 8.6325, "price_vs_vwap_pct": 0.0869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0101, "prev_amount_yi": 0.0059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7119, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.63, "high": 8.63, "low": 8.63, "close": 8.63, "amount_yi": 0.0024 }, { "time": "13:12", "open": 8.63, "high": 8.64, "low": 8.63, "close": 8.64, "amount_yi": 0.0023 }, { "time": "13:13", "open": 8.64, "high": 8.64, "low": 8.64, "close": 8.64, "amount_yi": 0.0004 }, { "time": "13:14", "open": 8.64, "high": 8.64, "low": 8.64, "close": 8.64, "amount_yi": 0.0049 }, { "time": "13:15", "open": 8.64, "high": 8.64, "low": 8.64, "close": 8.64, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 8.64, "ts": "2026-07-03T13:15:17", "prev_close": 8.68, "open": 8.68, "high": 8.78, "low": 8.52, "bid1": 8.63, "ask1": 8.64, "bid_qty1": 57, "ask_qty1": 83 }, "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": "2026-07-03T13:15:24", "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": 9.4745, "price_vs_vwap_pct": 1.7468, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0169, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7101, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:11", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.002 }, { "time": "13:12", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0058 }, { "time": "13:13", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0022 }, { "time": "13:14", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0002 }, { "time": "13:15", "open": 9.64, "high": 9.64, "low": 9.64, "close": 9.64, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 8.76, "open": 8.87, "high": 9.64, "low": 8.59, "bid1": 9.63, "ask1": 9.64, "bid_qty1": 190, "ask_qty1": 64 }, "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": "2026-07-03T13:15:24", "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": 6.4602, "price_vs_vwap_pct": -0.3127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0044, "prev_amount_yi": 0.0038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 6.43, "high": 6.43, "low": 6.42, "close": 6.42, "amount_yi": 0.0027 }, { "time": "13:12", "open": 6.43, "high": 6.43, "low": 6.42, "close": 6.42, "amount_yi": 0.0003 }, { "time": "13:13", "open": 6.43, "high": 6.43, "low": 6.43, "close": 6.43, "amount_yi": 0.0001 }, { "time": "13:14", "open": 6.43, "high": 6.44, "low": 6.43, "close": 6.44, "amount_yi": 0.0012 }, { "time": "13:15", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 6.45, "open": 6.48, "high": 6.53, "low": 6.41, "bid1": 6.42, "ask1": 6.43, "bid_qty1": 469, "ask_qty1": 22 }, "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": "2026-07-03T13:15:24", "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": 3.9723, "price_vs_vwap_pct": 0.4456, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0195, "prev_amount_yi": 0.0266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.02, "high": 4.03, "low": 4.02, "close": 4.03, "amount_yi": 0.012 }, { "time": "13:12", "open": 4.02, "high": 4.02, "low": 4.02, "close": 4.02, "amount_yi": 0.0019 }, { "time": "13:13", "open": 4.02, "high": 4.02, "low": 4.02, "close": 4.02, "amount_yi": 0.0014 }, { "time": "13:14", "open": 4.0, "high": 4.0, "low": 3.99, "close": 3.99, "amount_yi": 0.0028 }, { "time": "13:15", "open": 3.99, "high": 3.99, "low": 3.99, "close": 3.99, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.99, "ts": "2026-07-03T13:15:21", "prev_close": 3.8, "open": 3.81, "high": 4.1, "low": 3.8, "bid1": 3.99, "ask1": 4.0, "bid_qty1": 123, "ask_qty1": 382 }, "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": "2026-07-03T13:15:24", "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": 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": 3.3365, "intraday_vwap": 10.3508, "price_vs_vwap_pct": 1.3448, "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": 0.0309, "prev_amount_yi": 0.0145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.131, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.43, "high": 10.43, "low": 10.43, "close": 10.43, "amount_yi": 0.0013 }, { "time": "13:12", "open": 10.45, "high": 10.45, "low": 10.45, "close": 10.45, "amount_yi": 0.0025 }, { "time": "13:13", "open": 10.45, "high": 10.45, "low": 10.45, "close": 10.45, "amount_yi": 0.0018 }, { "time": "13:14", "open": 10.46, "high": 10.49, "low": 10.46, "close": 10.49, "amount_yi": 0.0174 }, { "time": "13:15", "open": 10.49, "high": 10.49, "low": 10.49, "close": 10.49, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 10.49, "ts": "2026-07-03T13:15:21", "prev_close": 10.11, "open": 10.03, "high": 10.55, "low": 10.0, "bid1": 10.48, "ask1": 10.49, "bid_qty1": 104, "ask_qty1": 10 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 9.24, "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": 8.8642, "price_vs_vwap_pct": -1.2883, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0182, "prev_amount_yi": 0.0137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3285, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.76, "high": 8.76, "low": 8.75, "close": 8.75, "amount_yi": 0.0041 }, { "time": "13:12", "open": 8.76, "high": 8.76, "low": 8.76, "close": 8.76, "amount_yi": 0.0042 }, { "time": "13:13", "open": 8.75, "high": 8.75, "low": 8.75, "close": 8.75, "amount_yi": 0.0076 }, { "time": "13:14", "open": 8.76, "high": 8.76, "low": 8.75, "close": 8.75, "amount_yi": 0.0022 }, { "time": "13:15", "open": 8.75, "high": 8.75, "low": 8.75, "close": 8.75, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 8.75, "ts": "2026-07-03T13:15:21", "prev_close": 8.91, "open": 8.97, "high": 8.99, "low": 8.74, "bid1": 8.75, "ask1": 8.76, "bid_qty1": 25, "ask_qty1": 154 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 16.6136, "price_vs_vwap_pct": -1.0449, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0942, "prev_amount_yi": 0.0962, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 16.44, "high": 16.44, "low": 16.42, "close": 16.42, "amount_yi": 0.0285 }, { "time": "13:12", "open": 16.4, "high": 16.4, "low": 16.4, "close": 16.4, "amount_yi": 0.025 }, { "time": "13:13", "open": 16.43, "high": 16.43, "low": 16.42, "close": 16.42, "amount_yi": 0.03 }, { "time": "13:14", "open": 16.45, "high": 16.45, "low": 16.43, "close": 16.43, "amount_yi": 0.0074 }, { "time": "13:15", "open": 16.44, "high": 16.44, "low": 16.44, "close": 16.44, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 16.44, "ts": "2026-07-03T13:15:21", "prev_close": 16.47, "open": 16.71, "high": 17.15, "low": 16.23, "bid1": 16.43, "ask1": 16.44, "bid_qty1": 603, "ask_qty1": 864 }, "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": "2026-07-03T13:15:24", "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": 6.3961, "price_vs_vwap_pct": 0.3737, "energy_floor_hint_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": 0.0035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:08", "open": 6.41, "high": 6.42, "low": 6.41, "close": 6.42, "amount_yi": 0.004 }, { "time": "13:09", "open": 6.42, "high": 6.42, "low": 6.42, "close": 6.42, "amount_yi": 0.0032 }, { "time": "13:10", "open": 6.43, "high": 6.43, "low": 6.42, "close": 6.42, "amount_yi": 0.0012 }, { "time": "13:11", "open": 6.42, "high": 6.42, "low": 6.41, "close": 6.41, "amount_yi": 0.0004 }, { "time": "13:13", "open": 6.42, "high": 6.42, "low": 6.41, "close": 6.41, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": "2026-07-03T13:15:18", "prev_close": 6.31, "open": 6.32, "high": 6.44, "low": 6.28, "bid1": 6.42, "ask1": 6.43, "bid_qty1": 65, "ask_qty1": 148 }, "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": "2026-07-03T13:15:24", "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": 3.8721, "intraday_vwap": 11.7707, "price_vs_vwap_pct": 0.8436, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0034, "prev_amount_yi": 0.0049, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6939, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 11.88, "high": 11.88, "low": 11.88, "close": 11.88, "amount_yi": 0.0004 }, { "time": "13:11", "open": 11.87, "high": 11.87, "low": 11.86, "close": 11.86, "amount_yi": 0.0005 }, { "time": "13:12", "open": 11.87, "high": 11.87, "low": 11.87, "close": 11.87, "amount_yi": 0.0005 }, { "time": "13:13", "open": 11.88, "high": 11.88, "low": 11.88, "close": 11.88, "amount_yi": 0.0007 }, { "time": "13:14", "open": 11.89, "high": 11.89, "low": 11.87, "close": 11.87, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 11.87, "ts": "2026-07-03T13:15:10", "prev_close": 11.6, "open": 11.65, "high": 11.93, "low": 11.55, "bid1": 11.86, "ask1": 11.88, "bid_qty1": 54, "ask_qty1": 29 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 5.49, "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": 4.0816, "intraday_vwap": 5.4586, "price_vs_vwap_pct": -1.2567, "energy_floor_hint_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": 0.0073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.38, "high": 5.39, "low": 5.38, "close": 5.39, "amount_yi": 0.0019 }, { "time": "13:12", "open": 5.38, "high": 5.39, "low": 5.38, "close": 5.39, "amount_yi": 0.0009 }, { "time": "13:13", "open": 5.4, "high": 5.4, "low": 5.39, "close": 5.39, "amount_yi": 0.001 }, { "time": "13:14", "open": 5.39, "high": 5.39, "low": 5.38, "close": 5.38, "amount_yi": 0.0015 }, { "time": "13:15", "open": 5.39, "high": 5.39, "low": 5.39, "close": 5.39, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 5.39, "ts": "2026-07-03T13:15:21", "prev_close": 5.26, "open": 5.22, "high": 5.6, "low": 5.22, "bid1": 5.38, "ask1": 5.39, "bid_qty1": 586, "ask_qty1": 72 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 9.4429, "price_vs_vwap_pct": -1.7251, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0338, "prev_amount_yi": 0.0144, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3472, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 9.29, "high": 9.29, "low": 9.28, "close": 9.28, "amount_yi": 0.0121 }, { "time": "13:12", "open": 9.27, "high": 9.28, "low": 9.27, "close": 9.28, "amount_yi": 0.005 }, { "time": "13:13", "open": 9.3, "high": 9.3, "low": 9.29, "close": 9.29, "amount_yi": 0.0072 }, { "time": "13:14", "open": 9.29, "high": 9.29, "low": 9.28, "close": 9.28, "amount_yi": 0.0072 }, { "time": "13:15", "open": 9.28, "high": 9.28, "low": 9.28, "close": 9.28, "amount_yi": 0.0023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 9.28, "ts": "2026-07-03T13:15:21", "prev_close": 9.53, "open": 9.63, "high": 9.91, "low": 9.1, "bid1": 9.28, "ask1": 9.29, "bid_qty1": 117, "ask_qty1": 235 }, "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": "2026-07-03T13:15:24", "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": 4.546, "price_vs_vwap_pct": -2.5517, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.0256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9336, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 4.43, "high": 4.43, "low": 4.42, "close": 4.42, "amount_yi": 0.0073 }, { "time": "13:12", "open": 4.43, "high": 4.43, "low": 4.42, "close": 4.42, "amount_yi": 0.0081 }, { "time": "13:13", "open": 4.43, "high": 4.43, "low": 4.43, "close": 4.43, "amount_yi": 0.0062 }, { "time": "13:14", "open": 4.42, "high": 4.43, "low": 4.42, "close": 4.43, "amount_yi": 0.0021 }, { "time": "13:15", "open": 4.43, "high": 4.43, "low": 4.43, "close": 4.43, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.43, "ts": "2026-07-03T13:15:21", "prev_close": 4.91, "open": 4.8, "high": 4.87, "low": 4.42, "bid1": 4.42, "ask1": 4.43, "bid_qty1": 10495, "ask_qty1": 1244 }, "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": "2026-07-03T13:15:24", "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": 7.8289, "price_vs_vwap_pct": -0.1137, "energy_floor_hint_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": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6092, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 7.84, "high": 7.84, "low": 7.84, "close": 7.84, "amount_yi": 0.0016 }, { "time": "13:12", "open": 7.83, "high": 7.84, "low": 7.83, "close": 7.84, "amount_yi": 0.0023 }, { "time": "13:13", "open": 7.84, "high": 7.84, "low": 7.83, "close": 7.83, "amount_yi": 0.0027 }, { "time": "13:14", "open": 7.84, "high": 7.84, "low": 7.82, "close": 7.82, "amount_yi": 0.0066 }, { "time": "13:15", "open": 7.82, "high": 7.82, "low": 7.82, "close": 7.82, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 7.82, "ts": "2026-07-03T13:15:21", "prev_close": 7.83, "open": 7.83, "high": 7.91, "low": 7.76, "bid1": 7.82, "ask1": 7.83, "bid_qty1": 238, "ask_qty1": 419 }, "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": "2026-07-03T13:15:24", "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": 3.4389, "intraday_vwap": 11.0515, "price_vs_vwap_pct": -0.0136, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0046, "prev_amount_yi": 0.0069, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 11.05, "high": 11.06, "low": 11.05, "close": 11.06, "amount_yi": 0.0006 }, { "time": "13:12", "open": 11.06, "high": 11.06, "low": 11.05, "close": 11.05, "amount_yi": 0.0009 }, { "time": "13:13", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.0016 }, { "time": "13:14", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.0014 }, { "time": "13:15", "open": 11.05, "high": 11.05, "low": 11.05, "close": 11.05, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 11.05, "ts": "2026-07-03T13:15:21", "prev_close": 10.85, "open": 10.87, "high": 11.17, "low": 10.73, "bid1": 11.04, "ask1": 11.05, "bid_qty1": 149, "ask_qty1": 2 }, "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": "2026-07-03T13:15:24", "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": 2.7481, "price_vs_vwap_pct": 0.0691, "energy_floor_hint_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": 0.0118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 2.73, "high": 2.73, "low": 2.73, "close": 2.73, "amount_yi": 0.0003 }, { "time": "13:11", "open": 2.73, "high": 2.73, "low": 2.73, "close": 2.73, "amount_yi": 0.0002 }, { "time": "13:13", "open": 2.74, "high": 2.74, "low": 2.73, "close": 2.73, "amount_yi": 0.002 }, { "time": "13:14", "open": 2.74, "high": 2.74, "low": 2.74, "close": 2.74, "amount_yi": 0.0068 }, { "time": "13:15", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.75, "ts": "2026-07-03T13:15:09", "prev_close": 2.73, "open": 2.71, "high": 2.82, "low": 2.69, "bid1": 2.74, "ask1": 2.75, "bid_qty1": 377, "ask_qty1": 774 }, "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": "2026-07-03T13:15:24", "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": 1.3659, "price_vs_vwap_pct": 1.0323, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0405, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.617, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 1.37, "high": 1.37, "low": 1.37, "close": 1.37, "amount_yi": 0.0031 }, { "time": "13:12", "open": 1.37, "high": 1.38, "low": 1.37, "close": 1.38, "amount_yi": 0.0361 }, { "time": "13:13", "open": 1.38, "high": 1.38, "low": 1.38, "close": 1.38, "amount_yi": 0.0009 }, { "time": "13:14", "open": 1.38, "high": 1.38, "low": 1.37, "close": 1.37, "amount_yi": 0.0002 }, { "time": "13:15", "open": 1.38, "high": 1.38, "low": 1.38, "close": 1.38, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 1.38, "ts": "2026-07-03T13:15:21", "prev_close": 1.36, "open": 1.36, "high": 1.38, "low": 1.35, "bid1": 1.37, "ask1": 1.38, "bid_qty1": 12649, "ask_qty1": 34407 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 5.7113, "price_vs_vwap_pct": -0.548, "energy_floor_hint_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": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:09", "open": 5.67, "high": 5.7, "low": 5.67, "close": 5.7, "amount_yi": 0.0017 }, { "time": "13:10", "open": 5.69, "high": 5.7, "low": 5.69, "close": 5.7, "amount_yi": 0.0003 }, { "time": "13:11", "open": 5.69, "high": 5.69, "low": 5.68, "close": 5.68, "amount_yi": 0.0006 }, { "time": "13:12", "open": 5.68, "high": 5.68, "low": 5.68, "close": 5.68, "amount_yi": 0.0001 }, { "time": "13:14", "open": 5.68, "high": 5.68, "low": 5.68, "close": 5.68, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 5.68, "ts": "2026-07-03T13:15:18", "prev_close": 5.69, "open": 5.71, "high": 5.77, "low": 5.65, "bid1": 5.68, "ask1": 5.69, "bid_qty1": 209, "ask_qty1": 206 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 12.9667, "price_vs_vwap_pct": 0.0254, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0372, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 12.96, "high": 12.96, "low": 12.96, "close": 12.96, "amount_yi": 0.0084 }, { "time": "13:12", "open": 12.96, "high": 12.96, "low": 12.96, "close": 12.96, "amount_yi": 0.0017 }, { "time": "13:13", "open": 12.97, "high": 12.97, "low": 12.97, "close": 12.97, "amount_yi": 0.0125 }, { "time": "13:14", "open": 12.97, "high": 12.98, "low": 12.97, "close": 12.98, "amount_yi": 0.0103 }, { "time": "13:15", "open": 12.97, "high": 12.97, "low": 12.97, "close": 12.97, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 12.97, "ts": "2026-07-03T13:15:21", "prev_close": 13.04, "open": 13.01, "high": 13.15, "low": 12.85, "bid1": 12.97, "ask1": 12.98, "bid_qty1": 105, "ask_qty1": 47 }, "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": "2026-07-03T13:15:24", "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": 12.2574, "price_vs_vwap_pct": 0.1844, "energy_floor_hint_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": 0.0055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 12.29, "high": 12.29, "low": 12.27, "close": 12.27, "amount_yi": 0.0015 }, { "time": "13:11", "open": 12.27, "high": 12.27, "low": 12.27, "close": 12.27, "amount_yi": 0.0005 }, { "time": "13:13", "open": 12.28, "high": 12.28, "low": 12.27, "close": 12.27, "amount_yi": 0.0014 }, { "time": "13:14", "open": 12.27, "high": 12.27, "low": 12.27, "close": 12.27, "amount_yi": 0.001 }, { "time": "13:15", "open": 12.28, "high": 12.28, "low": 12.28, "close": 12.28, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 12.28, "ts": "2026-07-03T13:15:21", "prev_close": 11.96, "open": 12.04, "high": 12.42, "low": 11.97, "bid1": 12.27, "ask1": 12.29, "bid_qty1": 13, "ask_qty1": 20 }, "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": "2026-07-03T13:15:24", "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": 10.5303, "price_vs_vwap_pct": -1.5223, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0709, "prev_amount_yi": 0.0504, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4067, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.38, "high": 10.38, "low": 10.37, "close": 10.37, "amount_yi": 0.0167 }, { "time": "13:12", "open": 10.36, "high": 10.37, "low": 10.36, "close": 10.37, "amount_yi": 0.0116 }, { "time": "13:13", "open": 10.38, "high": 10.39, "low": 10.38, "close": 10.39, "amount_yi": 0.0195 }, { "time": "13:14", "open": 10.38, "high": 10.38, "low": 10.36, "close": 10.36, "amount_yi": 0.0174 }, { "time": "13:15", "open": 10.37, "high": 10.37, "low": 10.37, "close": 10.37, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 10.37, "ts": "2026-07-03T13:15:21", "prev_close": 11.16, "open": 11.0, "high": 11.14, "low": 10.21, "bid1": 10.36, "ask1": 10.37, "bid_qty1": 1480, "ask_qty1": 218 }, "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": "2026-07-03T13:15:24", "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": 3.8557, "intraday_vwap": 7.9553, "price_vs_vwap_pct": 0.8133, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0109, "prev_amount_yi": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.01, "high": 8.02, "low": 8.01, "close": 8.02, "amount_yi": 0.0074 }, { "time": "13:12", "open": 8.03, "high": 8.03, "low": 8.03, "close": 8.03, "amount_yi": 0.0006 }, { "time": "13:13", "open": 8.04, "high": 8.04, "low": 8.03, "close": 8.03, "amount_yi": 0.0006 }, { "time": "13:14", "open": 8.04, "high": 8.04, "low": 8.04, "close": 8.04, "amount_yi": 0.0015 }, { "time": "13:15", "open": 8.02, "high": 8.02, "low": 8.02, "close": 8.02, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 8.02, "ts": "2026-07-03T13:15:21", "prev_close": 7.85, "open": 7.87, "high": 8.07, "low": 7.8, "bid1": 8.02, "ask1": 8.04, "bid_qty1": 81, "ask_qty1": 193 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 6.05, "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": 5.6841, "price_vs_vwap_pct": 0.9834, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0157, "prev_amount_yi": 0.0406, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3867, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.74, "high": 5.74, "low": 5.73, "close": 5.73, "amount_yi": 0.0046 }, { "time": "13:12", "open": 5.73, "high": 5.74, "low": 5.73, "close": 5.74, "amount_yi": 0.002 }, { "time": "13:13", "open": 5.73, "high": 5.74, "low": 5.73, "close": 5.74, "amount_yi": 0.0037 }, { "time": "13:14", "open": 5.74, "high": 5.74, "low": 5.73, "close": 5.73, "amount_yi": 0.0024 }, { "time": "13:15", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 5.61, "open": 5.58, "high": 5.75, "low": 5.57, "bid1": 5.73, "ask1": 5.74, "bid_qty1": 160, "ask_qty1": 921 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 4.8893, "price_vs_vwap_pct": -0.3947, "energy_floor_hint_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": 0.0152, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 4.87, "high": 4.87, "low": 4.86, "close": 4.86, "amount_yi": 0.0014 }, { "time": "13:11", "open": 4.87, "high": 4.87, "low": 4.86, "close": 4.86, "amount_yi": 0.0012 }, { "time": "13:12", "open": 4.86, "high": 4.86, "low": 4.86, "close": 4.86, "amount_yi": 0.0005 }, { "time": "13:13", "open": 4.86, "high": 4.86, "low": 4.86, "close": 4.86, "amount_yi": 0.0001 }, { "time": "13:14", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.87, "ts": "2026-07-03T13:15:21", "prev_close": 4.9, "open": 4.89, "high": 4.96, "low": 4.82, "bid1": 4.87, "ask1": 4.88, "bid_qty1": 866, "ask_qty1": 1009 }, "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": "2026-07-03T13:15:24", "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": 4.0109, "intraday_vwap": 10.8688, "price_vs_vwap_pct": 0.8391, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0152, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.974, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.93, "high": 10.93, "low": 10.92, "close": 10.92, "amount_yi": 0.0008 }, { "time": "13:12", "open": 10.93, "high": 10.94, "low": 10.93, "close": 10.94, "amount_yi": 0.0041 }, { "time": "13:13", "open": 10.94, "high": 10.95, "low": 10.94, "close": 10.95, "amount_yi": 0.0022 }, { "time": "13:14", "open": 10.97, "high": 10.97, "low": 10.95, "close": 10.95, "amount_yi": 0.0078 }, { "time": "13:15", "open": 10.96, "high": 10.96, "low": 10.96, "close": 10.96, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 10.96, "ts": "2026-07-03T13:15:21", "prev_close": 10.63, "open": 10.7, "high": 10.98, "low": 10.67, "bid1": 10.96, "ask1": 10.97, "bid_qty1": 25, "ask_qty1": 124 }, "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": "2026-07-03T13:15:24", "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": 2.7644, "price_vs_vwap_pct": -0.8827, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0022, "prev_amount_yi": 0.0036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.74, "high": 2.75, "low": 2.74, "close": 2.75, "amount_yi": 0.0003 }, { "time": "13:12", "open": 2.75, "high": 2.75, "low": 2.75, "close": 2.75, "amount_yi": 0.0004 }, { "time": "13:13", "open": 2.74, "high": 2.74, "low": 2.74, "close": 2.74, "amount_yi": 0.0003 }, { "time": "13:14", "open": 2.75, "high": 2.75, "low": 2.74, "close": 2.74, "amount_yi": 0.0011 }, { "time": "13:15", "open": 2.74, "high": 2.74, "low": 2.74, "close": 2.74, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 2.78, "open": 2.8, "high": 2.8, "low": 2.73, "bid1": 2.74, "ask1": 2.75, "bid_qty1": 6550, "ask_qty1": 6092 }, "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": "2026-07-03T13:15:24", "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": 6.6643, "price_vs_vwap_pct": -0.3646, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.015, "prev_amount_yi": 0.0139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 6.65, "high": 6.65, "low": 6.64, "close": 6.64, "amount_yi": 0.0057 }, { "time": "13:12", "open": 6.64, "high": 6.65, "low": 6.64, "close": 6.65, "amount_yi": 0.0035 }, { "time": "13:13", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0035 }, { "time": "13:14", "open": 6.66, "high": 6.66, "low": 6.65, "close": 6.65, "amount_yi": 0.0009 }, { "time": "13:15", "open": 6.64, "high": 6.64, "low": 6.64, "close": 6.64, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.64, "ts": "2026-07-03T13:15:21", "prev_close": 6.76, "open": 6.75, "high": 6.81, "low": 6.57, "bid1": 6.64, "ask1": 6.65, "bid_qty1": 223, "ask_qty1": 247 }, "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": "TOUCHED", "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": "2026-07-03T13:15:24", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "intraday_vwap": 7.857, "price_vs_vwap_pct": 2.8382, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0481, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.06, "high": 8.06, "low": 8.05, "close": 8.05, "amount_yi": 0.0099 }, { "time": "13:12", "open": 8.08, "high": 8.08, "low": 8.07, "close": 8.07, "amount_yi": 0.0113 }, { "time": "13:13", "open": 8.09, "high": 8.09, "low": 8.06, "close": 8.06, "amount_yi": 0.017 }, { "time": "13:14", "open": 8.09, "high": 8.09, "low": 8.07, "close": 8.07, "amount_yi": 0.0058 }, { "time": "13:15", "open": 8.08, "high": 8.08, "low": 8.08, "close": 8.08, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 8.08, "ts": "2026-07-03T13:15:21", "prev_close": 7.54, "open": 7.52, "high": 8.1, "low": 7.52, "bid1": 8.07, "ask1": 8.08, "bid_qty1": 207, "ask_qty1": 56 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-03T13:15:24", "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": 6.4135, "price_vs_vwap_pct": 0.5691, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0129, "prev_amount_yi": 0.0071, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 6.45, "high": 6.45, "low": 6.44, "close": 6.44, "amount_yi": 0.0023 }, { "time": "13:12", "open": 6.44, "high": 6.44, "low": 6.44, "close": 6.44, "amount_yi": 0.0035 }, { "time": "13:13", "open": 6.46, "high": 6.46, "low": 6.45, "close": 6.45, "amount_yi": 0.0052 }, { "time": "13:14", "open": 6.44, "high": 6.45, "low": 6.44, "close": 6.45, "amount_yi": 0.0017 }, { "time": "13:15", "open": 6.45, "high": 6.45, "low": 6.45, "close": 6.45, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.45, "ts": "2026-07-03T13:15:21", "prev_close": 6.3, "open": 6.33, "high": 6.48, "low": 6.28, "bid1": 6.45, "ask1": 6.46, "bid_qty1": 19, "ask_qty1": 292 }, "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": "2026-07-03T13:15:24", "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": 17.1632, "price_vs_vwap_pct": 0.6805, "energy_floor_hint_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": 0.002, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 17.18, "high": 17.19, "low": 17.18, "close": 17.19, "amount_yi": 0.0003 }, { "time": "13:12", "open": 17.21, "high": 17.21, "low": 17.21, "close": 17.21, "amount_yi": 0.0006 }, { "time": "13:13", "open": 17.22, "high": 17.22, "low": 17.19, "close": 17.19, "amount_yi": 0.0033 }, { "time": "13:14", "open": 17.28, "high": 17.28, "low": 17.27, "close": 17.27, "amount_yi": 0.0016 }, { "time": "13:15", "open": 17.28, "high": 17.28, "low": 17.28, "close": 17.28, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 17.28, "ts": "2026-07-03T13:15:20", "prev_close": 16.9, "open": 17.04, "high": 17.39, "low": 16.87, "bid1": 17.22, "ask1": 17.3, "bid_qty1": 16, "ask_qty1": 62 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "sim_reason": "minute_energy_amount_too_low", "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": 3.4428, "intraday_vwap": 12.3862, "price_vs_vwap_pct": 0.838, "energy_floor_hint_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": 0.0129, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0025 }, { "time": "13:12", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0088 }, { "time": "13:13", "open": 12.47, "high": 12.47, "low": 12.46, "close": 12.46, "amount_yi": 0.0017 }, { "time": "13:14", "open": 12.47, "high": 12.47, "low": 12.47, "close": 12.47, "amount_yi": 0.0004 }, { "time": "13:15", "open": 12.49, "high": 12.49, "low": 12.49, "close": 12.49, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 12.49, "ts": "2026-07-03T13:15:21", "prev_close": 12.14, "open": 12.19, "high": 12.5, "low": 12.16, "bid1": 12.48, "ask1": 12.49, "bid_qty1": 26, "ask_qty1": 212 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 4.9347, "price_vs_vwap_pct": -0.2979, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0752, "prev_amount_yi": 0.0423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.91, "high": 4.91, "low": 4.9, "close": 4.9, "amount_yi": 0.0204 }, { "time": "13:12", "open": 4.9, "high": 4.9, "low": 4.9, "close": 4.9, "amount_yi": 0.0115 }, { "time": "13:13", "open": 4.91, "high": 4.92, "low": 4.91, "close": 4.92, "amount_yi": 0.0251 }, { "time": "13:14", "open": 4.92, "high": 4.92, "low": 4.91, "close": 4.91, "amount_yi": 0.0114 }, { "time": "13:15", "open": 4.92, "high": 4.92, "low": 4.92, "close": 4.92, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.92, "ts": "2026-07-03T13:15:21", "prev_close": 5.05, "open": 5.1, "high": 5.11, "low": 4.84, "bid1": 4.91, "ask1": 4.92, "bid_qty1": 337, "ask_qty1": 2083 }, "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": "TOUCHED", "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": "2026-07-03T13:15:24", "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": 5.86, "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": null, "intraday_vwap": 5.735, "price_vs_vwap_pct": 3.5745, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0234, "prev_amount_yi": 0.019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.94, "high": 5.94, "low": 5.92, "close": 5.92, "amount_yi": 0.0018 }, { "time": "13:12", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0017 }, { "time": "13:13", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.0035 }, { "time": "13:14", "open": 5.91, "high": 5.92, "low": 5.91, "close": 5.92, "amount_yi": 0.0041 }, { "time": "13:15", "open": 5.94, "high": 5.94, "low": 5.94, "close": 5.94, "amount_yi": 0.0123 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 5.94, "ts": "2026-07-03T13:15:22", "prev_close": 5.48, "open": 5.49, "high": 5.95, "low": 5.47, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 50, "ask_qty1": 28 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-03T13:15:24", "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": 10.2895, "price_vs_vwap_pct": 0.1992, "energy_floor_hint_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": 0.002, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.45, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 10.28, "high": 10.3, "low": 10.28, "close": 10.3, "amount_yi": 0.0022 }, { "time": "13:12", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0003 }, { "time": "13:13", "open": 10.29, "high": 10.3, "low": 10.29, "close": 10.3, "amount_yi": 0.0002 }, { "time": "13:14", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0021 }, { "time": "13:15", "open": 10.31, "high": 10.31, "low": 10.31, "close": 10.31, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:20", "prev_close": 10.15, "open": 10.29, "high": 10.46, "low": 10.15, "bid1": 10.3, "ask1": 10.31, "bid_qty1": 9, "ask_qty1": 10 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 2.37, "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": 2.2199, "price_vs_vwap_pct": 0.9054, "energy_floor_hint_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": 0.0125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.928, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.22, "high": 2.23, "low": 2.22, "close": 2.23, "amount_yi": 0.0044 }, { "time": "13:12", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.0036 }, { "time": "13:13", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.0004 }, { "time": "13:14", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.002 }, { "time": "13:15", "open": 2.24, "high": 2.24, "low": 2.24, "close": 2.24, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.24, "ts": "2026-07-03T13:15:21", "prev_close": 2.22, "open": 2.22, "high": 2.25, "low": 2.18, "bid1": 2.23, "ask1": 2.24, "bid_qty1": 1741, "ask_qty1": 1487 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 2.8589, "price_vs_vwap_pct": 0.0385, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0092, "prev_amount_yi": 0.0192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 2.86, "high": 2.86, "low": 2.86, "close": 2.86, "amount_yi": 0.0002 }, { "time": "13:11", "open": 2.86, "high": 2.86, "low": 2.85, "close": 2.85, "amount_yi": 0.0003 }, { "time": "13:13", "open": 2.86, "high": 2.86, "low": 2.86, "close": 2.86, "amount_yi": 0.0001 }, { "time": "13:14", "open": 2.86, "high": 2.86, "low": 2.86, "close": 2.86, "amount_yi": 0.0058 }, { "time": "13:15", "open": 2.86, "high": 2.86, "low": 2.86, "close": 2.86, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.86, "ts": "2026-07-03T13:15:22", "prev_close": 2.85, "open": 2.85, "high": 2.89, "low": 2.83, "bid1": 2.86, "ask1": 2.87, "bid_qty1": 17, "ask_qty1": 4242 }, "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": "2026-07-03T13:15:24", "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": 3.3023, "intraday_vwap": 11.7908, "price_vs_vwap_pct": 0.078, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0026, "prev_amount_yi": 0.0045, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 11.79, "high": 11.79, "low": 11.79, "close": 11.79, "amount_yi": 0.0001 }, { "time": "13:11", "open": 11.79, "high": 11.79, "low": 11.79, "close": 11.79, "amount_yi": 0.0004 }, { "time": "13:12", "open": 11.77, "high": 11.78, "low": 11.77, "close": 11.78, "amount_yi": 0.0005 }, { "time": "13:13", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.0003 }, { "time": "13:14", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 11.8, "ts": "2026-07-03T13:15:21", "prev_close": 11.63, "open": 11.59, "high": 11.92, "low": 11.59, "bid1": 11.8, "ask1": 11.81, "bid_qty1": 29, "ask_qty1": 53 }, "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 15.5494, "price_vs_vwap_pct": -0.0605, "energy_floor_hint_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": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 15.53, "high": 15.53, "low": 15.52, "close": 15.52, "amount_yi": 0.0024 }, { "time": "13:12", "open": 15.53, "high": 15.54, "low": 15.53, "close": 15.54, "amount_yi": 0.0033 }, { "time": "13:13", "open": 15.51, "high": 15.55, "low": 15.51, "close": 15.55, "amount_yi": 0.0025 }, { "time": "13:14", "open": 15.55, "high": 15.55, "low": 15.53, "close": 15.53, "amount_yi": 0.0019 }, { "time": "13:15", "open": 15.54, "high": 15.54, "low": 15.54, "close": 15.54, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 15.54, "ts": "2026-07-03T13:15:21", "prev_close": 15.31, "open": 15.35, "high": 15.7, "low": 15.3, "bid1": 15.52, "ask1": 15.55, "bid_qty1": 9, "ask_qty1": 78 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 10.73, "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": 10.2641, "price_vs_vwap_pct": 0.8369, "energy_floor_hint_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": 0.0086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.27, "high": 10.28, "low": 10.27, "close": 10.28, "amount_yi": 0.0012 }, { "time": "13:12", "open": 10.27, "high": 10.28, "low": 10.27, "close": 10.28, "amount_yi": 0.0016 }, { "time": "13:13", "open": 10.29, "high": 10.29, "low": 10.29, "close": 10.29, "amount_yi": 0.0018 }, { "time": "13:14", "open": 10.32, "high": 10.32, "low": 10.32, "close": 10.32, "amount_yi": 0.0022 }, { "time": "13:15", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 10.15, "open": 10.25, "high": 10.41, "low": 10.1, "bid1": 10.32, "ask1": 10.34, "bid_qty1": 13, "ask_qty1": 17 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 3.46, "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": 3.311, "price_vs_vwap_pct": -0.3322, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0051, "prev_amount_yi": 0.0116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4397, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:09", "open": 3.3, "high": 3.31, "low": 3.3, "close": 3.31, "amount_yi": 0.0019 }, { "time": "13:10", "open": 3.3, "high": 3.3, "low": 3.3, "close": 3.3, "amount_yi": 0.0005 }, { "time": "13:11", "open": 3.3, "high": 3.3, "low": 3.3, "close": 3.3, "amount_yi": 0.0006 }, { "time": "13:12", "open": 3.3, "high": 3.3, "low": 3.3, "close": 3.3, "amount_yi": 0.0019 }, { "time": "13:14", "open": 3.31, "high": 3.31, "low": 3.3, "close": 3.3, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.3, "ts": "2026-07-03T13:15:17", "prev_close": 3.28, "open": 3.27, "high": 3.35, "low": 3.26, "bid1": 3.3, "ask1": 3.31, "bid_qty1": 434, "ask_qty1": 733 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 2.6143, "price_vs_vwap_pct": 0.6005, "energy_floor_hint_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": 0.0052, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3269, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.62, "high": 2.62, "low": 2.61, "close": 2.61, "amount_yi": 0.0004 }, { "time": "13:12", "open": 2.62, "high": 2.62, "low": 2.62, "close": 2.62, "amount_yi": 0.0003 }, { "time": "13:13", "open": 2.61, "high": 2.62, "low": 2.61, "close": 2.62, "amount_yi": 0.0004 }, { "time": "13:14", "open": 2.62, "high": 2.62, "low": 2.62, "close": 2.62, "amount_yi": 0.0018 }, { "time": "13:15", "open": 2.63, "high": 2.63, "low": 2.63, "close": 2.63, "amount_yi": 0.004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.63, "ts": "2026-07-03T13:15:21", "prev_close": 2.61, "open": 2.64, "high": 2.65, "low": 2.57, "bid1": 2.62, "ask1": 2.63, "bid_qty1": 668, "ask_qty1": 1365 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 6.9821, "price_vs_vwap_pct": -0.1733, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0038, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 6.96, "high": 6.97, "low": 6.96, "close": 6.97, "amount_yi": 0.0005 }, { "time": "13:11", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0006 }, { "time": "13:12", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0022 }, { "time": "13:13", "open": 6.98, "high": 6.98, "low": 6.97, "close": 6.97, "amount_yi": 0.0003 }, { "time": "13:15", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.97, "ts": "2026-07-03T13:15:21", "prev_close": 6.96, "open": 6.97, "high": 7.12, "low": 6.89, "bid1": 6.97, "ask1": 6.98, "bid_qty1": 110, "ask_qty1": 254 }, "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": "2026-07-03T13:15:24", "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": 5.447, "price_vs_vwap_pct": 0.0551, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0107, "prev_amount_yi": 0.0159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.673, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.45, "high": 5.45, "low": 5.45, "close": 5.45, "amount_yi": 0.0011 }, { "time": "13:12", "open": 5.44, "high": 5.46, "low": 5.44, "close": 5.46, "amount_yi": 0.0018 }, { "time": "13:13", "open": 5.45, "high": 5.45, "low": 5.45, "close": 5.45, "amount_yi": 0.0057 }, { "time": "13:14", "open": 5.46, "high": 5.46, "low": 5.45, "close": 5.45, "amount_yi": 0.002 }, { "time": "13:15", "open": 5.45, "high": 5.45, "low": 5.45, "close": 5.45, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 5.45, "ts": "2026-07-03T13:15:21", "prev_close": 5.35, "open": 5.38, "high": 5.5, "low": 5.36, "bid1": 5.45, "ask1": 5.46, "bid_qty1": 272, "ask_qty1": 619 }, "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": "2026-07-03T13:15:24", "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": 3.0386, "price_vs_vwap_pct": -0.283, "energy_floor_hint_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": 0.0297, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.0014 }, { "time": "13:12", "open": 3.03, "high": 3.04, "low": 3.03, "close": 3.04, "amount_yi": 0.0009 }, { "time": "13:13", "open": 3.04, "high": 3.04, "low": 3.03, "close": 3.03, "amount_yi": 0.0009 }, { "time": "13:14", "open": 3.03, "high": 3.04, "low": 3.03, "close": 3.04, "amount_yi": 0.0025 }, { "time": "13:15", "open": 3.03, "high": 3.03, "low": 3.03, "close": 3.03, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 3.04, "open": 3.05, "high": 3.08, "low": 3.0, "bid1": 3.03, "ask1": 3.04, "bid_qty1": 2460, "ask_qty1": 6034 }, "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": "2026-07-03T13:15:24", "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": 4.6746, "price_vs_vwap_pct": 0.9712, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0078, "prev_amount_yi": 0.0082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.69, "high": 4.7, "low": 4.69, "close": 4.7, "amount_yi": 0.0023 }, { "time": "13:12", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0005 }, { "time": "13:13", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0003 }, { "time": "13:14", "open": 4.71, "high": 4.71, "low": 4.71, "close": 4.71, "amount_yi": 0.0019 }, { "time": "13:15", "open": 4.72, "high": 4.72, "low": 4.72, "close": 4.72, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.72, "ts": "2026-07-03T13:15:21", "prev_close": 4.6, "open": 4.65, "high": 4.75, "low": 4.6, "bid1": 4.71, "ask1": 4.72, "bid_qty1": 138, "ask_qty1": 26 }, "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 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": null, "intraday_vwap": 6.7214, "price_vs_vwap_pct": 0.4255, "energy_floor_hint_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": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9032, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 6.74, "high": 6.74, "low": 6.74, "close": 6.74, "amount_yi": 0.0008 }, { "time": "13:12", "open": 6.74, "high": 6.74, "low": 6.74, "close": 6.74, "amount_yi": 0.0016 }, { "time": "13:13", "open": 6.74, "high": 6.75, "low": 6.74, "close": 6.75, "amount_yi": 0.0002 }, { "time": "13:14", "open": 6.75, "high": 6.75, "low": 6.75, "close": 6.75, "amount_yi": 0.0001 }, { "time": "13:15", "open": 6.75, "high": 6.75, "low": 6.75, "close": 6.75, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.75, "ts": "2026-07-03T13:15:09", "prev_close": 6.6, "open": 6.66, "high": 6.81, "low": 6.61, "bid1": 6.74, "ask1": 6.75, "bid_qty1": 56, "ask_qty1": 131 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "TOUCHED", "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": "2026-07-03T13:15:24", "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": 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": null, "intraday_vwap": 8.2678, "price_vs_vwap_pct": 1.599, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0089, "prev_amount_yi": 0.0084, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0595, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.38, "high": 8.38, "low": 8.38, "close": 8.38, "amount_yi": 0.0019 }, { "time": "13:12", "open": 8.37, "high": 8.38, "low": 8.37, "close": 8.38, "amount_yi": 0.0025 }, { "time": "13:13", "open": 8.4, "high": 8.4, "low": 8.4, "close": 8.4, "amount_yi": 0.0018 }, { "time": "13:14", "open": 8.4, "high": 8.4, "low": 8.4, "close": 8.4, "amount_yi": 0.002 }, { "time": "13:15", "open": 8.4, "high": 8.4, "low": 8.4, "close": 8.4, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 8.4, "ts": "2026-07-03T13:15:21", "prev_close": 8.12, "open": 8.16, "high": 8.46, "low": 8.11, "bid1": 8.39, "ask1": 8.4, "bid_qty1": 6, "ask_qty1": 108 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 3.5526, "price_vs_vwap_pct": -0.0732, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0086, "prev_amount_yi": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6226, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 3.54, "high": 3.54, "low": 3.54, "close": 3.54, "amount_yi": 0.0044 }, { "time": "13:12", "open": 3.54, "high": 3.54, "low": 3.54, "close": 3.54, "amount_yi": 0.0025 }, { "time": "13:13", "open": 3.55, "high": 3.55, "low": 3.54, "close": 3.54, "amount_yi": 0.0012 }, { "time": "13:14", "open": 3.54, "high": 3.54, "low": 3.54, "close": 3.54, "amount_yi": 0.0003 }, { "time": "13:15", "open": 3.55, "high": 3.55, "low": 3.55, "close": 3.55, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.55, "ts": "2026-07-03T13:15:21", "prev_close": 3.54, "open": 3.55, "high": 3.6, "low": 3.51, "bid1": 3.54, "ask1": 3.55, "bid_qty1": 407, "ask_qty1": 1235 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 3.1775, "price_vs_vwap_pct": -1.1802, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0057, "prev_amount_yi": 0.0059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 3.15, "high": 3.15, "low": 3.15, "close": 3.15, "amount_yi": 0.0003 }, { "time": "13:11", "open": 3.14, "high": 3.14, "low": 3.14, "close": 3.14, "amount_yi": 0.0006 }, { "time": "13:12", "open": 3.14, "high": 3.14, "low": 3.14, "close": 3.14, "amount_yi": 0.0041 }, { "time": "13:13", "open": 3.14, "high": 3.14, "low": 3.14, "close": 3.14, "amount_yi": 0.0002 }, { "time": "13:14", "open": 3.14, "high": 3.14, "low": 3.14, "close": 3.14, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.14, "ts": "2026-07-03T13:15:21", "prev_close": 3.15, "open": 3.16, "high": 3.25, "low": 3.11, "bid1": 3.14, "ask1": 3.15, "bid_qty1": 984, "ask_qty1": 1484 }, "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": "2026-07-03T13:15:24", "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": 4.1995, "intraday_vwap": 3.7653, "price_vs_vwap_pct": 1.1872, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0315, "prev_amount_yi": 0.0326, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9663, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 3.8, "high": 3.8, "low": 3.8, "close": 3.8, "amount_yi": 0.0129 }, { "time": "13:12", "open": 3.81, "high": 3.81, "low": 3.81, "close": 3.81, "amount_yi": 0.0056 }, { "time": "13:13", "open": 3.81, "high": 3.82, "low": 3.81, "close": 3.82, "amount_yi": 0.0053 }, { "time": "13:14", "open": 3.8, "high": 3.8, "low": 3.8, "close": 3.8, "amount_yi": 0.0067 }, { "time": "13:15", "open": 3.81, "high": 3.81, "low": 3.81, "close": 3.81, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 3.81, "ts": "2026-07-03T13:15:21", "prev_close": 3.67, "open": 3.69, "high": 3.82, "low": 3.67, "bid1": 3.8, "ask1": 3.81, "bid_qty1": 1586, "ask_qty1": 588 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 3.0664, "intraday_vwap": 5.8356, "price_vs_vwap_pct": 0.5895, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0179, "prev_amount_yi": 0.0267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6704, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.87, "high": 5.87, "low": 5.87, "close": 5.87, "amount_yi": 0.0037 }, { "time": "13:12", "open": 5.87, "high": 5.87, "low": 5.87, "close": 5.87, "amount_yi": 0.0025 }, { "time": "13:13", "open": 5.87, "high": 5.87, "low": 5.87, "close": 5.87, "amount_yi": 0.0077 }, { "time": "13:14", "open": 5.86, "high": 5.87, "low": 5.86, "close": 5.87, "amount_yi": 0.0029 }, { "time": "13:15", "open": 5.87, "high": 5.87, "low": 5.87, "close": 5.87, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 5.87, "ts": "2026-07-03T13:15:18", "prev_close": 5.79, "open": 5.79, "high": 5.88, "low": 5.78, "bid1": 5.86, "ask1": 5.87, "bid_qty1": 387, "ask_qty1": 256 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 8.69, "price_vs_vwap_pct": 0.4603, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0096, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 8.73, "high": 8.74, "low": 8.73, "close": 8.74, "amount_yi": 0.0015 }, { "time": "13:12", "open": 8.74, "high": 8.74, "low": 8.73, "close": 8.73, "amount_yi": 0.0014 }, { "time": "13:13", "open": 8.74, "high": 8.74, "low": 8.72, "close": 8.72, "amount_yi": 0.0043 }, { "time": "13:14", "open": 8.73, "high": 8.73, "low": 8.72, "close": 8.72, "amount_yi": 0.0013 }, { "time": "13:15", "open": 8.73, "high": 8.73, "low": 8.73, "close": 8.73, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 8.73, "ts": "2026-07-03T13:15:22", "prev_close": 8.63, "open": 8.62, "high": 8.8, "low": 8.55, "bid1": 8.73, "ask1": 8.74, "bid_qty1": 1478, "ask_qty1": 1063 }, "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": "2026-07-03T13:15:24", "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": 7.4232, "price_vs_vwap_pct": 1.4387, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0637, "prev_amount_yi": 0.1021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6239, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 7.52, "high": 7.52, "low": 7.52, "close": 7.52, "amount_yi": 0.0145 }, { "time": "13:12", "open": 7.5, "high": 7.51, "low": 7.5, "close": 7.51, "amount_yi": 0.0145 }, { "time": "13:13", "open": 7.52, "high": 7.52, "low": 7.51, "close": 7.51, "amount_yi": 0.0071 }, { "time": "13:14", "open": 7.5, "high": 7.54, "low": 7.5, "close": 7.54, "amount_yi": 0.0232 }, { "time": "13:15", "open": 7.53, "high": 7.53, "low": 7.53, "close": 7.53, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 7.32, "open": 7.36, "high": 7.56, "low": 7.2, "bid1": 7.52, "ask1": 7.53, "bid_qty1": 96, "ask_qty1": 37 }, "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": "2026-07-03T13:15:24", "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": 9.0515, "price_vs_vwap_pct": 0.2044, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0109, "prev_amount_yi": 0.0115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 9.08, "high": 9.09, "low": 9.08, "close": 9.09, "amount_yi": 0.0019 }, { "time": "13:12", "open": 9.08, "high": 9.09, "low": 9.08, "close": 9.09, "amount_yi": 0.0038 }, { "time": "13:13", "open": 9.08, "high": 9.08, "low": 9.08, "close": 9.08, "amount_yi": 0.0028 }, { "time": "13:14", "open": 9.08, "high": 9.08, "low": 9.08, "close": 9.08, "amount_yi": 0.0019 }, { "time": "13:15", "open": 9.07, "high": 9.07, "low": 9.07, "close": 9.07, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 9.07, "ts": "2026-07-03T13:15:22", "prev_close": 9.18, "open": 9.14, "high": 9.39, "low": 8.87, "bid1": 9.07, "ask1": 9.08, "bid_qty1": 53, "ask_qty1": 58 }, "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": "2026-07-03T13:15:24", "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": 10.1045, "price_vs_vwap_pct": 0.3513, "energy_floor_hint_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": 0.0065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.13, "high": 10.13, "low": 10.12, "close": 10.12, "amount_yi": 0.0007 }, { "time": "13:12", "open": 10.13, "high": 10.13, "low": 10.13, "close": 10.13, "amount_yi": 0.0006 }, { "time": "13:13", "open": 10.13, "high": 10.13, "low": 10.13, "close": 10.13, "amount_yi": 0.0026 }, { "time": "13:14", "open": 10.14, "high": 10.14, "low": 10.14, "close": 10.14, "amount_yi": 0.0032 }, { "time": "13:15", "open": 10.14, "high": 10.14, "low": 10.14, "close": 10.14, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:12", "prev_close": 10.08, "open": 10.13, "high": 10.25, "low": 9.93, "bid1": 10.12, "ask1": 10.13, "bid_qty1": 192, "ask_qty1": 2 }, "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": "2026-07-03T13:15:24", "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": 2.5864, "price_vs_vwap_pct": 0.5258, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0208, "prev_amount_yi": 0.0186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.6, "high": 2.6, "low": 2.59, "close": 2.59, "amount_yi": 0.0129 }, { "time": "13:12", "open": 2.59, "high": 2.6, "low": 2.59, "close": 2.6, "amount_yi": 0.0051 }, { "time": "13:13", "open": 2.59, "high": 2.6, "low": 2.59, "close": 2.6, "amount_yi": 0.002 }, { "time": "13:14", "open": 2.6, "high": 2.6, "low": 2.59, "close": 2.59, "amount_yi": 0.0007 }, { "time": "13:15", "open": 2.6, "high": 2.6, "low": 2.6, "close": 2.6, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 2.5, "open": 2.51, "high": 2.67, "low": 2.49, "bid1": 2.59, "ask1": 2.6, "bid_qty1": 440, "ask_qty1": 7171 }, "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": "2026-07-03T13:15:24", "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": 13.1668, "price_vs_vwap_pct": -0.2795, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1236, "prev_amount_yi": 0.0629, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0243 }, { "time": "13:12", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.017 }, { "time": "13:13", "open": 13.14, "high": 13.14, "low": 13.14, "close": 13.14, "amount_yi": 0.0154 }, { "time": "13:14", "open": 13.12, "high": 13.13, "low": 13.12, "close": 13.13, "amount_yi": 0.0502 }, { "time": "13:15", "open": 13.13, "high": 13.13, "low": 13.13, "close": 13.13, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 13.13, "ts": "2026-07-03T13:15:21", "prev_close": 13.21, "open": 13.22, "high": 13.35, "low": 13.07, "bid1": 13.12, "ask1": 13.13, "bid_qty1": 452, "ask_qty1": 592 }, "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": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 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": 11.4943, "price_vs_vwap_pct": 0.1366, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0125, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 11.54, "high": 11.54, "low": 11.54, "close": 11.54, "amount_yi": 0.0017 }, { "time": "13:12", "open": 11.54, "high": 11.54, "low": 11.54, "close": 11.54, "amount_yi": 0.0025 }, { "time": "13:13", "open": 11.53, "high": 11.53, "low": 11.5, "close": 11.5, "amount_yi": 0.0038 }, { "time": "13:14", "open": 11.51, "high": 11.51, "low": 11.51, "close": 11.51, "amount_yi": 0.0029 }, { "time": "13:15", "open": 11.51, "high": 11.51, "low": 11.51, "close": 11.51, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 11.51, "ts": "2026-07-03T13:15:20", "prev_close": 11.51, "open": 11.57, "high": 11.73, "low": 11.35, "bid1": 11.5, "ask1": 11.51, "bid_qty1": 23, "ask_qty1": 91 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-03T13:15:24", "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": 2.2095, "price_vs_vwap_pct": -0.43, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0025, "prev_amount_yi": 0.0039, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.641, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 2.2, "high": 2.2, "low": 2.2, "close": 2.2, "amount_yi": 0.0004 }, { "time": "13:11", "open": 2.2, "high": 2.21, "low": 2.2, "close": 2.21, "amount_yi": 0.0007 }, { "time": "13:12", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0002 }, { "time": "13:13", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0007 }, { "time": "13:14", "open": 2.21, "high": 2.21, "low": 2.2, "close": 2.2, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 2.2, "ts": "2026-07-03T13:15:22", "prev_close": 2.16, "open": 2.16, "high": 2.28, "low": 2.14, "bid1": 2.2, "ask1": 2.21, "bid_qty1": 3216, "ask_qty1": 3306 }, "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": "2026-07-03T13:15:24", "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": 9.4832, "price_vs_vwap_pct": -0.2446, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0292, "prev_amount_yi": 0.0228, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2807, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 9.47, "high": 9.47, "low": 9.46, "close": 9.46, "amount_yi": 0.0021 }, { "time": "13:12", "open": 9.47, "high": 9.47, "low": 9.46, "close": 9.46, "amount_yi": 0.003 }, { "time": "13:13", "open": 9.47, "high": 9.48, "low": 9.47, "close": 9.48, "amount_yi": 0.0183 }, { "time": "13:14", "open": 9.45, "high": 9.45, "low": 9.45, "close": 9.45, "amount_yi": 0.0043 }, { "time": "13:15", "open": 9.46, "high": 9.46, "low": 9.46, "close": 9.46, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 9.6, "open": 9.7, "high": 9.75, "low": 9.34, "bid1": 9.46, "ask1": 9.47, "bid_qty1": 1, "ask_qty1": 164 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 4.2, "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": 3.9756, "price_vs_vwap_pct": 1.3683, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0148, "prev_amount_yi": 0.0105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 4.02, "high": 4.02, "low": 4.01, "close": 4.01, "amount_yi": 0.0004 }, { "time": "13:12", "open": 4.02, "high": 4.04, "low": 4.02, "close": 4.04, "amount_yi": 0.011 }, { "time": "13:13", "open": 4.04, "high": 4.04, "low": 4.03, "close": 4.03, "amount_yi": 0.0017 }, { "time": "13:14", "open": 4.04, "high": 4.04, "low": 4.03, "close": 4.03, "amount_yi": 0.0016 }, { "time": "13:15", "open": 4.03, "high": 4.03, "low": 4.03, "close": 4.03, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.03, "ts": "2026-07-03T13:15:21", "prev_close": 3.9, "open": 3.92, "high": 4.1, "low": 3.9, "bid1": 4.03, "ask1": 4.04, "bid_qty1": 1756, "ask_qty1": 649 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 3.4344, "price_vs_vwap_pct": 1.3277, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1431, "prev_amount_yi": 0.0561, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.5508, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0072 }, { "time": "13:12", "open": 3.51, "high": 3.52, "low": 3.51, "close": 3.52, "amount_yi": 0.0585 }, { "time": "13:13", "open": 3.51, "high": 3.51, "low": 3.51, "close": 3.51, "amount_yi": 0.033 }, { "time": "13:14", "open": 3.5, "high": 3.5, "low": 3.47, "close": 3.47, "amount_yi": 0.0399 }, { "time": "13:15", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:20", "prev_close": 3.39, "open": 3.39, "high": 3.55, "low": 3.34, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 651, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 5.5126, "price_vs_vwap_pct": 1.2227, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0302, "prev_amount_yi": 0.0322, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0053 }, { "time": "13:12", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0036 }, { "time": "13:13", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0008 }, { "time": "13:14", "open": 5.6, "high": 5.6, "low": 5.59, "close": 5.59, "amount_yi": 0.019 }, { "time": "13:15", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 5.58, "ts": "2026-07-03T13:15:21", "prev_close": 5.54, "open": 5.49, "high": 5.65, "low": 5.43, "bid1": 5.58, "ask1": 5.59, "bid_qty1": 177, "ask_qty1": 490 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 2.522, "price_vs_vwap_pct": 0.3172, "energy_floor_hint_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": 0.0432, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0007 }, { "time": "13:12", "open": 2.52, "high": 2.52, "low": 2.52, "close": 2.52, "amount_yi": 0.0002 }, { "time": "13:13", "open": 2.52, "high": 2.52, "low": 2.52, "close": 2.52, "amount_yi": 0.01 }, { "time": "13:14", "open": 2.52, "high": 2.52, "low": 2.52, "close": 2.52, "amount_yi": 0.0036 }, { "time": "13:15", "open": 2.53, "high": 2.53, "low": 2.53, "close": 2.53, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:21", "prev_close": 2.51, "open": 2.52, "high": 2.55, "low": 2.5, "bid1": 2.52, "ask1": 2.53, "bid_qty1": 6943, "ask_qty1": 16923 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 23.9539, "price_vs_vwap_pct": 0.2759, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1877, "prev_amount_yi": 0.1059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7724, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 24.18, "high": 24.18, "low": 24.17, "close": 24.17, "amount_yi": 0.0122 }, { "time": "13:12", "open": 24.15, "high": 24.18, "low": 24.15, "close": 24.18, "amount_yi": 0.016 }, { "time": "13:13", "open": 24.18, "high": 24.18, "low": 24.12, "close": 24.12, "amount_yi": 0.0203 }, { "time": "13:14", "open": 24.06, "high": 24.06, "low": 23.96, "close": 23.96, "amount_yi": 0.1185 }, { "time": "13:15", "open": 24.02, "high": 24.02, "low": 24.02, "close": 24.02, "amount_yi": 0.0207 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 24.02, "ts": "2026-07-03T13:15:21", "prev_close": 23.3, "open": 23.47, "high": 24.48, "low": 23.46, "bid1": 24.01, "ask1": 24.03, "bid_qty1": 35, "ask_qty1": 49 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 0.0013, "prev_amount_yi": 0.0003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.3333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:26", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0001 }, { "time": "11:28", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0003 }, { "time": "13:00", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0003 }, { "time": "13:07", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0002 }, { "time": "13:10", "open": 11.46, "high": 11.46, "low": 11.46, "close": 11.46, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:20", "prev_close": 12.73, "open": 11.46, "high": 11.46, "low": 11.46, "bid1": 0.0, "ask1": 11.46, "bid_qty1": 0, "ask_qty1": 648198 }, "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": "2026-07-03T13:15:24", "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": 18.0533, "price_vs_vwap_pct": -0.0183, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0551, "prev_amount_yi": 0.0815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 18.0, "high": 18.0, "low": 17.97, "close": 17.97, "amount_yi": 0.0161 }, { "time": "13:12", "open": 17.98, "high": 18.0, "low": 17.98, "close": 18.0, "amount_yi": 0.0044 }, { "time": "13:13", "open": 18.0, "high": 18.03, "low": 18.0, "close": 18.03, "amount_yi": 0.0078 }, { "time": "13:14", "open": 18.04, "high": 18.05, "low": 18.04, "close": 18.05, "amount_yi": 0.0218 }, { "time": "13:15", "open": 18.05, "high": 18.05, "low": 18.05, "close": 18.05, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 18.05, "ts": "2026-07-03T13:15:21", "prev_close": 18.19, "open": 18.31, "high": 18.5, "low": 17.7, "bid1": 18.04, "ask1": 18.05, "bid_qty1": 51, "ask_qty1": 31 }, "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": "2026-07-03T13:15:24", "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": 12.5697, "price_vs_vwap_pct": -0.5545, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0373, "prev_amount_yi": 0.0261, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 12.47, "high": 12.47, "low": 12.47, "close": 12.47, "amount_yi": 0.0164 }, { "time": "13:12", "open": 12.47, "high": 12.48, "low": 12.47, "close": 12.48, "amount_yi": 0.0047 }, { "time": "13:13", "open": 12.49, "high": 12.51, "low": 12.49, "close": 12.51, "amount_yi": 0.0067 }, { "time": "13:14", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0066 }, { "time": "13:15", "open": 12.5, "high": 12.5, "low": 12.5, "close": 12.5, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 12.5, "ts": "2026-07-03T13:15:21", "prev_close": 12.5, "open": 12.59, "high": 12.87, "low": 12.36, "bid1": 12.5, "ask1": 12.51, "bid_qty1": 113, "ask_qty1": 28 }, "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": "2026-07-03T13:15:24", "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": 35.5249, "price_vs_vwap_pct": 0.0425, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0312, "prev_amount_yi": 0.0484, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6446, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 35.45, "high": 35.45, "low": 35.43, "close": 35.43, "amount_yi": 0.0051 }, { "time": "13:12", "open": 35.44, "high": 35.45, "low": 35.44, "close": 35.45, "amount_yi": 0.0035 }, { "time": "13:13", "open": 35.47, "high": 35.57, "low": 35.47, "close": 35.57, "amount_yi": 0.0155 }, { "time": "13:14", "open": 35.59, "high": 35.59, "low": 35.57, "close": 35.57, "amount_yi": 0.0056 }, { "time": "13:15", "open": 35.54, "high": 35.54, "low": 35.54, "close": 35.54, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 35.54, "ts": "2026-07-03T13:15:21", "prev_close": 35.38, "open": 35.66, "high": 36.04, "low": 35.2, "bid1": 35.54, "ask1": 35.55, "bid_qty1": 11, "ask_qty1": 3 }, "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": "2026-07-03T13:15:24", "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": 9.8385, "price_vs_vwap_pct": 0.1169, "energy_floor_hint_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": 0.0025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.96, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 9.82, "high": 9.82, "low": 9.81, "close": 9.81, "amount_yi": 0.0007 }, { "time": "13:12", "open": 9.82, "high": 9.84, "low": 9.82, "close": 9.84, "amount_yi": 0.0015 }, { "time": "13:13", "open": 9.82, "high": 9.85, "low": 9.82, "close": 9.85, "amount_yi": 0.0008 }, { "time": "13:14", "open": 9.87, "high": 9.87, "low": 9.86, "close": 9.86, "amount_yi": 0.0016 }, { "time": "13:15", "open": 9.85, "high": 9.85, "low": 9.85, "close": 9.85, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 9.85, "ts": "2026-07-03T13:15:21", "prev_close": 9.69, "open": 9.78, "high": 9.95, "low": 9.7, "bid1": 9.85, "ask1": 9.87, "bid_qty1": 21, "ask_qty1": 19 }, "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": "2026-07-03T13:15:24", "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": 10.502, "price_vs_vwap_pct": -2.8756, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0183, "prev_amount_yi": 0.0211, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8673, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 10.18, "high": 10.18, "low": 10.16, "close": 10.16, "amount_yi": 0.0086 }, { "time": "13:12", "open": 10.16, "high": 10.16, "low": 10.15, "close": 10.15, "amount_yi": 0.0068 }, { "time": "13:13", "open": 10.17, "high": 10.19, "low": 10.17, "close": 10.19, "amount_yi": 0.001 }, { "time": "13:14", "open": 10.18, "high": 10.19, "low": 10.18, "close": 10.19, "amount_yi": 0.0015 }, { "time": "13:15", "open": 10.2, "high": 10.2, "low": 10.2, "close": 10.2, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 10.2, "ts": "2026-07-03T13:15:21", "prev_close": 10.67, "open": 10.51, "high": 11.27, "low": 9.92, "bid1": 10.19, "ask1": 10.2, "bid_qty1": 31, "ask_qty1": 278 }, "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": "2026-07-03T13:15:24", "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": 14.8293, "price_vs_vwap_pct": -2.2206, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0293, "prev_amount_yi": 0.0489, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 14.5, "high": 14.5, "low": 14.49, "close": 14.49, "amount_yi": 0.0073 }, { "time": "13:12", "open": 14.48, "high": 14.48, "low": 14.48, "close": 14.48, "amount_yi": 0.005 }, { "time": "13:13", "open": 14.47, "high": 14.52, "low": 14.47, "close": 14.52, "amount_yi": 0.0093 }, { "time": "13:14", "open": 14.5, "high": 14.51, "low": 14.5, "close": 14.51, "amount_yi": 0.0032 }, { "time": "13:15", "open": 14.5, "high": 14.5, "low": 14.5, "close": 14.5, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 14.5, "ts": "2026-07-03T13:15:21", "prev_close": 14.66, "open": 15.46, "high": 15.47, "low": 14.28, "bid1": 14.5, "ask1": 14.51, "bid_qty1": 65, "ask_qty1": 59 }, "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": "2026-07-03T13:15:24", "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": 6.6111, "price_vs_vwap_pct": -1.983, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0143, "prev_amount_yi": 0.0178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 6.49, "high": 6.49, "low": 6.48, "close": 6.48, "amount_yi": 0.0035 }, { "time": "13:12", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0041 }, { "time": "13:13", "open": 6.48, "high": 6.49, "low": 6.48, "close": 6.49, "amount_yi": 0.0025 }, { "time": "13:14", "open": 6.49, "high": 6.49, "low": 6.48, "close": 6.48, "amount_yi": 0.0021 }, { "time": "13:15", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.48, "ts": "2026-07-03T13:15:21", "prev_close": 6.25, "open": 6.43, "high": 6.88, "low": 6.39, "bid1": 6.48, "ask1": 6.49, "bid_qty1": 18, "ask_qty1": 148 }, "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": "2026-07-03T13:15:24", "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": 19.9107, "price_vs_vwap_pct": 0.1472, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0016, "prev_amount_yi": 0.0046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0004 }, { "time": "13:12", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0001 }, { "time": "13:13", "open": 19.92, "high": 19.92, "low": 19.92, "close": 19.92, "amount_yi": 0.0005 }, { "time": "13:14", "open": 19.94, "high": 19.94, "low": 19.94, "close": 19.94, "amount_yi": 0.0004 }, { "time": "13:15", "open": 19.94, "high": 19.94, "low": 19.94, "close": 19.94, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": 19.94, "ts": "2026-07-03T13:15:21", "prev_close": 19.75, "open": 19.72, "high": 20.07, "low": 19.69, "bid1": 19.94, "ask1": 19.95, "bid_qty1": 2, "ask_qty1": 8 }, "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 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": 3.606, "price_vs_vwap_pct": -0.1664, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0044, "prev_amount_yi": 0.01, "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": "13:09", "open": 3.59, "high": 3.6, "low": 3.59, "close": 3.6, "amount_yi": 0.0012 }, { "time": "13:10", "open": 3.6, "high": 3.6, "low": 3.59, "close": 3.59, "amount_yi": 0.0003 }, { "time": "13:11", "open": 3.6, "high": 3.6, "low": 3.59, "close": 3.59, "amount_yi": 0.0006 }, { "time": "13:13", "open": 3.59, "high": 3.59, "low": 3.59, "close": 3.59, "amount_yi": 0.0014 }, { "time": "13:14", "open": 3.6, "high": 3.6, "low": 3.6, "close": 3.6, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 3.6, "ts": "2026-07-03T13:15:18", "prev_close": 3.58, "open": 3.61, "high": 3.65, "low": 3.56, "bid1": 3.6, "ask1": 3.61, "bid_qty1": 222, "ask_qty1": 564 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 19.9009, "price_vs_vwap_pct": -0.2558, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.023, "prev_amount_yi": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.15, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 19.82, "high": 19.82, "low": 19.82, "close": 19.82, "amount_yi": 0.0091 }, { "time": "13:12", "open": 19.82, "high": 19.82, "low": 19.81, "close": 19.81, "amount_yi": 0.0054 }, { "time": "13:13", "open": 19.83, "high": 19.83, "low": 19.83, "close": 19.83, "amount_yi": 0.005 }, { "time": "13:14", "open": 19.86, "high": 19.86, "low": 19.86, "close": 19.86, "amount_yi": 0.0023 }, { "time": "13:15", "open": 19.85, "high": 19.85, "low": 19.85, "close": 19.85, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 19.85, "ts": "2026-07-03T13:15:21", "prev_close": 19.75, "open": 19.8, "high": 20.12, "low": 19.73, "bid1": 19.84, "ask1": 19.85, "bid_qty1": 30, "ask_qty1": 4 }, "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 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": 10.467, "price_vs_vwap_pct": -0.258, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0176, "prev_amount_yi": 0.0103, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7087, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 10.42, "high": 10.42, "low": 10.42, "close": 10.42, "amount_yi": 0.0094 }, { "time": "13:12", "open": 10.41, "high": 10.42, "low": 10.41, "close": 10.42, "amount_yi": 0.0025 }, { "time": "13:13", "open": 10.41, "high": 10.42, "low": 10.41, "close": 10.42, "amount_yi": 0.0037 }, { "time": "13:14", "open": 10.43, "high": 10.43, "low": 10.43, "close": 10.43, "amount_yi": 0.001 }, { "time": "13:15", "open": 10.44, "high": 10.44, "low": 10.44, "close": 10.44, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 10.44, "ts": "2026-07-03T13:15:21", "prev_close": 10.51, "open": 10.57, "high": 10.74, "low": 10.29, "bid1": 10.43, "ask1": 10.44, "bid_qty1": 131, "ask_qty1": 287 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 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": null, "intraday_vwap": 16.0636, "price_vs_vwap_pct": -1.0185, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.045, "prev_amount_yi": 0.0445, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0112, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 15.91, "high": 15.91, "low": 15.9, "close": 15.9, "amount_yi": 0.0213 }, { "time": "13:12", "open": 15.91, "high": 15.91, "low": 15.91, "close": 15.91, "amount_yi": 0.0112 }, { "time": "13:13", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0017 }, { "time": "13:14", "open": 15.91, "high": 15.91, "low": 15.9, "close": 15.9, "amount_yi": 0.008 }, { "time": "13:15", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 15.9, "ts": "2026-07-03T13:15:23", "prev_close": 15.92, "open": 15.96, "high": 16.21, "low": 15.9, "bid1": 15.91, "ask1": 15.92, "bid_qty1": 10, "ask_qty1": 84 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 69.1636, "price_vs_vwap_pct": -0.4534, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0415, "prev_amount_yi": 0.0375, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1067, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 68.6, "high": 68.6, "low": 68.5, "close": 68.5, "amount_yi": 0.0105 }, { "time": "13:12", "open": 68.5, "high": 68.62, "low": 68.5, "close": 68.62, "amount_yi": 0.0079 }, { "time": "13:13", "open": 68.63, "high": 68.7, "low": 68.63, "close": 68.7, "amount_yi": 0.0058 }, { "time": "13:14", "open": 68.78, "high": 68.79, "low": 68.78, "close": 68.79, "amount_yi": 0.0105 }, { "time": "13:15", "open": 68.85, "high": 68.85, "low": 68.85, "close": 68.85, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 68.85, "ts": "2026-07-03T13:15:21", "prev_close": 69.11, "open": 69.93, "high": 70.38, "low": 68.12, "bid1": 68.78, "ask1": 68.86, "bid_qty1": 3, "ask_qty1": 3 }, "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": "2026-07-03T13:15:24", "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": 20.9598, "price_vs_vwap_pct": -0.1899, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0258, "prev_amount_yi": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 20.89, "high": 20.89, "low": 20.89, "close": 20.89, "amount_yi": 0.0119 }, { "time": "13:12", "open": 20.89, "high": 20.89, "low": 20.88, "close": 20.88, "amount_yi": 0.0027 }, { "time": "13:13", "open": 20.89, "high": 20.9, "low": 20.89, "close": 20.9, "amount_yi": 0.0039 }, { "time": "13:14", "open": 20.92, "high": 20.92, "low": 20.91, "close": 20.91, "amount_yi": 0.0009 }, { "time": "13:15", "open": 20.92, "high": 20.92, "low": 20.92, "close": 20.92, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43566.37, "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": "2026-07-03T13:15:20", "prev_close": 20.79, "open": 20.84, "high": 21.12, "low": 20.81, "bid1": 20.91, "ask1": 20.92, "bid_qty1": 2, "ask_qty1": 17 }, "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": "2026-07-03T13:15:24", "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": 23.1782, "price_vs_vwap_pct": -0.3374, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.04, "prev_amount_yi": 0.065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6154, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 23.07, "high": 23.07, "low": 23.05, "close": 23.05, "amount_yi": 0.0112 }, { "time": "13:12", "open": 23.06, "high": 23.06, "low": 23.06, "close": 23.06, "amount_yi": 0.0091 }, { "time": "13:13", "open": 23.06, "high": 23.08, "low": 23.06, "close": 23.08, "amount_yi": 0.0091 }, { "time": "13:14", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0074 }, { "time": "13:15", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 23.1, "ts": "2026-07-03T13:15:21", "prev_close": 23.03, "open": 23.2, "high": 23.53, "low": 22.92, "bid1": 23.1, "ask1": 23.11, "bid_qty1": 15, "ask_qty1": 32 }, "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 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": 15.0852, "price_vs_vwap_pct": 0.0318, "energy_floor_hint_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": 0.0118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6949, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 15.05, "high": 15.05, "low": 15.03, "close": 15.03, "amount_yi": 0.0058 }, { "time": "13:12", "open": 15.03, "high": 15.04, "low": 15.03, "close": 15.04, "amount_yi": 0.0031 }, { "time": "13:13", "open": 15.06, "high": 15.07, "low": 15.06, "close": 15.07, "amount_yi": 0.0028 }, { "time": "13:14", "open": 15.09, "high": 15.09, "low": 15.08, "close": 15.08, "amount_yi": 0.0018 }, { "time": "13:15", "open": 15.09, "high": 15.09, "low": 15.09, "close": 15.09, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 15.09, "ts": "2026-07-03T13:15:22", "prev_close": 14.91, "open": 15.12, "high": 15.3, "low": 14.9, "bid1": 15.08, "ask1": 15.09, "bid_qty1": 116, "ask_qty1": 89 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 12.2971, "price_vs_vwap_pct": 0.0236, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0052, "prev_amount_yi": 0.0034, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:10", "open": 12.27, "high": 12.28, "low": 12.27, "close": 12.28, "amount_yi": 0.0028 }, { "time": "13:11", "open": 12.29, "high": 12.29, "low": 12.28, "close": 12.28, "amount_yi": 0.0007 }, { "time": "13:12", "open": 12.27, "high": 12.27, "low": 12.27, "close": 12.27, "amount_yi": 0.0003 }, { "time": "13:13", "open": 12.29, "high": 12.29, "low": 12.29, "close": 12.29, "amount_yi": 0.0007 }, { "time": "13:14", "open": 12.3, "high": 12.3, "low": 12.3, "close": 12.3, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": "2026-07-03T13:15:06", "prev_close": 12.2, "open": 12.33, "high": 12.45, "low": 12.13, "bid1": 12.3, "ask1": 12.31, "bid_qty1": 3, "ask_qty1": 4 }, "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": "2026-07-03T13:15:24", "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": 29.6986, "price_vs_vwap_pct": -0.231, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.059, "prev_amount_yi": 0.0491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2016, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 29.59, "high": 29.59, "low": 29.56, "close": 29.56, "amount_yi": 0.0138 }, { "time": "13:12", "open": 29.57, "high": 29.58, "low": 29.57, "close": 29.58, "amount_yi": 0.011 }, { "time": "13:13", "open": 29.56, "high": 29.58, "low": 29.56, "close": 29.58, "amount_yi": 0.0134 }, { "time": "13:14", "open": 29.66, "high": 29.66, "low": 29.6, "close": 29.6, "amount_yi": 0.0164 }, { "time": "13:15", "open": 29.63, "high": 29.63, "low": 29.63, "close": 29.63, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 29.63, "ts": "2026-07-03T13:15:21", "prev_close": 29.49, "open": 29.99, "high": 30.3, "low": 29.24, "bid1": 29.61, "ask1": 29.63, "bid_qty1": 57, "ask_qty1": 48 }, "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": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 4.4832, "price_vs_vwap_pct": -0.2944, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0086, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 4.47, "high": 4.47, "low": 4.46, "close": 4.46, "amount_yi": 0.0031 }, { "time": "13:12", "open": 4.46, "high": 4.47, "low": 4.46, "close": 4.47, "amount_yi": 0.0037 }, { "time": "13:13", "open": 4.46, "high": 4.47, "low": 4.46, "close": 4.47, "amount_yi": 0.0003 }, { "time": "13:14", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0032 }, { "time": "13:15", "open": 4.47, "high": 4.47, "low": 4.47, "close": 4.47, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 4.47, "ts": "2026-07-03T13:15:21", "prev_close": 4.45, "open": 4.46, "high": 4.54, "low": 4.44, "bid1": 4.46, "ask1": 4.47, "bid_qty1": 879, "ask_qty1": 159 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-03T13:15:24", "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": 16.863, "price_vs_vwap_pct": -0.3736, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0078, "prev_amount_yi": 0.0159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4906, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 16.77, "high": 16.77, "low": 16.76, "close": 16.76, "amount_yi": 0.0026 }, { "time": "13:12", "open": 16.76, "high": 16.76, "low": 16.76, "close": 16.76, "amount_yi": 0.0037 }, { "time": "13:13", "open": 16.77, "high": 16.78, "low": 16.77, "close": 16.78, "amount_yi": 0.0006 }, { "time": "13:14", "open": 16.81, "high": 16.81, "low": 16.78, "close": 16.78, "amount_yi": 0.0007 }, { "time": "13:15", "open": 16.8, "high": 16.8, "low": 16.8, "close": 16.8, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 16.8, "ts": "2026-07-03T13:15:23", "prev_close": 16.75, "open": 16.76, "high": 17.1, "low": 16.71, "bid1": 16.79, "ask1": 16.81, "bid_qty1": 46, "ask_qty1": 17 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 24.38, "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": 23.4259, "price_vs_vwap_pct": -0.7509, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0253, "prev_amount_yi": 0.0196, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2908, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:11", "open": 23.22, "high": 23.22, "low": 23.21, "close": 23.21, "amount_yi": 0.0019 }, { "time": "13:12", "open": 23.21, "high": 23.21, "low": 23.21, "close": 23.21, "amount_yi": 0.0012 }, { "time": "13:13", "open": 23.2, "high": 23.21, "low": 23.2, "close": 23.21, "amount_yi": 0.008 }, { "time": "13:14", "open": 23.25, "high": 23.25, "low": 23.23, "close": 23.23, "amount_yi": 0.0136 }, { "time": "13:15", "open": 23.25, "high": 23.25, "low": 23.25, "close": 23.25, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 23.25, "ts": "2026-07-03T13:15:22", "prev_close": 23.28, "open": 23.44, "high": 23.73, "low": 23.19, "bid1": 23.24, "ask1": 23.25, "bid_qty1": 4, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-03T13:15:24", "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": 7.0968, "price_vs_vwap_pct": -1.5049, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2072, "prev_amount_yi": 0.1851, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1194, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:11", "open": 6.98, "high": 6.99, "low": 6.98, "close": 6.99, "amount_yi": 0.0568 }, { "time": "13:12", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0482 }, { "time": "13:13", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0486 }, { "time": "13:14", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0319 }, { "time": "13:15", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 87132.75, "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": 6.99, "ts": "2026-07-03T13:15:21", "prev_close": 7.76, "open": 7.56, "high": 7.67, "low": 6.98, "bid1": 6.98, "ask1": 6.99, "bid_qty1": 14866, "ask_qty1": 1032 }, "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": 142.52, "exec_low": 136.2, "exec_high": 143.66, "invalid_price": 138.96, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T13:15:24", "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": 143.66, "dynamic_exec_high": 143.66, "entry_zone_low": 136.2, "entry_zone_high": 143.66, "entry_risk_pct": 2.5, "intraday_vwap": 136.2039, "price_vs_vwap_pct": 4.6372, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217573.31, "current_position_value": 142947.56, "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": 142.52, "ts": "2026-07-03T13:15:21", "prev_close": 135.05, "open": 127.0, "high": 146.99, "low": 127.0, "bid1": 142.51, "ask1": 142.52, "bid_qty1": 6, "ask_qty1": 24 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY", "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 44.94, "exec_low": 44.29, "exec_high": 45.31, "invalid_price": 43.82, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T13:15:24", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 42.3, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 45.31, "dynamic_exec_high": 45.31, "entry_zone_low": 44.29, "entry_zone_high": 45.31, "entry_risk_pct": 2.5, "intraday_vwap": 44.286, "price_vs_vwap_pct": 1.4768, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217573.31, "current_position_value": 8988.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 200, "t0_protection_qty_cap": 200, "ma5": null, "quote": { "last": 44.94, "ts": "2026-07-03T13:15:22", "prev_close": 42.3, "open": 42.3, "high": 46.44, "low": 42.26, "bid1": 44.94, "ask1": 44.95, "bid_qty1": 400, "ask_qty1": 5 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 580734.0, "market_value": 507132.56, "total_value": 1087866.56, "unrealized_pnl": 52790.44163829681, "unrealized_pnl_pct_of_initial": 5.279044163829681, "realized_pnl": 35076.118361703244, "realized_pnl_pct_of_initial": 3.507611836170325, "total_pnl": 87866.56000000006, "total_pnl_pct": 8.786656000000015 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 38400, "avg_cost": 3.565, "last_price": 3.95, "market_value": 151680.0, "unrealized_pnl": 14784.00000000001, "unrealized_pnl_pct": 10.799438990182342, "updated_at": "2026-07-03T13:15:24", "prev_close": 4.06, "holding_days": 2, "position_pct_of_total": 13.942886524611989 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 1003, "sellable_qty": 1001, "avg_cost": 124.28448712255774, "last_price": 142.52, "market_value": 142947.56, "unrealized_pnl": 18290.2194160746, "unrealized_pnl_pct": 14.67239661170272, "updated_at": "2026-07-03T13:15:24", "prev_close": 135.05, "holding_days": 2, "position_pct_of_total": 13.140174103706247 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 800, "sellable_qty": 800, "avg_cost": 110.65, "last_price": 112.24, "market_value": 89792.0, "unrealized_pnl": 1271.9999999999914, "unrealized_pnl_pct": 1.436963398102109, "updated_at": "2026-07-03T13:15:24", "prev_close": 117.31, "holding_days": 10, "position_pct_of_total": 8.253953499590978 }, { "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": "2026-07-03T13:15:24", "prev_close": 63.23, "holding_days": 2, "position_pct_of_total": 7.032572083105486 }, { "symbol": "SHSE.600584", "name": "长电科技", "quantity": 400, "sellable_qty": 400, "avg_cost": 83.20444444444445, "last_price": 93.05, "market_value": 37220.0, "unrealized_pnl": 3938.22222222222, "unrealized_pnl_pct": 11.832968324341643, "updated_at": "2026-07-03T13:15:24", "prev_close": 95.98, "holding_days": 6, "position_pct_of_total": 3.421375503995637 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 44.94, "market_value": 8988.0, "unrealized_pnl": 997.999999999999, "unrealized_pnl_pct": 12.490613266583207, "updated_at": "2026-07-03T13:15:24", "prev_close": 42.3, "holding_days": 9, "position_pct_of_total": 0.8262042727005047 } ], "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 }, { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK: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": 1.5364, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 112.35, "quote_ask_qty1": 13, "quote_bid1": 112.23, "quote_bid_qty1": 26, "quote_high": 118.73, "quote_last": 112.35, "quote_low": 109.03, "quote_open": 116.0, "quote_prev_close": 117.31, "quote_ts": "2026-07-03T11:29:57", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 1.5363759602349703, "reason": "sell_not_allowed_in_LUNCH", "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": "REJECTED", "symbol": "SZSE.300236", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260703", "trigger_price": 126.4, "ts": "2026-07-03T11:30:02", "id": 41, "realized_pnl_delta": 517.9999999999978, "cost_basis": 22130.0, "realized_pnl_source": "position_avg_cost_fallback" }, { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK: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": 11.4123, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 92.71, "quote_ask_qty1": 7, "quote_bid1": 92.7, "quote_bid_qty1": 66, "quote_high": 94.9, "quote_last": 92.7, "quote_low": 88.35, "quote_open": 93.4, "quote_prev_close": 95.98, "quote_ts": "2026-07-03T11:29:59", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 11.412317718070607, "reason": "sell_not_allowed_in_LUNCH", "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": "REJECTED", "symbol": "SHSE.600584", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260703", "trigger_price": 103.51, "ts": "2026-07-03T11:30:02", "id": 42, "realized_pnl_delta": 1639.1111111111115, "cost_basis": 16640.88888888889, "realized_pnl_source": "position_avg_cost_fallback" } ], "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": 112.24, "avg_cost": 110.65, "pnl_pct": 1.437, "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": 93.05, "avg_cost": 83.20444444444445, "pnl_pct": 11.833, "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": 142.52, "exec_low": 136.2, "exec_high": 143.66, "invalid_price": 138.96, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T13:15:24", "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": 143.66, "dynamic_exec_high": 143.66, "entry_zone_low": 136.2, "entry_zone_high": 143.66, "entry_risk_pct": 2.5, "intraday_vwap": 136.2039, "price_vs_vwap_pct": 4.6372, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217573.31, "current_position_value": 142947.56, "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": 142.52, "ts": "2026-07-03T13:15:21", "prev_close": 135.05, "open": 127.0, "high": 146.99, "low": 127.0, "bid1": 142.51, "ask1": 142.52, "bid_qty1": 6, "ask_qty1": 24 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false }, { "event_id": "20260702:20260703:SHSE.600353:POSITION_TREND_ADD:BUY", "plan_id": "20260702:SHSE.600353:POSITION_TREND_ADD", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 44.94, "exec_low": 44.29, "exec_high": 45.31, "invalid_price": 43.82, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-03T13:15:24", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 42.3, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 45.31, "dynamic_exec_high": 45.31, "entry_zone_low": 44.29, "entry_zone_high": 45.31, "entry_risk_pct": 2.5, "intraday_vwap": 44.286, "price_vs_vwap_pct": 1.4768, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 217573.31, "current_position_value": 8988.0, "cash_before_order": 580734.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 200, "t0_protection_qty_cap": 200, "ma5": null, "quote": { "last": 44.94, "ts": "2026-07-03T13:15:22", "prev_close": 42.3, "open": 42.3, "high": 46.44, "low": 42.26, "bid1": 44.94, "ask1": 44.95, "bid_qty1": 400, "ask_qty1": 5 }, "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": 122, "active_plan_contracts": 12, "watch_candidate_contracts": 108, "watch_only_contracts": 0, "actionable": 0, "filled_orders": 4, "filled_official_orders": 0, "position_add_signals": 2, "position_add_filled": 0, "filled_watch_orders": 0, "filled_shadow_orders": 0, "shadow_filled_orders": 0, "rejected_orders": 2, "unfilled_orders": 0, "risk_exit_signals": 2, "risk_exit_orders": 6, "risk_exit_filled": 4, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }