{ "schema_version": "local_paper_latest_signals_v1", "runtime_status": "PAPER_RUNNING", "plan_date": "20260703", "trade_date": "20260706", "trade_mode": "SIMULATION_READY", "allow_new_positions": true, "shadow_mode": false, "intraday_market_gate": { "passed": true, "reason": "structural_hotspot_hot_theme_entry_only", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.6183, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2947, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 5, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988", "SHSE.600489", "SHSE.601069" ], "top_return_pct": 9.7156 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 7.1897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.3954 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028", "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.184397163120565, "last": 11.27, "vwap": 11.27292528380118, "above_vwap": false, "amount": 134853496.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.715639810426534, "last": 9.26, "vwap": 8.97867204417037, "above_vwap": true, "amount": 1057348173.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.395355760643032, "last": 36.41, "vwap": 35.4732397009869, "above_vwap": true, "amount": 542396477.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.258064516129048, "last": 21.28, "vwap": 20.662652742850486, "above_vwap": true, "amount": 1082117588.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.189655172413789, "last": 62.17, "vwap": 61.66060854454244, "above_vwap": true, "amount": 564176070.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.820365033621512, "last": 33.36, "vwap": 32.91141901935598, "above_vwap": true, "amount": 1857602768.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.63286609006859, "last": 178.77, "vwap": 177.53037650986482, "above_vwap": true, "amount": 765741773.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.370284834488071, "last": 55.27, "vwap": 53.646371885958466, "above_vwap": true, "amount": 1350831738.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6482670089858855, "last": 8.23, "vwap": 8.22004969974888, "above_vwap": true, "amount": 188218588.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.141843971631199, "last": 35.58, "vwap": 34.928078802023684, "above_vwap": true, "amount": 240944366.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.063913470993131, "last": 21.37, "vwap": 20.80938477653775, "above_vwap": true, "amount": 1011171706.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.017367811655737, "last": 27.21, "vwap": 26.70998918542512, "above_vwap": true, "amount": 506311884.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair", "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.6183, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2947, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 5, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988", "SHSE.600489", "SHSE.601069" ], "top_return_pct": 9.7156 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 7.1897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.3954 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028", "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.184397163120565, "last": 11.27, "vwap": 11.27292528380118, "above_vwap": false, "amount": 134853496.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.715639810426534, "last": 9.26, "vwap": 8.97867204417037, "above_vwap": true, "amount": 1057348173.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.395355760643032, "last": 36.41, "vwap": 35.4732397009869, "above_vwap": true, "amount": 542396477.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.258064516129048, "last": 21.28, "vwap": 20.662652742850486, "above_vwap": true, "amount": 1082117588.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.189655172413789, "last": 62.17, "vwap": 61.66060854454244, "above_vwap": true, "amount": 564176070.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.820365033621512, "last": 33.36, "vwap": 32.91141901935598, "above_vwap": true, "amount": 1857602768.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.63286609006859, "last": 178.77, "vwap": 177.53037650986482, "above_vwap": true, "amount": 765741773.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.370284834488071, "last": 55.27, "vwap": 53.646371885958466, "above_vwap": true, "amount": 1350831738.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6482670089858855, "last": 8.23, "vwap": 8.22004969974888, "above_vwap": true, "amount": 188218588.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.141843971631199, "last": 35.58, "vwap": 34.928078802023684, "above_vwap": true, "amount": 240944366.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.063913470993131, "last": 21.37, "vwap": 20.80938477653775, "above_vwap": true, "amount": 1011171706.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.017367811655737, "last": 27.21, "vwap": 26.70998918542512, "above_vwap": true, "amount": 506311884.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair" } }, "intraday_market_repair_gate": { "passed": true, "reason": "structural_hotspot_hot_theme_entry_only", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.6183, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2947, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 5, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988", "SHSE.600489", "SHSE.601069" ], "top_return_pct": 9.7156 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 7.1897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.3954 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028", "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.184397163120565, "last": 11.27, "vwap": 11.27292528380118, "above_vwap": false, "amount": 134853496.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.715639810426534, "last": 9.26, "vwap": 8.97867204417037, "above_vwap": true, "amount": 1057348173.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.395355760643032, "last": 36.41, "vwap": 35.4732397009869, "above_vwap": true, "amount": 542396477.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.258064516129048, "last": 21.28, "vwap": 20.662652742850486, "above_vwap": true, "amount": 1082117588.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.189655172413789, "last": 62.17, "vwap": 61.66060854454244, "above_vwap": true, "amount": 564176070.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.820365033621512, "last": 33.36, "vwap": 32.91141901935598, "above_vwap": true, "amount": 1857602768.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.63286609006859, "last": 178.77, "vwap": 177.53037650986482, "above_vwap": true, "amount": 765741773.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.370284834488071, "last": 55.27, "vwap": 53.646371885958466, "above_vwap": true, "amount": 1350831738.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6482670089858855, "last": 8.23, "vwap": 8.22004969974888, "above_vwap": true, "amount": 188218588.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.141843971631199, "last": 35.58, "vwap": 34.928078802023684, "above_vwap": true, "amount": 240944366.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.063913470993131, "last": 21.37, "vwap": 20.80938477653775, "above_vwap": true, "amount": 1011171706.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.017367811655737, "last": 27.21, "vwap": 26.70998918542512, "above_vwap": true, "amount": 506311884.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair", "style_gate_override": "pool_breadth_downweighted_for_structural_hotspot" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.6183, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2947, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 5, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988", "SHSE.600489", "SHSE.601069" ], "top_return_pct": 9.7156 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 7.1897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.3954 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028", "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.184397163120565, "last": 11.27, "vwap": 11.27292528380118, "above_vwap": false, "amount": 134853496.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.715639810426534, "last": 9.26, "vwap": 8.97867204417037, "above_vwap": true, "amount": 1057348173.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.395355760643032, "last": 36.41, "vwap": 35.4732397009869, "above_vwap": true, "amount": 542396477.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.258064516129048, "last": 21.28, "vwap": 20.662652742850486, "above_vwap": true, "amount": 1082117588.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.189655172413789, "last": 62.17, "vwap": 61.66060854454244, "above_vwap": true, "amount": 564176070.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.820365033621512, "last": 33.36, "vwap": 32.91141901935598, "above_vwap": true, "amount": 1857602768.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.63286609006859, "last": 178.77, "vwap": 177.53037650986482, "above_vwap": true, "amount": 765741773.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.370284834488071, "last": 55.27, "vwap": 53.646371885958466, "above_vwap": true, "amount": 1350831738.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6482670089858855, "last": 8.23, "vwap": 8.22004969974888, "above_vwap": true, "amount": 188218588.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.141843971631199, "last": 35.58, "vwap": 34.928078802023684, "above_vwap": true, "amount": 240944366.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.063913470993131, "last": 21.37, "vwap": 20.80938477653775, "above_vwap": true, "amount": 1011171706.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.017367811655737, "last": 27.21, "vwap": 26.70998918542512, "above_vwap": true, "amount": 506311884.0 } ] }, "style_code": "STRUCTURAL_HOTSPOT", "style_label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair" }, "quote_source": "public_http_tencent:135/135", "quote_stale_lock": false, "generated_at": "2026-07-06T09:45:45", "signals": [ { "event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600547", "name": "山东黄金", "side": "BUY", "priority": "P0", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.48, "exec_low": 26.48, "exec_high": 27.27, "invalid_price": 25.69, "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": "2026-07-06T09:45:45", "sim_reason": "entry_risk_too_wide_over_5pct", "qty": 0, "prev_close": null, "theme": "黄金概念", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 27.27, "max_chase_pct": 3.0, "base_exec_high": 27.27, "dynamic_exec_high": null, "entry_zone_low": 26.08, "entry_zone_high": 26.88, "entry_risk_pct": 5.4472, "intraday_vwap": 26.5611, "price_vs_vwap_pct": 2.2548, "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": 1.561, "prev_amount_yi": 1.7098, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.913, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 27.24, "high": 27.28, "low": 27.24, "close": 27.28, "amount_yi": 0.6356 }, { "time": "09:44", "open": 27.22, "high": 27.22, "low": 27.17, "close": 27.17, "amount_yi": 0.5143 }, { "time": "09:45", "open": 27.08, "high": 27.16, "low": 27.08, "close": 27.16, "amount_yi": 0.4111 } ] }, "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": 27.16, "ts": "2026-07-06T09:45:43", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 27.16, "ask1": 27.17, "bid_qty1": 80, "ask_qty1": 167 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002028:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.002028:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002028", "name": "思源电气", "side": "BUY", "priority": "P1", "status": "TOUCHED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 169.97, "exec_low": 169.97, "exec_high": 175.07, "invalid_price": 164.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "prev_close": null, "theme": "发电设备", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 175.07, "max_chase_pct": 3.0, "base_exec_high": 175.07, "dynamic_exec_high": null, "entry_zone_low": 167.42, "entry_zone_high": 172.52, "entry_risk_pct": null, "intraday_vwap": 177.5304, "price_vs_vwap_pct": 0.6982, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 1.2123, "prev_amount_yi": 1.0189, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1898, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 178.25, "high": 178.47, "low": 178.25, "close": 178.47, "amount_yi": 0.3793 }, { "time": "09:44", "open": 179.15, "high": 179.59, "low": 179.15, "close": 179.59, "amount_yi": 0.4915 }, { "time": "09:45", "open": 179.09, "high": 179.09, "low": 178.77, "close": 178.77, "amount_yi": 0.3415 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 178.77, "ts": "2026-07-06T09:45:42", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 178.77, "ask1": 178.94, "bid_qty1": 9, "ask_qty1": 1 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300428", "name": "立中集团", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 19.88, "exec_low": 19.88, "exec_high": 20.48, "invalid_price": 19.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 1600, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 20.48, "max_chase_pct": 3.0, "base_exec_high": 20.48, "dynamic_exec_high": null, "entry_zone_low": 19.58, "entry_zone_high": 20.18, "entry_risk_pct": null, "intraday_vwap": 19.187, "price_vs_vwap_pct": 0.2241, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0861, "prev_amount_yi": 0.0554, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 19.12, "high": 19.14, "low": 19.12, "close": 19.14, "amount_yi": 0.0176 }, { "time": "09:44", "open": 19.13, "high": 19.2, "low": 19.13, "close": 19.2, "amount_yi": 0.0451 }, { "time": "09:45", "open": 19.23, "high": 19.23, "low": 19.23, "close": 19.23, "amount_yi": 0.0234 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.23, "ts": "2026-07-06T09:45:39", "prev_close": 19.38, "open": 19.38, "high": 19.44, "low": 18.99, "bid1": 19.24, "ask1": 19.26, "bid_qty1": 6, "ask_qty1": 7 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000559", "name": "万向钱潮", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.45, "exec_low": 14.45, "exec_high": 14.88, "invalid_price": 14.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2300, "prev_close": null, "theme": "汽车制造", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 14.88, "max_chase_pct": 3.0, "base_exec_high": 14.88, "dynamic_exec_high": null, "entry_zone_low": 14.23, "entry_zone_high": 14.67, "entry_risk_pct": null, "intraday_vwap": 13.8369, "price_vs_vwap_pct": -0.8448, "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": 0.6843, "prev_amount_yi": 0.7824, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 13.73, "high": 13.73, "low": 13.73, "close": 13.73, "amount_yi": 0.1636 }, { "time": "09:44", "open": 13.7, "high": 13.7, "low": 13.67, "close": 13.67, "amount_yi": 0.33 }, { "time": "09:45", "open": 13.74, "high": 13.74, "low": 13.72, "close": 13.72, "amount_yi": 0.1907 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.72, "ts": "2026-07-06T09:45:42", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.65, "bid1": 13.71, "ask1": 13.72, "bid_qty1": 209, "ask_qty1": 27 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600150:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SHSE.600150:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600150", "name": "中国船舶", "side": "BUY", "priority": "P4", "status": "FILLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 37.66, "exec_low": 37.66, "exec_high": 38.79, "invalid_price": 36.53, "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": "2026-07-06T09:45:45", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.79, "max_chase_pct": 3.0, "base_exec_high": 38.79, "dynamic_exec_high": null, "entry_zone_low": 37.1, "entry_zone_high": 38.22, "entry_risk_pct": 3.2318, "intraday_vwap": 37.6944, "price_vs_vwap_pct": 0.1475, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.75, "ts": "2026-07-06T09:45:42", "prev_close": 37.15, "open": 36.95, "high": 38.08, "low": 36.95, "bid1": 37.72, "ask1": 37.75, "bid_qty1": 333, "ask_qty1": 16 }, "previous_state": "FILLED", "next_state": "FILLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300100:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300100:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300100", "name": "双林股份", "side": "BUY", "priority": "P5", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 31.8, "exec_low": 31.8, "exec_high": 32.75, "invalid_price": 30.85, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 1000, "prev_close": null, "theme": "汽车制造", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 32.75, "max_chase_pct": 3.0, "base_exec_high": 32.75, "dynamic_exec_high": null, "entry_zone_low": 31.32, "entry_zone_high": 32.28, "entry_risk_pct": null, "intraday_vwap": 30.6288, "price_vs_vwap_pct": -0.9103, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2326, "prev_amount_yi": 0.1879, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 30.37, "high": 30.37, "low": 30.3, "close": 30.3, "amount_yi": 0.0623 }, { "time": "09:44", "open": 30.16, "high": 30.19, "low": 30.16, "close": 30.19, "amount_yi": 0.0984 }, { "time": "09:45", "open": 30.33, "high": 30.35, "low": 30.33, "close": 30.35, "amount_yi": 0.0719 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.35, "ts": "2026-07-06T09:45:39", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 30.06, "bid1": 30.35, "ask1": 30.37, "bid_qty1": 6, "ask_qty1": 76 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300696:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300696:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300696", "name": "爱乐达", "side": "BUY", "priority": "P6", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 29.29, "exec_low": 29.29, "exec_high": 30.17, "invalid_price": 28.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 1200, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 30.17, "max_chase_pct": 3.0, "base_exec_high": 30.17, "dynamic_exec_high": null, "entry_zone_low": 28.85, "entry_zone_high": 29.73, "entry_risk_pct": null, "intraday_vwap": 26.8271, "price_vs_vwap_pct": -1.0702, "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": 0.0746, "prev_amount_yi": 0.111, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 26.52, "high": 26.52, "low": 26.5, "close": 26.5, "amount_yi": 0.0407 }, { "time": "09:44", "open": 26.46, "high": 26.47, "low": 26.46, "close": 26.47, "amount_yi": 0.0204 }, { "time": "09:45", "open": 26.51, "high": 26.54, "low": 26.51, "close": 26.54, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.54, "ts": "2026-07-06T09:45:39", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 26.44, "bid1": 26.54, "ask1": 26.58, "bid_qty1": 14, "ask_qty1": 19 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002031:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.002031:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002031", "name": "巨轮智能", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.3, "exec_low": 6.3, "exec_high": 6.49, "invalid_price": 6.11, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 5300, "prev_close": null, "theme": "汽车制造", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 6.49, "max_chase_pct": 3.0, "base_exec_high": 6.49, "dynamic_exec_high": null, "entry_zone_low": 6.21, "entry_zone_high": 6.39, "entry_risk_pct": null, "intraday_vwap": 5.9571, "price_vs_vwap_pct": 0.2165, "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": 0.3237, "prev_amount_yi": 0.3497, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 5.97, "high": 5.97, "low": 5.96, "close": 5.96, "amount_yi": 0.0766 }, { "time": "09:44", "open": 5.96, "high": 5.96, "low": 5.95, "close": 5.95, "amount_yi": 0.1119 }, { "time": "09:45", "open": 5.96, "high": 5.97, "low": 5.96, "close": 5.97, "amount_yi": 0.1352 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.97, "ts": "2026-07-06T09:45:42", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.87, "bid1": 5.96, "ask1": 5.97, "bid_qty1": 1708, "ask_qty1": 220 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300342:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300342:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300342", "name": "天银机电", "side": "BUY", "priority": "P8", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 50.32, "exec_low": 50.32, "exec_high": 51.83, "invalid_price": 48.81, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 600, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 51.83, "max_chase_pct": 3.0, "base_exec_high": 51.83, "dynamic_exec_high": null, "entry_zone_low": 49.57, "entry_zone_high": 51.07, "entry_risk_pct": null, "intraday_vwap": 49.7295, "price_vs_vwap_pct": -1.8088, "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": 0.4641, "prev_amount_yi": 0.6768, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 48.9, "high": 49.02, "low": 48.9, "close": 49.02, "amount_yi": 0.125 }, { "time": "09:44", "open": 48.88, "high": 48.88, "low": 48.88, "close": 48.88, "amount_yi": 0.1914 }, { "time": "09:45", "open": 48.84, "high": 48.84, "low": 48.83, "close": 48.83, "amount_yi": 0.1477 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.83, "ts": "2026-07-06T09:45:39", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 48.71, "bid1": 48.75, "ask1": 48.83, "bid_qty1": 49, "ask_qty1": 60 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600699:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SHSE.600699:SECOND_WAVE_BREAK_VWAP", "symbol": "SHSE.600699", "name": "均胜电子", "side": "BUY", "priority": "P9", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 24.05, "exec_low": 24.05, "exec_high": 24.77, "invalid_price": 23.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1300, "prev_close": null, "theme": "汽车制造", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 24.77, "max_chase_pct": 3.0, "base_exec_high": 24.77, "dynamic_exec_high": null, "entry_zone_low": 23.69, "entry_zone_high": 24.41, "entry_risk_pct": null, "intraday_vwap": 23.3995, "price_vs_vwap_pct": 0.6432, "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": 0.2866, "prev_amount_yi": 0.2896, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9896, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 23.4, "high": 23.41, "low": 23.4, "close": 23.41, "amount_yi": 0.0942 }, { "time": "09:44", "open": 23.39, "high": 23.41, "low": 23.39, "close": 23.41, "amount_yi": 0.1203 }, { "time": "09:45", "open": 23.49, "high": 23.55, "low": 23.49, "close": 23.55, "amount_yi": 0.0721 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.55, "ts": "2026-07-06T09:45:41", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 23.0, "bid1": 23.53, "ask1": 23.55, "bid_qty1": 10, "ask_qty1": 15 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002048:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.002048:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002048", "name": "宁波华翔", "side": "BUY", "priority": "P10", "status": "OBSERVE", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 26.51, "exec_low": 26.51, "exec_high": 27.31, "invalid_price": 25.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": null, "theme": "汽车制造", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 27.31, "max_chase_pct": 3.0, "base_exec_high": 27.31, "dynamic_exec_high": null, "entry_zone_low": 26.11, "entry_zone_high": 26.91, "entry_risk_pct": null, "intraday_vwap": 25.9137, "price_vs_vwap_pct": -0.5159, "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": 0.3451, "prev_amount_yi": 0.6421, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:43", "open": 25.62, "high": 25.67, "low": 25.62, "close": 25.67, "amount_yi": 0.121 }, { "time": "09:44", "open": 25.65, "high": 25.68, "low": 25.65, "close": 25.68, "amount_yi": 0.1008 }, { "time": "09:45", "open": 25.71, "high": 25.78, "low": 25.71, "close": 25.78, "amount_yi": 0.1233 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129592.53, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.78, "ts": "2026-07-06T09:45:42", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.58, "bid1": 25.78, "ask1": 25.8, "bid_qty1": 6, "ask_qty1": 57 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601069:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SHSE.601069:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.601069", "name": "西部黄金", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 1100, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 26.71, "price_vs_vwap_pct": 1.872, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2098, "prev_amount_yi": 1.3025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 27.32, "high": 27.64, "low": 27.32, "close": 27.64, "amount_yi": 0.2444 }, { "time": "09:42", "open": 27.65, "high": 27.65, "low": 27.6, "close": 27.6, "amount_yi": 0.2421 }, { "time": "09:43", "open": 27.78, "high": 27.78, "low": 27.75, "close": 27.75, "amount_yi": 0.3481 }, { "time": "09:44", "open": 27.53, "high": 27.53, "low": 27.38, "close": 27.38, "amount_yi": 0.222 }, { "time": "09:45", "open": 27.1, "high": 27.21, "low": 27.1, "close": 27.21, "amount_yi": 0.1532 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.21, "ts": "2026-07-06T09:45:42", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 27.21, "ask1": 27.22, "bid_qty1": 24, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000975:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.000975:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.000975", "name": "山金国际", "side": "BUY", "priority": "W1", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 1500, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 20.6627, "price_vs_vwap_pct": 2.9875, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.0984, "prev_amount_yi": 3.2569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6443, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 21.23, "high": 21.3, "low": 21.23, "close": 21.3, "amount_yi": 0.696 }, { "time": "09:42", "open": 21.4, "high": 21.4, "low": 21.33, "close": 21.33, "amount_yi": 0.3707 }, { "time": "09:43", "open": 21.4, "high": 21.4, "low": 21.39, "close": 21.39, "amount_yi": 0.3063 }, { "time": "09:44", "open": 21.39, "high": 21.39, "low": 21.33, "close": 21.33, "amount_yi": 0.3376 }, { "time": "09:45", "open": 21.24, "high": 21.28, "low": 21.24, "close": 21.28, "amount_yi": 0.3878 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.28, "ts": "2026-07-06T09:45:42", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 21.27, "ask1": 21.28, "bid_qty1": 9, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600988:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SHSE.600988:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600988", "name": "赤峰黄金", "side": "BUY", "priority": "W2", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 900, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 32.9114, "price_vs_vwap_pct": 1.3631, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.0539, "prev_amount_yi": 4.3163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1709, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 33.19, "high": 33.35, "low": 33.19, "close": 33.35, "amount_yi": 0.9478 }, { "time": "09:42", "open": 33.4, "high": 33.45, "low": 33.4, "close": 33.45, "amount_yi": 1.5033 }, { "time": "09:43", "open": 33.39, "high": 33.51, "low": 33.39, "close": 33.51, "amount_yi": 0.8203 }, { "time": "09:44", "open": 33.43, "high": 33.43, "low": 33.37, "close": 33.37, "amount_yi": 1.0409 }, { "time": "09:45", "open": 33.28, "high": 33.36, "low": 33.28, "close": 33.36, "amount_yi": 0.7416 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.36, "ts": "2026-07-06T09:45:42", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 33.36, "ask1": 33.37, "bid_qty1": 26, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002345:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002345:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002345", "name": "潮宏基", "side": "BUY", "priority": "W3", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.65, "exec_low": 10.65, "exec_high": 10.81, "invalid_price": 10.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 2900, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.97, "max_chase_pct": 1.5, "base_exec_high": 10.81, "dynamic_exec_high": null, "entry_zone_low": 10.49, "entry_zone_high": 10.81, "entry_risk_pct": 3.2772, "intraday_vwap": 10.5334, "price_vs_vwap_pct": 1.3918, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2288, "prev_amount_yi": 0.1118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0465, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 10.59, "high": 10.62, "low": 10.59, "close": 10.62, "amount_yi": 0.0449 }, { "time": "09:42", "open": 10.64, "high": 10.64, "low": 10.63, "close": 10.63, "amount_yi": 0.0466 }, { "time": "09:43", "open": 10.63, "high": 10.64, "low": 10.63, "close": 10.64, "amount_yi": 0.0186 }, { "time": "09:44", "open": 10.61, "high": 10.64, "low": 10.61, "close": 10.64, "amount_yi": 0.0464 }, { "time": "09:45", "open": 10.67, "high": 10.68, "low": 10.67, "close": 10.68, "amount_yi": 0.0723 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.68, "ts": "2026-07-06T09:45:42", "prev_close": 10.52, "open": 10.4, "high": 10.72, "low": 10.32, "bid1": 10.67, "ask1": 10.68, "bid_qty1": 1, "ask_qty1": 174 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600489:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600489:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600489", "name": "中金黄金", "side": "BUY", "priority": "W4", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 20.75, "exec_low": 20.75, "exec_high": 21.06, "invalid_price": 20.13, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1400, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.37, "max_chase_pct": 1.5, "base_exec_high": 21.06, "dynamic_exec_high": null, "entry_zone_low": 20.44, "entry_zone_high": 21.06, "entry_risk_pct": null, "intraday_vwap": 20.8094, "price_vs_vwap_pct": 2.694, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.5185, "prev_amount_yi": 2.7324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9217, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 21.28, "high": 21.33, "low": 21.28, "close": 21.33, "amount_yi": 0.5469 }, { "time": "09:42", "open": 21.42, "high": 21.42, "low": 21.36, "close": 21.36, "amount_yi": 0.5991 }, { "time": "09:43", "open": 21.42, "high": 21.44, "low": 21.42, "close": 21.44, "amount_yi": 0.4659 }, { "time": "09:44", "open": 21.35, "high": 21.42, "low": 21.35, "close": 21.42, "amount_yi": 0.4348 }, { "time": "09:45", "open": 21.31, "high": 21.37, "low": 21.31, "close": 21.37, "amount_yi": 0.4718 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.37, "ts": "2026-07-06T09:45:41", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 21.36, "ask1": 21.37, "bid_qty1": 472, "ask_qty1": 289 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002155:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002155:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002155", "name": "湖南黄金", "side": "BUY", "priority": "W5", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 26.48, "exec_low": 26.48, "exec_high": 26.88, "invalid_price": 25.69, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1200, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.27, "max_chase_pct": 1.5, "base_exec_high": 26.88, "dynamic_exec_high": null, "entry_zone_low": 26.08, "entry_zone_high": 26.88, "entry_risk_pct": null, "intraday_vwap": 25.9523, "price_vs_vwap_pct": 0.9159, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2209, "prev_amount_yi": 1.4542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 26.29, "high": 26.34, "low": 26.29, "close": 26.34, "amount_yi": 0.4552 }, { "time": "09:42", "open": 26.48, "high": 26.56, "low": 26.48, "close": 26.56, "amount_yi": 0.5176 }, { "time": "09:43", "open": 26.57, "high": 26.57, "low": 26.5, "close": 26.5, "amount_yi": 0.4581 }, { "time": "09:44", "open": 26.36, "high": 26.36, "low": 26.31, "close": 26.31, "amount_yi": 0.4579 }, { "time": "09:45", "open": 26.12, "high": 26.19, "low": 26.12, "close": 26.19, "amount_yi": 0.3321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.19, "ts": "2026-07-06T09:45:42", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 25.18, "bid1": 26.16, "ask1": 26.19, "bid_qty1": 23, "ask_qty1": 301 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601899:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.601899:STRONG_WATCH_CONFIRM", "symbol": "SHSE.601899", "name": "紫金矿业", "side": "BUY", "priority": "W6", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 28.3, "exec_low": 28.3, "exec_high": 28.72, "invalid_price": 27.45, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1100, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 29.15, "max_chase_pct": 1.5, "base_exec_high": 28.72, "dynamic_exec_high": null, "entry_zone_low": 27.88, "entry_zone_high": 28.72, "entry_risk_pct": null, "intraday_vwap": 28.6583, "price_vs_vwap_pct": 1.0876, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 9.1693, "prev_amount_yi": 8.9802, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 28.95, "high": 29.02, "low": 28.95, "close": 29.02, "amount_yi": 3.1093 }, { "time": "09:42", "open": 29.04, "high": 29.09, "low": 29.04, "close": 29.09, "amount_yi": 1.7912 }, { "time": "09:43", "open": 29.1, "high": 29.14, "low": 29.1, "close": 29.14, "amount_yi": 1.8462 }, { "time": "09:44", "open": 29.09, "high": 29.09, "low": 29.05, "close": 29.05, "amount_yi": 1.344 }, { "time": "09:45", "open": 29.0, "high": 29.0, "low": 28.97, "close": 28.97, "amount_yi": 1.0786 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.97, "ts": "2026-07-06T09:45:41", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.96, "ask1": 28.97, "bid_qty1": 393, "ask_qty1": 105 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600711:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600711:VWAP_RECLAIM", "symbol": "SHSE.600711", "name": "盛屯矿业", "side": "BUY", "priority": "W7", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.83, "exec_low": 12.01, "exec_high": 12.01, "invalid_price": 11.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 2700, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.18, "max_chase_pct": 1.5, "base_exec_high": 12.01, "dynamic_exec_high": null, "entry_zone_low": 11.65, "entry_zone_high": 12.01, "entry_risk_pct": 3.0405, "intraday_vwap": 11.7065, "price_vs_vwap_pct": 1.055, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8893, "prev_amount_yi": 1.7981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4946, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.87, "high": 11.9, "low": 11.87, "close": 11.9, "amount_yi": 0.2951 }, { "time": "09:42", "open": 11.93, "high": 11.93, "low": 11.91, "close": 11.91, "amount_yi": 0.2217 }, { "time": "09:43", "open": 11.89, "high": 11.89, "low": 11.88, "close": 11.88, "amount_yi": 0.1385 }, { "time": "09:44", "open": 11.88, "high": 11.88, "low": 11.85, "close": 11.85, "amount_yi": 0.1174 }, { "time": "09:45", "open": 11.84, "high": 11.84, "low": 11.83, "close": 11.83, "amount_yi": 0.1166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.83, "ts": "2026-07-06T09:45:42", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.35, "bid1": 11.83, "ask1": 11.84, "bid_qty1": 120, "ask_qty1": 289 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002574:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002574:VWAP_RECLAIM", "symbol": "SZSE.002574", "name": "明牌珠宝", "side": "BUY", "priority": "W8", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 4.38, "exec_low": 4.45, "exec_high": 4.45, "invalid_price": 4.25, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 7300, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.51, "max_chase_pct": 1.5, "base_exec_high": 4.45, "dynamic_exec_high": null, "entry_zone_low": 4.31, "entry_zone_high": 4.45, "entry_risk_pct": null, "intraday_vwap": 4.345, "price_vs_vwap_pct": 0.1151, "energy_floor_hint_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": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7753, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 4.35, "high": 4.35, "low": 4.35, "close": 4.35, "amount_yi": 0.0022 }, { "time": "09:42", "open": 4.38, "high": 4.38, "low": 4.37, "close": 4.37, "amount_yi": 0.0059 }, { "time": "09:43", "open": 4.37, "high": 4.37, "low": 4.36, "close": 4.36, "amount_yi": 0.0013 }, { "time": "09:44", "open": 4.35, "high": 4.35, "low": 4.35, "close": 4.35, "amount_yi": 0.0058 }, { "time": "09:45", "open": 4.35, "high": 4.35, "low": 4.35, "close": 4.35, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.35, "ts": "2026-07-06T09:45:42", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.31, "bid1": 4.35, "ask1": 4.36, "bid_qty1": 454, "ask_qty1": 422 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002716:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002716:VWAP_RECLAIM", "symbol": "SZSE.002716", "name": "湖南白银", "side": "BUY", "priority": "W9", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.69, "exec_low": 8.82, "exec_high": 8.82, "invalid_price": 8.43, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 3400, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.95, "max_chase_pct": 1.5, "base_exec_high": 8.82, "dynamic_exec_high": null, "entry_zone_low": 8.56, "entry_zone_high": 8.82, "entry_risk_pct": null, "intraday_vwap": 8.9787, "price_vs_vwap_pct": 3.133, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 5.9628, "prev_amount_yi": 2.0618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.892, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 9.18, "high": 9.2, "low": 9.18, "close": 9.2, "amount_yi": 0.9818 }, { "time": "09:42", "open": 9.23, "high": 9.25, "low": 9.23, "close": 9.25, "amount_yi": 1.165 }, { "time": "09:43", "open": 9.26, "high": 9.28, "low": 9.26, "close": 9.28, "amount_yi": 1.7316 }, { "time": "09:44", "open": 9.25, "high": 9.28, "low": 9.25, "close": 9.28, "amount_yi": 1.4799 }, { "time": "09:45", "open": 9.28, "high": 9.28, "low": 9.26, "close": 9.26, "amount_yi": 0.6045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.26, "ts": "2026-07-06T09:45:42", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 9.26, "ask1": 9.27, "bid_qty1": 3731, "ask_qty1": 168 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002237:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002237:VWAP_RECLAIM", "symbol": "SZSE.002237", "name": "恒邦股份", "side": "BUY", "priority": "W10", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 14.21, "exec_low": 14.42, "exec_high": 14.42, "invalid_price": 13.78, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2200, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.64, "max_chase_pct": 1.5, "base_exec_high": 14.42, "dynamic_exec_high": null, "entry_zone_low": 14.0, "entry_zone_high": 14.42, "entry_risk_pct": null, "intraday_vwap": 13.9131, "price_vs_vwap_pct": 1.9183, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6162, "prev_amount_yi": 0.5601, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1002, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 14.13, "high": 14.13, "low": 14.12, "close": 14.12, "amount_yi": 0.1169 }, { "time": "09:42", "open": 14.22, "high": 14.22, "low": 14.21, "close": 14.21, "amount_yi": 0.178 }, { "time": "09:43", "open": 14.18, "high": 14.18, "low": 14.17, "close": 14.17, "amount_yi": 0.0917 }, { "time": "09:44", "open": 14.15, "high": 14.15, "low": 14.13, "close": 14.13, "amount_yi": 0.1114 }, { "time": "09:45", "open": 14.1, "high": 14.18, "low": 14.1, "close": 14.18, "amount_yi": 0.1182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.18, "ts": "2026-07-06T09:45:42", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.45, "bid1": 14.19, "ask1": 14.2, "bid_qty1": 2, "ask_qty1": 36 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600612:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600612:VWAP_RECLAIM", "symbol": "SHSE.600612", "name": "老凤祥", "side": "BUY", "priority": "W11", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 34.4, "exec_low": 34.92, "exec_high": 34.92, "invalid_price": 33.37, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 900, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.43, "max_chase_pct": 1.5, "base_exec_high": 34.92, "dynamic_exec_high": null, "entry_zone_low": 33.88, "entry_zone_high": 34.92, "entry_risk_pct": 3.4433, "intraday_vwap": 34.3517, "price_vs_vwap_pct": 0.4608, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.06, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8692, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 34.47, "high": 34.56, "low": 34.47, "close": 34.56, "amount_yi": 0.0127 }, { "time": "09:42", "open": 34.62, "high": 34.65, "low": 34.62, "close": 34.65, "amount_yi": 0.0079 }, { "time": "09:43", "open": 34.65, "high": 34.7, "low": 34.65, "close": 34.7, "amount_yi": 0.0113 }, { "time": "09:44", "open": 34.61, "high": 34.61, "low": 34.61, "close": 34.61, "amount_yi": 0.0133 }, { "time": "09:45", "open": 34.57, "high": 34.57, "low": 34.51, "close": 34.51, "amount_yi": 0.0148 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.51, "ts": "2026-07-06T09:45:42", "prev_close": 34.13, "open": 34.0, "high": 34.7, "low": 33.73, "bid1": 34.51, "ask1": 34.56, "bid_qty1": 12, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002721:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002721:VWAP_RECLAIM", "symbol": "SZSE.002721", "name": "金一文化", "side": "BUY", "priority": "W12", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 2.35, "exec_low": 2.39, "exec_high": 2.39, "invalid_price": 2.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 13600, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 2.42, "max_chase_pct": 1.5, "base_exec_high": 2.39, "dynamic_exec_high": null, "entry_zone_low": 2.31, "entry_zone_high": 2.39, "entry_risk_pct": null, "intraday_vwap": 2.336, "price_vs_vwap_pct": 0.1712, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0342, "prev_amount_yi": 0.0608, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 2.35, "high": 2.35, "low": 2.35, "close": 2.35, "amount_yi": 0.0005 }, { "time": "09:42", "open": 2.36, "high": 2.36, "low": 2.35, "close": 2.35, "amount_yi": 0.0196 }, { "time": "09:43", "open": 2.36, "high": 2.36, "low": 2.36, "close": 2.36, "amount_yi": 0.0027 }, { "time": "09:44", "open": 2.36, "high": 2.36, "low": 2.35, "close": 2.35, "amount_yi": 0.0096 }, { "time": "09:45", "open": 2.35, "high": 2.35, "low": 2.34, "close": 2.34, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.34, "ts": "2026-07-06T09:45:42", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.31, "bid1": 2.34, "ask1": 2.35, "bid_qty1": 5477, "ask_qty1": 5038 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600531:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600531:VWAP_RECLAIM", "symbol": "SHSE.600531", "name": "豫光金铅", "side": "BUY", "priority": "W13", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.15, "exec_low": 16.39, "exec_high": 16.39, "invalid_price": 15.67, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 2000, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.63, "max_chase_pct": 1.5, "base_exec_high": 16.39, "dynamic_exec_high": null, "entry_zone_low": 15.91, "entry_zone_high": 16.39, "entry_risk_pct": null, "intraday_vwap": 15.4973, "price_vs_vwap_pct": 1.3725, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.4826, "prev_amount_yi": 1.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4405, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 15.51, "high": 15.52, "low": 15.51, "close": 15.52, "amount_yi": 0.2306 }, { "time": "09:42", "open": 15.59, "high": 15.73, "low": 15.59, "close": 15.73, "amount_yi": 0.4296 }, { "time": "09:43", "open": 15.7, "high": 15.7, "low": 15.66, "close": 15.66, "amount_yi": 0.308 }, { "time": "09:44", "open": 15.67, "high": 15.71, "low": 15.67, "close": 15.71, "amount_yi": 0.2562 }, { "time": "09:45", "open": 15.66, "high": 15.71, "low": 15.66, "close": 15.71, "amount_yi": 0.2582 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.71, "ts": "2026-07-06T09:45:42", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 15.25, "bid1": 15.7, "ask1": 15.71, "bid_qty1": 867, "ask_qty1": 254 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600807:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600807:VWAP_RECLAIM", "symbol": "SHSE.600807", "name": "济高发展", "side": "BUY", "priority": "W14", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.48, "exec_low": 2.52, "exec_high": 2.52, "invalid_price": 2.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 12900, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 2.55, "max_chase_pct": 1.5, "base_exec_high": 2.52, "dynamic_exec_high": null, "entry_zone_low": 2.44, "entry_zone_high": 2.52, "entry_risk_pct": null, "intraday_vwap": 2.464, "price_vs_vwap_pct": -0.5682, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0091, "prev_amount_yi": 0.0158, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5759, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 2.47, "high": 2.47, "low": 2.47, "close": 2.47, "amount_yi": 0.0009 }, { "time": "09:42", "open": 2.46, "high": 2.46, "low": 2.46, "close": 2.46, "amount_yi": 0.0019 }, { "time": "09:43", "open": 2.46, "high": 2.46, "low": 2.46, "close": 2.46, "amount_yi": 0.0022 }, { "time": "09:44", "open": 2.46, "high": 2.46, "low": 2.46, "close": 2.46, "amount_yi": 0.0025 }, { "time": "09:45", "open": 2.46, "high": 2.46, "low": 2.45, "close": 2.45, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.45, "ts": "2026-07-06T09:45:42", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.44, "bid1": 2.45, "ask1": 2.46, "bid_qty1": 1646, "ask_qty1": 988 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600824:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600824:VWAP_RECLAIM", "symbol": "SHSE.600824", "name": "益民集团", "side": "BUY", "priority": "W15", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 3.5, "exec_low": 3.55, "exec_high": 3.55, "invalid_price": 3.4, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 9100, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.6, "max_chase_pct": 1.5, "base_exec_high": 3.55, "dynamic_exec_high": null, "entry_zone_low": 3.45, "entry_zone_high": 3.55, "entry_risk_pct": null, "intraday_vwap": 3.4913, "price_vs_vwap_pct": -0.0372, "energy_floor_hint_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": 0.0199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2864, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 3.49, "high": 3.5, "low": 3.49, "close": 3.5, "amount_yi": 0.0018 }, { "time": "09:42", "open": 3.5, "high": 3.5, "low": 3.49, "close": 3.49, "amount_yi": 0.0015 }, { "time": "09:43", "open": 3.49, "high": 3.5, "low": 3.49, "close": 3.5, "amount_yi": 0.0017 }, { "time": "09:44", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0004 }, { "time": "09:45", "open": 3.49, "high": 3.49, "low": 3.49, "close": 3.49, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.49, "ts": "2026-07-06T09:45:39", "prev_close": 3.47, "open": 3.47, "high": 3.51, "low": 3.46, "bid1": 3.48, "ask1": 3.49, "bid_qty1": 1210, "ask_qty1": 326 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600655:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600655:VWAP_RECLAIM", "symbol": "SHSE.600655", "name": "豫园股份", "side": "BUY", "priority": "W16", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.35, "exec_low": 4.42, "exec_high": 4.42, "invalid_price": 4.22, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 7400, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.48, "max_chase_pct": 1.5, "base_exec_high": 4.42, "dynamic_exec_high": null, "entry_zone_low": 4.28, "entry_zone_high": 4.42, "entry_risk_pct": null, "intraday_vwap": 4.2934, "price_vs_vwap_pct": -0.0792, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0231, "prev_amount_yi": 0.0256, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9023, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0015 }, { "time": "09:42", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0051 }, { "time": "09:43", "open": 4.31, "high": 4.31, "low": 4.3, "close": 4.3, "amount_yi": 0.0015 }, { "time": "09:44", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0102 }, { "time": "09:45", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.29, "ts": "2026-07-06T09:45:43", "prev_close": 4.28, "open": 4.29, "high": 4.32, "low": 4.26, "bid1": 4.29, "ask1": 4.3, "bid_qty1": 237, "ask_qty1": 469 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300018:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.300018:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300018", "name": "中元股份", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 2200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 14.3958, "price_vs_vwap_pct": -0.1098, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3319, "prev_amount_yi": 0.7148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 14.42, "high": 14.42, "low": 14.39, "close": 14.39, "amount_yi": 0.0478 }, { "time": "09:42", "open": 14.41, "high": 14.41, "low": 14.37, "close": 14.37, "amount_yi": 0.0934 }, { "time": "09:43", "open": 14.34, "high": 14.34, "low": 14.33, "close": 14.33, "amount_yi": 0.0561 }, { "time": "09:44", "open": 14.33, "high": 14.33, "low": 14.31, "close": 14.31, "amount_yi": 0.039 }, { "time": "09:45", "open": 14.38, "high": 14.38, "low": 14.38, "close": 14.38, "amount_yi": 0.0956 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.38, "ts": "2026-07-06T09:45:42", "prev_close": 14.65, "open": 14.52, "high": 14.63, "low": 14.15, "bid1": 14.38, "ask1": 14.39, "bid_qty1": 253, "ask_qty1": 14 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300129:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.300129:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.300129", "name": "泰胜风能", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 3100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 10.2665, "price_vs_vwap_pct": -2.2062, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5318, "prev_amount_yi": 0.6453, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8241, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 10.14, "high": 10.14, "low": 10.11, "close": 10.11, "amount_yi": 0.1031 }, { "time": "09:42", "open": 10.1, "high": 10.1, "low": 10.09, "close": 10.09, "amount_yi": 0.1292 }, { "time": "09:43", "open": 10.07, "high": 10.08, "low": 10.07, "close": 10.08, "amount_yi": 0.1223 }, { "time": "09:44", "open": 10.05, "high": 10.07, "low": 10.05, "close": 10.07, "amount_yi": 0.0911 }, { "time": "09:45", "open": 10.05, "high": 10.05, "low": 10.04, "close": 10.04, "amount_yi": 0.0861 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.04, "ts": "2026-07-06T09:45:39", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 10.03, "bid1": 10.04, "ask1": 10.05, "bid_qty1": 245, "ask_qty1": 33 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600580:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SHSE.600580:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.600580", "name": "卧龙电驱", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 38.3674, "price_vs_vwap_pct": -1.6874, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.6563, "prev_amount_yi": 5.7121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 37.89, "high": 37.89, "low": 37.81, "close": 37.81, "amount_yi": 0.9909 }, { "time": "09:42", "open": 37.83, "high": 37.83, "low": 37.72, "close": 37.72, "amount_yi": 0.5648 }, { "time": "09:43", "open": 37.68, "high": 37.68, "low": 37.65, "close": 37.65, "amount_yi": 0.8125 }, { "time": "09:44", "open": 37.6, "high": 37.61, "low": 37.6, "close": 37.61, "amount_yi": 0.706 }, { "time": "09:45", "open": 37.68, "high": 37.72, "low": 37.68, "close": 37.72, "amount_yi": 0.5821 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.72, "ts": "2026-07-06T09:45:42", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.58, "bid1": 37.72, "ask1": 37.74, "bid_qty1": 3, "ask_qty1": 187 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002471:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002471:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002471", "name": "中超控股", "side": "BUY", "priority": "W20", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 5000, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 6.4046, "price_vs_vwap_pct": -1.1648, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4454, "prev_amount_yi": 0.4136, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 6.37, "high": 6.37, "low": 6.36, "close": 6.36, "amount_yi": 0.0738 }, { "time": "09:42", "open": 6.35, "high": 6.35, "low": 6.35, "close": 6.35, "amount_yi": 0.0753 }, { "time": "09:43", "open": 6.33, "high": 6.34, "low": 6.33, "close": 6.34, "amount_yi": 0.0762 }, { "time": "09:44", "open": 6.33, "high": 6.33, "low": 6.31, "close": 6.31, "amount_yi": 0.0598 }, { "time": "09:45", "open": 6.32, "high": 6.33, "low": 6.32, "close": 6.33, "amount_yi": 0.1603 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.33, "ts": "2026-07-06T09:45:42", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 6.21, "bid1": 6.32, "ask1": 6.33, "bid_qty1": 1221, "ask_qty1": 1297 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002276:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002276:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002276", "name": "万马股份", "side": "BUY", "priority": "W21", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.94, "exec_low": 10.94, "exec_high": 11.1, "invalid_price": 10.61, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 2900, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.27, "max_chase_pct": 1.5, "base_exec_high": 11.1, "dynamic_exec_high": null, "entry_zone_low": 10.78, "entry_zone_high": 11.1, "entry_risk_pct": null, "intraday_vwap": 10.6958, "price_vs_vwap_pct": -0.0542, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.114, "prev_amount_yi": 0.2085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 10.76, "high": 10.76, "low": 10.74, "close": 10.74, "amount_yi": 0.0204 }, { "time": "09:42", "open": 10.75, "high": 10.75, "low": 10.74, "close": 10.74, "amount_yi": 0.0172 }, { "time": "09:43", "open": 10.71, "high": 10.71, "low": 10.7, "close": 10.7, "amount_yi": 0.024 }, { "time": "09:44", "open": 10.67, "high": 10.67, "low": 10.66, "close": 10.66, "amount_yi": 0.031 }, { "time": "09:45", "open": 10.71, "high": 10.71, "low": 10.69, "close": 10.69, "amount_yi": 0.0214 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.69, "ts": "2026-07-06T09:45:42", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.51, "bid1": 10.69, "ask1": 10.7, "bid_qty1": 48, "ask_qty1": 343 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002533:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002533:VWAP_RECLAIM", "symbol": "SZSE.002533", "name": "金杯电工", "side": "BUY", "priority": "W22", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.18, "exec_low": 11.35, "exec_high": 11.35, "invalid_price": 10.84, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.52, "max_chase_pct": 1.5, "base_exec_high": 11.35, "dynamic_exec_high": null, "entry_zone_low": 11.01, "entry_zone_high": 11.35, "entry_risk_pct": null, "intraday_vwap": 11.0524, "price_vs_vwap_pct": 0.8831, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0516, "prev_amount_yi": 0.048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.13, "high": 11.13, "low": 11.13, "close": 11.13, "amount_yi": 0.0158 }, { "time": "09:42", "open": 11.14, "high": 11.14, "low": 11.12, "close": 11.12, "amount_yi": 0.0116 }, { "time": "09:43", "open": 11.12, "high": 11.13, "low": 11.12, "close": 11.13, "amount_yi": 0.0089 }, { "time": "09:44", "open": 11.12, "high": 11.13, "low": 11.12, "close": 11.13, "amount_yi": 0.0069 }, { "time": "09:45", "open": 11.14, "high": 11.15, "low": 11.14, "close": 11.15, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.15, "ts": "2026-07-06T09:45:42", "prev_close": 11.03, "open": 11.04, "high": 11.15, "low": 10.93, "bid1": 11.14, "ask1": 11.15, "bid_qty1": 22, "ask_qty1": 155 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM", "symbol": "SHSE.600590", "name": "泰豪科技", "side": "BUY", "priority": "W23", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.09, "exec_low": 10.24, "exec_high": 10.24, "invalid_price": 9.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 3100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.39, "max_chase_pct": 1.5, "base_exec_high": 10.24, "dynamic_exec_high": null, "entry_zone_low": 9.94, "entry_zone_high": 10.24, "entry_risk_pct": 3.4517, "intraday_vwap": 10.088, "price_vs_vwap_pct": 0.5155, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.109, "prev_amount_yi": 0.1361, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 10.06, "high": 10.06, "low": 10.06, "close": 10.06, "amount_yi": 0.033 }, { "time": "09:42", "open": 10.05, "high": 10.06, "low": 10.05, "close": 10.06, "amount_yi": 0.0138 }, { "time": "09:43", "open": 10.05, "high": 10.06, "low": 10.05, "close": 10.06, "amount_yi": 0.0125 }, { "time": "09:44", "open": 10.06, "high": 10.09, "low": 10.06, "close": 10.09, "amount_yi": 0.0221 }, { "time": "09:45", "open": 10.14, "high": 10.14, "low": 10.14, "close": 10.14, "amount_yi": 0.0276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.14, "ts": "2026-07-06T09:45:42", "prev_close": 9.95, "open": 10.01, "high": 10.2, "low": 9.96, "bid1": 10.13, "ask1": 10.14, "bid_qty1": 129, "ask_qty1": 156 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM", "symbol": "SZSE.002531", "name": "天顺风能", "side": "BUY", "priority": "W24", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.61, "exec_low": 8.74, "exec_high": 8.74, "invalid_price": 8.35, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.87, "max_chase_pct": 1.5, "base_exec_high": 8.74, "dynamic_exec_high": null, "entry_zone_low": 8.48, "entry_zone_high": 8.74, "entry_risk_pct": null, "intraday_vwap": 8.4991, "price_vs_vwap_pct": -0.813, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1207, "prev_amount_yi": 0.154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7838, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 8.5, "high": 8.5, "low": 8.48, "close": 8.48, "amount_yi": 0.0259 }, { "time": "09:42", "open": 8.5, "high": 8.5, "low": 8.48, "close": 8.48, "amount_yi": 0.0158 }, { "time": "09:43", "open": 8.47, "high": 8.47, "low": 8.47, "close": 8.47, "amount_yi": 0.0219 }, { "time": "09:44", "open": 8.43, "high": 8.44, "low": 8.43, "close": 8.44, "amount_yi": 0.0303 }, { "time": "09:45", "open": 8.42, "high": 8.43, "low": 8.42, "close": 8.43, "amount_yi": 0.0268 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.43, "ts": "2026-07-06T09:45:42", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 8.3, "bid1": 8.43, "ask1": 8.44, "bid_qty1": 316, "ask_qty1": 166 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300048:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300048:VWAP_RECLAIM", "symbol": "SZSE.300048", "name": "合康新能", "side": "BUY", "priority": "W25", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.89, "exec_low": 4.96, "exec_high": 4.96, "invalid_price": 4.74, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 6500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.04, "max_chase_pct": 1.5, "base_exec_high": 4.96, "dynamic_exec_high": null, "entry_zone_low": 4.82, "entry_zone_high": 4.96, "entry_risk_pct": 3.2653, "intraday_vwap": 4.8653, "price_vs_vwap_pct": 0.7132, "energy_floor_hint_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": 0.08, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.26, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 4.86, "high": 4.87, "low": 4.86, "close": 4.87, "amount_yi": 0.0014 }, { "time": "09:42", "open": 4.87, "high": 4.88, "low": 4.87, "close": 4.88, "amount_yi": 0.0053 }, { "time": "09:43", "open": 4.89, "high": 4.89, "low": 4.89, "close": 4.89, "amount_yi": 0.0031 }, { "time": "09:44", "open": 4.87, "high": 4.88, "low": 4.87, "close": 4.88, "amount_yi": 0.0048 }, { "time": "09:45", "open": 4.89, "high": 4.9, "low": 4.89, "close": 4.9, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.9, "ts": "2026-07-06T09:45:39", "prev_close": 4.85, "open": 4.85, "high": 4.91, "low": 4.81, "bid1": 4.89, "ask1": 4.9, "bid_qty1": 55, "ask_qty1": 332 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600875:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600875:VWAP_RECLAIM", "symbol": "SHSE.600875", "name": "东方电气", "side": "BUY", "priority": "W26", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 29.33, "exec_low": 29.77, "exec_high": 29.77, "invalid_price": 28.45, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1000, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.21, "max_chase_pct": 1.5, "base_exec_high": 29.77, "dynamic_exec_high": null, "entry_zone_low": 28.89, "entry_zone_high": 29.77, "entry_risk_pct": null, "intraday_vwap": 29.8916, "price_vs_vwap_pct": 1.2994, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1625, "prev_amount_yi": 1.3019, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 29.68, "high": 29.74, "low": 29.68, "close": 29.74, "amount_yi": 0.1858 }, { "time": "09:42", "open": 29.79, "high": 29.82, "low": 29.79, "close": 29.82, "amount_yi": 0.1911 }, { "time": "09:43", "open": 29.97, "high": 30.08, "low": 29.97, "close": 30.08, "amount_yi": 0.2496 }, { "time": "09:44", "open": 30.06, "high": 30.2, "low": 30.06, "close": 30.2, "amount_yi": 0.6401 }, { "time": "09:45", "open": 30.33, "high": 30.33, "low": 30.28, "close": 30.28, "amount_yi": 0.8959 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.28, "ts": "2026-07-06T09:45:42", "prev_close": 28.89, "open": 29.29, "high": 30.39, "low": 29.1, "bid1": 30.28, "ask1": 30.29, "bid_qty1": 7, "ask_qty1": 13 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002130:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002130:VWAP_RECLAIM", "symbol": "SZSE.002130", "name": "沃尔核材", "side": "BUY", "priority": "W27", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 18.65, "exec_low": 18.93, "exec_high": 18.93, "invalid_price": 18.09, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 1600, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.21, "max_chase_pct": 1.5, "base_exec_high": 18.93, "dynamic_exec_high": null, "entry_zone_low": 18.37, "entry_zone_high": 18.93, "entry_risk_pct": 4.1335, "intraday_vwap": 18.8055, "price_vs_vwap_pct": 0.4493, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5002, "prev_amount_yi": 0.8692, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5755, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 18.93, "high": 18.96, "low": 18.93, "close": 18.96, "amount_yi": 0.0847 }, { "time": "09:42", "open": 18.91, "high": 18.96, "low": 18.91, "close": 18.96, "amount_yi": 0.1182 }, { "time": "09:43", "open": 18.95, "high": 18.99, "low": 18.95, "close": 18.99, "amount_yi": 0.094 }, { "time": "09:44", "open": 18.95, "high": 18.95, "low": 18.91, "close": 18.91, "amount_yi": 0.051 }, { "time": "09:45", "open": 18.91, "high": 18.91, "low": 18.89, "close": 18.89, "amount_yi": 0.1523 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.89, "ts": "2026-07-06T09:45:42", "prev_close": 18.28, "open": 18.48, "high": 19.07, "low": 18.21, "bid1": 18.86, "ask1": 18.87, "bid_qty1": 46, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002202:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002202:VWAP_RECLAIM", "symbol": "SZSE.002202", "name": "金风科技", "side": "BUY", "priority": "W28", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 24.98, "exec_low": 25.35, "exec_high": 25.35, "invalid_price": 24.23, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 25.73, "max_chase_pct": 1.5, "base_exec_high": 25.35, "dynamic_exec_high": null, "entry_zone_low": 24.61, "entry_zone_high": 25.35, "entry_risk_pct": null, "intraday_vwap": 24.6706, "price_vs_vwap_pct": -1.0969, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7475, "prev_amount_yi": 2.9359, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 24.66, "high": 24.66, "low": 24.59, "close": 24.59, "amount_yi": 0.4647 }, { "time": "09:42", "open": 24.51, "high": 24.52, "low": 24.51, "close": 24.52, "amount_yi": 0.6009 }, { "time": "09:43", "open": 24.52, "high": 24.52, "low": 24.49, "close": 24.49, "amount_yi": 0.512 }, { "time": "09:44", "open": 24.44, "high": 24.45, "low": 24.44, "close": 24.45, "amount_yi": 0.6542 }, { "time": "09:45", "open": 24.4, "high": 24.4, "low": 24.4, "close": 24.4, "amount_yi": 0.5157 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.4, "ts": "2026-07-06T09:45:42", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 24.38, "bid1": 24.4, "ask1": 24.41, "bid_qty1": 562, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300069:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300069:VWAP_RECLAIM", "symbol": "SZSE.300069", "name": "金利华电", "side": "BUY", "priority": "W29", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 41.05, "exec_low": 41.67, "exec_high": 41.67, "invalid_price": 39.82, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 42.28, "max_chase_pct": 1.5, "base_exec_high": 41.67, "dynamic_exec_high": null, "entry_zone_low": 40.43, "entry_zone_high": 41.67, "entry_risk_pct": null, "intraday_vwap": 36.6859, "price_vs_vwap_pct": -2.1422, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.404, "prev_amount_yi": 0.5292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 36.0, "high": 36.15, "low": 36.0, "close": 36.15, "amount_yi": 0.105 }, { "time": "09:42", "open": 36.17, "high": 36.17, "low": 35.99, "close": 35.99, "amount_yi": 0.086 }, { "time": "09:43", "open": 35.82, "high": 35.93, "low": 35.82, "close": 35.93, "amount_yi": 0.0739 }, { "time": "09:44", "open": 35.92, "high": 35.92, "low": 35.91, "close": 35.91, "amount_yi": 0.0538 }, { "time": "09:45", "open": 35.92, "high": 35.92, "low": 35.9, "close": 35.9, "amount_yi": 0.0853 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.9, "ts": "2026-07-06T09:45:42", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 35.77, "bid1": 35.88, "ask1": 35.89, "bid_qty1": 8, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300141:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300141:VWAP_RECLAIM", "symbol": "SZSE.300141", "name": "和顺电气", "side": "BUY", "priority": "W30", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 9.96, "exec_low": 10.11, "exec_high": 10.11, "invalid_price": 9.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 3200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.26, "max_chase_pct": 1.5, "base_exec_high": 10.11, "dynamic_exec_high": null, "entry_zone_low": 9.81, "entry_zone_high": 10.11, "entry_risk_pct": null, "intraday_vwap": 9.9166, "price_vs_vwap_pct": 0.3368, "energy_floor_hint_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": 0.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 9.98, "high": 9.98, "low": 9.96, "close": 9.96, "amount_yi": 0.0022 }, { "time": "09:42", "open": 9.96, "high": 9.96, "low": 9.94, "close": 9.94, "amount_yi": 0.0032 }, { "time": "09:43", "open": 9.92, "high": 9.93, "low": 9.92, "close": 9.93, "amount_yi": 0.0044 }, { "time": "09:44", "open": 9.92, "high": 9.93, "low": 9.92, "close": 9.93, "amount_yi": 0.0105 }, { "time": "09:45", "open": 9.93, "high": 9.95, "low": 9.93, "close": 9.95, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.95, "ts": "2026-07-06T09:45:42", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.71, "bid1": 9.95, "ask1": 9.96, "bid_qty1": 6, "ask_qty1": 11 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.603333:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.603333:VWAP_RECLAIM", "symbol": "SHSE.603333", "name": "福华尚纬", "side": "BUY", "priority": "W31", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.66, "exec_low": 8.79, "exec_high": 8.79, "invalid_price": 8.4, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 4000, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.92, "max_chase_pct": 1.5, "base_exec_high": 8.79, "dynamic_exec_high": null, "entry_zone_low": 8.53, "entry_zone_high": 8.79, "entry_risk_pct": null, "intraday_vwap": 7.9588, "price_vs_vwap_pct": -0.9901, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0976, "prev_amount_yi": 0.1139, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8569, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.0044 }, { "time": "09:42", "open": 7.87, "high": 7.87, "low": 7.85, "close": 7.85, "amount_yi": 0.0241 }, { "time": "09:43", "open": 7.85, "high": 7.85, "low": 7.84, "close": 7.84, "amount_yi": 0.0461 }, { "time": "09:44", "open": 7.84, "high": 7.87, "low": 7.84, "close": 7.87, "amount_yi": 0.0173 }, { "time": "09:45", "open": 7.87, "high": 7.88, "low": 7.87, "close": 7.88, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.88, "ts": "2026-07-06T09:45:41", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.82, "bid1": 7.87, "ask1": 7.88, "bid_qty1": 85, "ask_qty1": 31 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600312:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600312:VWAP_RECLAIM", "symbol": "SHSE.600312", "name": "平高电气", "side": "BUY", "priority": "W32", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.77, "exec_low": 18.04, "exec_high": 18.04, "invalid_price": 17.24, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 1700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.3, "max_chase_pct": 1.5, "base_exec_high": 18.04, "dynamic_exec_high": null, "entry_zone_low": 17.5, "entry_zone_high": 18.04, "entry_risk_pct": 3.9019, "intraday_vwap": 17.8556, "price_vs_vwap_pct": 0.4167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1314, "prev_amount_yi": 0.2331, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 17.91, "high": 17.91, "low": 17.91, "close": 17.91, "amount_yi": 0.0164 }, { "time": "09:42", "open": 17.88, "high": 17.89, "low": 17.88, "close": 17.89, "amount_yi": 0.0144 }, { "time": "09:43", "open": 17.91, "high": 17.92, "low": 17.91, "close": 17.92, "amount_yi": 0.0475 }, { "time": "09:44", "open": 17.93, "high": 17.95, "low": 17.93, "close": 17.95, "amount_yi": 0.0325 }, { "time": "09:45", "open": 17.94, "high": 17.94, "low": 17.93, "close": 17.93, "amount_yi": 0.0206 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.93, "ts": "2026-07-06T09:45:43", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.51, "bid1": 17.93, "ask1": 17.94, "bid_qty1": 205, "ask_qty1": 45 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM", "symbol": "SZSE.002358", "name": "森源电气", "side": "BUY", "priority": "W33", "status": "NEAR_TRIGGER", "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 5600, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_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": 5.6341, "price_vs_vwap_pct": 0.1047, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0209, "prev_amount_yi": 0.0439, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4761, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0061 }, { "time": "09:42", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0013 }, { "time": "09:43", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0088 }, { "time": "09:44", "open": 5.63, "high": 5.63, "low": 5.63, "close": 5.63, "amount_yi": 0.0012 }, { "time": "09:45", "open": 5.63, "high": 5.64, "low": 5.63, "close": 5.64, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.64, "ts": "2026-07-06T09:45:42", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.59, "bid1": 5.64, "ask1": 5.65, "bid_qty1": 174, "ask_qty1": 1089 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002622:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002622:VWAP_RECLAIM", "symbol": "SZSE.002622", "name": "皓宸医疗", "side": "BUY", "priority": "W34", "status": "NEAR_TRIGGER", "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 14400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_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": 2.2254, "price_vs_vwap_pct": -0.692, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0238, "prev_amount_yi": 0.0704, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3381, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 2.24, "high": 2.24, "low": 2.23, "close": 2.23, "amount_yi": 0.0019 }, { "time": "09:42", "open": 2.22, "high": 2.22, "low": 2.22, "close": 2.22, "amount_yi": 0.003 }, { "time": "09:43", "open": 2.22, "high": 2.22, "low": 2.22, "close": 2.22, "amount_yi": 0.0018 }, { "time": "09:44", "open": 2.22, "high": 2.22, "low": 2.2, "close": 2.2, "amount_yi": 0.0069 }, { "time": "09:45", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.21, "ts": "2026-07-06T09:45:42", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.19, "bid1": 2.2, "ask1": 2.21, "bid_qty1": 1981, "ask_qty1": 752 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002498:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002498:VWAP_RECLAIM", "symbol": "SZSE.002498", "name": "汉缆股份", "side": "BUY", "priority": "W35", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 6.76, "exec_low": 6.86, "exec_high": 6.86, "invalid_price": 6.56, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.96, "max_chase_pct": 1.5, "base_exec_high": 6.86, "dynamic_exec_high": null, "entry_zone_low": 6.66, "entry_zone_high": 6.86, "entry_risk_pct": null, "intraday_vwap": 6.7058, "price_vs_vwap_pct": -0.0865, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1198, "prev_amount_yi": 0.1472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8139, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.69, "high": 6.69, "low": 6.69, "close": 6.69, "amount_yi": 0.0283 }, { "time": "09:42", "open": 6.69, "high": 6.69, "low": 6.69, "close": 6.69, "amount_yi": 0.0345 }, { "time": "09:43", "open": 6.7, "high": 6.7, "low": 6.69, "close": 6.69, "amount_yi": 0.0201 }, { "time": "09:44", "open": 6.69, "high": 6.7, "low": 6.69, "close": 6.7, "amount_yi": 0.024 }, { "time": "09:45", "open": 6.71, "high": 6.71, "low": 6.7, "close": 6.7, "amount_yi": 0.0129 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.7, "ts": "2026-07-06T09:45:42", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.61, "bid1": 6.7, "ask1": 6.71, "bid_qty1": 700, "ask_qty1": 553 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002123:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002123:VWAP_RECLAIM", "symbol": "SZSE.002123", "name": "梦网科技", "side": "BUY", "priority": "W36", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.21, "exec_low": 8.33, "exec_high": 8.33, "invalid_price": 7.96, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3900, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.46, "max_chase_pct": 1.5, "base_exec_high": 8.33, "dynamic_exec_high": null, "entry_zone_low": 8.09, "entry_zone_high": 8.33, "entry_risk_pct": null, "intraday_vwap": 8.1972, "price_vs_vwap_pct": -1.1858, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0537, "prev_amount_yi": 0.0919, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 8.16, "high": 8.16, "low": 8.14, "close": 8.14, "amount_yi": 0.0099 }, { "time": "09:42", "open": 8.13, "high": 8.14, "low": 8.13, "close": 8.14, "amount_yi": 0.0124 }, { "time": "09:43", "open": 8.14, "high": 8.14, "low": 8.12, "close": 8.12, "amount_yi": 0.0077 }, { "time": "09:44", "open": 8.11, "high": 8.11, "low": 8.11, "close": 8.11, "amount_yi": 0.0103 }, { "time": "09:45", "open": 8.1, "high": 8.1, "low": 8.1, "close": 8.1, "amount_yi": 0.0134 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.1, "ts": "2026-07-06T09:45:42", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 8.08, "bid1": 8.09, "ask1": 8.1, "bid_qty1": 226, "ask_qty1": 280 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300040:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300040:VWAP_RECLAIM", "symbol": "SZSE.300040", "name": "九洲集团", "side": "BUY", "priority": "W37", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.92, "exec_low": 6.01, "exec_high": 6.01, "invalid_price": 5.74, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 5300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.1, "max_chase_pct": 1.5, "base_exec_high": 6.01, "dynamic_exec_high": null, "entry_zone_low": 5.83, "entry_zone_high": 6.01, "entry_risk_pct": 3.6913, "intraday_vwap": 5.9341, "price_vs_vwap_pct": 0.2679, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0529, "prev_amount_yi": 0.1271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0097 }, { "time": "09:42", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.007 }, { "time": "09:43", "open": 5.92, "high": 5.93, "low": 5.92, "close": 5.93, "amount_yi": 0.0061 }, { "time": "09:44", "open": 5.95, "high": 5.96, "low": 5.95, "close": 5.96, "amount_yi": 0.017 }, { "time": "09:45", "open": 5.96, "high": 5.96, "low": 5.95, "close": 5.95, "amount_yi": 0.0131 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.95, "ts": "2026-07-06T09:45:42", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.86, "bid1": 5.95, "ask1": 5.96, "bid_qty1": 470, "ask_qty1": 301 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600268:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600268:VWAP_RECLAIM", "symbol": "SHSE.600268", "name": "国电南自", "side": "BUY", "priority": "W38", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 11.84, "exec_low": 12.02, "exec_high": 12.02, "invalid_price": 11.48, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.2, "max_chase_pct": 1.5, "base_exec_high": 12.02, "dynamic_exec_high": null, "entry_zone_low": 11.66, "entry_zone_high": 12.02, "entry_risk_pct": null, "intraday_vwap": 11.8023, "price_vs_vwap_pct": 0.0652, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0569, "prev_amount_yi": 0.1005, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.79, "high": 11.8, "low": 11.79, "close": 11.8, "amount_yi": 0.0109 }, { "time": "09:42", "open": 11.8, "high": 11.8, "low": 11.78, "close": 11.78, "amount_yi": 0.0145 }, { "time": "09:43", "open": 11.8, "high": 11.8, "low": 11.8, "close": 11.8, "amount_yi": 0.005 }, { "time": "09:44", "open": 11.81, "high": 11.81, "low": 11.81, "close": 11.81, "amount_yi": 0.0063 }, { "time": "09:45", "open": 11.82, "high": 11.82, "low": 11.81, "close": 11.81, "amount_yi": 0.0202 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.81, "ts": "2026-07-06T09:45:42", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.68, "bid1": 11.81, "ask1": 11.82, "bid_qty1": 50, "ask_qty1": 22 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300062:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300062:VWAP_RECLAIM", "symbol": "SZSE.300062", "name": "中能电气", "side": "BUY", "priority": "W39", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 5.81, "exec_low": 5.9, "exec_high": 5.9, "invalid_price": 5.64, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 5500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.98, "max_chase_pct": 1.5, "base_exec_high": 5.9, "dynamic_exec_high": null, "entry_zone_low": 5.72, "entry_zone_high": 5.9, "entry_risk_pct": null, "intraday_vwap": 5.7874, "price_vs_vwap_pct": -0.3007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0342, "prev_amount_yi": 0.0524, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6527, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0044 }, { "time": "09:42", "open": 5.77, "high": 5.78, "low": 5.77, "close": 5.78, "amount_yi": 0.005 }, { "time": "09:43", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0048 }, { "time": "09:44", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0063 }, { "time": "09:45", "open": 5.75, "high": 5.77, "low": 5.75, "close": 5.77, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.77, "ts": "2026-07-06T09:45:42", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.71, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 67, "ask_qty1": 99 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002660:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002660:VWAP_RECLAIM", "symbol": "SZSE.002660", "name": "茂硕电源", "side": "BUY", "priority": "W40", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 6.72, "exec_low": 6.82, "exec_high": 6.82, "invalid_price": 6.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.92, "max_chase_pct": 1.5, "base_exec_high": 6.82, "dynamic_exec_high": null, "entry_zone_low": 6.62, "entry_zone_high": 6.82, "entry_risk_pct": null, "intraday_vwap": 6.6652, "price_vs_vwap_pct": 0.072, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0142, "prev_amount_yi": 0.0186, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0025 }, { "time": "09:42", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.003 }, { "time": "09:43", "open": 6.65, "high": 6.65, "low": 6.63, "close": 6.63, "amount_yi": 0.005 }, { "time": "09:44", "open": 6.63, "high": 6.65, "low": 6.63, "close": 6.65, "amount_yi": 0.0022 }, { "time": "09:45", "open": 6.66, "high": 6.67, "low": 6.66, "close": 6.67, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.67, "ts": "2026-07-06T09:45:42", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.62, "bid1": 6.66, "ask1": 6.67, "bid_qty1": 10, "ask_qty1": 37 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002560:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002560:VWAP_RECLAIM", "symbol": "SZSE.002560", "name": "通达股份", "side": "BUY", "priority": "W41", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.7, "exec_low": 7.82, "exec_high": 7.82, "invalid_price": 7.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 4200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.93, "max_chase_pct": 1.5, "base_exec_high": 7.82, "dynamic_exec_high": null, "entry_zone_low": 7.58, "entry_zone_high": 7.82, "entry_risk_pct": null, "intraday_vwap": 7.5807, "price_vs_vwap_pct": -0.2731, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0848, "prev_amount_yi": 0.1024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8281, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 7.56, "high": 7.56, "low": 7.56, "close": 7.56, "amount_yi": 0.0167 }, { "time": "09:42", "open": 7.55, "high": 7.57, "low": 7.55, "close": 7.57, "amount_yi": 0.0149 }, { "time": "09:43", "open": 7.56, "high": 7.56, "low": 7.55, "close": 7.55, "amount_yi": 0.0166 }, { "time": "09:44", "open": 7.54, "high": 7.54, "low": 7.54, "close": 7.54, "amount_yi": 0.015 }, { "time": "09:45", "open": 7.56, "high": 7.56, "low": 7.56, "close": 7.56, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.56, "ts": "2026-07-06T09:45:42", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.51, "bid1": 7.56, "ask1": 7.58, "bid_qty1": 120, "ask_qty1": 343 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002300:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002300:VWAP_RECLAIM", "symbol": "SZSE.002300", "name": "太阳电缆", "side": "BUY", "priority": "W42", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 6.92, "exec_low": 7.02, "exec_high": 7.02, "invalid_price": 6.71, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4600, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.13, "max_chase_pct": 1.5, "base_exec_high": 7.02, "dynamic_exec_high": null, "entry_zone_low": 6.82, "entry_zone_high": 7.02, "entry_risk_pct": null, "intraday_vwap": 6.9122, "price_vs_vwap_pct": -0.3212, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0358, "prev_amount_yi": 0.0648, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.9, "high": 6.9, "low": 6.9, "close": 6.9, "amount_yi": 0.0106 }, { "time": "09:42", "open": 6.9, "high": 6.9, "low": 6.9, "close": 6.9, "amount_yi": 0.0021 }, { "time": "09:43", "open": 6.9, "high": 6.9, "low": 6.89, "close": 6.89, "amount_yi": 0.0085 }, { "time": "09:44", "open": 6.89, "high": 6.89, "low": 6.89, "close": 6.89, "amount_yi": 0.0055 }, { "time": "09:45", "open": 6.9, "high": 6.9, "low": 6.89, "close": 6.89, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.89, "ts": "2026-07-06T09:45:42", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.82, "bid1": 6.89, "ask1": 6.9, "bid_qty1": 282, "ask_qty1": 184 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600416:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600416:VWAP_RECLAIM", "symbol": "SHSE.600416", "name": "湘电股份", "side": "BUY", "priority": "W43", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.05, "exec_low": 10.2, "exec_high": 10.2, "invalid_price": 9.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.35, "max_chase_pct": 1.5, "base_exec_high": 10.2, "dynamic_exec_high": null, "entry_zone_low": 9.9, "entry_zone_high": 10.2, "entry_risk_pct": null, "intraday_vwap": 9.9663, "price_vs_vwap_pct": -0.5649, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1074, "prev_amount_yi": 0.0973, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.0317 }, { "time": "09:42", "open": 9.94, "high": 9.94, "low": 9.92, "close": 9.92, "amount_yi": 0.015 }, { "time": "09:43", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0314 }, { "time": "09:44", "open": 9.88, "high": 9.91, "low": 9.88, "close": 9.91, "amount_yi": 0.0158 }, { "time": "09:45", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.91, "ts": "2026-07-06T09:45:41", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.88, "bid1": 9.91, "ask1": 9.92, "bid_qty1": 318, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300153:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300153:VWAP_RECLAIM", "symbol": "SZSE.300153", "name": "科泰电源", "side": "BUY", "priority": "W44", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.15, "exec_low": 23.5, "exec_high": 23.5, "invalid_price": 22.46, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 1300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.84, "max_chase_pct": 1.5, "base_exec_high": 23.5, "dynamic_exec_high": null, "entry_zone_low": 22.8, "entry_zone_high": 23.5, "entry_risk_pct": 3.8939, "intraday_vwap": 23.2443, "price_vs_vwap_pct": 0.4978, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0771, "prev_amount_yi": 0.1038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 23.23, "high": 23.26, "low": 23.23, "close": 23.26, "amount_yi": 0.0143 }, { "time": "09:42", "open": 23.3, "high": 23.33, "low": 23.3, "close": 23.33, "amount_yi": 0.0153 }, { "time": "09:43", "open": 23.32, "high": 23.33, "low": 23.32, "close": 23.33, "amount_yi": 0.0089 }, { "time": "09:44", "open": 23.34, "high": 23.36, "low": 23.34, "close": 23.36, "amount_yi": 0.0293 }, { "time": "09:45", "open": 23.4, "high": 23.4, "low": 23.36, "close": 23.36, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.36, "ts": "2026-07-06T09:45:42", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.67, "bid1": 23.36, "ask1": 23.37, "bid_qty1": 42, "ask_qty1": 13 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM", "symbol": "SZSE.300444", "name": "双杰电气", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.58, "exec_low": 12.77, "exec_high": 12.77, "invalid_price": 12.2, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 2500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.96, "max_chase_pct": 1.5, "base_exec_high": 12.77, "dynamic_exec_high": null, "entry_zone_low": 12.39, "entry_zone_high": 12.77, "entry_risk_pct": 3.5573, "intraday_vwap": 12.6623, "price_vs_vwap_pct": -0.0971, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2401, "prev_amount_yi": 0.3469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6921, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 12.66, "high": 12.66, "low": 12.61, "close": 12.61, "amount_yi": 0.0669 }, { "time": "09:42", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0487 }, { "time": "09:43", "open": 12.55, "high": 12.57, "low": 12.55, "close": 12.57, "amount_yi": 0.0342 }, { "time": "09:44", "open": 12.58, "high": 12.65, "low": 12.58, "close": 12.65, "amount_yi": 0.0307 }, { "time": "09:45", "open": 12.63, "high": 12.65, "low": 12.63, "close": 12.65, "amount_yi": 0.0596 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.65, "ts": "2026-07-06T09:45:39", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.28, "bid1": 12.63, "ask1": 12.65, "bid_qty1": 1, "ask_qty1": 95 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601877:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601877:VWAP_RECLAIM", "symbol": "SHSE.601877", "name": "正泰电器", "side": "BUY", "priority": "W46", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 25.39, "exec_low": 25.77, "exec_high": 25.77, "invalid_price": 24.63, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 1200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 26.15, "max_chase_pct": 1.5, "base_exec_high": 25.77, "dynamic_exec_high": null, "entry_zone_low": 25.01, "entry_zone_high": 25.77, "entry_risk_pct": null, "intraday_vwap": 25.1893, "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": 0.161, "prev_amount_yi": 0.188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 25.18, "high": 25.18, "low": 25.18, "close": 25.18, "amount_yi": 0.0425 }, { "time": "09:42", "open": 25.17, "high": 25.17, "low": 25.16, "close": 25.16, "amount_yi": 0.0317 }, { "time": "09:43", "open": 25.18, "high": 25.19, "low": 25.18, "close": 25.19, "amount_yi": 0.041 }, { "time": "09:44", "open": 25.14, "high": 25.16, "low": 25.14, "close": 25.16, "amount_yi": 0.0219 }, { "time": "09:45", "open": 25.18, "high": 25.2, "low": 25.18, "close": 25.2, "amount_yi": 0.0239 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.2, "ts": "2026-07-06T09:45:43", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 25.0, "bid1": 25.19, "ask1": 25.2, "bid_qty1": 43, "ask_qty1": 11 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.603618:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.603618:VWAP_RECLAIM", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W47", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 50.86, "exec_low": 51.62, "exec_high": 51.62, "invalid_price": 49.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 52.39, "max_chase_pct": 1.5, "base_exec_high": 51.62, "dynamic_exec_high": null, "entry_zone_low": 50.1, "entry_zone_high": 51.62, "entry_risk_pct": null, "intraday_vwap": 47.4107, "price_vs_vwap_pct": -5.7175, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 4.7189, "prev_amount_yi": 6.1536, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7669, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 44.64, "high": 44.8, "low": 44.64, "close": 44.8, "amount_yi": 1.05 }, { "time": "09:42", "open": 44.6, "high": 44.6, "low": 44.46, "close": 44.46, "amount_yi": 1.0375 }, { "time": "09:43", "open": 44.41, "high": 44.7, "low": 44.41, "close": 44.7, "amount_yi": 1.0426 }, { "time": "09:44", "open": 44.61, "high": 44.61, "low": 44.61, "close": 44.61, "amount_yi": 0.8432 }, { "time": "09:45", "open": 44.5, "high": 44.7, "low": 44.5, "close": 44.7, "amount_yi": 0.7456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.7, "ts": "2026-07-06T09:45:41", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.3, "bid1": 44.7, "ask1": 44.71, "bid_qty1": 17, "ask_qty1": 224 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600550:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600550:VWAP_RECLAIM", "symbol": "SHSE.600550", "name": "保变电气", "side": "BUY", "priority": "W48", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.74, "exec_low": 11.92, "exec_high": 11.92, "invalid_price": 11.39, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 2700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.09, "max_chase_pct": 1.5, "base_exec_high": 11.92, "dynamic_exec_high": null, "entry_zone_low": 11.56, "entry_zone_high": 11.92, "entry_risk_pct": 2.9813, "intraday_vwap": 11.693, "price_vs_vwap_pct": 0.4019, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.089, "prev_amount_yi": 0.233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.73, "high": 11.73, "low": 11.72, "close": 11.72, "amount_yi": 0.0161 }, { "time": "09:42", "open": 11.71, "high": 11.71, "low": 11.69, "close": 11.69, "amount_yi": 0.0164 }, { "time": "09:43", "open": 11.7, "high": 11.7, "low": 11.7, "close": 11.7, "amount_yi": 0.0214 }, { "time": "09:44", "open": 11.71, "high": 11.73, "low": 11.71, "close": 11.73, "amount_yi": 0.0166 }, { "time": "09:45", "open": 11.74, "high": 11.74, "low": 11.74, "close": 11.74, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.74, "ts": "2026-07-06T09:45:41", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.72, "ask1": 11.74, "bid_qty1": 139, "ask_qty1": 49 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM", "symbol": "SZSE.300341", "name": "麦克奥迪", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.69, "exec_low": 13.9, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.1, "max_chase_pct": 1.5, "base_exec_high": 13.9, "dynamic_exec_high": null, "entry_zone_low": 13.48, "entry_zone_high": 13.9, "entry_risk_pct": null, "intraday_vwap": 13.1351, "price_vs_vwap_pct": 0.2657, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0272, "prev_amount_yi": 0.0532, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 13.23, "high": 13.23, "low": 13.21, "close": 13.21, "amount_yi": 0.0046 }, { "time": "09:42", "open": 13.2, "high": 13.2, "low": 13.17, "close": 13.17, "amount_yi": 0.0096 }, { "time": "09:43", "open": 13.15, "high": 13.15, "low": 13.14, "close": 13.14, "amount_yi": 0.0053 }, { "time": "09:44", "open": 13.15, "high": 13.16, "low": 13.15, "close": 13.16, "amount_yi": 0.0047 }, { "time": "09:45", "open": 13.2, "high": 13.2, "low": 13.17, "close": 13.17, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.17, "ts": "2026-07-06T09:45:39", "prev_close": 13.2, "open": 13.18, "high": 13.26, "low": 13.04, "bid1": 13.17, "ask1": 13.21, "bid_qty1": 45, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002451:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002451:VWAP_RECLAIM", "symbol": "SZSE.002451", "name": "摩恩电气", "side": "BUY", "priority": "W50", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.31, "exec_low": 7.42, "exec_high": 7.42, "invalid_price": 7.09, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.53, "max_chase_pct": 1.5, "base_exec_high": 7.42, "dynamic_exec_high": null, "entry_zone_low": 7.2, "entry_zone_high": 7.42, "entry_risk_pct": null, "intraday_vwap": 7.275, "price_vs_vwap_pct": -0.0687, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0141, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 7.28, "high": 7.28, "low": 7.28, "close": 7.28, "amount_yi": 0.0038 }, { "time": "09:42", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0026 }, { "time": "09:43", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.002 }, { "time": "09:44", "open": 7.25, "high": 7.25, "low": 7.25, "close": 7.25, "amount_yi": 0.0024 }, { "time": "09:45", "open": 7.25, "high": 7.27, "low": 7.25, "close": 7.27, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.27, "ts": "2026-07-06T09:45:42", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.21, "bid1": 7.26, "ask1": 7.28, "bid_qty1": 39, "ask_qty1": 48 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002112:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002112:VWAP_RECLAIM", "symbol": "SZSE.002112", "name": "三变科技", "side": "BUY", "priority": "W51", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.58, "exec_low": 16.83, "exec_high": 16.83, "invalid_price": 16.08, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 1900, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.08, "max_chase_pct": 1.5, "base_exec_high": 16.83, "dynamic_exec_high": null, "entry_zone_low": 16.33, "entry_zone_high": 16.83, "entry_risk_pct": 3.8278, "intraday_vwap": 16.6985, "price_vs_vwap_pct": 0.0689, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.07, "prev_amount_yi": 0.1944, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 16.77, "high": 16.77, "low": 16.75, "close": 16.75, "amount_yi": 0.0142 }, { "time": "09:42", "open": 16.74, "high": 16.74, "low": 16.74, "close": 16.74, "amount_yi": 0.0127 }, { "time": "09:43", "open": 16.74, "high": 16.74, "low": 16.73, "close": 16.73, "amount_yi": 0.0121 }, { "time": "09:44", "open": 16.71, "high": 16.73, "low": 16.71, "close": 16.73, "amount_yi": 0.018 }, { "time": "09:45", "open": 16.75, "high": 16.75, "low": 16.71, "close": 16.71, "amount_yi": 0.013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.71, "ts": "2026-07-06T09:45:42", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 16.3, "bid1": 16.71, "ask1": 16.72, "bid_qty1": 47, "ask_qty1": 18 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM", "symbol": "SZSE.002350", "name": "北京科锐", "side": "BUY", "priority": "W52", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 13.96, "exec_low": 14.17, "exec_high": 14.17, "invalid_price": 13.54, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.38, "max_chase_pct": 1.5, "base_exec_high": 14.17, "dynamic_exec_high": null, "entry_zone_low": 13.75, "entry_zone_high": 14.17, "entry_risk_pct": null, "intraday_vwap": 13.7506, "price_vs_vwap_pct": 0.8683, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0696, "prev_amount_yi": 0.0494, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4089, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 13.7, "high": 13.7, "low": 13.69, "close": 13.69, "amount_yi": 0.0035 }, { "time": "09:42", "open": 13.7, "high": 13.72, "low": 13.7, "close": 13.72, "amount_yi": 0.0214 }, { "time": "09:43", "open": 13.72, "high": 13.79, "low": 13.72, "close": 13.79, "amount_yi": 0.0043 }, { "time": "09:44", "open": 13.84, "high": 13.84, "low": 13.82, "close": 13.82, "amount_yi": 0.0092 }, { "time": "09:45", "open": 13.88, "high": 13.88, "low": 13.87, "close": 13.87, "amount_yi": 0.0312 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.87, "ts": "2026-07-06T09:45:42", "prev_close": 13.6, "open": 13.7, "high": 13.9, "low": 13.58, "bid1": 13.87, "ask1": 13.89, "bid_qty1": 5, "ask_qty1": 77 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM", "symbol": "SHSE.601727", "name": "上海电气", "side": "BUY", "priority": "W53", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.0, "exec_low": 7.1, "exec_high": 7.1, "invalid_price": 6.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.21, "max_chase_pct": 1.5, "base_exec_high": 7.1, "dynamic_exec_high": null, "entry_zone_low": 6.89, "entry_zone_high": 7.1, "entry_risk_pct": null, "intraday_vwap": 6.9752, "price_vs_vwap_pct": 0.0688, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1704, "prev_amount_yi": 0.2275, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0441 }, { "time": "09:42", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0285 }, { "time": "09:43", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0419 }, { "time": "09:44", "open": 6.98, "high": 6.98, "low": 6.97, "close": 6.97, "amount_yi": 0.0238 }, { "time": "09:45", "open": 6.98, "high": 6.98, "low": 6.98, "close": 6.98, "amount_yi": 0.0321 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.98, "ts": "2026-07-06T09:45:43", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.93, "bid1": 6.98, "ask1": 6.99, "bid_qty1": 875, "ask_qty1": 3660 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000400:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000400:VWAP_RECLAIM", "symbol": "SZSE.000400", "name": "许继电气", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.34, "exec_low": 21.66, "exec_high": 21.66, "invalid_price": 20.7, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 1400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.98, "max_chase_pct": 1.5, "base_exec_high": 21.66, "dynamic_exec_high": null, "entry_zone_low": 21.02, "entry_zone_high": 21.66, "entry_risk_pct": 3.1805, "intraday_vwap": 21.3192, "price_vs_vwap_pct": 0.1914, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1021, "prev_amount_yi": 0.166, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 21.35, "high": 21.35, "low": 21.32, "close": 21.32, "amount_yi": 0.0227 }, { "time": "09:42", "open": 21.35, "high": 21.36, "low": 21.35, "close": 21.36, "amount_yi": 0.0345 }, { "time": "09:43", "open": 21.37, "high": 21.37, "low": 21.36, "close": 21.36, "amount_yi": 0.0095 }, { "time": "09:44", "open": 21.35, "high": 21.35, "low": 21.35, "close": 21.35, "amount_yi": 0.0151 }, { "time": "09:45", "open": 21.38, "high": 21.38, "low": 21.36, "close": 21.36, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.36, "ts": "2026-07-06T09:45:42", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.06, "bid1": 21.36, "ask1": 21.38, "bid_qty1": 14, "ask_qty1": 29 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300120:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300120:VWAP_RECLAIM", "symbol": "SZSE.300120", "name": "经纬辉开", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.91, "exec_low": 11.07, "exec_high": 11.07, "invalid_price": 10.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 3100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.24, "max_chase_pct": 1.5, "base_exec_high": 11.07, "dynamic_exec_high": null, "entry_zone_low": 10.75, "entry_zone_high": 11.07, "entry_risk_pct": null, "intraday_vwap": 10.1042, "price_vs_vwap_pct": 0.3543, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1724, "prev_amount_yi": 0.2416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7136, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 10.04, "high": 10.04, "low": 10.0, "close": 10.0, "amount_yi": 0.0306 }, { "time": "09:42", "open": 9.96, "high": 9.98, "low": 9.96, "close": 9.98, "amount_yi": 0.0353 }, { "time": "09:43", "open": 9.95, "high": 9.96, "low": 9.95, "close": 9.96, "amount_yi": 0.0377 }, { "time": "09:44", "open": 9.96, "high": 10.0, "low": 9.96, "close": 10.0, "amount_yi": 0.03 }, { "time": "09:45", "open": 10.09, "high": 10.14, "low": 10.09, "close": 10.14, "amount_yi": 0.0388 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.14, "ts": "2026-07-06T09:45:42", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.93, "bid1": 10.14, "ask1": 10.15, "bid_qty1": 114, "ask_qty1": 76 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601126:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601126:VWAP_RECLAIM", "symbol": "SHSE.601126", "name": "四方股份", "side": "BUY", "priority": "W56", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 60.66, "exec_low": 61.57, "exec_high": 61.57, "invalid_price": 58.84, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.48, "max_chase_pct": 1.5, "base_exec_high": 61.57, "dynamic_exec_high": null, "entry_zone_low": 59.75, "entry_zone_high": 61.57, "entry_risk_pct": null, "intraday_vwap": 61.6606, "price_vs_vwap_pct": 0.8261, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2401, "prev_amount_yi": 1.5837, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 61.8, "high": 61.84, "low": 61.8, "close": 61.84, "amount_yi": 0.3072 }, { "time": "09:42", "open": 61.63, "high": 61.8, "low": 61.63, "close": 61.8, "amount_yi": 0.1731 }, { "time": "09:43", "open": 61.76, "high": 61.89, "low": 61.76, "close": 61.89, "amount_yi": 0.2788 }, { "time": "09:44", "open": 61.77, "high": 62.06, "low": 61.77, "close": 62.06, "amount_yi": 0.2217 }, { "time": "09:45", "open": 62.0, "high": 62.17, "low": 62.0, "close": 62.17, "amount_yi": 0.2593 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.17, "ts": "2026-07-06T09:45:42", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 62.16, "ask1": 62.17, "bid_qty1": 35, "ask_qty1": 2 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300004:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300004:VWAP_RECLAIM", "symbol": "SZSE.300004", "name": "南风股份", "side": "BUY", "priority": "W57", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.2, "exec_low": 10.35, "exec_high": 10.35, "invalid_price": 9.89, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.51, "max_chase_pct": 1.5, "base_exec_high": 10.35, "dynamic_exec_high": null, "entry_zone_low": 10.05, "entry_zone_high": 10.35, "entry_risk_pct": null, "intraday_vwap": 10.0255, "price_vs_vwap_pct": 0.0449, "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": 0.0792, "prev_amount_yi": 0.0657, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2055, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 10.0, "high": 10.01, "low": 10.0, "close": 10.01, "amount_yi": 0.0205 }, { "time": "09:42", "open": 9.98, "high": 10.0, "low": 9.98, "close": 10.0, "amount_yi": 0.0238 }, { "time": "09:43", "open": 10.0, "high": 10.01, "low": 10.0, "close": 10.01, "amount_yi": 0.0094 }, { "time": "09:44", "open": 9.99, "high": 10.0, "low": 9.99, "close": 10.0, "amount_yi": 0.0133 }, { "time": "09:45", "open": 10.0, "high": 10.03, "low": 10.0, "close": 10.03, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.03, "ts": "2026-07-06T09:45:42", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.97, "bid1": 10.03, "ask1": 10.04, "bid_qty1": 76, "ask_qty1": 74 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600517:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600517:VWAP_RECLAIM", "symbol": "SHSE.600517", "name": "国网英大", "side": "BUY", "priority": "W58", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 4.81, "exec_low": 4.88, "exec_high": 4.88, "invalid_price": 4.67, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 6600, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.95, "max_chase_pct": 1.5, "base_exec_high": 4.88, "dynamic_exec_high": null, "entry_zone_low": 4.74, "entry_zone_high": 4.88, "entry_risk_pct": null, "intraday_vwap": 4.7984, "price_vs_vwap_pct": -0.1751, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0196, "prev_amount_yi": 0.0397, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.009 }, { "time": "09:42", "open": 4.81, "high": 4.81, "low": 4.8, "close": 4.8, "amount_yi": 0.0014 }, { "time": "09:43", "open": 4.8, "high": 4.8, "low": 4.79, "close": 4.79, "amount_yi": 0.0029 }, { "time": "09:44", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0021 }, { "time": "09:45", "open": 4.81, "high": 4.81, "low": 4.79, "close": 4.79, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.79, "ts": "2026-07-06T09:45:42", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.79, "ask1": 4.8, "bid_qty1": 1639, "ask_qty1": 701 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600192:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600192:VWAP_RECLAIM", "symbol": "SHSE.600192", "name": "长城电工", "side": "BUY", "priority": "W59", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 6.63, "exec_low": 6.73, "exec_high": 6.73, "invalid_price": 6.43, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.83, "max_chase_pct": 1.5, "base_exec_high": 6.73, "dynamic_exec_high": null, "entry_zone_low": 6.53, "entry_zone_high": 6.73, "entry_risk_pct": null, "intraday_vwap": 6.5991, "price_vs_vwap_pct": -0.1379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.017, "prev_amount_yi": 0.0257, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6615, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.6, "high": 6.6, "low": 6.6, "close": 6.6, "amount_yi": 0.0028 }, { "time": "09:42", "open": 6.59, "high": 6.6, "low": 6.59, "close": 6.6, "amount_yi": 0.0022 }, { "time": "09:43", "open": 6.59, "high": 6.59, "low": 6.57, "close": 6.57, "amount_yi": 0.0083 }, { "time": "09:44", "open": 6.57, "high": 6.57, "low": 6.57, "close": 6.57, "amount_yi": 0.0028 }, { "time": "09:45", "open": 6.58, "high": 6.59, "low": 6.58, "close": 6.59, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.59, "ts": "2026-07-06T09:45:42", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.55, "bid1": 6.58, "ask1": 6.59, "bid_qty1": 116, "ask_qty1": 103 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002074:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002074:VWAP_RECLAIM", "symbol": "SZSE.002074", "name": "国轩高科", "side": "BUY", "priority": "W60", "status": "TOUCHED", "template_key": "VWAP_RECLAIM", "trigger_price": 27.37, "exec_low": 27.78, "exec_high": 27.78, "invalid_price": 26.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.19, "max_chase_pct": 1.5, "base_exec_high": 27.78, "dynamic_exec_high": null, "entry_zone_low": 26.96, "entry_zone_high": 27.78, "entry_risk_pct": null, "intraday_vwap": 27.6503, "price_vs_vwap_pct": 0.5776, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4611, "prev_amount_yi": 0.5788, "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": "09:41", "open": 27.68, "high": 27.82, "low": 27.68, "close": 27.82, "amount_yi": 0.1103 }, { "time": "09:42", "open": 27.82, "high": 27.82, "low": 27.77, "close": 27.77, "amount_yi": 0.136 }, { "time": "09:43", "open": 27.71, "high": 27.8, "low": 27.71, "close": 27.8, "amount_yi": 0.1024 }, { "time": "09:44", "open": 27.72, "high": 27.73, "low": 27.72, "close": 27.73, "amount_yi": 0.0521 }, { "time": "09:45", "open": 27.78, "high": 27.81, "low": 27.78, "close": 27.81, "amount_yi": 0.0603 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.81, "ts": "2026-07-06T09:45:42", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 27.31, "bid1": 27.81, "ask1": 27.82, "bid_qty1": 79, "ask_qty1": 106 }, "previous_state": "ACTIONABLE", "next_state": "TOUCHED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601700:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601700:VWAP_RECLAIM", "symbol": "SHSE.601700", "name": "风范股份", "side": "BUY", "priority": "W61", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 4.65, "exec_low": 4.72, "exec_high": 4.72, "invalid_price": 4.51, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 6900, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 4.79, "max_chase_pct": 1.5, "base_exec_high": 4.72, "dynamic_exec_high": null, "entry_zone_low": 4.58, "entry_zone_high": 4.72, "entry_risk_pct": null, "intraday_vwap": 4.5865, "price_vs_vwap_pct": -0.1417, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0245, "prev_amount_yi": 0.0558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 4.59, "high": 4.59, "low": 4.58, "close": 4.58, "amount_yi": 0.0005 }, { "time": "09:42", "open": 4.59, "high": 4.59, "low": 4.58, "close": 4.58, "amount_yi": 0.0111 }, { "time": "09:43", "open": 4.57, "high": 4.57, "low": 4.57, "close": 4.57, "amount_yi": 0.0016 }, { "time": "09:44", "open": 4.57, "high": 4.58, "low": 4.57, "close": 4.58, "amount_yi": 0.0042 }, { "time": "09:45", "open": 4.58, "high": 4.58, "low": 4.58, "close": 4.58, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.58, "ts": "2026-07-06T09:45:42", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.52, "bid1": 4.57, "ask1": 4.59, "bid_qty1": 315, "ask_qty1": 226 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600089:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600089:VWAP_RECLAIM", "symbol": "SHSE.600089", "name": "特变电工", "side": "BUY", "priority": "W62", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.24, "exec_low": 22.57, "exec_high": 22.57, "invalid_price": 21.57, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 22.91, "max_chase_pct": 1.5, "base_exec_high": 22.57, "dynamic_exec_high": null, "entry_zone_low": 21.91, "entry_zone_high": 22.57, "entry_risk_pct": null, "intraday_vwap": 21.7857, "price_vs_vwap_pct": 0.2033, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6199, "prev_amount_yi": 1.1964, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5181, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 21.82, "high": 21.82, "low": 21.79, "close": 21.79, "amount_yi": 0.2298 }, { "time": "09:42", "open": 21.8, "high": 21.82, "low": 21.8, "close": 21.82, "amount_yi": 0.0904 }, { "time": "09:43", "open": 21.82, "high": 21.84, "low": 21.82, "close": 21.84, "amount_yi": 0.1092 }, { "time": "09:44", "open": 21.83, "high": 21.84, "low": 21.83, "close": 21.84, "amount_yi": 0.0947 }, { "time": "09:45", "open": 21.84, "high": 21.84, "low": 21.83, "close": 21.83, "amount_yi": 0.0958 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.83, "ts": "2026-07-06T09:45:43", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.53, "bid1": 21.81, "ask1": 21.82, "bid_qty1": 144, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002169:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002169:VWAP_RECLAIM", "symbol": "SZSE.002169", "name": "智光电气", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 14.1, "exec_low": 14.31, "exec_high": 14.31, "invalid_price": 13.68, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 2200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.52, "max_chase_pct": 1.5, "base_exec_high": 14.31, "dynamic_exec_high": null, "entry_zone_low": 13.89, "entry_zone_high": 14.31, "entry_risk_pct": 3.8651, "intraday_vwap": 14.1563, "price_vs_vwap_pct": 0.5206, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1099, "prev_amount_yi": 0.1607, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 14.09, "high": 14.11, "low": 14.09, "close": 14.11, "amount_yi": 0.021 }, { "time": "09:42", "open": 14.08, "high": 14.08, "low": 14.08, "close": 14.08, "amount_yi": 0.0218 }, { "time": "09:43", "open": 14.08, "high": 14.11, "low": 14.08, "close": 14.11, "amount_yi": 0.0332 }, { "time": "09:44", "open": 14.15, "high": 14.15, "low": 14.15, "close": 14.15, "amount_yi": 0.0142 }, { "time": "09:45", "open": 14.18, "high": 14.23, "low": 14.18, "close": 14.23, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.23, "ts": "2026-07-06T09:45:42", "prev_close": 13.87, "open": 13.89, "high": 14.34, "low": 13.88, "bid1": 14.22, "ask1": 14.23, "bid_qty1": 87, "ask_qty1": 147 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM", "symbol": "SZSE.000682", "name": "东方电子", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.54, "exec_low": 12.73, "exec_high": 12.73, "invalid_price": 12.16, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 2500, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.92, "max_chase_pct": 1.5, "base_exec_high": 12.73, "dynamic_exec_high": null, "entry_zone_low": 12.35, "entry_zone_high": 12.73, "entry_risk_pct": 3.4154, "intraday_vwap": 12.6412, "price_vs_vwap_pct": -0.4841, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1463, "prev_amount_yi": 0.2163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6764, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 12.62, "high": 12.62, "low": 12.61, "close": 12.61, "amount_yi": 0.0526 }, { "time": "09:42", "open": 12.6, "high": 12.6, "low": 12.6, "close": 12.6, "amount_yi": 0.0278 }, { "time": "09:43", "open": 12.6, "high": 12.6, "low": 12.59, "close": 12.59, "amount_yi": 0.0251 }, { "time": "09:44", "open": 12.57, "high": 12.58, "low": 12.57, "close": 12.58, "amount_yi": 0.0236 }, { "time": "09:45", "open": 12.61, "high": 12.61, "low": 12.58, "close": 12.58, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.58, "ts": "2026-07-06T09:45:42", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.4, "bid1": 12.58, "ask1": 12.59, "bid_qty1": 368, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300001:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300001:VWAP_RECLAIM", "symbol": "SZSE.300001", "name": "特锐德", "side": "BUY", "priority": "W65", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 35.19, "exec_low": 35.72, "exec_high": 35.72, "invalid_price": 34.13, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.25, "max_chase_pct": 1.5, "base_exec_high": 35.72, "dynamic_exec_high": null, "entry_zone_low": 34.66, "entry_zone_high": 35.72, "entry_risk_pct": 4.1292, "intraday_vwap": 34.9281, "price_vs_vwap_pct": 1.8664, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.2909, "prev_amount_yi": 0.262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.9271, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 34.68, "high": 34.79, "low": 34.68, "close": 34.79, "amount_yi": 0.1201 }, { "time": "09:42", "open": 34.9, "high": 34.9, "low": 34.89, "close": 34.89, "amount_yi": 0.116 }, { "time": "09:43", "open": 34.89, "high": 34.9, "low": 34.89, "close": 34.9, "amount_yi": 0.0906 }, { "time": "09:44", "open": 35.0, "high": 35.19, "low": 35.0, "close": 35.19, "amount_yi": 0.4061 }, { "time": "09:45", "open": 35.48, "high": 35.58, "low": 35.48, "close": 35.58, "amount_yi": 0.5581 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.58, "ts": "2026-07-06T09:45:42", "prev_close": 33.84, "open": 34.29, "high": 35.6, "low": 34.0, "bid1": 35.58, "ask1": 35.6, "bid_qty1": 66, "ask_qty1": 52 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601179:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601179:VWAP_RECLAIM", "symbol": "SHSE.601179", "name": "中国西电", "side": "BUY", "priority": "W66", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 14.54, "exec_low": 14.76, "exec_high": 14.76, "invalid_price": 14.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.98, "max_chase_pct": 1.5, "base_exec_high": 14.76, "dynamic_exec_high": null, "entry_zone_low": 14.32, "entry_zone_high": 14.76, "entry_risk_pct": null, "intraday_vwap": 14.4291, "price_vs_vwap_pct": 0.2835, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5962, "prev_amount_yi": 0.936, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 14.41, "high": 14.43, "low": 14.41, "close": 14.43, "amount_yi": 0.1577 }, { "time": "09:42", "open": 14.42, "high": 14.42, "low": 14.41, "close": 14.41, "amount_yi": 0.1106 }, { "time": "09:43", "open": 14.42, "high": 14.45, "low": 14.42, "close": 14.45, "amount_yi": 0.0893 }, { "time": "09:44", "open": 14.48, "high": 14.49, "low": 14.48, "close": 14.49, "amount_yi": 0.1153 }, { "time": "09:45", "open": 14.49, "high": 14.49, "low": 14.47, "close": 14.47, "amount_yi": 0.1233 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.47, "ts": "2026-07-06T09:45:41", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.2, "bid1": 14.47, "ask1": 14.48, "bid_qty1": 447, "ask_qty1": 918 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000967:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000967:VWAP_RECLAIM", "symbol": "SZSE.000967", "name": "盈峰环境", "side": "BUY", "priority": "W67", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.77, "exec_low": 10.93, "exec_high": 10.93, "invalid_price": 10.45, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3000, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.09, "max_chase_pct": 1.5, "base_exec_high": 10.93, "dynamic_exec_high": null, "entry_zone_low": 10.61, "entry_zone_high": 10.93, "entry_risk_pct": null, "intraday_vwap": 10.5025, "price_vs_vwap_pct": -0.4047, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4066, "prev_amount_yi": 0.3951, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0291, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 10.44, "high": 10.45, "low": 10.44, "close": 10.45, "amount_yi": 0.0957 }, { "time": "09:42", "open": 10.42, "high": 10.45, "low": 10.42, "close": 10.45, "amount_yi": 0.1688 }, { "time": "09:43", "open": 10.46, "high": 10.46, "low": 10.43, "close": 10.43, "amount_yi": 0.0678 }, { "time": "09:44", "open": 10.42, "high": 10.42, "low": 10.41, "close": 10.41, "amount_yi": 0.0438 }, { "time": "09:45", "open": 10.46, "high": 10.46, "low": 10.46, "close": 10.46, "amount_yi": 0.0305 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.46, "ts": "2026-07-06T09:45:42", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 10.38, "bid1": 10.46, "ask1": 10.47, "bid_qty1": 247, "ask_qty1": 272 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002212:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002212:VWAP_RECLAIM", "symbol": "SZSE.002212", "name": "天融信", "side": "BUY", "priority": "W68", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.84, "exec_low": 5.93, "exec_high": 5.93, "invalid_price": 5.66, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 5600, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.02, "max_chase_pct": 1.5, "base_exec_high": 5.93, "dynamic_exec_high": null, "entry_zone_low": 5.75, "entry_zone_high": 5.93, "entry_risk_pct": null, "intraday_vwap": 5.6989, "price_vs_vwap_pct": 0.0193, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0341, "prev_amount_yi": 0.0589, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0102 }, { "time": "09:42", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0056 }, { "time": "09:43", "open": 5.7, "high": 5.71, "low": 5.7, "close": 5.71, "amount_yi": 0.0064 }, { "time": "09:44", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0078 }, { "time": "09:45", "open": 5.7, "high": 5.7, "low": 5.7, "close": 5.7, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.7, "ts": "2026-07-06T09:45:42", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.66, "bid1": 5.7, "ask1": 5.71, "bid_qty1": 152, "ask_qty1": 342 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600973:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600973:VWAP_RECLAIM", "symbol": "SHSE.600973", "name": "宝胜股份", "side": "BUY", "priority": "W69", "status": "CANCELLED", "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 4800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_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": 6.5271, "price_vs_vwap_pct": 0.3508, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1081, "prev_amount_yi": 0.1643, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.49, "high": 6.49, "low": 6.49, "close": 6.49, "amount_yi": 0.0173 }, { "time": "09:42", "open": 6.48, "high": 6.48, "low": 6.47, "close": 6.47, "amount_yi": 0.0297 }, { "time": "09:43", "open": 6.46, "high": 6.5, "low": 6.46, "close": 6.5, "amount_yi": 0.0392 }, { "time": "09:44", "open": 6.51, "high": 6.53, "low": 6.51, "close": 6.53, "amount_yi": 0.0104 }, { "time": "09:45", "open": 6.52, "high": 6.55, "low": 6.52, "close": 6.55, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.55, "ts": "2026-07-06T09:45:43", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.46, "bid1": 6.54, "ask1": 6.55, "bid_qty1": 144, "ask_qty1": 92 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.603338:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SHSE.603338:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.603338", "name": "浙江鼎力", "side": "BUY", "priority": "W70", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 500, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 52.9596, "price_vs_vwap_pct": 0.926, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6381, "prev_amount_yi": 0.6683, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 53.18, "high": 53.18, "low": 53.12, "close": 53.12, "amount_yi": 0.2314 }, { "time": "09:42", "open": 53.21, "high": 53.21, "low": 52.98, "close": 52.98, "amount_yi": 0.078 }, { "time": "09:43", "open": 53.15, "high": 53.23, "low": 53.15, "close": 53.23, "amount_yi": 0.112 }, { "time": "09:44", "open": 53.02, "high": 53.02, "low": 52.98, "close": 52.98, "amount_yi": 0.0477 }, { "time": "09:45", "open": 53.48, "high": 53.48, "low": 53.45, "close": 53.45, "amount_yi": 0.169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.45, "ts": "2026-07-06T09:45:40", "prev_close": 51.67, "open": 52.46, "high": 54.12, "low": 51.0, "bid1": 53.44, "ask1": 53.49, "bid_qty1": 30, "ask_qty1": 44 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002771:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002771:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002771", "name": "真视通", "side": "BUY", "priority": "W71", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 2200, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 14.0909, "price_vs_vwap_pct": 1.413, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1552, "prev_amount_yi": 0.3355, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4626, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 14.27, "high": 14.27, "low": 14.23, "close": 14.23, "amount_yi": 0.0437 }, { "time": "09:42", "open": 14.17, "high": 14.25, "low": 14.17, "close": 14.25, "amount_yi": 0.0241 }, { "time": "09:43", "open": 14.34, "high": 14.34, "low": 14.33, "close": 14.33, "amount_yi": 0.0378 }, { "time": "09:44", "open": 14.24, "high": 14.3, "low": 14.24, "close": 14.3, "amount_yi": 0.0215 }, { "time": "09:45", "open": 14.26, "high": 14.29, "low": 14.26, "close": 14.29, "amount_yi": 0.0281 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.29, "ts": "2026-07-06T09:45:42", "prev_close": 13.87, "open": 13.75, "high": 14.49, "low": 13.53, "bid1": 14.29, "ask1": 14.3, "bid_qty1": 3, "ask_qty1": 19 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002520:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002520:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002520", "name": "日发精机", "side": "BUY", "priority": "W72", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 3900, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 8.0249, "price_vs_vwap_pct": 0.3128, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6466, "prev_amount_yi": 1.5799, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4093, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 8.03, "high": 8.09, "low": 8.03, "close": 8.09, "amount_yi": 0.0932 }, { "time": "09:42", "open": 8.13, "high": 8.13, "low": 8.1, "close": 8.1, "amount_yi": 0.1967 }, { "time": "09:43", "open": 8.1, "high": 8.1, "low": 8.07, "close": 8.07, "amount_yi": 0.1029 }, { "time": "09:44", "open": 8.04, "high": 8.06, "low": 8.04, "close": 8.06, "amount_yi": 0.1453 }, { "time": "09:45", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 0.1085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.05, "ts": "2026-07-06T09:45:42", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.83, "bid1": 8.04, "ask1": 8.05, "bid_qty1": 578, "ask_qty1": 163 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300516:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300516:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300516", "name": "久之洋", "side": "BUY", "priority": "W73", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 38.2, "exec_low": 38.2, "exec_high": 38.77, "invalid_price": 37.05, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 39.35, "max_chase_pct": 1.5, "base_exec_high": 38.77, "dynamic_exec_high": null, "entry_zone_low": 37.63, "entry_zone_high": 38.77, "entry_risk_pct": null, "intraday_vwap": 36.4462, "price_vs_vwap_pct": -0.7853, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1859, "prev_amount_yi": 0.2898, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 36.1, "high": 36.25, "low": 36.1, "close": 36.25, "amount_yi": 0.0561 }, { "time": "09:42", "open": 36.1, "high": 36.2, "low": 36.1, "close": 36.2, "amount_yi": 0.0221 }, { "time": "09:43", "open": 36.21, "high": 36.21, "low": 36.14, "close": 36.14, "amount_yi": 0.0245 }, { "time": "09:44", "open": 36.08, "high": 36.08, "low": 36.08, "close": 36.08, "amount_yi": 0.0395 }, { "time": "09:45", "open": 36.11, "high": 36.16, "low": 36.11, "close": 36.16, "amount_yi": 0.0437 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.16, "ts": "2026-07-06T09:45:39", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 36.02, "bid1": 36.16, "ask1": 36.22, "bid_qty1": 2, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002611:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002611:VWAP_RECLAIM", "symbol": "SZSE.002611", "name": "东方精工", "side": "BUY", "priority": "W74", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 18.39, "exec_low": 18.67, "exec_high": 18.67, "invalid_price": 17.84, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.94, "max_chase_pct": 1.5, "base_exec_high": 18.67, "dynamic_exec_high": null, "entry_zone_low": 18.11, "entry_zone_high": 18.67, "entry_risk_pct": null, "intraday_vwap": 17.8768, "price_vs_vwap_pct": -0.1499, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3145, "prev_amount_yi": 0.5916, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5316, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 17.82, "high": 17.83, "low": 17.82, "close": 17.83, "amount_yi": 0.0707 }, { "time": "09:42", "open": 17.87, "high": 17.87, "low": 17.85, "close": 17.85, "amount_yi": 0.0663 }, { "time": "09:43", "open": 17.83, "high": 17.83, "low": 17.81, "close": 17.81, "amount_yi": 0.0694 }, { "time": "09:44", "open": 17.8, "high": 17.82, "low": 17.8, "close": 17.82, "amount_yi": 0.069 }, { "time": "09:45", "open": 17.85, "high": 17.85, "low": 17.85, "close": 17.85, "amount_yi": 0.0391 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.85, "ts": "2026-07-06T09:45:42", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.77, "bid1": 17.85, "ask1": 17.86, "bid_qty1": 147, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000901:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.000901:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000901", "name": "航天科技", "side": "BUY", "priority": "W75", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 18.43, "exec_low": 18.43, "exec_high": 18.71, "invalid_price": 17.88, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.98, "max_chase_pct": 1.5, "base_exec_high": 18.71, "dynamic_exec_high": null, "entry_zone_low": 18.15, "entry_zone_high": 18.71, "entry_risk_pct": null, "intraday_vwap": 18.222, "price_vs_vwap_pct": -1.2732, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5125, "prev_amount_yi": 0.224, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2879, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 18.04, "high": 18.04, "low": 18.04, "close": 18.04, "amount_yi": 0.1283 }, { "time": "09:42", "open": 17.98, "high": 18.03, "low": 17.98, "close": 18.03, "amount_yi": 0.1984 }, { "time": "09:43", "open": 18.0, "high": 18.0, "low": 17.99, "close": 17.99, "amount_yi": 0.0702 }, { "time": "09:44", "open": 17.99, "high": 18.0, "low": 17.99, "close": 18.0, "amount_yi": 0.0494 }, { "time": "09:45", "open": 18.01, "high": 18.01, "low": 17.99, "close": 17.99, "amount_yi": 0.0662 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.99, "ts": "2026-07-06T09:45:42", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.96, "bid1": 17.97, "ask1": 17.99, "bid_qty1": 161, "ask_qty1": 10 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300008:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300008:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300008", "name": "天海防务", "side": "BUY", "priority": "W76", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 6.42, "exec_low": 6.42, "exec_high": 6.52, "invalid_price": 6.23, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 4900, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.61, "max_chase_pct": 1.5, "base_exec_high": 6.52, "dynamic_exec_high": null, "entry_zone_low": 6.32, "entry_zone_high": 6.52, "entry_risk_pct": null, "intraday_vwap": 6.3828, "price_vs_vwap_pct": -0.0439, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1292, "prev_amount_yi": 0.2598, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 6.38, "high": 6.38, "low": 6.37, "close": 6.37, "amount_yi": 0.0367 }, { "time": "09:42", "open": 6.38, "high": 6.39, "low": 6.38, "close": 6.39, "amount_yi": 0.0295 }, { "time": "09:43", "open": 6.39, "high": 6.39, "low": 6.38, "close": 6.38, "amount_yi": 0.0236 }, { "time": "09:44", "open": 6.38, "high": 6.38, "low": 6.38, "close": 6.38, "amount_yi": 0.0153 }, { "time": "09:45", "open": 6.39, "high": 6.39, "low": 6.38, "close": 6.38, "amount_yi": 0.0241 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.38, "ts": "2026-07-06T09:45:42", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.27, "bid1": 6.38, "ask1": 6.4, "bid_qty1": 856, "ask_qty1": 1450 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000561:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.000561:STRONG_WATCH_CONFIRM", "symbol": "SZSE.000561", "name": "烽火电子", "side": "BUY", "priority": "W77", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 7.74, "exec_low": 7.74, "exec_high": 7.86, "invalid_price": 7.51, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 4200, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.97, "max_chase_pct": 1.5, "base_exec_high": 7.86, "dynamic_exec_high": null, "entry_zone_low": 7.62, "entry_zone_high": 7.86, "entry_risk_pct": null, "intraday_vwap": 7.6508, "price_vs_vwap_pct": -0.9254, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0429, "prev_amount_yi": 0.0587, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 7.6, "high": 7.6, "low": 7.59, "close": 7.59, "amount_yi": 0.0138 }, { "time": "09:42", "open": 7.57, "high": 7.59, "low": 7.57, "close": 7.59, "amount_yi": 0.012 }, { "time": "09:43", "open": 7.59, "high": 7.59, "low": 7.59, "close": 7.59, "amount_yi": 0.0061 }, { "time": "09:44", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0029 }, { "time": "09:45", "open": 7.58, "high": 7.58, "low": 7.58, "close": 7.58, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.58, "ts": "2026-07-06T09:45:42", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.57, "bid1": 7.57, "ask1": 7.58, "bid_qty1": 163, "ask_qty1": 46 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300345:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300345:VWAP_RECLAIM", "symbol": "SZSE.300345", "name": "华民股份", "side": "BUY", "priority": "W78", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 8.38, "exec_low": 8.51, "exec_high": 8.51, "invalid_price": 8.13, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.63, "max_chase_pct": 1.5, "base_exec_high": 8.51, "dynamic_exec_high": null, "entry_zone_low": 8.25, "entry_zone_high": 8.51, "entry_risk_pct": null, "intraday_vwap": 8.22, "price_vs_vwap_pct": 0.1217, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2821, "prev_amount_yi": 0.5464, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 8.27, "high": 8.38, "low": 8.27, "close": 8.38, "amount_yi": 0.0811 }, { "time": "09:42", "open": 8.35, "high": 8.37, "low": 8.35, "close": 8.37, "amount_yi": 0.0705 }, { "time": "09:43", "open": 8.32, "high": 8.32, "low": 8.3, "close": 8.3, "amount_yi": 0.0668 }, { "time": "09:44", "open": 8.26, "high": 8.29, "low": 8.26, "close": 8.29, "amount_yi": 0.0398 }, { "time": "09:45", "open": 8.26, "high": 8.26, "low": 8.23, "close": 8.23, "amount_yi": 0.0239 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.23, "ts": "2026-07-06T09:45:39", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.22, "ask1": 8.23, "bid_qty1": 133, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300589", "name": "江龙船艇", "side": "BUY", "priority": "W79", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.69, "exec_low": 12.69, "exec_high": 12.88, "invalid_price": 12.31, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.07, "max_chase_pct": 1.5, "base_exec_high": 12.88, "dynamic_exec_high": null, "entry_zone_low": 12.5, "entry_zone_high": 12.88, "entry_risk_pct": null, "intraday_vwap": 12.8373, "price_vs_vwap_pct": 1.1116, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2351, "prev_amount_yi": 0.3093, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7601, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 12.95, "high": 12.95, "low": 12.92, "close": 12.92, "amount_yi": 0.0739 }, { "time": "09:42", "open": 13.0, "high": 13.0, "low": 12.98, "close": 12.98, "amount_yi": 0.0564 }, { "time": "09:43", "open": 12.97, "high": 13.0, "low": 12.97, "close": 13.0, "amount_yi": 0.0418 }, { "time": "09:44", "open": 12.97, "high": 12.97, "low": 12.96, "close": 12.96, "amount_yi": 0.0282 }, { "time": "09:45", "open": 13.0, "high": 13.0, "low": 12.98, "close": 12.98, "amount_yi": 0.0348 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.98, "ts": "2026-07-06T09:45:39", "prev_close": 12.55, "open": 12.5, "high": 13.04, "low": 12.4, "bid1": 12.96, "ask1": 12.97, "bid_qty1": 413, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002465:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002465:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002465", "name": "海格通信", "side": "BUY", "priority": "W80", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 13.33, "exec_low": 13.33, "exec_high": 13.53, "invalid_price": 12.93, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 13.73, "max_chase_pct": 1.5, "base_exec_high": 13.53, "dynamic_exec_high": null, "entry_zone_low": 13.13, "entry_zone_high": 13.53, "entry_risk_pct": null, "intraday_vwap": 13.4507, "price_vs_vwap_pct": -1.7895, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.944, "prev_amount_yi": 0.9253, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 13.32, "high": 13.32, "low": 13.26, "close": 13.26, "amount_yi": 0.3313 }, { "time": "09:42", "open": 13.23, "high": 13.27, "low": 13.23, "close": 13.27, "amount_yi": 0.1435 }, { "time": "09:43", "open": 13.26, "high": 13.26, "low": 13.26, "close": 13.26, "amount_yi": 0.1839 }, { "time": "09:44", "open": 13.24, "high": 13.25, "low": 13.24, "close": 13.25, "amount_yi": 0.1256 }, { "time": "09:45", "open": 13.25, "high": 13.25, "low": 13.21, "close": 13.21, "amount_yi": 0.1597 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.21, "ts": "2026-07-06T09:45:42", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 13.2, "bid1": 13.2, "ask1": 13.22, "bid_qty1": 1647, "ask_qty1": 266 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600360:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600360:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600360", "name": "华微电子", "side": "BUY", "priority": "W81", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 15.51, "exec_low": 15.51, "exec_high": 15.74, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2100, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.98, "max_chase_pct": 1.5, "base_exec_high": 15.74, "dynamic_exec_high": null, "entry_zone_low": 15.28, "entry_zone_high": 15.74, "entry_risk_pct": null, "intraday_vwap": 14.8928, "price_vs_vwap_pct": -1.0931, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.1474, "prev_amount_yi": 1.1272, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0179, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 14.7, "high": 14.72, "low": 14.7, "close": 14.72, "amount_yi": 0.1641 }, { "time": "09:42", "open": 14.57, "high": 14.57, "low": 14.52, "close": 14.52, "amount_yi": 0.5072 }, { "time": "09:43", "open": 14.65, "high": 14.72, "low": 14.65, "close": 14.72, "amount_yi": 0.1345 }, { "time": "09:44", "open": 14.75, "high": 14.75, "low": 14.74, "close": 14.74, "amount_yi": 0.1479 }, { "time": "09:45", "open": 14.75, "high": 14.75, "low": 14.73, "close": 14.73, "amount_yi": 0.1937 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.73, "ts": "2026-07-06T09:45:43", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 14.51, "bid1": 14.73, "ask1": 14.76, "bid_qty1": 137, "ask_qty1": 6 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600893:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600893:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600893", "name": "航发动力", "side": "BUY", "priority": "W82", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 39.69, "exec_low": 39.69, "exec_high": 40.29, "invalid_price": 38.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 40.88, "max_chase_pct": 1.5, "base_exec_high": 40.29, "dynamic_exec_high": null, "entry_zone_low": 39.09, "entry_zone_high": 40.29, "entry_risk_pct": null, "intraday_vwap": 39.5235, "price_vs_vwap_pct": -0.8185, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6008, "prev_amount_yi": 0.7943, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 39.1, "high": 39.19, "low": 39.1, "close": 39.19, "amount_yi": 0.1776 }, { "time": "09:42", "open": 39.09, "high": 39.21, "low": 39.09, "close": 39.21, "amount_yi": 0.1158 }, { "time": "09:43", "open": 39.13, "high": 39.13, "low": 39.13, "close": 39.13, "amount_yi": 0.0748 }, { "time": "09:44", "open": 39.06, "high": 39.17, "low": 39.06, "close": 39.17, "amount_yi": 0.1593 }, { "time": "09:45", "open": 39.22, "high": 39.22, "low": 39.2, "close": 39.2, "amount_yi": 0.0733 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 39.2, "ts": "2026-07-06T09:45:42", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 39.03, "bid1": 39.2, "ask1": 39.21, "bid_qty1": 27, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600372:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600372:VWAP_RECLAIM", "symbol": "SHSE.600372", "name": "中航机载", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.28, "exec_low": 11.45, "exec_high": 11.45, "invalid_price": 10.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 2800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.62, "max_chase_pct": 1.5, "base_exec_high": 11.45, "dynamic_exec_high": null, "entry_zone_low": 11.11, "entry_zone_high": 11.45, "entry_risk_pct": null, "intraday_vwap": 11.2163, "price_vs_vwap_pct": -0.5911, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.225, "prev_amount_yi": 0.2813, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7999, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.17, "high": 11.17, "low": 11.16, "close": 11.16, "amount_yi": 0.0578 }, { "time": "09:42", "open": 11.16, "high": 11.16, "low": 11.16, "close": 11.16, "amount_yi": 0.0201 }, { "time": "09:43", "open": 11.17, "high": 11.17, "low": 11.17, "close": 11.17, "amount_yi": 0.026 }, { "time": "09:44", "open": 11.15, "high": 11.15, "low": 11.15, "close": 11.15, "amount_yi": 0.0741 }, { "time": "09:45", "open": 11.16, "high": 11.16, "low": 11.15, "close": 11.15, "amount_yi": 0.047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.15, "ts": "2026-07-06T09:45:41", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 11.14, "bid1": 11.15, "ask1": 11.16, "bid_qty1": 4, "ask_qty1": 1326 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300281:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300281:VWAP_RECLAIM", "symbol": "SZSE.300281", "name": "金明精机", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.88, "exec_low": 6.98, "exec_high": 6.98, "invalid_price": 6.67, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 4700, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.09, "max_chase_pct": 1.5, "base_exec_high": 6.98, "dynamic_exec_high": null, "entry_zone_low": 6.78, "entry_zone_high": 6.98, "entry_risk_pct": null, "intraday_vwap": 6.8237, "price_vs_vwap_pct": -0.3473, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0273, "prev_amount_yi": 0.0428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 6.81, "high": 6.83, "low": 6.81, "close": 6.83, "amount_yi": 0.0151 }, { "time": "09:42", "open": 6.82, "high": 6.82, "low": 6.81, "close": 6.81, "amount_yi": 0.0024 }, { "time": "09:43", "open": 6.81, "high": 6.83, "low": 6.81, "close": 6.83, "amount_yi": 0.0046 }, { "time": "09:44", "open": 6.82, "high": 6.82, "low": 6.81, "close": 6.81, "amount_yi": 0.0024 }, { "time": "09:45", "open": 6.8, "high": 6.8, "low": 6.8, "close": 6.8, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.8, "ts": "2026-07-06T09:45:39", "prev_close": 6.77, "open": 6.77, "high": 6.92, "low": 6.74, "bid1": 6.79, "ask1": 6.8, "bid_qty1": 399, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002406:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002406:VWAP_RECLAIM", "symbol": "SZSE.002406", "name": "远东传动", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.07, "exec_low": 7.18, "exec_high": 7.18, "invalid_price": 6.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 4500, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.28, "max_chase_pct": 1.5, "base_exec_high": 7.18, "dynamic_exec_high": null, "entry_zone_low": 6.96, "entry_zone_high": 7.18, "entry_risk_pct": null, "intraday_vwap": 6.9932, "price_vs_vwap_pct": -0.3318, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0967, "prev_amount_yi": 0.088, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0989, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 7.0, "high": 7.01, "low": 7.0, "close": 7.01, "amount_yi": 0.009 }, { "time": "09:42", "open": 7.01, "high": 7.01, "low": 7.0, "close": 7.0, "amount_yi": 0.0133 }, { "time": "09:43", "open": 6.99, "high": 6.99, "low": 6.97, "close": 6.97, "amount_yi": 0.0152 }, { "time": "09:44", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0303 }, { "time": "09:45", "open": 6.98, "high": 6.98, "low": 6.97, "close": 6.97, "amount_yi": 0.0289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.97, "ts": "2026-07-06T09:45:42", "prev_close": 6.95, "open": 7.0, "high": 7.05, "low": 6.95, "bid1": 6.96, "ask1": 6.97, "bid_qty1": 235, "ask_qty1": 40 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600562:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600562:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600562", "name": "国睿科技", "side": "BUY", "priority": "W86", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 22.7, "exec_low": 22.7, "exec_high": 23.04, "invalid_price": 22.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 1300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.38, "max_chase_pct": 1.5, "base_exec_high": 23.04, "dynamic_exec_high": null, "entry_zone_low": 22.36, "entry_zone_high": 23.04, "entry_risk_pct": null, "intraday_vwap": 23.4806, "price_vs_vwap_pct": -1.1524, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2897, "prev_amount_yi": 0.3684, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 23.23, "high": 23.23, "low": 23.17, "close": 23.17, "amount_yi": 0.0988 }, { "time": "09:42", "open": 23.19, "high": 23.19, "low": 23.18, "close": 23.18, "amount_yi": 0.0461 }, { "time": "09:43", "open": 23.19, "high": 23.28, "low": 23.19, "close": 23.28, "amount_yi": 0.0475 }, { "time": "09:44", "open": 23.32, "high": 23.32, "low": 23.32, "close": 23.32, "amount_yi": 0.0401 }, { "time": "09:45", "open": 23.32, "high": 23.32, "low": 23.21, "close": 23.21, "amount_yi": 0.0572 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.21, "ts": "2026-07-06T09:45:41", "prev_close": 22.58, "open": 23.16, "high": 24.11, "low": 23.13, "bid1": 23.21, "ask1": 23.22, "bid_qty1": 207, "ask_qty1": 96 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300424:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300424:VWAP_RECLAIM", "symbol": "SZSE.300424", "name": "航新科技", "side": "BUY", "priority": "W87", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.68, "exec_low": 16.93, "exec_high": 16.93, "invalid_price": 16.18, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1900, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.18, "max_chase_pct": 1.5, "base_exec_high": 16.93, "dynamic_exec_high": null, "entry_zone_low": 16.43, "entry_zone_high": 16.93, "entry_risk_pct": null, "intraday_vwap": 16.5081, "price_vs_vwap_pct": -1.6241, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1267, "prev_amount_yi": 0.105, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2067, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 16.3, "high": 16.31, "low": 16.3, "close": 16.31, "amount_yi": 0.0445 }, { "time": "09:42", "open": 16.29, "high": 16.31, "low": 16.29, "close": 16.31, "amount_yi": 0.0118 }, { "time": "09:43", "open": 16.28, "high": 16.29, "low": 16.28, "close": 16.29, "amount_yi": 0.0252 }, { "time": "09:44", "open": 16.26, "high": 16.27, "low": 16.26, "close": 16.27, "amount_yi": 0.0132 }, { "time": "09:45", "open": 16.29, "high": 16.29, "low": 16.24, "close": 16.24, "amount_yi": 0.032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.24, "ts": "2026-07-06T09:45:39", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 16.23, "bid1": 16.22, "ask1": 16.24, "bid_qty1": 122, "ask_qty1": 227 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600501:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600501:VWAP_RECLAIM", "symbol": "SHSE.600501", "name": "航天晨光", "side": "BUY", "priority": "W88", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 17.0, "exec_low": 17.25, "exec_high": 17.25, "invalid_price": 16.49, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 1900, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.51, "max_chase_pct": 1.5, "base_exec_high": 17.25, "dynamic_exec_high": null, "entry_zone_low": 16.75, "entry_zone_high": 17.25, "entry_risk_pct": null, "intraday_vwap": 16.2945, "price_vs_vwap_pct": -1.0095, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0964, "prev_amount_yi": 0.0724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3315, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 16.23, "high": 16.23, "low": 16.18, "close": 16.18, "amount_yi": 0.026 }, { "time": "09:42", "open": 16.17, "high": 16.21, "low": 16.17, "close": 16.21, "amount_yi": 0.015 }, { "time": "09:43", "open": 16.18, "high": 16.2, "low": 16.18, "close": 16.2, "amount_yi": 0.0185 }, { "time": "09:44", "open": 16.14, "high": 16.14, "low": 16.14, "close": 16.14, "amount_yi": 0.0229 }, { "time": "09:45", "open": 16.18, "high": 16.18, "low": 16.13, "close": 16.13, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.13, "ts": "2026-07-06T09:45:41", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 16.13, "bid1": 16.12, "ask1": 16.13, "bid_qty1": 25, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000768:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000768:VWAP_RECLAIM", "symbol": "SZSE.000768", "name": "中航西飞", "side": "BUY", "priority": "W89", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.1, "exec_low": 21.42, "exec_high": 21.42, "invalid_price": 20.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1500, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.73, "max_chase_pct": 1.5, "base_exec_high": 21.42, "dynamic_exec_high": null, "entry_zone_low": 20.78, "entry_zone_high": 21.42, "entry_risk_pct": null, "intraday_vwap": 20.907, "price_vs_vwap_pct": -0.6075, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3143, "prev_amount_yi": 0.3036, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0352, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 20.82, "high": 20.82, "low": 20.82, "close": 20.82, "amount_yi": 0.0527 }, { "time": "09:42", "open": 20.81, "high": 20.83, "low": 20.81, "close": 20.83, "amount_yi": 0.1021 }, { "time": "09:43", "open": 20.82, "high": 20.82, "low": 20.8, "close": 20.8, "amount_yi": 0.0545 }, { "time": "09:44", "open": 20.77, "high": 20.78, "low": 20.77, "close": 20.78, "amount_yi": 0.0464 }, { "time": "09:45", "open": 20.79, "high": 20.79, "low": 20.78, "close": 20.78, "amount_yi": 0.0586 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.78, "ts": "2026-07-06T09:45:42", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.77, "bid1": 20.78, "ask1": 20.79, "bid_qty1": 378, "ask_qty1": 96 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300600:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300600:VWAP_RECLAIM", "symbol": "SZSE.300600", "name": "国瑞科技", "side": "BUY", "priority": "W90", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.03, "exec_low": 10.18, "exec_high": 10.18, "invalid_price": 9.73, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 2800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.33, "max_chase_pct": 1.5, "base_exec_high": 10.18, "dynamic_exec_high": null, "entry_zone_low": 9.88, "entry_zone_high": 10.18, "entry_risk_pct": null, "intraday_vwap": 11.2729, "price_vs_vwap_pct": -0.0257, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2043, "prev_amount_yi": 0.5009, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4079, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 11.32, "high": 11.44, "low": 11.32, "close": 11.44, "amount_yi": 0.0698 }, { "time": "09:42", "open": 11.43, "high": 11.47, "low": 11.43, "close": 11.47, "amount_yi": 0.0426 }, { "time": "09:43", "open": 11.36, "high": 11.36, "low": 11.33, "close": 11.33, "amount_yi": 0.0318 }, { "time": "09:44", "open": 11.28, "high": 11.28, "low": 11.23, "close": 11.23, "amount_yi": 0.0347 }, { "time": "09:45", "open": 11.2, "high": 11.27, "low": 11.2, "close": 11.27, "amount_yi": 0.0254 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.27, "ts": "2026-07-06T09:45:39", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 11.26, "ask1": 11.27, "bid_qty1": 166, "ask_qty1": 50 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600038:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600038:VWAP_RECLAIM", "symbol": "SHSE.600038", "name": "中直股份", "side": "BUY", "priority": "W91", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 26.3, "exec_low": 26.69, "exec_high": 26.69, "invalid_price": 25.51, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 1200, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 27.09, "max_chase_pct": 1.5, "base_exec_high": 26.69, "dynamic_exec_high": null, "entry_zone_low": 25.91, "entry_zone_high": 26.69, "entry_risk_pct": null, "intraday_vwap": 26.2696, "price_vs_vwap_pct": -0.7217, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0766, "prev_amount_yi": 0.0877, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8734, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 26.12, "high": 26.13, "low": 26.12, "close": 26.13, "amount_yi": 0.0249 }, { "time": "09:42", "open": 26.12, "high": 26.13, "low": 26.12, "close": 26.13, "amount_yi": 0.0126 }, { "time": "09:43", "open": 26.12, "high": 26.13, "low": 26.12, "close": 26.13, "amount_yi": 0.0127 }, { "time": "09:44", "open": 26.08, "high": 26.1, "low": 26.08, "close": 26.1, "amount_yi": 0.0207 }, { "time": "09:45", "open": 26.13, "high": 26.13, "low": 26.08, "close": 26.08, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.08, "ts": "2026-07-06T09:45:43", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 26.07, "bid1": 26.08, "ask1": 26.09, "bid_qty1": 60, "ask_qty1": 10 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600148:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600148:VWAP_RECLAIM", "symbol": "SHSE.600148", "name": "长春一东", "side": "BUY", "priority": "W92", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 15.61, "exec_low": 15.84, "exec_high": 15.84, "invalid_price": 15.14, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 2000, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 16.08, "max_chase_pct": 1.5, "base_exec_high": 15.84, "dynamic_exec_high": null, "entry_zone_low": 15.38, "entry_zone_high": 15.84, "entry_risk_pct": null, "intraday_vwap": 15.5126, "price_vs_vwap_pct": 0.0477, "energy_floor_hint_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": 0.0147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 15.56, "high": 15.56, "low": 15.55, "close": 15.55, "amount_yi": 0.0015 }, { "time": "09:42", "open": 15.55, "high": 15.55, "low": 15.53, "close": 15.53, "amount_yi": 0.0017 }, { "time": "09:43", "open": 15.54, "high": 15.54, "low": 15.53, "close": 15.53, "amount_yi": 0.0037 }, { "time": "09:44", "open": 15.49, "high": 15.49, "low": 15.48, "close": 15.48, "amount_yi": 0.0032 }, { "time": "09:45", "open": 15.49, "high": 15.52, "low": 15.49, "close": 15.52, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.52, "ts": "2026-07-06T09:45:41", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.41, "bid1": 15.5, "ask1": 15.52, "bid_qty1": 9, "ask_qty1": 2 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300045:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300045:VWAP_RECLAIM", "symbol": "SZSE.300045", "name": "华力创通", "side": "BUY", "priority": "W93", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.95, "exec_low": 18.22, "exec_high": 18.22, "invalid_price": 17.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.49, "max_chase_pct": 1.5, "base_exec_high": 18.22, "dynamic_exec_high": null, "entry_zone_low": 17.68, "entry_zone_high": 18.22, "entry_risk_pct": null, "intraday_vwap": 17.7097, "price_vs_vwap_pct": -1.41, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2609, "prev_amount_yi": 0.1825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4296, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 17.57, "high": 17.57, "low": 17.52, "close": 17.52, "amount_yi": 0.0709 }, { "time": "09:42", "open": 17.49, "high": 17.51, "low": 17.49, "close": 17.51, "amount_yi": 0.0696 }, { "time": "09:43", "open": 17.48, "high": 17.49, "low": 17.48, "close": 17.49, "amount_yi": 0.0454 }, { "time": "09:44", "open": 17.47, "high": 17.47, "low": 17.47, "close": 17.47, "amount_yi": 0.024 }, { "time": "09:45", "open": 17.51, "high": 17.51, "low": 17.46, "close": 17.46, "amount_yi": 0.051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.46, "ts": "2026-07-06T09:45:42", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 17.45, "bid1": 17.45, "ask1": 17.46, "bid_qty1": 356, "ask_qty1": 71 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600879:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600879:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600879", "name": "航天电子", "side": "BUY", "priority": "W94", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 22.42, "exec_low": 22.42, "exec_high": 22.76, "invalid_price": 21.75, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.09, "max_chase_pct": 1.5, "base_exec_high": 22.76, "dynamic_exec_high": null, "entry_zone_low": 22.08, "entry_zone_high": 22.76, "entry_risk_pct": null, "intraday_vwap": 22.747, "price_vs_vwap_pct": -2.4926, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7235, "prev_amount_yi": 2.9896, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.911, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 22.32, "high": 22.32, "low": 22.26, "close": 22.26, "amount_yi": 0.9036 }, { "time": "09:42", "open": 22.18, "high": 22.37, "low": 22.18, "close": 22.37, "amount_yi": 0.5692 }, { "time": "09:43", "open": 22.32, "high": 22.34, "low": 22.32, "close": 22.34, "amount_yi": 0.4728 }, { "time": "09:44", "open": 22.32, "high": 22.33, "low": 22.32, "close": 22.33, "amount_yi": 0.3373 }, { "time": "09:45", "open": 22.34, "high": 22.34, "low": 22.18, "close": 22.18, "amount_yi": 0.4406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.18, "ts": "2026-07-06T09:45:40", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 22.16, "bid1": 22.18, "ask1": 22.19, "bid_qty1": 1241, "ask_qty1": 290 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002552:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002552:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002552", "name": "宝鼎科技", "side": "BUY", "priority": "W95", "status": "ACTIONABLE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 66.46, "exec_low": 66.46, "exec_high": 67.46, "invalid_price": 64.47, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 68.45, "max_chase_pct": 1.5, "base_exec_high": 67.46, "dynamic_exec_high": null, "entry_zone_low": 65.46, "entry_zone_high": 67.46, "entry_risk_pct": 4.4039, "intraday_vwap": 67.1567, "price_vs_vwap_pct": 0.4218, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4002, "prev_amount_yi": 0.5127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 66.54, "high": 66.81, "low": 66.54, "close": 66.81, "amount_yi": 0.1219 }, { "time": "09:42", "open": 66.66, "high": 66.72, "low": 66.66, "close": 66.72, "amount_yi": 0.0757 }, { "time": "09:43", "open": 66.96, "high": 66.98, "low": 66.96, "close": 66.98, "amount_yi": 0.0601 }, { "time": "09:44", "open": 67.13, "high": 67.52, "low": 67.13, "close": 67.52, "amount_yi": 0.0663 }, { "time": "09:45", "open": 67.46, "high": 67.46, "low": 67.44, "close": 67.44, "amount_yi": 0.0762 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 67.44, "ts": "2026-07-06T09:45:42", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 66.0, "bid1": 67.43, "ask1": 67.44, "bid_qty1": 68, "ask_qty1": 12 }, "previous_state": "OBSERVE", "next_state": "ACTIONABLE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600482:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600482:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600482", "name": "中国动力", "side": "BUY", "priority": "W96", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 34.15, "exec_low": 34.15, "exec_high": 34.66, "invalid_price": 33.13, "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": "2026-07-06T09:45:45", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 800, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 35.17, "max_chase_pct": 1.5, "base_exec_high": 34.66, "dynamic_exec_high": null, "entry_zone_low": 33.64, "entry_zone_high": 34.66, "entry_risk_pct": null, "intraday_vwap": 35.4732, "price_vs_vwap_pct": 2.6409, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.3327, "prev_amount_yi": 0.8668, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6912, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 35.07, "high": 35.07, "low": 35.07, "close": 35.07, "amount_yi": 0.4011 }, { "time": "09:42", "open": 35.2, "high": 35.33, "low": 35.2, "close": 35.33, "amount_yi": 0.1659 }, { "time": "09:43", "open": 35.65, "high": 35.7, "low": 35.65, "close": 35.7, "amount_yi": 0.2863 }, { "time": "09:44", "open": 35.85, "high": 36.24, "low": 35.85, "close": 36.24, "amount_yi": 0.9229 }, { "time": "09:45", "open": 36.26, "high": 36.41, "low": 36.26, "close": 36.41, "amount_yi": 0.5565 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.41, "ts": "2026-07-06T09:45:42", "prev_close": 33.59, "open": 33.6, "high": 36.45, "low": 33.6, "bid1": 36.41, "ask1": 36.43, "bid_qty1": 227, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002111:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002111:VWAP_RECLAIM", "symbol": "SZSE.002111", "name": "威海广泰", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.48, "exec_low": 9.62, "exec_high": 9.62, "invalid_price": 9.2, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.76, "max_chase_pct": 1.5, "base_exec_high": 9.62, "dynamic_exec_high": null, "entry_zone_low": 9.34, "entry_zone_high": 9.62, "entry_risk_pct": null, "intraday_vwap": 9.4063, "price_vs_vwap_pct": -0.2796, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0271, "prev_amount_yi": 0.0333, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 9.39, "high": 9.39, "low": 9.38, "close": 9.38, "amount_yi": 0.0029 }, { "time": "09:42", "open": 9.41, "high": 9.41, "low": 9.39, "close": 9.39, "amount_yi": 0.0093 }, { "time": "09:43", "open": 9.39, "high": 9.39, "low": 9.39, "close": 9.39, "amount_yi": 0.005 }, { "time": "09:44", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.0071 }, { "time": "09:45", "open": 9.37, "high": 9.38, "low": 9.37, "close": 9.38, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.38, "ts": "2026-07-06T09:45:42", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.38, "ask1": 9.39, "bid_qty1": 21, "ask_qty1": 21 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002151:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002151:VWAP_RECLAIM", "symbol": "SZSE.002151", "name": "北斗星通", "side": "BUY", "priority": "W98", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 32.86, "exec_low": 33.35, "exec_high": 33.35, "invalid_price": 31.87, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 900, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 33.85, "max_chase_pct": 1.5, "base_exec_high": 33.35, "dynamic_exec_high": null, "entry_zone_low": 32.37, "entry_zone_high": 33.35, "entry_risk_pct": null, "intraday_vwap": 32.469, "price_vs_vwap_pct": -1.2289, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2814, "prev_amount_yi": 0.2618, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 32.08, "high": 32.08, "low": 32.04, "close": 32.04, "amount_yi": 0.1177 }, { "time": "09:42", "open": 32.04, "high": 32.16, "low": 32.04, "close": 32.16, "amount_yi": 0.057 }, { "time": "09:43", "open": 32.13, "high": 32.17, "low": 32.13, "close": 32.17, "amount_yi": 0.0426 }, { "time": "09:44", "open": 32.1, "high": 32.1, "low": 32.05, "close": 32.05, "amount_yi": 0.0309 }, { "time": "09:45", "open": 32.13, "high": 32.13, "low": 32.07, "close": 32.07, "amount_yi": 0.0332 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.07, "ts": "2026-07-06T09:45:42", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 31.97, "bid1": 32.06, "ask1": 32.07, "bid_qty1": 107, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600118:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600118:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600118", "name": "中国卫星", "side": "BUY", "priority": "W99", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 88.76, "exec_low": 88.76, "exec_high": 90.09, "invalid_price": 86.1, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 91.42, "max_chase_pct": 1.5, "base_exec_high": 90.09, "dynamic_exec_high": null, "entry_zone_low": 87.43, "entry_zone_high": 90.09, "entry_risk_pct": null, "intraday_vwap": 87.4029, "price_vs_vwap_pct": -1.4907, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.7315, "prev_amount_yi": 3.615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7556, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 85.58, "high": 85.7, "low": 85.58, "close": 85.7, "amount_yi": 0.8156 }, { "time": "09:42", "open": 85.56, "high": 86.39, "low": 85.56, "close": 86.39, "amount_yi": 0.6888 }, { "time": "09:43", "open": 86.16, "high": 86.32, "low": 86.16, "close": 86.32, "amount_yi": 0.5109 }, { "time": "09:44", "open": 86.55, "high": 86.67, "low": 86.55, "close": 86.67, "amount_yi": 0.3932 }, { "time": "09:45", "open": 86.58, "high": 86.58, "low": 86.1, "close": 86.1, "amount_yi": 0.323 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 86.1, "ts": "2026-07-06T09:45:41", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 85.3, "bid1": 86.09, "ask1": 86.1, "bid_qty1": 10, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM", "symbol": "SZSE.300065", "name": "海兰信", "side": "BUY", "priority": "W100", "status": "ACTIONABLE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.62, "exec_low": 22.96, "exec_high": 22.96, "invalid_price": 21.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "trigger_touched", "qty": 1400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.3, "max_chase_pct": 1.5, "base_exec_high": 22.96, "dynamic_exec_high": null, "entry_zone_low": 22.28, "entry_zone_high": 22.96, "entry_risk_pct": 3.6028, "intraday_vwap": 22.9907, "price_vs_vwap_pct": -1.0469, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.5922, "prev_amount_yi": 0.8771, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6752, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 22.85, "high": 22.85, "low": 22.75, "close": 22.75, "amount_yi": 0.1242 }, { "time": "09:42", "open": 22.73, "high": 22.8, "low": 22.73, "close": 22.8, "amount_yi": 0.1363 }, { "time": "09:43", "open": 22.75, "high": 22.75, "low": 22.73, "close": 22.73, "amount_yi": 0.1621 }, { "time": "09:44", "open": 22.78, "high": 22.78, "low": 22.78, "close": 22.78, "amount_yi": 0.0653 }, { "time": "09:45", "open": 22.78, "high": 22.78, "low": 22.75, "close": 22.75, "amount_yi": 0.1043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.75, "ts": "2026-07-06T09:45:42", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.61, "bid1": 22.75, "ask1": 22.76, "bid_qty1": 674, "ask_qty1": 8 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W101", "status": "NEAR_TRIGGER", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 46.44, "exec_low": 46.44, "exec_high": 47.14, "invalid_price": 45.05, "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": "2026-07-06T09:45:45", "sim_reason": "near_trigger", "qty": 600, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 47.83, "max_chase_pct": 1.5, "base_exec_high": 47.14, "dynamic_exec_high": null, "entry_zone_low": 45.74, "entry_zone_high": 47.14, "entry_risk_pct": null, "intraday_vwap": 46.6652, "price_vs_vwap_pct": -0.654, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 1.714, "prev_amount_yi": 2.3984, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7146, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 46.7, "high": 46.84, "low": 46.7, "close": 46.84, "amount_yi": 0.3891 }, { "time": "09:42", "open": 46.68, "high": 46.68, "low": 46.34, "close": 46.34, "amount_yi": 0.3404 }, { "time": "09:43", "open": 45.89, "high": 46.22, "low": 45.89, "close": 46.22, "amount_yi": 0.532 }, { "time": "09:44", "open": 46.31, "high": 46.32, "low": 46.31, "close": 46.32, "amount_yi": 0.2822 }, { "time": "09:45", "open": 46.37, "high": 46.37, "low": 46.36, "close": 46.36, "amount_yi": 0.1703 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 9272.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.36, "ts": "2026-07-06T09:45:43", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 45.46, "bid1": 46.34, "ask1": 46.36, "bid_qty1": 61, "ask_qty1": 13 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM", "symbol": "SZSE.002339", "name": "积成电子", "side": "BUY", "priority": "W102", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.2, "exec_low": 7.31, "exec_high": 7.31, "invalid_price": 6.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 4400, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.42, "max_chase_pct": 1.5, "base_exec_high": 7.31, "dynamic_exec_high": null, "entry_zone_low": 7.09, "entry_zone_high": 7.31, "entry_risk_pct": null, "intraday_vwap": 7.1529, "price_vs_vwap_pct": -0.46, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0426, "prev_amount_yi": 0.0583, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 7.11, "high": 7.12, "low": 7.11, "close": 7.12, "amount_yi": 0.005 }, { "time": "09:42", "open": 7.12, "high": 7.12, "low": 7.11, "close": 7.11, "amount_yi": 0.0026 }, { "time": "09:43", "open": 7.11, "high": 7.11, "low": 7.11, "close": 7.11, "amount_yi": 0.0232 }, { "time": "09:44", "open": 7.11, "high": 7.11, "low": 7.1, "close": 7.1, "amount_yi": 0.0036 }, { "time": "09:45", "open": 7.11, "high": 7.12, "low": 7.11, "close": 7.12, "amount_yi": 0.0082 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.12, "ts": "2026-07-06T09:45:42", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 7.09, "bid1": 7.12, "ask1": 7.13, "bid_qty1": 9, "ask_qty1": 168 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600775:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600775:VWAP_RECLAIM", "symbol": "SHSE.600775", "name": "南京熊猫", "side": "BUY", "priority": "W103", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.77, "exec_low": 9.92, "exec_high": 9.92, "invalid_price": 9.48, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.06, "max_chase_pct": 1.5, "base_exec_high": 9.92, "dynamic_exec_high": null, "entry_zone_low": 9.62, "entry_zone_high": 9.92, "entry_risk_pct": null, "intraday_vwap": 9.644, "price_vs_vwap_pct": -0.1452, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0393, "prev_amount_yi": 0.0614, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6401, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0083 }, { "time": "09:42", "open": 9.62, "high": 9.64, "low": 9.62, "close": 9.64, "amount_yi": 0.0072 }, { "time": "09:43", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0081 }, { "time": "09:44", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.005 }, { "time": "09:45", "open": 9.64, "high": 9.64, "low": 9.63, "close": 9.63, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.63, "ts": "2026-07-06T09:45:42", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.6, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 112, "ask_qty1": 9 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601689:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SHSE.601689:LIMIT_ANCHOR_NO_CHASE", "symbol": "SHSE.601689", "name": "拓普集团", "side": "BUY", "priority": "W104", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 500, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 62.9246, "price_vs_vwap_pct": -0.5, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.2917, "prev_amount_yi": 3.9606, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5786, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 62.6, "high": 62.88, "low": 62.6, "close": 62.88, "amount_yi": 0.4702 }, { "time": "09:42", "open": 62.76, "high": 62.76, "low": 62.5, "close": 62.5, "amount_yi": 0.4964 }, { "time": "09:43", "open": 62.42, "high": 62.42, "low": 62.3, "close": 62.3, "amount_yi": 0.3866 }, { "time": "09:44", "open": 62.28, "high": 62.41, "low": 62.28, "close": 62.41, "amount_yi": 0.5908 }, { "time": "09:45", "open": 62.8, "high": 62.8, "low": 62.61, "close": 62.61, "amount_yi": 0.3477 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.61, "ts": "2026-07-06T09:45:43", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 62.0, "bid1": 62.61, "ask1": 62.69, "bid_qty1": 2, "ask_qty1": 92 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002434:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002434:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002434", "name": "万里扬", "side": "BUY", "priority": "W105", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 4700, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 6.7804, "price_vs_vwap_pct": -0.4484, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2389, "prev_amount_yi": 0.4131, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 6.79, "high": 6.79, "low": 6.79, "close": 6.79, "amount_yi": 0.0514 }, { "time": "09:42", "open": 6.8, "high": 6.8, "low": 6.79, "close": 6.79, "amount_yi": 0.0302 }, { "time": "09:43", "open": 6.77, "high": 6.77, "low": 6.76, "close": 6.76, "amount_yi": 0.0265 }, { "time": "09:44", "open": 6.74, "high": 6.74, "low": 6.7, "close": 6.7, "amount_yi": 0.0689 }, { "time": "09:45", "open": 6.73, "high": 6.75, "low": 6.73, "close": 6.75, "amount_yi": 0.0619 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.75, "ts": "2026-07-06T09:45:42", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.7, "bid1": 6.75, "ask1": 6.76, "bid_qty1": 4, "ask_qty1": 186 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002715:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002715:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002715", "name": "登云股份", "side": "BUY", "priority": "W106", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 2100, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 14.9103, "price_vs_vwap_pct": -0.941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0443, "prev_amount_yi": 0.1056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4195, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 14.91, "high": 14.94, "low": 14.91, "close": 14.94, "amount_yi": 0.0055 }, { "time": "09:42", "open": 14.87, "high": 14.88, "low": 14.87, "close": 14.88, "amount_yi": 0.0091 }, { "time": "09:43", "open": 14.8, "high": 14.8, "low": 14.79, "close": 14.79, "amount_yi": 0.0095 }, { "time": "09:44", "open": 14.76, "high": 14.77, "low": 14.76, "close": 14.77, "amount_yi": 0.0088 }, { "time": "09:45", "open": 14.76, "high": 14.77, "low": 14.76, "close": 14.77, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.77, "ts": "2026-07-06T09:45:42", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 14.77, "ask1": 14.78, "bid_qty1": 49, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002283:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002283:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002283", "name": "天润工业", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 3000, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 10.3322, "price_vs_vwap_pct": 2.2048, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.321, "prev_amount_yi": 0.429, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 10.44, "high": 10.47, "low": 10.44, "close": 10.47, "amount_yi": 0.0505 }, { "time": "09:42", "open": 10.49, "high": 10.49, "low": 10.45, "close": 10.45, "amount_yi": 0.0474 }, { "time": "09:43", "open": 10.47, "high": 10.5, "low": 10.47, "close": 10.5, "amount_yi": 0.0567 }, { "time": "09:44", "open": 10.46, "high": 10.51, "low": 10.46, "close": 10.51, "amount_yi": 0.0689 }, { "time": "09:45", "open": 10.57, "high": 10.57, "low": 10.56, "close": 10.56, "amount_yi": 0.0975 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.56, "ts": "2026-07-06T09:45:42", "prev_close": 10.24, "open": 10.17, "high": 10.59, "low": 9.91, "bid1": 10.55, "ask1": 10.57, "bid_qty1": 26, "ask_qty1": 107 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002536:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002536:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002536", "name": "飞龙股份", "side": "BUY", "priority": "W108", "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": "2026-07-06T09:45:45", "sim_reason": "signal_contract_missing_price_fields", "qty": 500, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 53.6464, "price_vs_vwap_pct": 3.0265, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.1426, "prev_amount_yi": 4.1825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:41", "open": 54.44, "high": 54.6, "low": 54.44, "close": 54.6, "amount_yi": 0.5054 }, { "time": "09:42", "open": 54.25, "high": 54.68, "low": 54.25, "close": 54.68, "amount_yi": 0.8962 }, { "time": "09:43", "open": 54.58, "high": 54.68, "low": 54.58, "close": 54.68, "amount_yi": 0.6606 }, { "time": "09:44", "open": 54.7, "high": 55.33, "low": 54.7, "close": 55.33, "amount_yi": 0.5129 }, { "time": "09:45", "open": 55.12, "high": 55.27, "low": 55.12, "close": 55.27, "amount_yi": 0.5675 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.27, "ts": "2026-07-06T09:45:42", "prev_close": 51.96, "open": 51.82, "high": 55.38, "low": 51.66, "bid1": 55.26, "ask1": 55.27, "bid_qty1": 6, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM", "symbol": "SHSE.600182", "name": "S佳通", "side": "BUY", "priority": "W109", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 14.86, "exec_low": 15.08, "exec_high": 15.08, "invalid_price": 14.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 2100, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.31, "max_chase_pct": 1.5, "base_exec_high": 15.08, "dynamic_exec_high": null, "entry_zone_low": 14.64, "entry_zone_high": 15.08, "entry_risk_pct": null, "intraday_vwap": 14.6801, "price_vs_vwap_pct": 0.2037, "energy_floor_hint_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": 0.0446, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 14.76, "high": 14.76, "low": 14.71, "close": 14.71, "amount_yi": 0.0055 }, { "time": "09:42", "open": 14.7, "high": 14.71, "low": 14.7, "close": 14.71, "amount_yi": 0.0019 }, { "time": "09:43", "open": 14.7, "high": 14.7, "low": 14.7, "close": 14.7, "amount_yi": 0.0032 }, { "time": "09:44", "open": 14.7, "high": 14.71, "low": 14.7, "close": 14.71, "amount_yi": 0.0015 }, { "time": "09:45", "open": 14.7, "high": 14.71, "low": 14.7, "close": 14.71, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.71, "ts": "2026-07-06T09:45:42", "prev_close": 14.71, "open": 14.66, "high": 14.86, "low": 14.4, "bid1": 14.7, "ask1": 14.71, "bid_qty1": 25, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM", "symbol": "SZSE.000700", "name": "模塑科技", "side": "BUY", "priority": "W110", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.25, "exec_low": 18.52, "exec_high": 18.52, "invalid_price": 17.7, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 1800, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 18.8, "max_chase_pct": 1.5, "base_exec_high": 18.52, "dynamic_exec_high": null, "entry_zone_low": 17.98, "entry_zone_high": 18.52, "entry_risk_pct": null, "intraday_vwap": 16.8506, "price_vs_vwap_pct": 0.5305, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.8808, "prev_amount_yi": 1.2284, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.717, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 16.79, "high": 16.86, "low": 16.79, "close": 16.86, "amount_yi": 0.2371 }, { "time": "09:42", "open": 16.83, "high": 16.83, "low": 16.83, "close": 16.83, "amount_yi": 0.159 }, { "time": "09:43", "open": 16.81, "high": 16.81, "low": 16.8, "close": 16.8, "amount_yi": 0.1627 }, { "time": "09:44", "open": 16.77, "high": 16.87, "low": 16.77, "close": 16.87, "amount_yi": 0.237 }, { "time": "09:45", "open": 16.92, "high": 16.94, "low": 16.92, "close": 16.94, "amount_yi": 0.085 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.94, "ts": "2026-07-06T09:45:42", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.6, "bid1": 16.94, "ask1": 16.96, "bid_qty1": 62, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002708:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002708:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002708", "name": "光洋股份", "side": "BUY", "priority": "W111", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 14.27, "exec_low": 14.27, "exec_high": 14.48, "invalid_price": 13.84, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2300, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 14.7, "max_chase_pct": 1.5, "base_exec_high": 14.48, "dynamic_exec_high": null, "entry_zone_low": 14.06, "entry_zone_high": 14.48, "entry_risk_pct": null, "intraday_vwap": 13.754, "price_vs_vwap_pct": 0.2617, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1937, "prev_amount_yi": 0.2548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7602, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 13.67, "high": 13.68, "low": 13.67, "close": 13.68, "amount_yi": 0.0401 }, { "time": "09:42", "open": 13.68, "high": 13.79, "low": 13.68, "close": 13.79, "amount_yi": 0.0452 }, { "time": "09:43", "open": 13.77, "high": 13.77, "low": 13.74, "close": 13.74, "amount_yi": 0.032 }, { "time": "09:44", "open": 13.7, "high": 13.76, "low": 13.7, "close": 13.76, "amount_yi": 0.041 }, { "time": "09:45", "open": 13.76, "high": 13.79, "low": 13.76, "close": 13.79, "amount_yi": 0.0354 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.79, "ts": "2026-07-06T09:45:42", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.58, "bid1": 13.79, "ask1": 13.8, "bid_qty1": 255, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002265:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002265:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002265", "name": "建设工业", "side": "BUY", "priority": "W112", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 18.83, "exec_low": 18.83, "exec_high": 19.11, "invalid_price": 18.27, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 1700, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.39, "max_chase_pct": 1.5, "base_exec_high": 19.11, "dynamic_exec_high": null, "entry_zone_low": 18.55, "entry_zone_high": 19.11, "entry_risk_pct": null, "intraday_vwap": 18.8214, "price_vs_vwap_pct": -1.0169, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1466, "prev_amount_yi": 0.1118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 18.77, "high": 18.77, "low": 18.7, "close": 18.7, "amount_yi": 0.0245 }, { "time": "09:42", "open": 18.64, "high": 18.65, "low": 18.64, "close": 18.65, "amount_yi": 0.0415 }, { "time": "09:43", "open": 18.61, "high": 18.62, "low": 18.61, "close": 18.62, "amount_yi": 0.034 }, { "time": "09:44", "open": 18.58, "high": 18.58, "low": 18.58, "close": 18.58, "amount_yi": 0.0254 }, { "time": "09:45", "open": 18.63, "high": 18.63, "low": 18.63, "close": 18.63, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.63, "ts": "2026-07-06T09:45:42", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.62, "ask1": 18.63, "bid_qty1": 1, "ask_qty1": 22 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600081:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600081:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600081", "name": "东风科技", "side": "BUY", "priority": "W113", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 9.85, "exec_low": 9.85, "exec_high": 10.0, "invalid_price": 9.55, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3300, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.15, "max_chase_pct": 1.5, "base_exec_high": 10.0, "dynamic_exec_high": null, "entry_zone_low": 9.7, "entry_zone_high": 10.0, "entry_risk_pct": null, "intraday_vwap": 9.7096, "price_vs_vwap_pct": -0.3049, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0114, "prev_amount_yi": 0.0277, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4116, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 9.72, "high": 9.72, "low": 9.72, "close": 9.72, "amount_yi": 0.0014 }, { "time": "09:42", "open": 9.69, "high": 9.69, "low": 9.68, "close": 9.68, "amount_yi": 0.0021 }, { "time": "09:43", "open": 9.69, "high": 9.69, "low": 9.69, "close": 9.69, "amount_yi": 0.0029 }, { "time": "09:44", "open": 9.69, "high": 9.69, "low": 9.68, "close": 9.68, "amount_yi": 0.0031 }, { "time": "09:45", "open": 9.68, "high": 9.68, "low": 9.68, "close": 9.68, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.68, "ts": "2026-07-06T09:45:43", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.62, "bid1": 9.68, "ask1": 9.69, "bid_qty1": 62, "ask_qty1": 77 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002284:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002284:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002284", "name": "亚太股份", "side": "BUY", "priority": "W114", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 10.5, "exec_low": 10.5, "exec_high": 10.66, "invalid_price": 10.19, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 3100, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 10.81, "max_chase_pct": 1.5, "base_exec_high": 10.66, "dynamic_exec_high": null, "entry_zone_low": 10.34, "entry_zone_high": 10.66, "entry_risk_pct": null, "intraday_vwap": 10.3163, "price_vs_vwap_pct": -0.158, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0924, "prev_amount_yi": 0.0944, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9788, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0166 }, { "time": "09:42", "open": 10.31, "high": 10.31, "low": 10.3, "close": 10.3, "amount_yi": 0.0177 }, { "time": "09:43", "open": 10.3, "high": 10.3, "low": 10.29, "close": 10.29, "amount_yi": 0.0264 }, { "time": "09:44", "open": 10.28, "high": 10.28, "low": 10.26, "close": 10.26, "amount_yi": 0.0156 }, { "time": "09:45", "open": 10.28, "high": 10.3, "low": 10.28, "close": 10.3, "amount_yi": 0.0161 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.3, "ts": "2026-07-06T09:45:42", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.22, "bid1": 10.29, "ask1": 10.3, "bid_qty1": 6, "ask_qty1": 138 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300258:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300258:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300258", "name": "精锻科技", "side": "BUY", "priority": "W115", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.42, "exec_low": 12.42, "exec_high": 12.61, "invalid_price": 12.05, "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": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2600, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.79, "max_chase_pct": 1.5, "base_exec_high": 12.61, "dynamic_exec_high": null, "entry_zone_low": 12.23, "entry_zone_high": 12.61, "entry_risk_pct": null, "intraday_vwap": 11.9662, "price_vs_vwap_pct": -0.219, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0913, "prev_amount_yi": 0.0639, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4288, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 11.95, "high": 11.95, "low": 11.94, "close": 11.94, "amount_yi": 0.0271 }, { "time": "09:42", "open": 11.94, "high": 11.94, "low": 11.93, "close": 11.93, "amount_yi": 0.0124 }, { "time": "09:43", "open": 11.92, "high": 11.92, "low": 11.91, "close": 11.91, "amount_yi": 0.0109 }, { "time": "09:44", "open": 11.88, "high": 11.88, "low": 11.87, "close": 11.87, "amount_yi": 0.0285 }, { "time": "09:45", "open": 11.89, "high": 11.94, "low": 11.89, "close": 11.94, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.94, "ts": "2026-07-06T09:45:42", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.84, "bid1": 11.95, "ask1": 11.97, "bid_qty1": 5, "ask_qty1": 42 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002703:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002703:VWAP_RECLAIM", "symbol": "SZSE.002703", "name": "浙江世宝", "side": "BUY", "priority": "W116", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.4, "exec_low": 15.63, "exec_high": 15.63, "invalid_price": 14.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "invalid_price_broken", "qty": 2100, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 15.86, "max_chase_pct": 1.5, "base_exec_high": 15.63, "dynamic_exec_high": null, "entry_zone_low": 15.17, "entry_zone_high": 15.63, "entry_risk_pct": null, "intraday_vwap": 14.8029, "price_vs_vwap_pct": 0.048, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1954, "prev_amount_yi": 0.1586, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.232, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 14.88, "high": 14.88, "low": 14.87, "close": 14.87, "amount_yi": 0.0378 }, { "time": "09:42", "open": 14.85, "high": 14.85, "low": 14.83, "close": 14.83, "amount_yi": 0.0569 }, { "time": "09:43", "open": 14.81, "high": 14.81, "low": 14.79, "close": 14.79, "amount_yi": 0.0337 }, { "time": "09:44", "open": 14.75, "high": 14.77, "low": 14.75, "close": 14.77, "amount_yi": 0.0425 }, { "time": "09:45", "open": 14.78, "high": 14.81, "low": 14.78, "close": 14.81, "amount_yi": 0.0245 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.81, "ts": "2026-07-06T09:45:42", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.68, "bid1": 14.8, "ask1": 14.81, "bid_qty1": 1, "ask_qty1": 48 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600166:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600166:VWAP_RECLAIM", "symbol": "SHSE.600166", "name": "福田汽车", "side": "BUY", "priority": "W117", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 3.19, "exec_low": 3.24, "exec_high": 3.24, "invalid_price": 3.09, "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": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 9900, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.29, "max_chase_pct": 1.5, "base_exec_high": 3.24, "dynamic_exec_high": null, "entry_zone_low": 3.14, "entry_zone_high": 3.24, "entry_risk_pct": 3.7383, "intraday_vwap": 3.1979, "price_vs_vwap_pct": 0.0657, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.213, "prev_amount_yi": 0.4506, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4727, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:41", "open": 3.2, "high": 3.21, "low": 3.2, "close": 3.21, "amount_yi": 0.0312 }, { "time": "09:42", "open": 3.21, "high": 3.21, "low": 3.2, "close": 3.2, "amount_yi": 0.0462 }, { "time": "09:43", "open": 3.2, "high": 3.2, "low": 3.2, "close": 3.2, "amount_yi": 0.068 }, { "time": "09:44", "open": 3.2, "high": 3.2, "low": 3.2, "close": 3.2, "amount_yi": 0.0353 }, { "time": "09:45", "open": 3.2, "high": 3.2, "low": 3.2, "close": 3.2, "amount_yi": 0.0323 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.2, "ts": "2026-07-06T09:45:43", "prev_close": 3.12, "open": 3.12, "high": 3.24, "low": 3.11, "bid1": 3.2, "ask1": 3.21, "bid_qty1": 1525, "ask_qty1": 11744 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601058:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.601058:STRONG_WATCH_CONFIRM", "symbol": "SHSE.601058", "name": "赛轮轮胎", "side": "BUY", "priority": "W118", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.39, "exec_low": 12.39, "exec_high": 12.58, "invalid_price": 12.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:45:45", "sim_reason": "minute_energy_amount_too_low", "qty": 2500, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 12.76, "max_chase_pct": 1.5, "base_exec_high": 12.58, "dynamic_exec_high": null, "entry_zone_low": 12.2, "entry_zone_high": 12.58, "entry_risk_pct": 3.5313, "intraday_vwap": 12.3989, "price_vs_vwap_pct": 0.4121, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1443, "prev_amount_yi": 0.51, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:41", "open": 12.44, "high": 12.44, "low": 12.44, "close": 12.44, "amount_yi": 0.0244 }, { "time": "09:42", "open": 12.43, "high": 12.44, "low": 12.43, "close": 12.44, "amount_yi": 0.0321 }, { "time": "09:43", "open": 12.42, "high": 12.42, "low": 12.42, "close": 12.42, "amount_yi": 0.021 }, { "time": "09:44", "open": 12.39, "high": 12.4, "low": 12.39, "close": 12.4, "amount_yi": 0.021 }, { "time": "09:45", "open": 12.42, "high": 12.45, "low": 12.42, "close": 12.45, "amount_yi": 0.0458 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43197.51, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.45, "ts": "2026-07-06T09:45:41", "prev_close": 12.28, "open": 12.28, "high": 12.58, "low": 12.18, "bid1": 12.45, "ask1": 12.46, "bid_qty1": 147, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002454:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002454:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002454", "name": "松芝股份", "side": "BUY", "priority": "W119", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.2, "exec_low": 5.2, "exec_high": 5.28, "invalid_price": 5.04, "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": "2026-07-06T09:45:45", "sim_reason": "waiting_trigger", "qty": 6200, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 5.36, "max_chase_pct": 1.5, "base_exec_high": 5.28, "dynamic_exec_high": null, "entry_zone_low": 5.12, "entry_zone_high": 5.28, "entry_risk_pct": null, "intraday_vwap": 5.1062, "price_vs_vwap_pct": 0.6619, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0267, "prev_amount_yi": 0.0376, "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": "09:41", "open": 5.16, "high": 5.16, "low": 5.16, "close": 5.16, "amount_yi": 0.0037 }, { "time": "09:42", "open": 5.17, "high": 5.17, "low": 5.16, "close": 5.16, "amount_yi": 0.0136 }, { "time": "09:43", "open": 5.16, "high": 5.16, "low": 5.15, "close": 5.15, "amount_yi": 0.0021 }, { "time": "09:44", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.003 }, { "time": "09:45", "open": 5.14, "high": 5.14, "low": 5.14, "close": 5.14, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86395.02, "current_position_value": 0.0, "cash_before_order": 625945.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.14, "ts": "2026-07-06T09:45:42", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.14, "ask1": 5.15, "bid_qty1": 172, "ask_qty1": 373 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 625945.0, "market_value": 453293.77, "total_value": 1079238.77, "unrealized_pnl": 36618.720758321375, "unrealized_pnl_pct_of_initial": 3.6618720758321377, "realized_pnl": 42620.049241678644, "realized_pnl_pct_of_initial": 4.262004924167864, "total_pnl": 79238.77000000002, "total_pnl_pct": 7.9238770000000125 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 33000, "avg_cost": 3.6173972602739726, "last_price": 3.87, "market_value": 148608.0, "unrealized_pnl": 9699.945205479456, "unrealized_pnl_pct": 6.982996932631513, "updated_at": "2026-07-06T09:45:45", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.769705474906168 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 703, "sellable_qty": 701, "avg_cost": 124.28448712255774, "last_price": 128.59, "market_value": 90398.77, "unrealized_pnl": 3026.7755528419148, "unrealized_pnl_pct": 3.4642399684174485, "updated_at": "2026-07-06T09:45:45", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 8.37616035606282 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 1100, "avg_cost": 57.27, "last_price": 76.51, "market_value": 84161.0, "unrealized_pnl": 21164.000000000004, "unrealized_pnl_pct": 33.595250567487334, "updated_at": "2026-07-06T09:45:45", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.798181675775047 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 600, "sellable_qty": 600, "avg_cost": 110.65, "last_price": 113.34, "market_value": 68004.0, "unrealized_pnl": 1613.9999999999986, "unrealized_pnl_pct": 2.4310890194306323, "updated_at": "2026-07-06T09:45:45", "prev_close": 109.79, "holding_days": 10, "position_pct_of_total": 6.301107955934533 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.75, "market_value": 52850.0, "unrealized_pnl": -167.99999999999642, "unrealized_pnl_pct": -0.3168735146553914, "updated_at": "2026-07-06T09:45:45", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.896970111627846 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 46.36, "market_value": 9272.0, "unrealized_pnl": 1281.9999999999993, "unrealized_pnl_pct": 16.045056320400498, "updated_at": "2026-07-06T09:45:45", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.8591240657523822 } ], "paper_orders": [ { "adjusted_avg_cost": 106.44, "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:20260706:SHSE.600584:position_stop_loss: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": "20260703", "plan_id": "RISK:20260703:SHSE.600584:position_stop_loss", "position_pnl_pct": -10.8888, "price": null, "price_scale_gap_pct": 14.3934, "price_vs_vwap_pct": null, "qfq_adjustment_factor": 1.0, "qfq_adjustment_source": "eastmoney_daily_qfq", "qty": 0, "quote_ask1": 94.85, "quote_ask_qty1": 9, "quote_bid1": 94.84, "quote_bid_qty1": 2, "quote_high": 94.85, "quote_last": 94.85, "quote_low": 94.85, "quote_open": 94.85, "quote_prev_close": 90.88, "quote_ts": "2026-07-06T09:25:02", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 13.996314299449807, "reason": "sell_not_allowed_in_PRE_OPEN", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 400, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "REJECTED", "symbol": "SHSE.600584", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260706", "trigger_price": -3.0, "ts": "2026-07-06T09:25:16", "id": 43 }, { "adjusted_avg_cost": 106.44, "amount": 37808.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260706:SHSE.600584:position_stop_loss: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": "20260703", "plan_id": "RISK:20260703:SHSE.600584:position_stop_loss", "position_pnl_pct": -11.0391, "price": 94.52, "price_scale_gap_pct": 14.3934, "price_vs_vwap_pct": null, "qfq_adjustment_factor": 1.0, "qfq_adjustment_source": "eastmoney_daily_qfq", "qty": 400, "quote_ask1": 94.69, "quote_ask_qty1": 2203, "quote_bid1": 94.52, "quote_bid_qty1": 44, "quote_high": 95.0, "quote_last": 94.69, "quote_low": 94.52, "quote_open": 94.85, "quote_prev_close": 90.88, "quote_ts": "2026-07-06T09:30:02", "raw_avg_cost": 106.44, "raw_position_pnl_pct": 13.804016879440194, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 400, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SHSE.600584", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260706", "trigger_price": -3.0, "ts": "2026-07-06T09:30:04", "id": 44, "realized_pnl_delta": -4768.000000000001, "cost_basis": 42576.0, "realized_pnl_source": "fifo_lot_pairing" }, { "amount": 21546.0, "base_exec_high": 4.02, "cash_before_order": 618542.0, "chase_ceiling": null, "current_position_value": 153216.0, "decision": "position_add", "dynamic_exec_high": 4.02, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 4.02, "entry_zone_low": 3.93, "event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY", "exec_high": 4.02, "exec_low": 3.93, "intraday_vwap": 3.9332, "invalid_price": 3.89, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "华映科技", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260703", "plan_id": "20260703:SZSE.000536:POSITION_TREND_ADD", "price": 3.99, "price_vs_vwap_pct": 1.4441, "qty": 5400, "quote_ask1": 3.99, "quote_ask_qty1": 942, "quote_bid1": 3.98, "quote_bid_qty1": 91, "quote_high": 3.99, "quote_last": 3.99, "quote_low": 3.91, "quote_open": 3.91, "quote_prev_close": 3.98, "quote_ts": "2026-07-06T09:30:33", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 38400, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 0.0, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SZSE.000536", "t0_protection_qty_cap": 38400, "target_amount": 216971.61, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": "显示面板链 / OLED", "trade_date": "20260706", "trigger_price": 3.99, "ts": "2026-07-06T09:30:36", "id": 45 }, { "amount": 53018.0, "base_exec_high": 38.79, "cash_before_order": 596996.0, "chase_ceiling": 38.79, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 3.5384, "entry_zone_high": 38.22, "entry_zone_low": 37.1, "event_id": "20260703:20260706:SHSE.600150:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 38.79, "exec_low": 37.66, "intraday_vwap": 37.5506, "invalid_price": 36.53, "ma5": null, "max_chase_pct": 3.0, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.15, "amount_yi": 2.7114, "bar_count": 2, "bars": [ { "amount_yi": 0.6471, "close": 37.26, "high": 37.26, "low": 37.03, "open": 37.03, "time": "09:30" }, { "amount_yi": 2.0643, "close": 37.82, "high": 37.82, "low": 37.82, "open": 37.82, "time": "09:31" } ], "energy_ratio": null, "min_samples": 2, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "中国船舶", "paper_scope": "active", "participation_rate": null, "plan_date": "20260703", "plan_id": "20260703:SHSE.600150:SECOND_WAVE_BREAK_VWAP", "price": 37.87, "price_vs_vwap_pct": 0.7174, "qty": 1400, "quote_ask1": 37.87, "quote_ask_qty1": 23, "quote_bid1": 37.82, "quote_bid_qty1": 1, "quote_high": 38.0, "quote_last": 37.82, "quote_low": 36.95, "quote_open": 36.95, "quote_prev_close": 37.15, "quote_ts": "2026-07-06T09:31:37", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 55.76, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SHSE.600150", "target_amount": 65089.54, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "军民融合", "trade_date": "20260706", "trigger_price": 37.66, "ts": "2026-07-06T09:31:39", "id": 46 }, { "amount": 1664.0, "base_exec_high": 8.33, "cash_before_order": 543978.0, "chase_ceiling": 8.46, "current_position_value": 0.0, "decision": "conditional_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.3269, "entry_zone_high": 8.33, "entry_zone_low": 8.09, "event_id": "20260703:20260706:SZSE.002123:VWAP_RECLAIM:BUY", "exec_high": 8.33, "exec_low": 8.33, "intraday_vwap": 8.2264, "invalid_price": 7.96, "ma5": null, "max_chase_pct": 1.5, "minute_energy": { "absolute_amount_multiple_min": 1.6, "amount_base_hint_yi": 0.5, "amount_floor_yi": 0.25, "amount_yi": 0.3167, "bar_count": 3, "bars": [ { "amount_yi": 0.1417, "close": 8.22, "high": 8.22, "low": 8.18, "open": 8.18, "time": "09:30" }, { "amount_yi": 0.1367, "close": 8.15, "high": 8.19, "low": 8.15, "open": 8.19, "time": "09:31" }, { "amount_yi": 0.0383, "close": 8.31, "high": 8.31, "low": 8.31, "open": 8.31, "time": "09:32" } ], "energy_ratio": null, "min_samples": 3, "passed": true, "prev_amount_yi": 0, "ratio_min": 1.05, "reason": "minute_energy_confirmed", "template_key": "VWAP_RECLAIM", "window_min": 5 }, "name": "梦网科技", "paper_scope": "conditional_watch", "participation_rate": null, "plan_date": "20260703", "plan_id": "20260703:SZSE.002123:VWAP_RECLAIM", "price": 8.32, "price_vs_vwap_pct": 1.0162, "qty": 200, "quote_ask1": 8.32, "quote_ask_qty1": 42, "quote_bid1": 8.31, "quote_bid_qty1": 5, "quote_high": 8.46, "quote_last": 8.31, "quote_low": 8.08, "quote_open": 8.08, "quote_prev_close": 7.95, "quote_ts": "2026-07-06T09:32:09", "reason": "shadow_paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 133.98, "status": "SHADOW_FILLED", "suggested_position_pct": 8.0, "symbol": "SZSE.002123", "target_amount": 43384.1, "target_position_pct": 4.0, "template_key": "VWAP_RECLAIM", "theme": "发电设备", "trade_date": "20260706", "trigger_price": 8.21, "ts": "2026-07-06T09:32:11", "id": 47 }, { "adjusted_avg_cost": null, "amount": 22336.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260706: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": "20260703", "plan_id": "RISK:20260703:SZSE.300236:position_invalid_price", "position_pnl_pct": 0.9489, "price": 111.68, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 200, "quote_ask1": 111.87, "quote_ask_qty1": 2, "quote_bid1": 111.68, "quote_bid_qty1": 23, "quote_high": 113.88, "quote_last": 111.7, "quote_low": 111.3, "quote_open": 113.0, "quote_prev_close": 109.79, "quote_ts": "2026-07-06T09:35:15", "raw_avg_cost": 129.64, "raw_position_pnl_pct": 0.9489380930863156, "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": "20260706", "trigger_price": 126.4, "ts": "2026-07-06T09:35:18", "id": 48, "realized_pnl_delta": -3591.999999999996, "cost_basis": 25927.999999999996, "realized_pnl_source": "fifo_lot_pairing" }, { "adjusted_avg_cost": null, "amount": 21006.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260706:SZSE.000536:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 3.89, "max_chase_pct": null, "minute_energy": null, "name": "华映科技", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260703", "plan_id": "RISK:20260703:SZSE.000536:position_invalid_price", "position_pnl_pct": 7.5359, "price": 3.89, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 5400, "quote_ask1": 3.9, "quote_ask_qty1": 4355, "quote_bid1": 3.89, "quote_bid_qty1": 115, "quote_high": 4.0, "quote_last": 3.89, "quote_low": 3.88, "quote_open": 3.91, "quote_prev_close": 3.98, "quote_ts": "2026-07-06T09:36:51", "raw_avg_cost": 3.99, "raw_position_pnl_pct": 7.535880637709713, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 3.89, "sellable_qty": 5400, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.000536", "template_key": "POSITION_RISK_EXIT", "theme": "显示面板链 / OLED", "trade_date": "20260706", "trigger_price": 3.89, "ts": "2026-07-06T09:36:53", "id": 49, "realized_pnl_delta": 1472.0547945205487, "cost_basis": 19533.945205479453, "realized_pnl_source": "fifo_lot_pairing" }, { "event_id": "20260706:SZSE.301696:loss_side_invalidation_day_drop_v1:loss_step1@-8pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step1@-8pct", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 300, "quantity": 300, "price": 128.75, "amount": 38625.0, "reason": "亏损侧/小盈利失效保护：未达到利润保护条件，但当日急跌超过阈值，按失效止损链路先降低风险暴露。", "trigger_price": 128.75, "day_return_pct": -8.2977, "unrealized_profit_pct": 3.593, "quantity_before": 1003, "sellable_qty_before": 1001, "avg_cost": 124.28448712255774, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 1234.4999999999984, "cost_basis": 37390.5, "realized_pnl_source": "fifo_lot_pairing", "id": 50, "plan_date": "20260703", "trade_date": "20260706", "ts": "2026-07-06T09:44:53", "sim_reason": "loss_side_invalidation_day_drop_v1" } ], "orders_this_tick": [], "position_risk_events": [ { "symbol": "SZSE.000536", "name": "华映科技", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 5400, "sellable_qty": 33000, "last_price": 3.87, "avg_cost": 3.6173972602739726, "pnl_pct": 6.983, "threshold": 3.89, "reason": "position_add_invalid_t_exit", "source_order_id": 45, "source_event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 3.99, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SZSE.300236", "name": "上海新阳", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 200, "sellable_qty": 600, "last_price": 113.34, "avg_cost": 110.65, "pnl_pct": 2.4311, "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 } ], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "STRUCTURAL_HOTSPOT", "dynamic_total_cap_reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击HIGH，科技新买入延后确认，总仓上限收紧", "dynamic_total_cap": { "enabled": true, "regime": "STRUCTURAL_HOTSPOT", "reason": "结构性强行情，仅热点主题内按 Strict Gate 入场，总仓降档,外部科技冲击HIGH，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": 45.0, "effective_shadow_total_position_pct": 45.0, "defensive_total_position_pct": 45.0, "warm_total_position_pct": 70.0, "hot_total_position_pct": 90.0, "defensive_shadow_total_position_pct": 25.0, "warm_shadow_total_position_pct": 55.0, "hot_shadow_total_position_pct": 65.0, "checks": { "pool_up_ratio": 0.0, "active_up_ratio": 0.0, "active_above_vwap": 0, "active_positive_min": 1, "active_total": 0, "sample_total": 0, "market_gate_passed": true, "market_gate_reason": "structural_hotspot_hot_theme_entry_only", "intraday_style_gate": { "enabled": true, "style_code": "STRUCTURAL_HOTSPOT", "label": "结构性热点确认：热点内 Strict Gate", "entry_policy": "hot_theme_strict_gate", "official_buy_allowed": true, "reason": "structural_hotspot_confirmed_hot_theme_only", "pool_up_ratio": 0.6183, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 6, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2947, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 5, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988", "SHSE.600489", "SHSE.601069" ], "top_return_pct": 9.7156 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 7.1897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.3954 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028", "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": 55.0, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+08:00" }, "sample_rows": [ { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 14.184397163120565, "last": 11.27, "vwap": 11.27292528380118, "above_vwap": false, "amount": 134853496.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.715639810426534, "last": 9.26, "vwap": 8.97867204417037, "above_vwap": true, "amount": 1057348173.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.395355760643032, "last": 36.41, "vwap": 35.4732397009869, "above_vwap": true, "amount": 542396477.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.258064516129048, "last": 21.28, "vwap": 20.662652742850486, "above_vwap": true, "amount": 1082117588.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.189655172413789, "last": 62.17, "vwap": 61.66060854454244, "above_vwap": true, "amount": 564176070.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.820365033621512, "last": 33.36, "vwap": 32.91141901935598, "above_vwap": true, "amount": 1857602768.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.63286609006859, "last": 178.77, "vwap": 177.53037650986482, "above_vwap": true, "amount": 765741773.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.370284834488071, "last": 55.27, "vwap": 53.646371885958466, "above_vwap": true, "amount": 1350831738.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.6482670089858855, "last": 8.23, "vwap": 8.22004969974888, "above_vwap": true, "amount": 188218588.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.141843971631199, "last": 35.58, "vwap": 34.928078802023684, "above_vwap": true, "amount": 240944366.0 }, { "symbol": "SHSE.600489", "name": "中金黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.063913470993131, "last": 21.37, "vwap": 20.80938477653775, "above_vwap": true, "amount": 1011171706.0 }, { "symbol": "SHSE.601069", "name": "西部黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.017367811655737, "last": 27.21, "vwap": 26.70998918542512, "above_vwap": true, "amount": 506311884.0 } ] }, "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 58.0, "label": "外部科技冲击高", "entry_policy": "tech_requires_1030_repair", "tech_new_buy_allowed": false, "earliest_entry_time": "10:30", "position_cap_pct": 50.0, "risk_priority_boost": true, "reasons": [ "sox_negative_-5.44%", "korea_tech_negative_-2.06%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T09:25:15+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": 131, "active_plan_contracts": 11, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 6, "filled_orders": 6, "filled_official_orders": 2, "position_add_signals": 0, "position_add_filled": 1, "filled_watch_orders": 1, "filled_shadow_orders": 1, "shadow_filled_orders": 1, "rejected_orders": 1, "unfilled_orders": 0, "risk_exit_signals": 2, "risk_exit_orders": 4, "risk_exit_filled": 3, "risk_exit_blocked_t1": 0, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }