{ "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": 0.5954, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2928, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988" ], "top_return_pct": 6.872 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 6.6897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.8717 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028" ], "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": 13.77912867274571, "last": 11.23, "vwap": 11.286840084584352, "above_vwap": false, "amount": 150519042.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.853733641262497, "last": 57.08, "vwap": 54.17597832879877, "above_vwap": true, "amount": 1716435851.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.87168800238165, "last": 36.57, "vwap": 35.76458271118899, "above_vwap": true, "amount": 744922611.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872037914691953, "last": 9.02, "vwap": 8.999781529737916, "above_vwap": true, "amount": 1230686825.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6896551724138, "last": 61.88, "vwap": 61.67550882451901, "above_vwap": true, "amount": 604907223.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.543393975544287, "last": 178.62, "vwap": 177.7162177526046, "above_vwap": true, "amount": 859719975.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.41848523748394, "last": 8.29, "vwap": 8.229427666549073, "above_vwap": true, "amount": 207614470.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.048387096774199, "last": 21.04, "vwap": 20.70230835971152, "above_vwap": true, "amount": 1214519552.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.703309692671388, "last": 35.77, "vwap": 35.14790754180121, "above_vwap": true, "amount": 329817420.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.66762728146013, "last": 33.0, "vwap": 32.92277413201899, "above_vwap": true, "amount": 2116131061.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.638283142956046, "last": 30.23, "vwap": 29.921202189175467, "above_vwap": true, "amount": 724939863.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.890071608283341, "last": 53.68, "vwap": 53.04340808137519, "above_vwap": true, "amount": 321225575.0 } ] }, "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": 0.5954, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2928, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988" ], "top_return_pct": 6.872 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 6.6897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.8717 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028" ], "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": 13.77912867274571, "last": 11.23, "vwap": 11.286840084584352, "above_vwap": false, "amount": 150519042.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.853733641262497, "last": 57.08, "vwap": 54.17597832879877, "above_vwap": true, "amount": 1716435851.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.87168800238165, "last": 36.57, "vwap": 35.76458271118899, "above_vwap": true, "amount": 744922611.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872037914691953, "last": 9.02, "vwap": 8.999781529737916, "above_vwap": true, "amount": 1230686825.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6896551724138, "last": 61.88, "vwap": 61.67550882451901, "above_vwap": true, "amount": 604907223.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.543393975544287, "last": 178.62, "vwap": 177.7162177526046, "above_vwap": true, "amount": 859719975.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.41848523748394, "last": 8.29, "vwap": 8.229427666549073, "above_vwap": true, "amount": 207614470.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.048387096774199, "last": 21.04, "vwap": 20.70230835971152, "above_vwap": true, "amount": 1214519552.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.703309692671388, "last": 35.77, "vwap": 35.14790754180121, "above_vwap": true, "amount": 329817420.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.66762728146013, "last": 33.0, "vwap": 32.92277413201899, "above_vwap": true, "amount": 2116131061.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.638283142956046, "last": 30.23, "vwap": 29.921202189175467, "above_vwap": true, "amount": 724939863.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.890071608283341, "last": 53.68, "vwap": 53.04340808137519, "above_vwap": true, "amount": 321225575.0 } ] }, "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": 0.5954, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2928, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988" ], "top_return_pct": 6.872 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 6.6897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.8717 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028" ], "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": 13.77912867274571, "last": 11.23, "vwap": 11.286840084584352, "above_vwap": false, "amount": 150519042.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.853733641262497, "last": 57.08, "vwap": 54.17597832879877, "above_vwap": true, "amount": 1716435851.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.87168800238165, "last": 36.57, "vwap": 35.76458271118899, "above_vwap": true, "amount": 744922611.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872037914691953, "last": 9.02, "vwap": 8.999781529737916, "above_vwap": true, "amount": 1230686825.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6896551724138, "last": 61.88, "vwap": 61.67550882451901, "above_vwap": true, "amount": 604907223.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.543393975544287, "last": 178.62, "vwap": 177.7162177526046, "above_vwap": true, "amount": 859719975.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.41848523748394, "last": 8.29, "vwap": 8.229427666549073, "above_vwap": true, "amount": 207614470.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.048387096774199, "last": 21.04, "vwap": 20.70230835971152, "above_vwap": true, "amount": 1214519552.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.703309692671388, "last": 35.77, "vwap": 35.14790754180121, "above_vwap": true, "amount": 329817420.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.66762728146013, "last": 33.0, "vwap": 32.92277413201899, "above_vwap": true, "amount": 2116131061.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.638283142956046, "last": 30.23, "vwap": 29.921202189175467, "above_vwap": true, "amount": 724939863.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.890071608283341, "last": 53.68, "vwap": 53.04340808137519, "above_vwap": true, "amount": 321225575.0 } ] }, "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": 0.5954, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2928, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988" ], "top_return_pct": 6.872 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 6.6897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.8717 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028" ], "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": 13.77912867274571, "last": 11.23, "vwap": 11.286840084584352, "above_vwap": false, "amount": 150519042.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.853733641262497, "last": 57.08, "vwap": 54.17597832879877, "above_vwap": true, "amount": 1716435851.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.87168800238165, "last": 36.57, "vwap": 35.76458271118899, "above_vwap": true, "amount": 744922611.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872037914691953, "last": 9.02, "vwap": 8.999781529737916, "above_vwap": true, "amount": 1230686825.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6896551724138, "last": 61.88, "vwap": 61.67550882451901, "above_vwap": true, "amount": 604907223.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.543393975544287, "last": 178.62, "vwap": 177.7162177526046, "above_vwap": true, "amount": 859719975.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.41848523748394, "last": 8.29, "vwap": 8.229427666549073, "above_vwap": true, "amount": 207614470.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.048387096774199, "last": 21.04, "vwap": 20.70230835971152, "above_vwap": true, "amount": 1214519552.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.703309692671388, "last": 35.77, "vwap": 35.14790754180121, "above_vwap": true, "amount": 329817420.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.66762728146013, "last": 33.0, "vwap": 32.92277413201899, "above_vwap": true, "amount": 2116131061.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.638283142956046, "last": 30.23, "vwap": 29.921202189175467, "above_vwap": true, "amount": 724939863.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.890071608283341, "last": 53.68, "vwap": 53.04340808137519, "above_vwap": true, "amount": 321225575.0 } ] }, "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": "2026-07-06T09:50:27", "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": "FILLED", "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": "2026-07-06T09:50:27", "sim_reason": "already_filled_position_tracking", "qty": 100, "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": 4.106, "intraday_vwap": 26.5965, "price_vs_vwap_pct": 0.6899, "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": 26.78, "ts": "2026-07-06T09:50:25", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 26.78, "ask1": 26.79, "bid_qty1": 2, "ask_qty1": 13 }, "previous_state": "FILLED", "next_state": "FILLED", "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 177.7162, "price_vs_vwap_pct": 0.5086, "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": 0.3747, "prev_amount_yi": 0.9066, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 178.8, "high": 178.87, "low": 178.8, "close": 178.87, "amount_yi": 0.1721 }, { "time": "09:49", "open": 178.84, "high": 178.87, "low": 178.84, "close": 178.87, "amount_yi": 0.1174 }, { "time": "09:50", "open": 178.62, "high": 178.62, "low": 178.62, "close": 178.62, "amount_yi": 0.0852 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 178.62, "ts": "2026-07-06T09:50:24", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 178.62, "ask1": 178.68, "bid_qty1": 53, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 19.2089, "price_vs_vwap_pct": 0.8907, "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": 0.0337, "prev_amount_yi": 0.0805, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 19.33, "high": 19.33, "low": 19.32, "close": 19.32, "amount_yi": 0.0124 }, { "time": "09:49", "open": 19.36, "high": 19.36, "low": 19.33, "close": 19.33, "amount_yi": 0.0173 }, { "time": "09:50", "open": 19.38, "high": 19.38, "low": 19.38, "close": 19.38, "amount_yi": 0.004 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 19.38, "ts": "2026-07-06T09:50:24", "prev_close": 19.38, "open": 19.38, "high": 19.46, "low": 18.99, "bid1": 19.38, "ask1": 19.39, "bid_qty1": 8, "ask_qty1": 29 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 13.8296, "price_vs_vwap_pct": -0.5033, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2062, "prev_amount_yi": 0.3852, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5353, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 13.71, "high": 13.71, "low": 13.71, "close": 13.71, "amount_yi": 0.0892 }, { "time": "09:49", "open": 13.75, "high": 13.75, "low": 13.75, "close": 13.75, "amount_yi": 0.0676 }, { "time": "09:50", "open": 13.76, "high": 13.76, "low": 13.76, "close": 13.76, "amount_yi": 0.0494 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.76, "ts": "2026-07-06T09:50:24", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.65, "bid1": 13.75, "ask1": 13.76, "bid_qty1": 73, "ask_qty1": 26 }, "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": "2026-07-06T09:50:27", "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": null, "intraday_vwap": 37.6982, "price_vs_vwap_pct": -0.234, "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": 37.61, "ts": "2026-07-06T09:50:24", "prev_close": 37.15, "open": 36.95, "high": 38.08, "low": 36.95, "bid1": 37.6, "ask1": 37.61, "bid_qty1": 625, "ask_qty1": 34 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 30.5657, "price_vs_vwap_pct": -0.9347, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1982, "prev_amount_yi": 0.2581, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 30.22, "high": 30.22, "low": 30.14, "close": 30.14, "amount_yi": 0.1003 }, { "time": "09:49", "open": 30.27, "high": 30.27, "low": 30.25, "close": 30.25, "amount_yi": 0.0787 }, { "time": "09:50", "open": 30.28, "high": 30.28, "low": 30.28, "close": 30.28, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.28, "ts": "2026-07-06T09:50:24", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 30.06, "bid1": 30.28, "ask1": 30.29, "bid_qty1": 27, "ask_qty1": 88 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 26.7807, "price_vs_vwap_pct": -1.1975, "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": 0.0549, "prev_amount_yi": 0.0533, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.03, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 26.38, "high": 26.39, "low": 26.38, "close": 26.39, "amount_yi": 0.0295 }, { "time": "09:49", "open": 26.49, "high": 26.49, "low": 26.38, "close": 26.38, "amount_yi": 0.0164 }, { "time": "09:50", "open": 26.46, "high": 26.46, "low": 26.46, "close": 26.46, "amount_yi": 0.009 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.46, "ts": "2026-07-06T09:50:21", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 26.35, "bid1": 26.43, "ask1": 26.46, "bid_qty1": 12, "ask_qty1": 58 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 200, "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": 5.957, "price_vs_vwap_pct": -0.4532, "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": 0.2825, "prev_amount_yi": 0.2881, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 5.96, "high": 5.96, "low": 5.95, "close": 5.95, "amount_yi": 0.0868 }, { "time": "09:49", "open": 5.94, "high": 5.94, "low": 5.92, "close": 5.92, "amount_yi": 0.0908 }, { "time": "09:50", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.1049 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.93, "ts": "2026-07-06T09:50:24", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.87, "bid1": 5.93, "ask1": 5.94, "bid_qty1": 70, "ask_qty1": 1050 }, "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 49.5489, "price_vs_vwap_pct": -2.6215, "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": 0.4085, "prev_amount_yi": 0.5306, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 48.47, "high": 48.47, "low": 48.46, "close": 48.46, "amount_yi": 0.1892 }, { "time": "09:49", "open": 48.54, "high": 48.54, "low": 48.39, "close": 48.39, "amount_yi": 0.1336 }, { "time": "09:50", "open": 48.25, "high": 48.25, "low": 48.25, "close": 48.25, "amount_yi": 0.0857 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 48.25, "ts": "2026-07-06T09:50:24", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 48.23, "bid1": 48.24, "ask1": 48.25, "bid_qty1": 4, "ask_qty1": 48 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 23.4153, "price_vs_vwap_pct": 0.6607, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1739, "prev_amount_yi": 0.3279, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 23.45, "high": 23.48, "low": 23.45, "close": 23.48, "amount_yi": 0.0606 }, { "time": "09:49", "open": 23.55, "high": 23.55, "low": 23.55, "close": 23.55, "amount_yi": 0.0835 }, { "time": "09:50", "open": 23.57, "high": 23.57, "low": 23.57, "close": 23.57, "amount_yi": 0.0298 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.57, "ts": "2026-07-06T09:50:26", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 23.0, "bid1": 23.55, "ask1": 23.57, "bid_qty1": 269, "ask_qty1": 26 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 25.9084, "price_vs_vwap_pct": 0.2764, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_ratio_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.1834, "prev_amount_yi": 0.3164, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5796, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:48", "open": 25.87, "high": 25.95, "low": 25.87, "close": 25.95, "amount_yi": 0.0835 }, { "time": "09:49", "open": 25.94, "high": 25.97, "low": 25.94, "close": 25.97, "amount_yi": 0.0677 }, { "time": "09:50", "open": 25.98, "high": 25.98, "low": 25.98, "close": 25.98, "amount_yi": 0.0322 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129734.76, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.98, "ts": "2026-07-06T09:50:24", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.58, "bid1": 25.98, "ask1": 26.0, "bid_qty1": 19, "ask_qty1": 647 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 26.732, "price_vs_vwap_pct": 0.1796, "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": 0.5446, "prev_amount_yi": 1.2098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 27.15, "high": 27.15, "low": 27.13, "close": 27.13, "amount_yi": 0.1287 }, { "time": "09:47", "open": 27.09, "high": 27.09, "low": 27.06, "close": 27.06, "amount_yi": 0.1095 }, { "time": "09:48", "open": 26.85, "high": 26.86, "low": 26.85, "close": 26.86, "amount_yi": 0.1277 }, { "time": "09:49", "open": 26.72, "high": 26.72, "low": 26.72, "close": 26.72, "amount_yi": 0.1141 }, { "time": "09:50", "open": 26.78, "high": 26.78, "low": 26.78, "close": 26.78, "amount_yi": 0.0646 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.78, "ts": "2026-07-06T09:50:24", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 26.78, "ask1": 26.79, "bid_qty1": 35, "ask_qty1": 3 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 20.7023, "price_vs_vwap_pct": 1.6312, "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": 1.324, "prev_amount_yi": 2.0984, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.631, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 21.08, "high": 21.08, "low": 21.03, "close": 21.03, "amount_yi": 0.3491 }, { "time": "09:47", "open": 21.08, "high": 21.08, "low": 21.05, "close": 21.05, "amount_yi": 0.3063 }, { "time": "09:48", "open": 21.05, "high": 21.05, "low": 21.0, "close": 21.0, "amount_yi": 0.2668 }, { "time": "09:49", "open": 20.96, "high": 20.96, "low": 20.94, "close": 20.94, "amount_yi": 0.2252 }, { "time": "09:50", "open": 21.04, "high": 21.04, "low": 21.04, "close": 21.04, "amount_yi": 0.1766 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.04, "ts": "2026-07-06T09:50:24", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 21.02, "ask1": 21.04, "bid_qty1": 93, "ask_qty1": 71 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 32.9228, "price_vs_vwap_pct": 0.2345, "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": 2.5853, "prev_amount_yi": 5.0539, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 33.13, "high": 33.16, "low": 33.13, "close": 33.16, "amount_yi": 0.6285 }, { "time": "09:47", "open": 33.12, "high": 33.12, "low": 33.09, "close": 33.09, "amount_yi": 0.4786 }, { "time": "09:48", "open": 32.93, "high": 33.0, "low": 32.93, "close": 33.0, "amount_yi": 0.4922 }, { "time": "09:49", "open": 32.85, "high": 32.85, "low": 32.79, "close": 32.79, "amount_yi": 0.565 }, { "time": "09:50", "open": 33.0, "high": 33.0, "low": 33.0, "close": 33.0, "amount_yi": 0.421 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 33.0, "ts": "2026-07-06T09:50:24", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 33.0, "ask1": 33.03, "bid_qty1": 102, "ask_qty1": 58 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": null, "intraday_vwap": 10.5919, "price_vs_vwap_pct": 0.4541, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3138, "prev_amount_yi": 0.2288, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 10.73, "high": 10.73, "low": 10.73, "close": 10.73, "amount_yi": 0.055 }, { "time": "09:47", "open": 10.79, "high": 10.8, "low": 10.79, "close": 10.8, "amount_yi": 0.0764 }, { "time": "09:48", "open": 10.74, "high": 10.78, "low": 10.74, "close": 10.78, "amount_yi": 0.0951 }, { "time": "09:49", "open": 10.7, "high": 10.7, "low": 10.69, "close": 10.69, "amount_yi": 0.0654 }, { "time": "09:50", "open": 10.64, "high": 10.64, "low": 10.64, "close": 10.64, "amount_yi": 0.0219 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.64, "ts": "2026-07-06T09:50:24", "prev_close": 10.52, "open": 10.4, "high": 10.82, "low": 10.32, "bid1": 10.64, "ask1": 10.65, "bid_qty1": 13, "ask_qty1": 101 }, "previous_state": "ACTIONABLE", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 20.863, "price_vs_vwap_pct": 1.2318, "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": 1.6153, "prev_amount_yi": 2.5185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6414, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 21.37, "high": 21.37, "low": 21.36, "close": 21.36, "amount_yi": 0.419 }, { "time": "09:47", "open": 21.25, "high": 21.25, "low": 21.25, "close": 21.25, "amount_yi": 0.3958 }, { "time": "09:48", "open": 21.12, "high": 21.12, "low": 21.09, "close": 21.09, "amount_yi": 0.3398 }, { "time": "09:49", "open": 21.04, "high": 21.04, "low": 21.04, "close": 21.04, "amount_yi": 0.342 }, { "time": "09:50", "open": 21.12, "high": 21.12, "low": 21.12, "close": 21.12, "amount_yi": 0.1187 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.12, "ts": "2026-07-06T09:50:26", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 21.11, "ask1": 21.13, "bid_qty1": 50, "ask_qty1": 11 }, "previous_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 25.9386, "price_vs_vwap_pct": -1.0355, "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": 1.3551, "prev_amount_yi": 2.2209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6102, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 26.16, "high": 26.16, "low": 26.03, "close": 26.03, "amount_yi": 0.3489 }, { "time": "09:47", "open": 25.95, "high": 25.95, "low": 25.92, "close": 25.92, "amount_yi": 0.2937 }, { "time": "09:48", "open": 25.81, "high": 25.81, "low": 25.73, "close": 25.73, "amount_yi": 0.259 }, { "time": "09:49", "open": 25.62, "high": 25.63, "low": 25.62, "close": 25.63, "amount_yi": 0.2933 }, { "time": "09:50", "open": 25.67, "high": 25.67, "low": 25.67, "close": 25.67, "amount_yi": 0.1602 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.67, "ts": "2026-07-06T09:50:24", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 25.18, "bid1": 25.68, "ask1": 25.7, "bid_qty1": 10, "ask_qty1": 2 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "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": 4.021, "intraday_vwap": 28.6632, "price_vs_vwap_pct": -0.2554, "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": 4.5507, "prev_amount_yi": 9.1693, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 28.87, "high": 28.87, "low": 28.82, "close": 28.82, "amount_yi": 0.8733 }, { "time": "09:47", "open": 28.73, "high": 28.73, "low": 28.71, "close": 28.71, "amount_yi": 1.0212 }, { "time": "09:48", "open": 28.68, "high": 28.68, "low": 28.67, "close": 28.67, "amount_yi": 1.0248 }, { "time": "09:49", "open": 28.56, "high": 28.58, "low": 28.56, "close": 28.58, "amount_yi": 1.0407 }, { "time": "09:50", "open": 28.59, "high": 28.59, "low": 28.59, "close": 28.59, "amount_yi": 0.5907 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.59, "ts": "2026-07-06T09:50:26", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.59, "ask1": 28.6, "bid_qty1": 487, "ask_qty1": 229 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": null, "intraday_vwap": 11.7118, "price_vs_vwap_pct": -0.0154, "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": 0.5306, "prev_amount_yi": 0.8893, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5966, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.82, "high": 11.82, "low": 11.81, "close": 11.81, "amount_yi": 0.1043 }, { "time": "09:47", "open": 11.79, "high": 11.79, "low": 11.78, "close": 11.78, "amount_yi": 0.0956 }, { "time": "09:48", "open": 11.75, "high": 11.75, "low": 11.73, "close": 11.73, "amount_yi": 0.0949 }, { "time": "09:49", "open": 11.73, "high": 11.73, "low": 11.7, "close": 11.7, "amount_yi": 0.1556 }, { "time": "09:50", "open": 11.71, "high": 11.71, "low": 11.71, "close": 11.71, "amount_yi": 0.0802 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.71, "ts": "2026-07-06T09:50:24", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.35, "bid1": 11.7, "ask1": 11.71, "bid_qty1": 152, "ask_qty1": 144 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 300, "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": 4.3452, "price_vs_vwap_pct": -0.1197, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0168, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9545, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.35, "high": 4.35, "low": 4.34, "close": 4.34, "amount_yi": 0.0066 }, { "time": "09:47", "open": 4.35, "high": 4.36, "low": 4.35, "close": 4.36, "amount_yi": 0.003 }, { "time": "09:48", "open": 4.35, "high": 4.35, "low": 4.35, "close": 4.35, "amount_yi": 0.003 }, { "time": "09:49", "open": 4.34, "high": 4.34, "low": 4.34, "close": 4.34, "amount_yi": 0.0034 }, { "time": "09:50", "open": 4.34, "high": 4.34, "low": 4.34, "close": 4.34, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.34, "ts": "2026-07-06T09:50:24", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.31, "bid1": 4.33, "ask1": 4.34, "bid_qty1": 328, "ask_qty1": 226 }, "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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": 8.9998, "price_vs_vwap_pct": 0.2244, "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": 1.7334, "prev_amount_yi": 5.9628, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2907, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 9.23, "high": 9.23, "low": 9.21, "close": 9.21, "amount_yi": 0.4357 }, { "time": "09:47", "open": 9.19, "high": 9.19, "low": 9.17, "close": 9.17, "amount_yi": 0.4531 }, { "time": "09:48", "open": 9.08, "high": 9.08, "low": 9.06, "close": 9.06, "amount_yi": 0.3526 }, { "time": "09:49", "open": 9.04, "high": 9.04, "low": 9.04, "close": 9.04, "amount_yi": 0.2654 }, { "time": "09:50", "open": 9.02, "high": 9.02, "low": 9.02, "close": 9.02, "amount_yi": 0.2266 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.02, "ts": "2026-07-06T09:50:24", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 9.02, "ask1": 9.03, "bid_qty1": 311, "ask_qty1": 1209 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 13.9235, "price_vs_vwap_pct": 0.1185, "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": 0.2852, "prev_amount_yi": 0.6162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 14.14, "high": 14.14, "low": 14.12, "close": 14.12, "amount_yi": 0.051 }, { "time": "09:47", "open": 14.06, "high": 14.06, "low": 14.03, "close": 14.03, "amount_yi": 0.0602 }, { "time": "09:48", "open": 13.95, "high": 13.96, "low": 13.95, "close": 13.96, "amount_yi": 0.0728 }, { "time": "09:49", "open": 13.93, "high": 13.93, "low": 13.92, "close": 13.92, "amount_yi": 0.0581 }, { "time": "09:50", "open": 13.94, "high": 13.94, "low": 13.94, "close": 13.94, "amount_yi": 0.0431 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.94, "ts": "2026-07-06T09:50:24", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.45, "bid1": 13.92, "ask1": 13.94, "bid_qty1": 5, "ask_qty1": 155 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "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": 3.4153, "intraday_vwap": 34.3838, "price_vs_vwap_pct": 0.3961, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0282, "prev_amount_yi": 0.06, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.47, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 34.57, "high": 34.58, "low": 34.57, "close": 34.58, "amount_yi": 0.0078 }, { "time": "09:47", "open": 34.52, "high": 34.58, "low": 34.52, "close": 34.58, "amount_yi": 0.004 }, { "time": "09:48", "open": 34.62, "high": 34.62, "low": 34.55, "close": 34.55, "amount_yi": 0.0074 }, { "time": "09:49", "open": 34.49, "high": 34.49, "low": 34.48, "close": 34.48, "amount_yi": 0.0062 }, { "time": "09:50", "open": 34.52, "high": 34.52, "low": 34.52, "close": 34.52, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.52, "ts": "2026-07-06T09:50:24", "prev_close": 34.13, "open": 34.0, "high": 34.7, "low": 33.73, "bid1": 34.52, "ask1": 34.55, "bid_qty1": 45, "ask_qty1": 2 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 700, "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": 2.3359, "price_vs_vwap_pct": -0.2526, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0368, "prev_amount_yi": 0.0342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 2.35, "high": 2.35, "low": 2.34, "close": 2.34, "amount_yi": 0.0143 }, { "time": "09:47", "open": 2.34, "high": 2.34, "low": 2.33, "close": 2.33, "amount_yi": 0.0018 }, { "time": "09:48", "open": 2.33, "high": 2.34, "low": 2.33, "close": 2.34, "amount_yi": 0.0025 }, { "time": "09:49", "open": 2.34, "high": 2.34, "low": 2.33, "close": 2.33, "amount_yi": 0.0147 }, { "time": "09:50", "open": 2.33, "high": 2.33, "low": 2.33, "close": 2.33, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.33, "ts": "2026-07-06T09:50:24", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.31, "bid1": 2.32, "ask1": 2.33, "bid_qty1": 7200, "ask_qty1": 2279 }, "previous_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 15.5041, "price_vs_vwap_pct": -0.3489, "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": 0.6488, "prev_amount_yi": 1.4826, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4376, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 15.68, "high": 15.68, "low": 15.66, "close": 15.66, "amount_yi": 0.1205 }, { "time": "09:47", "open": 15.6, "high": 15.6, "low": 15.59, "close": 15.59, "amount_yi": 0.1226 }, { "time": "09:48", "open": 15.5, "high": 15.51, "low": 15.5, "close": 15.51, "amount_yi": 0.1471 }, { "time": "09:49", "open": 15.49, "high": 15.49, "low": 15.45, "close": 15.45, "amount_yi": 0.1986 }, { "time": "09:50", "open": 15.45, "high": 15.45, "low": 15.45, "close": 15.45, "amount_yi": 0.06 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.45, "ts": "2026-07-06T09:50:24", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 15.25, "bid1": 15.44, "ask1": 15.45, "bid_qty1": 364, "ask_qty1": 50 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 600, "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": 2.4601, "price_vs_vwap_pct": -0.817, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0145, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5934, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 2.45, "high": 2.45, "low": 2.44, "close": 2.44, "amount_yi": 0.0053 }, { "time": "09:47", "open": 2.44, "high": 2.45, "low": 2.44, "close": 2.45, "amount_yi": 0.0017 }, { "time": "09:48", "open": 2.45, "high": 2.45, "low": 2.45, "close": 2.45, "amount_yi": 0.0036 }, { "time": "09:49", "open": 2.45, "high": 2.45, "low": 2.44, "close": 2.44, "amount_yi": 0.0029 }, { "time": "09:50", "open": 2.44, "high": 2.44, "low": 2.44, "close": 2.44, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.44, "ts": "2026-07-06T09:50:24", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.43, "bid1": 2.43, "ask1": 2.44, "bid_qty1": 1568, "ask_qty1": 1357 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 400, "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": 3.4896, "price_vs_vwap_pct": -0.2751, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0076, "prev_amount_yi": 0.0057, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 3.49, "high": 3.49, "low": 3.47, "close": 3.47, "amount_yi": 0.0063 }, { "time": "09:47", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0003 }, { "time": "09:48", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0002 }, { "time": "09:49", "open": 3.48, "high": 3.48, "low": 3.47, "close": 3.47, "amount_yi": 0.0002 }, { "time": "09:50", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.48, "ts": "2026-07-06T09:50:21", "prev_close": 3.47, "open": 3.47, "high": 3.51, "low": 3.46, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 1052, "ask_qty1": 81 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 300, "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": 4.2926, "price_vs_vwap_pct": -0.2935, "energy_floor_hint_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": 0.0231, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4935, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.0015 }, { "time": "09:47", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0025 }, { "time": "09:48", "open": 4.3, "high": 4.3, "low": 4.28, "close": 4.28, "amount_yi": 0.003 }, { "time": "09:49", "open": 4.28, "high": 4.28, "low": 4.28, "close": 4.28, "amount_yi": 0.0026 }, { "time": "09:50", "open": 4.28, "high": 4.28, "low": 4.28, "close": 4.28, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.28, "ts": "2026-07-06T09:50:25", "prev_close": 4.28, "open": 4.29, "high": 4.32, "low": 4.26, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 232, "ask_qty1": 558 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 14.3966, "price_vs_vwap_pct": 0.0931, "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": 0.3185, "prev_amount_yi": 0.3319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9596, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 14.38, "high": 14.39, "low": 14.38, "close": 14.39, "amount_yi": 0.0684 }, { "time": "09:47", "open": 14.38, "high": 14.41, "low": 14.38, "close": 14.41, "amount_yi": 0.1018 }, { "time": "09:48", "open": 14.46, "high": 14.46, "low": 14.45, "close": 14.45, "amount_yi": 0.0646 }, { "time": "09:49", "open": 14.45, "high": 14.45, "low": 14.44, "close": 14.44, "amount_yi": 0.0456 }, { "time": "09:50", "open": 14.41, "high": 14.41, "low": 14.41, "close": 14.41, "amount_yi": 0.0381 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.41, "ts": "2026-07-06T09:50:24", "prev_close": 14.65, "open": 14.52, "high": 14.63, "low": 14.15, "bid1": 14.41, "ask1": 14.42, "bid_qty1": 4, "ask_qty1": 122 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 10.2235, "price_vs_vwap_pct": -2.0883, "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": 0.5024, "prev_amount_yi": 0.5318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 10.05, "high": 10.05, "low": 10.02, "close": 10.02, "amount_yi": 0.0933 }, { "time": "09:47", "open": 10.01, "high": 10.01, "low": 10.01, "close": 10.01, "amount_yi": 0.0708 }, { "time": "09:48", "open": 10.01, "high": 10.01, "low": 9.98, "close": 9.98, "amount_yi": 0.1668 }, { "time": "09:49", "open": 10.0, "high": 10.0, "low": 9.99, "close": 9.99, "amount_yi": 0.1354 }, { "time": "09:50", "open": 10.01, "high": 10.01, "low": 10.01, "close": 10.01, "amount_yi": 0.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.01, "ts": "2026-07-06T09:50:24", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 9.92, "bid1": 10.0, "ask1": 10.02, "bid_qty1": 848, "ask_qty1": 214 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 38.3044, "price_vs_vwap_pct": -1.0296, "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": 2.1327, "prev_amount_yi": 3.6563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5833, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 37.8, "high": 37.87, "low": 37.8, "close": 37.87, "amount_yi": 0.4379 }, { "time": "09:47", "open": 37.75, "high": 37.75, "low": 37.6, "close": 37.6, "amount_yi": 0.6737 }, { "time": "09:48", "open": 37.51, "high": 37.55, "low": 37.51, "close": 37.55, "amount_yi": 0.7226 }, { "time": "09:49", "open": 37.73, "high": 37.8, "low": 37.73, "close": 37.8, "amount_yi": 0.2288 }, { "time": "09:50", "open": 37.91, "high": 37.91, "low": 37.91, "close": 37.91, "amount_yi": 0.0697 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 37.91, "ts": "2026-07-06T09:50:24", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.49, "bid1": 37.92, "ask1": 37.93, "bid_qty1": 1, "ask_qty1": 21 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 200, "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": 6.3932, "price_vs_vwap_pct": -1.7706, "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": 0.2872, "prev_amount_yi": 0.4454, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6448, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 6.32, "high": 6.32, "low": 6.3, "close": 6.3, "amount_yi": 0.0807 }, { "time": "09:47", "open": 6.3, "high": 6.3, "low": 6.3, "close": 6.3, "amount_yi": 0.0725 }, { "time": "09:48", "open": 6.3, "high": 6.3, "low": 6.29, "close": 6.29, "amount_yi": 0.0435 }, { "time": "09:49", "open": 6.29, "high": 6.29, "low": 6.29, "close": 6.29, "amount_yi": 0.051 }, { "time": "09:50", "open": 6.28, "high": 6.28, "low": 6.28, "close": 6.28, "amount_yi": 0.0395 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.28, "ts": "2026-07-06T09:50:24", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 6.21, "bid1": 6.27, "ask1": 6.28, "bid_qty1": 2341, "ask_qty1": 865 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 10.6969, "price_vs_vwap_pct": -0.0645, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0859, "prev_amount_yi": 0.114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7535, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 10.73, "high": 10.73, "low": 10.72, "close": 10.72, "amount_yi": 0.019 }, { "time": "09:47", "open": 10.7, "high": 10.7, "low": 10.69, "close": 10.69, "amount_yi": 0.0269 }, { "time": "09:48", "open": 10.69, "high": 10.71, "low": 10.69, "close": 10.71, "amount_yi": 0.0102 }, { "time": "09:49", "open": 10.71, "high": 10.71, "low": 10.7, "close": 10.7, "amount_yi": 0.0229 }, { "time": "09:50", "open": 10.69, "high": 10.69, "low": 10.69, "close": 10.69, "amount_yi": 0.0069 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.69, "ts": "2026-07-06T09:50:24", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.51, "bid1": 10.69, "ask1": 10.7, "bid_qty1": 82, "ask_qty1": 77 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 11.0628, "price_vs_vwap_pct": 0.517, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0298, "prev_amount_yi": 0.0516, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5775, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.13, "high": 11.14, "low": 11.13, "close": 11.14, "amount_yi": 0.0031 }, { "time": "09:47", "open": 11.14, "high": 11.14, "low": 11.14, "close": 11.14, "amount_yi": 0.0101 }, { "time": "09:48", "open": 11.12, "high": 11.13, "low": 11.12, "close": 11.13, "amount_yi": 0.0076 }, { "time": "09:49", "open": 11.13, "high": 11.13, "low": 11.11, "close": 11.11, "amount_yi": 0.0073 }, { "time": "09:50", "open": 11.12, "high": 11.12, "low": 11.12, "close": 11.12, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.12, "ts": "2026-07-06T09:50:21", "prev_close": 11.03, "open": 11.04, "high": 11.16, "low": 10.93, "bid1": 11.1, "ask1": 11.12, "bid_qty1": 181, "ask_qty1": 85 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 100, "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": 3.9254, "intraday_vwap": 10.0957, "price_vs_vwap_pct": 0.9341, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1223, "prev_amount_yi": 0.109, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.122, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 10.14, "high": 10.14, "low": 10.12, "close": 10.12, "amount_yi": 0.0143 }, { "time": "09:47", "open": 10.09, "high": 10.09, "low": 10.08, "close": 10.08, "amount_yi": 0.0157 }, { "time": "09:48", "open": 10.03, "high": 10.07, "low": 10.03, "close": 10.07, "amount_yi": 0.0184 }, { "time": "09:49", "open": 10.13, "high": 10.13, "low": 10.13, "close": 10.13, "amount_yi": 0.0283 }, { "time": "09:50", "open": 10.19, "high": 10.19, "low": 10.19, "close": 10.19, "amount_yi": 0.0456 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.19, "ts": "2026-07-06T09:50:24", "prev_close": 9.95, "open": 10.01, "high": 10.2, "low": 9.96, "bid1": 10.18, "ask1": 10.19, "bid_qty1": 9, "ask_qty1": 207 }, "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 8.479, "price_vs_vwap_pct": -1.7573, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1457, "prev_amount_yi": 0.1207, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 8.43, "high": 8.43, "low": 8.41, "close": 8.41, "amount_yi": 0.0186 }, { "time": "09:47", "open": 8.4, "high": 8.42, "low": 8.4, "close": 8.42, "amount_yi": 0.0411 }, { "time": "09:48", "open": 8.42, "high": 8.42, "low": 8.38, "close": 8.38, "amount_yi": 0.0323 }, { "time": "09:49", "open": 8.37, "high": 8.37, "low": 8.34, "close": 8.34, "amount_yi": 0.044 }, { "time": "09:50", "open": 8.33, "high": 8.33, "low": 8.33, "close": 8.33, "amount_yi": 0.0097 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.33, "ts": "2026-07-06T09:50:24", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 8.3, "bid1": 8.33, "ask1": 8.34, "bid_qty1": 558, "ask_qty1": 444 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 300, "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": 3.6585, "intraday_vwap": 4.8701, "price_vs_vwap_pct": 1.0246, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0464, "prev_amount_yi": 0.0208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.0034 }, { "time": "09:47", "open": 4.88, "high": 4.88, "low": 4.87, "close": 4.87, "amount_yi": 0.0187 }, { "time": "09:48", "open": 4.88, "high": 4.9, "low": 4.88, "close": 4.9, "amount_yi": 0.0096 }, { "time": "09:49", "open": 4.9, "high": 4.9, "low": 4.9, "close": 4.9, "amount_yi": 0.0015 }, { "time": "09:50", "open": 4.92, "high": 4.92, "low": 4.92, "close": 4.92, "amount_yi": 0.0132 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.92, "ts": "2026-07-06T09:50:24", "prev_close": 4.85, "open": 4.85, "high": 4.92, "low": 4.81, "bid1": 4.91, "ask1": 4.92, "bid_qty1": 166, "ask_qty1": 45 }, "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 29.9212, "price_vs_vwap_pct": 1.032, "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": 0.9317, "prev_amount_yi": 2.1625, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4308, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 30.29, "high": 30.29, "low": 30.2, "close": 30.2, "amount_yi": 0.2093 }, { "time": "09:47", "open": 30.09, "high": 30.09, "low": 30.06, "close": 30.06, "amount_yi": 0.1481 }, { "time": "09:48", "open": 30.0, "high": 30.1, "low": 30.0, "close": 30.1, "amount_yi": 0.2017 }, { "time": "09:49", "open": 30.14, "high": 30.14, "low": 30.14, "close": 30.14, "amount_yi": 0.2368 }, { "time": "09:50", "open": 30.23, "high": 30.23, "low": 30.23, "close": 30.23, "amount_yi": 0.1358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.23, "ts": "2026-07-06T09:50:24", "prev_close": 28.89, "open": 29.29, "high": 30.39, "low": 29.1, "bid1": 30.23, "ask1": 30.25, "bid_qty1": 235, "ask_qty1": 125 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "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": 3.5714, "intraday_vwap": 18.8042, "price_vs_vwap_pct": -0.2351, "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": 0.2653, "prev_amount_yi": 0.5002, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5304, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 18.87, "high": 18.87, "low": 18.85, "close": 18.85, "amount_yi": 0.0559 }, { "time": "09:47", "open": 18.81, "high": 18.82, "low": 18.81, "close": 18.82, "amount_yi": 0.05 }, { "time": "09:48", "open": 18.75, "high": 18.75, "low": 18.73, "close": 18.73, "amount_yi": 0.0831 }, { "time": "09:49", "open": 18.76, "high": 18.79, "low": 18.76, "close": 18.79, "amount_yi": 0.0534 }, { "time": "09:50", "open": 18.76, "high": 18.76, "low": 18.76, "close": 18.76, "amount_yi": 0.0229 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.76, "ts": "2026-07-06T09:50:24", "prev_close": 18.28, "open": 18.48, "high": 19.07, "low": 18.21, "bid1": 18.75, "ask1": 18.76, "bid_qty1": 46, "ask_qty1": 84 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 24.6174, "price_vs_vwap_pct": -1.2081, "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": 2.0934, "prev_amount_yi": 2.7475, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 24.38, "high": 24.38, "low": 24.33, "close": 24.33, "amount_yi": 0.4024 }, { "time": "09:47", "open": 24.33, "high": 24.41, "low": 24.33, "close": 24.41, "amount_yi": 0.6012 }, { "time": "09:48", "open": 24.3, "high": 24.31, "low": 24.3, "close": 24.31, "amount_yi": 0.5549 }, { "time": "09:49", "open": 24.32, "high": 24.32, "low": 24.32, "close": 24.32, "amount_yi": 0.3098 }, { "time": "09:50", "open": 24.32, "high": 24.32, "low": 24.32, "close": 24.32, "amount_yi": 0.2251 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.32, "ts": "2026-07-06T09:50:24", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 24.3, "bid1": 24.31, "ask1": 24.32, "bid_qty1": 92, "ask_qty1": 31 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 36.4578, "price_vs_vwap_pct": -3.642, "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": 0.4014, "prev_amount_yi": 0.404, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9936, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 35.92, "high": 35.92, "low": 35.84, "close": 35.84, "amount_yi": 0.05 }, { "time": "09:47", "open": 35.73, "high": 35.73, "low": 35.63, "close": 35.63, "amount_yi": 0.0804 }, { "time": "09:48", "open": 35.4, "high": 35.4, "low": 35.34, "close": 35.34, "amount_yi": 0.0972 }, { "time": "09:49", "open": 35.14, "high": 35.25, "low": 35.14, "close": 35.25, "amount_yi": 0.141 }, { "time": "09:50", "open": 35.13, "high": 35.13, "low": 35.13, "close": 35.13, "amount_yi": 0.0328 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.13, "ts": "2026-07-06T09:50:24", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 35.0, "bid1": 35.12, "ask1": 35.13, "bid_qty1": 19, "ask_qty1": 41 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 9.9205, "price_vs_vwap_pct": 0.2974, "energy_floor_hint_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": 0.0234, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7521, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 9.97, "high": 9.97, "low": 9.93, "close": 9.93, "amount_yi": 0.0032 }, { "time": "09:47", "open": 9.92, "high": 9.94, "low": 9.92, "close": 9.94, "amount_yi": 0.0063 }, { "time": "09:48", "open": 9.95, "high": 9.96, "low": 9.95, "close": 9.96, "amount_yi": 0.0034 }, { "time": "09:49", "open": 9.98, "high": 9.98, "low": 9.97, "close": 9.97, "amount_yi": 0.0027 }, { "time": "09:50", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.95, "ts": "2026-07-06T09:50:24", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.71, "bid1": 9.95, "ask1": 9.96, "bid_qty1": 8, "ask_qty1": 49 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 200, "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": 7.956, "price_vs_vwap_pct": -0.7039, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0169, "prev_amount_yi": 0.0976, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1732, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 7.89, "high": 7.89, "low": 7.87, "close": 7.87, "amount_yi": 0.0037 }, { "time": "09:47", "open": 7.88, "high": 7.9, "low": 7.88, "close": 7.9, "amount_yi": 0.003 }, { "time": "09:48", "open": 7.89, "high": 7.89, "low": 7.88, "close": 7.88, "amount_yi": 0.0036 }, { "time": "09:49", "open": 7.91, "high": 7.91, "low": 7.9, "close": 7.9, "amount_yi": 0.0057 }, { "time": "09:50", "open": 7.9, "high": 7.9, "low": 7.9, "close": 7.9, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.9, "ts": "2026-07-06T09:50:26", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.82, "bid1": 7.89, "ask1": 7.9, "bid_qty1": 176, "ask_qty1": 183 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "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": 3.309, "intraday_vwap": 17.8571, "price_vs_vwap_pct": -0.2078, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0693, "prev_amount_yi": 0.1314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 17.95, "high": 17.95, "low": 17.94, "close": 17.94, "amount_yi": 0.0096 }, { "time": "09:47", "open": 17.87, "high": 17.87, "low": 17.87, "close": 17.87, "amount_yi": 0.0277 }, { "time": "09:48", "open": 17.86, "high": 17.86, "low": 17.83, "close": 17.83, "amount_yi": 0.0162 }, { "time": "09:49", "open": 17.82, "high": 17.82, "low": 17.81, "close": 17.81, "amount_yi": 0.0131 }, { "time": "09:50", "open": 17.82, "high": 17.82, "low": 17.82, "close": 17.82, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.82, "ts": "2026-07-06T09:50:25", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.51, "bid1": 17.82, "ask1": 17.83, "bid_qty1": 155, "ask_qty1": 26 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.69, "exec_low": 5.78, "exec_high": 5.78, "invalid_price": 5.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 5.6316, "price_vs_vwap_pct": -0.206, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0269, "prev_amount_yi": 0.0209, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 5.64, "high": 5.64, "low": 5.63, "close": 5.63, "amount_yi": 0.0038 }, { "time": "09:47", "open": 5.61, "high": 5.62, "low": 5.61, "close": 5.62, "amount_yi": 0.0049 }, { "time": "09:48", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.002 }, { "time": "09:49", "open": 5.61, "high": 5.61, "low": 5.61, "close": 5.61, "amount_yi": 0.0134 }, { "time": "09:50", "open": 5.62, "high": 5.62, "low": 5.62, "close": 5.62, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.62, "ts": "2026-07-06T09:50:24", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.59, "bid1": 5.61, "ask1": 5.62, "bid_qty1": 870, "ask_qty1": 35 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 700, "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": 2.2239, "price_vs_vwap_pct": -0.625, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.011, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4622, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 2.21, "high": 2.21, "low": 2.19, "close": 2.19, "amount_yi": 0.0053 }, { "time": "09:47", "open": 2.2, "high": 2.21, "low": 2.2, "close": 2.21, "amount_yi": 0.0016 }, { "time": "09:48", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0007 }, { "time": "09:49", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0018 }, { "time": "09:50", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.21, "ts": "2026-07-06T09:50:24", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.19, "bid1": 2.2, "ask1": 2.21, "bid_qty1": 1664, "ask_qty1": 1040 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 6.6913, "price_vs_vwap_pct": -1.215, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1702, "prev_amount_yi": 0.1198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4207, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.7, "high": 6.7, "low": 6.69, "close": 6.69, "amount_yi": 0.0172 }, { "time": "09:47", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0443 }, { "time": "09:48", "open": 6.63, "high": 6.63, "low": 6.62, "close": 6.62, "amount_yi": 0.0543 }, { "time": "09:49", "open": 6.63, "high": 6.63, "low": 6.62, "close": 6.62, "amount_yi": 0.04 }, { "time": "09:50", "open": 6.61, "high": 6.61, "low": 6.61, "close": 6.61, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.61, "ts": "2026-07-06T09:50:24", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.61, "bid1": 6.61, "ask1": 6.62, "bid_qty1": 3098, "ask_qty1": 586 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 8.1865, "price_vs_vwap_pct": -0.9345, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0574, "prev_amount_yi": 0.0537, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0689, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 8.08, "high": 8.08, "low": 8.06, "close": 8.06, "amount_yi": 0.0105 }, { "time": "09:47", "open": 8.04, "high": 8.05, "low": 8.04, "close": 8.05, "amount_yi": 0.0182 }, { "time": "09:48", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 0.0056 }, { "time": "09:49", "open": 8.07, "high": 8.07, "low": 8.06, "close": 8.06, "amount_yi": 0.0104 }, { "time": "09:50", "open": 8.11, "high": 8.11, "low": 8.11, "close": 8.11, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.11, "ts": "2026-07-06T09:50:24", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 8.04, "bid1": 8.11, "ask1": 8.12, "bid_qty1": 132, "ask_qty1": 64 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 200, "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": null, "intraday_vwap": 5.934, "price_vs_vwap_pct": -0.573, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0738, "prev_amount_yi": 0.0529, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3951, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 5.96, "high": 5.96, "low": 5.96, "close": 5.96, "amount_yi": 0.0141 }, { "time": "09:47", "open": 5.95, "high": 5.95, "low": 5.94, "close": 5.94, "amount_yi": 0.0143 }, { "time": "09:48", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0155 }, { "time": "09:49", "open": 5.93, "high": 5.93, "low": 5.91, "close": 5.91, "amount_yi": 0.0209 }, { "time": "09:50", "open": 5.9, "high": 5.9, "low": 5.9, "close": 5.9, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.9, "ts": "2026-07-06T09:50:24", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.86, "bid1": 5.9, "ask1": 5.91, "bid_qty1": 518, "ask_qty1": 595 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 11.7997, "price_vs_vwap_pct": -0.167, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0519, "prev_amount_yi": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.82, "high": 11.82, "low": 11.81, "close": 11.81, "amount_yi": 0.0055 }, { "time": "09:47", "open": 11.78, "high": 11.78, "low": 11.76, "close": 11.76, "amount_yi": 0.0172 }, { "time": "09:48", "open": 11.77, "high": 11.78, "low": 11.77, "close": 11.78, "amount_yi": 0.0051 }, { "time": "09:49", "open": 11.77, "high": 11.77, "low": 11.77, "close": 11.77, "amount_yi": 0.0185 }, { "time": "09:50", "open": 11.78, "high": 11.78, "low": 11.78, "close": 11.78, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.78, "ts": "2026-07-06T09:50:21", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.68, "bid1": 11.78, "ask1": 11.79, "bid_qty1": 259, "ask_qty1": 133 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 5.7821, "price_vs_vwap_pct": -0.7281, "energy_floor_hint_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": 0.0342, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6111, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 5.78, "high": 5.78, "low": 5.76, "close": 5.76, "amount_yi": 0.0044 }, { "time": "09:47", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0031 }, { "time": "09:48", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.0032 }, { "time": "09:49", "open": 5.74, "high": 5.74, "low": 5.73, "close": 5.73, "amount_yi": 0.0047 }, { "time": "09:50", "open": 5.74, "high": 5.74, "low": 5.74, "close": 5.74, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.74, "ts": "2026-07-06T09:50:24", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.71, "bid1": 5.73, "ask1": 5.74, "bid_qty1": 1106, "ask_qty1": 64 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 200, "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": 6.6631, "price_vs_vwap_pct": -0.0465, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0128, "prev_amount_yi": 0.0142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9014, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.67, "high": 6.67, "low": 6.65, "close": 6.65, "amount_yi": 0.0037 }, { "time": "09:47", "open": 6.64, "high": 6.66, "low": 6.64, "close": 6.66, "amount_yi": 0.003 }, { "time": "09:48", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0014 }, { "time": "09:49", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0033 }, { "time": "09:50", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.66, "ts": "2026-07-06T09:50:24", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.62, "bid1": 6.65, "ask1": 6.66, "bid_qty1": 29, "ask_qty1": 82 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 7.5726, "price_vs_vwap_pct": -0.5626, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.099, "prev_amount_yi": 0.0848, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1675, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 7.58, "high": 7.58, "low": 7.57, "close": 7.57, "amount_yi": 0.0098 }, { "time": "09:47", "open": 7.56, "high": 7.56, "low": 7.55, "close": 7.55, "amount_yi": 0.0142 }, { "time": "09:48", "open": 7.54, "high": 7.54, "low": 7.54, "close": 7.54, "amount_yi": 0.02 }, { "time": "09:49", "open": 7.55, "high": 7.55, "low": 7.54, "close": 7.54, "amount_yi": 0.0486 }, { "time": "09:50", "open": 7.53, "high": 7.53, "low": 7.53, "close": 7.53, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.53, "ts": "2026-07-06T09:50:24", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.51, "bid1": 7.52, "ask1": 7.53, "bid_qty1": 529, "ask_qty1": 159 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 6.905, "price_vs_vwap_pct": -0.7965, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0367, "prev_amount_yi": 0.0358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0251, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.89, "high": 6.89, "low": 6.88, "close": 6.88, "amount_yi": 0.0096 }, { "time": "09:47", "open": 6.87, "high": 6.87, "low": 6.86, "close": 6.86, "amount_yi": 0.0034 }, { "time": "09:48", "open": 6.87, "high": 6.87, "low": 6.87, "close": 6.87, "amount_yi": 0.0048 }, { "time": "09:49", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0139 }, { "time": "09:50", "open": 6.85, "high": 6.85, "low": 6.85, "close": 6.85, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.85, "ts": "2026-07-06T09:50:24", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.82, "bid1": 6.84, "ask1": 6.85, "bid_qty1": 423, "ask_qty1": 46 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 9.9498, "price_vs_vwap_pct": -0.802, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0948, "prev_amount_yi": 0.1074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8827, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 9.92, "high": 9.92, "low": 9.88, "close": 9.88, "amount_yi": 0.0301 }, { "time": "09:47", "open": 9.89, "high": 9.89, "low": 9.89, "close": 9.89, "amount_yi": 0.0227 }, { "time": "09:48", "open": 9.88, "high": 9.89, "low": 9.88, "close": 9.89, "amount_yi": 0.0123 }, { "time": "09:49", "open": 9.89, "high": 9.89, "low": 9.89, "close": 9.89, "amount_yi": 0.0131 }, { "time": "09:50", "open": 9.87, "high": 9.87, "low": 9.87, "close": 9.87, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.87, "ts": "2026-07-06T09:50:26", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.87, "bid1": 9.87, "ask1": 9.88, "bid_qty1": 519, "ask_qty1": 93 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "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": 4.0581, "intraday_vwap": 23.26, "price_vs_vwap_pct": 0.6019, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0534, "prev_amount_yi": 0.0771, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 23.4, "high": 23.4, "low": 23.4, "close": 23.4, "amount_yi": 0.0076 }, { "time": "09:47", "open": 23.33, "high": 23.33, "low": 23.3, "close": 23.3, "amount_yi": 0.0135 }, { "time": "09:48", "open": 23.29, "high": 23.44, "low": 23.29, "close": 23.44, "amount_yi": 0.0188 }, { "time": "09:49", "open": 23.46, "high": 23.46, "low": 23.46, "close": 23.46, "amount_yi": 0.011 }, { "time": "09:50", "open": 23.4, "high": 23.4, "low": 23.4, "close": 23.4, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.4, "ts": "2026-07-06T09:50:24", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.67, "bid1": 23.4, "ask1": 23.41, "bid_qty1": 15, "ask_qty1": 11 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": null, "intraday_vwap": 12.6507, "price_vs_vwap_pct": -1.1122, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1736, "prev_amount_yi": 0.2401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.723, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 12.63, "high": 12.63, "low": 12.6, "close": 12.6, "amount_yi": 0.0476 }, { "time": "09:47", "open": 12.55, "high": 12.55, "low": 12.54, "close": 12.54, "amount_yi": 0.0492 }, { "time": "09:48", "open": 12.54, "high": 12.54, "low": 12.54, "close": 12.54, "amount_yi": 0.0362 }, { "time": "09:49", "open": 12.53, "high": 12.53, "low": 12.52, "close": 12.52, "amount_yi": 0.0281 }, { "time": "09:50", "open": 12.51, "high": 12.51, "low": 12.51, "close": 12.51, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.51, "ts": "2026-07-06T09:50:24", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.28, "bid1": 12.51, "ask1": 12.52, "bid_qty1": 256, "ask_qty1": 614 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 0, "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": 25.1923, "price_vs_vwap_pct": 0.0306, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1533, "prev_amount_yi": 0.161, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9522, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 25.24, "high": 25.26, "low": 25.24, "close": 25.26, "amount_yi": 0.0262 }, { "time": "09:47", "open": 25.18, "high": 25.2, "low": 25.18, "close": 25.2, "amount_yi": 0.0307 }, { "time": "09:48", "open": 25.19, "high": 25.21, "low": 25.19, "close": 25.21, "amount_yi": 0.0206 }, { "time": "09:49", "open": 25.17, "high": 25.19, "low": 25.17, "close": 25.19, "amount_yi": 0.066 }, { "time": "09:50", "open": 25.2, "high": 25.2, "low": 25.2, "close": 25.2, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.2, "ts": "2026-07-06T09:50:25", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 25.0, "bid1": 25.19, "ask1": 25.2, "bid_qty1": 31, "ask_qty1": 41 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 46.9003, "price_vs_vwap_pct": -5.9708, "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": 4.0213, "prev_amount_yi": 4.7189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8522, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 44.82, "high": 44.82, "low": 44.72, "close": 44.72, "amount_yi": 0.7128 }, { "time": "09:47", "open": 44.25, "high": 44.25, "low": 44.1, "close": 44.1, "amount_yi": 2.0636 }, { "time": "09:48", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.7066 }, { "time": "09:49", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.2557 }, { "time": "09:50", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.2826 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.1, "ts": "2026-07-06T09:50:26", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.1, "bid1": 0.0, "ask1": 44.1, "bid_qty1": 0, "ask_qty1": 18262 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": null, "intraday_vwap": 11.6922, "price_vs_vwap_pct": -0.2754, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0764, "prev_amount_yi": 0.089, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8584, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.74, "high": 11.74, "low": 11.73, "close": 11.73, "amount_yi": 0.0144 }, { "time": "09:47", "open": 11.69, "high": 11.69, "low": 11.67, "close": 11.67, "amount_yi": 0.0227 }, { "time": "09:48", "open": 11.66, "high": 11.66, "low": 11.66, "close": 11.66, "amount_yi": 0.0178 }, { "time": "09:49", "open": 11.66, "high": 11.66, "low": 11.66, "close": 11.66, "amount_yi": 0.015 }, { "time": "09:50", "open": 11.66, "high": 11.66, "low": 11.66, "close": 11.66, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.66, "ts": "2026-07-06T09:50:26", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.66, "ask1": 11.67, "bid_qty1": 36, "ask_qty1": 70 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 13.1495, "price_vs_vwap_pct": 0.4601, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0276, "prev_amount_yi": 0.0272, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0147, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 13.17, "high": 13.27, "low": 13.17, "close": 13.27, "amount_yi": 0.0124 }, { "time": "09:47", "open": 13.23, "high": 13.24, "low": 13.23, "close": 13.24, "amount_yi": 0.0086 }, { "time": "09:48", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0025 }, { "time": "09:49", "open": 13.21, "high": 13.21, "low": 13.21, "close": 13.21, "amount_yi": 0.0033 }, { "time": "09:50", "open": 13.21, "high": 13.21, "low": 13.21, "close": 13.21, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.21, "ts": "2026-07-06T09:50:24", "prev_close": 13.2, "open": 13.18, "high": 13.27, "low": 13.04, "bid1": 13.21, "ask1": 13.22, "bid_qty1": 34, "ask_qty1": 1 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 200, "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": 7.2712, "price_vs_vwap_pct": -0.154, "energy_floor_hint_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": 0.0141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2057, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 7.28, "high": 7.28, "low": 7.25, "close": 7.25, "amount_yi": 0.0021 }, { "time": "09:47", "open": 7.24, "high": 7.26, "low": 7.24, "close": 7.26, "amount_yi": 0.0043 }, { "time": "09:48", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0056 }, { "time": "09:49", "open": 7.25, "high": 7.26, "low": 7.25, "close": 7.26, "amount_yi": 0.0039 }, { "time": "09:50", "open": 7.26, "high": 7.26, "low": 7.26, "close": 7.26, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.26, "ts": "2026-07-06T09:50:24", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.21, "bid1": 7.25, "ask1": 7.26, "bid_qty1": 522, "ask_qty1": 74 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 0, "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": 3.3654, "intraday_vwap": 16.691, "price_vs_vwap_pct": -0.3655, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0666, "prev_amount_yi": 0.07, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9514, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 16.7, "high": 16.7, "low": 16.68, "close": 16.68, "amount_yi": 0.0119 }, { "time": "09:47", "open": 16.62, "high": 16.68, "low": 16.62, "close": 16.68, "amount_yi": 0.0114 }, { "time": "09:48", "open": 16.64, "high": 16.64, "low": 16.6, "close": 16.6, "amount_yi": 0.0121 }, { "time": "09:49", "open": 16.66, "high": 16.66, "low": 16.64, "close": 16.64, "amount_yi": 0.0256 }, { "time": "09:50", "open": 16.63, "high": 16.63, "low": 16.63, "close": 16.63, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.63, "ts": "2026-07-06T09:50:24", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 16.3, "bid1": 16.63, "ask1": 16.64, "bid_qty1": 39, "ask_qty1": 1 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 13.766, "price_vs_vwap_pct": 0.5376, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0527, "prev_amount_yi": 0.0696, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7572, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 13.89, "high": 13.89, "low": 13.89, "close": 13.89, "amount_yi": 0.0105 }, { "time": "09:47", "open": 13.82, "high": 13.82, "low": 13.81, "close": 13.81, "amount_yi": 0.0268 }, { "time": "09:48", "open": 13.8, "high": 13.8, "low": 13.8, "close": 13.8, "amount_yi": 0.0042 }, { "time": "09:49", "open": 13.8, "high": 13.8, "low": 13.8, "close": 13.8, "amount_yi": 0.0071 }, { "time": "09:50", "open": 13.84, "high": 13.84, "low": 13.84, "close": 13.84, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.84, "ts": "2026-07-06T09:50:24", "prev_close": 13.6, "open": 13.7, "high": 13.9, "low": 13.58, "bid1": 13.79, "ask1": 13.84, "bid_qty1": 48, "ask_qty1": 162 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 200, "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": 6.9757, "price_vs_vwap_pct": -0.0817, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1024, "prev_amount_yi": 0.1704, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0198 }, { "time": "09:47", "open": 6.98, "high": 6.98, "low": 6.98, "close": 6.98, "amount_yi": 0.0441 }, { "time": "09:48", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0166 }, { "time": "09:49", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0132 }, { "time": "09:50", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.97, "ts": "2026-07-06T09:50:25", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.93, "bid1": 6.97, "ask1": 6.98, "bid_qty1": 5024, "ask_qty1": 2792 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 0, "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": null, "intraday_vwap": 21.3202, "price_vs_vwap_pct": -0.0478, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0982, "prev_amount_yi": 0.1021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 21.39, "high": 21.39, "low": 21.37, "close": 21.37, "amount_yi": 0.0108 }, { "time": "09:47", "open": 21.32, "high": 21.33, "low": 21.32, "close": 21.33, "amount_yi": 0.0258 }, { "time": "09:48", "open": 21.33, "high": 21.33, "low": 21.31, "close": 21.31, "amount_yi": 0.0135 }, { "time": "09:49", "open": 21.31, "high": 21.31, "low": 21.31, "close": 21.31, "amount_yi": 0.0296 }, { "time": "09:50", "open": 21.31, "high": 21.31, "low": 21.31, "close": 21.31, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.31, "ts": "2026-07-06T09:50:24", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.06, "bid1": 21.28, "ask1": 21.31, "bid_qty1": 24, "ask_qty1": 58 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 10.1044, "price_vs_vwap_pct": -0.5384, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1108, "prev_amount_yi": 0.1724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6427, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 10.14, "high": 10.14, "low": 10.11, "close": 10.11, "amount_yi": 0.038 }, { "time": "09:47", "open": 10.11, "high": 10.11, "low": 10.09, "close": 10.09, "amount_yi": 0.0274 }, { "time": "09:48", "open": 10.07, "high": 10.09, "low": 10.07, "close": 10.09, "amount_yi": 0.0195 }, { "time": "09:49", "open": 10.11, "high": 10.11, "low": 10.08, "close": 10.08, "amount_yi": 0.0169 }, { "time": "09:50", "open": 10.05, "high": 10.05, "low": 10.05, "close": 10.05, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.05, "ts": "2026-07-06T09:50:24", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.93, "bid1": 10.04, "ask1": 10.05, "bid_qty1": 35, "ask_qty1": 329 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 60.66, "exec_low": 61.68, "exec_high": 61.95, "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": "2026-07-06T09:50:27", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "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": 61.95, "entry_zone_low": 59.75, "entry_zone_high": 61.57, "entry_risk_pct": 4.9127, "intraday_vwap": 61.6755, "price_vs_vwap_pct": 0.3316, "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": 0.4073, "prev_amount_yi": 1.2401, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 62.02, "high": 62.02, "low": 61.81, "close": 61.81, "amount_yi": 0.071 }, { "time": "09:47", "open": 61.84, "high": 61.96, "low": 61.84, "close": 61.96, "amount_yi": 0.1008 }, { "time": "09:48", "open": 61.81, "high": 61.88, "low": 61.81, "close": 61.88, "amount_yi": 0.097 }, { "time": "09:49", "open": 61.94, "high": 61.94, "low": 61.83, "close": 61.83, "amount_yi": 0.094 }, { "time": "09:50", "open": 61.88, "high": 61.88, "low": 61.88, "close": 61.88, "amount_yi": 0.0445 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.88, "ts": "2026-07-06T09:50:24", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 61.87, "ask1": 61.88, "bid_qty1": 24, "ask_qty1": 192 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 10.0271, "price_vs_vwap_pct": 0.2284, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0784, "prev_amount_yi": 0.0792, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 10.05, "high": 10.05, "low": 10.04, "close": 10.04, "amount_yi": 0.0084 }, { "time": "09:47", "open": 10.02, "high": 10.02, "low": 10.01, "close": 10.01, "amount_yi": 0.0136 }, { "time": "09:48", "open": 9.98, "high": 10.01, "low": 9.98, "close": 10.01, "amount_yi": 0.0181 }, { "time": "09:49", "open": 10.05, "high": 10.07, "low": 10.05, "close": 10.07, "amount_yi": 0.0285 }, { "time": "09:50", "open": 10.05, "high": 10.05, "low": 10.05, "close": 10.05, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.05, "ts": "2026-07-06T09:50:24", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.97, "bid1": 10.05, "ask1": 10.06, "bid_qty1": 8, "ask_qty1": 328 }, "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 300, "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": 4.7975, "price_vs_vwap_pct": -0.1563, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0285, "prev_amount_yi": 0.0196, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4541, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0053 }, { "time": "09:47", "open": 4.78, "high": 4.79, "low": 4.78, "close": 4.79, "amount_yi": 0.0084 }, { "time": "09:48", "open": 4.79, "high": 4.8, "low": 4.79, "close": 4.8, "amount_yi": 0.006 }, { "time": "09:49", "open": 4.8, "high": 4.8, "low": 4.79, "close": 4.79, "amount_yi": 0.0085 }, { "time": "09:50", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.79, "ts": "2026-07-06T09:50:24", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.79, "ask1": 4.8, "bid_qty1": 1029, "ask_qty1": 1181 }, "previous_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 6.5956, "price_vs_vwap_pct": -0.5398, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.017, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.59, "high": 6.59, "low": 6.56, "close": 6.56, "amount_yi": 0.0027 }, { "time": "09:47", "open": 6.56, "high": 6.56, "low": 6.56, "close": 6.56, "amount_yi": 0.0035 }, { "time": "09:48", "open": 6.56, "high": 6.57, "low": 6.56, "close": 6.57, "amount_yi": 0.0004 }, { "time": "09:49", "open": 6.57, "high": 6.57, "low": 6.56, "close": 6.56, "amount_yi": 0.0033 }, { "time": "09:50", "open": 6.56, "high": 6.56, "low": 6.56, "close": 6.56, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.56, "ts": "2026-07-06T09:50:24", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.55, "bid1": 6.56, "ask1": 6.57, "bid_qty1": 61, "ask_qty1": 132 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "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": 4.4276, "intraday_vwap": 27.6628, "price_vs_vwap_pct": 0.3514, "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": 0.2824, "prev_amount_yi": 0.4611, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 27.85, "high": 27.85, "low": 27.74, "close": 27.74, "amount_yi": 0.0786 }, { "time": "09:47", "open": 27.72, "high": 27.75, "low": 27.72, "close": 27.75, "amount_yi": 0.0862 }, { "time": "09:48", "open": 27.73, "high": 27.73, "low": 27.73, "close": 27.73, "amount_yi": 0.0527 }, { "time": "09:49", "open": 27.73, "high": 27.73, "low": 27.71, "close": 27.71, "amount_yi": 0.0421 }, { "time": "09:50", "open": 27.76, "high": 27.76, "low": 27.76, "close": 27.76, "amount_yi": 0.0228 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.76, "ts": "2026-07-06T09:50:24", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 27.31, "bid1": 27.76, "ask1": 27.78, "bid_qty1": 5, "ask_qty1": 23 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 300, "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": 4.582, "price_vs_vwap_pct": -0.9166, "energy_floor_hint_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": 0.0245, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 4.57, "high": 4.57, "low": 4.57, "close": 4.57, "amount_yi": 0.0026 }, { "time": "09:47", "open": 4.55, "high": 4.55, "low": 4.55, "close": 4.55, "amount_yi": 0.0064 }, { "time": "09:48", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0022 }, { "time": "09:49", "open": 4.54, "high": 4.54, "low": 4.53, "close": 4.53, "amount_yi": 0.0076 }, { "time": "09:50", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.54, "ts": "2026-07-06T09:50:24", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.52, "bid1": 4.53, "ask1": 4.54, "bid_qty1": 683, "ask_qty1": 465 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 21.7786, "price_vs_vwap_pct": -0.4987, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7229, "prev_amount_yi": 0.6199, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1662, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 21.83, "high": 21.83, "low": 21.82, "close": 21.82, "amount_yi": 0.0963 }, { "time": "09:47", "open": 21.74, "high": 21.74, "low": 21.73, "close": 21.73, "amount_yi": 0.2872 }, { "time": "09:48", "open": 21.7, "high": 21.7, "low": 21.7, "close": 21.7, "amount_yi": 0.1612 }, { "time": "09:49", "open": 21.7, "high": 21.7, "low": 21.68, "close": 21.68, "amount_yi": 0.1011 }, { "time": "09:50", "open": 21.67, "high": 21.67, "low": 21.67, "close": 21.67, "amount_yi": 0.0771 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.67, "ts": "2026-07-06T09:50:25", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.53, "bid1": 21.66, "ask1": 21.67, "bid_qty1": 609, "ask_qty1": 29 }, "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": "ACTIONABLE", "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched", "qty": 100, "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": 4.1345, "intraday_vwap": 14.1865, "price_vs_vwap_pct": 0.5886, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2431, "prev_amount_yi": 0.1099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.212, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 14.23, "high": 14.23, "low": 14.23, "close": 14.23, "amount_yi": 0.0241 }, { "time": "09:47", "open": 14.21, "high": 14.3, "low": 14.21, "close": 14.3, "amount_yi": 0.0669 }, { "time": "09:48", "open": 14.33, "high": 14.33, "low": 14.3, "close": 14.3, "amount_yi": 0.1029 }, { "time": "09:49", "open": 14.31, "high": 14.31, "low": 14.26, "close": 14.26, "amount_yi": 0.0394 }, { "time": "09:50", "open": 14.27, "high": 14.27, "low": 14.27, "close": 14.27, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.27, "ts": "2026-07-06T09:50:24", "prev_close": 13.87, "open": 13.89, "high": 14.37, "low": 13.88, "bid1": 14.26, "ask1": 14.27, "bid_qty1": 148, "ask_qty1": 88 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 100, "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": 3.2617, "intraday_vwap": 12.6359, "price_vs_vwap_pct": -0.6007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0763, "prev_amount_yi": 0.1463, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 12.59, "high": 12.59, "low": 12.58, "close": 12.58, "amount_yi": 0.0101 }, { "time": "09:47", "open": 12.58, "high": 12.58, "low": 12.56, "close": 12.56, "amount_yi": 0.025 }, { "time": "09:48", "open": 12.56, "high": 12.56, "low": 12.55, "close": 12.55, "amount_yi": 0.0189 }, { "time": "09:49", "open": 12.55, "high": 12.56, "low": 12.55, "close": 12.56, "amount_yi": 0.0167 }, { "time": "09:50", "open": 12.56, "high": 12.56, "low": 12.56, "close": 12.56, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.56, "ts": "2026-07-06T09:50:24", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.4, "bid1": 12.56, "ask1": 12.57, "bid_qty1": 291, "ask_qty1": 23 }, "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": "TOUCHED", "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": null, "intraday_vwap": 35.1479, "price_vs_vwap_pct": 1.7699, "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": 0.8886, "prev_amount_yi": 1.2909, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 35.68, "high": 35.68, "low": 35.65, "close": 35.65, "amount_yi": 0.3398 }, { "time": "09:47", "open": 35.82, "high": 35.85, "low": 35.82, "close": 35.85, "amount_yi": 0.2217 }, { "time": "09:48", "open": 35.6, "high": 35.9, "low": 35.6, "close": 35.9, "amount_yi": 0.155 }, { "time": "09:49", "open": 35.91, "high": 35.91, "low": 35.82, "close": 35.82, "amount_yi": 0.1218 }, { "time": "09:50", "open": 35.77, "high": 35.77, "low": 35.77, "close": 35.77, "amount_yi": 0.0503 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 35.77, "ts": "2026-07-06T09:50:24", "prev_close": 33.84, "open": 34.29, "high": 35.97, "low": 34.0, "bid1": 35.77, "ask1": 35.8, "bid_qty1": 2, "ask_qty1": 128 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 14.4306, "price_vs_vwap_pct": -0.4892, "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": 0.5465, "prev_amount_yi": 0.5962, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 14.48, "high": 14.49, "low": 14.48, "close": 14.49, "amount_yi": 0.1385 }, { "time": "09:47", "open": 14.44, "high": 14.45, "low": 14.44, "close": 14.45, "amount_yi": 0.1523 }, { "time": "09:48", "open": 14.44, "high": 14.44, "low": 14.44, "close": 14.44, "amount_yi": 0.0745 }, { "time": "09:49", "open": 14.41, "high": 14.41, "low": 14.39, "close": 14.39, "amount_yi": 0.1261 }, { "time": "09:50", "open": 14.36, "high": 14.36, "low": 14.36, "close": 14.36, "amount_yi": 0.0551 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.36, "ts": "2026-07-06T09:50:26", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.2, "bid1": 14.35, "ask1": 14.36, "bid_qty1": 587, "ask_qty1": 530 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 10.5047, "price_vs_vwap_pct": 0.5264, "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": 0.2648, "prev_amount_yi": 0.4066, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 10.51, "high": 10.51, "low": 10.51, "close": 10.51, "amount_yi": 0.0522 }, { "time": "09:47", "open": 10.52, "high": 10.52, "low": 10.52, "close": 10.52, "amount_yi": 0.0567 }, { "time": "09:48", "open": 10.49, "high": 10.49, "low": 10.48, "close": 10.48, "amount_yi": 0.043 }, { "time": "09:49", "open": 10.52, "high": 10.54, "low": 10.52, "close": 10.54, "amount_yi": 0.0802 }, { "time": "09:50", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.0327 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.56, "ts": "2026-07-06T09:50:24", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 10.38, "bid1": 10.55, "ask1": 10.56, "bid_qty1": 745, "ask_qty1": 127 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 5.6958, "price_vs_vwap_pct": -0.453, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0527, "prev_amount_yi": 0.0341, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5455, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 5.69, "high": 5.69, "low": 5.68, "close": 5.68, "amount_yi": 0.0166 }, { "time": "09:47", "open": 5.67, "high": 5.68, "low": 5.67, "close": 5.68, "amount_yi": 0.0148 }, { "time": "09:48", "open": 5.67, "high": 5.68, "low": 5.67, "close": 5.68, "amount_yi": 0.0032 }, { "time": "09:49", "open": 5.68, "high": 5.68, "low": 5.67, "close": 5.67, "amount_yi": 0.0137 }, { "time": "09:50", "open": 5.67, "high": 5.67, "low": 5.67, "close": 5.67, "amount_yi": 0.0044 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.67, "ts": "2026-07-06T09:50:24", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.66, "bid1": 5.67, "ask1": 5.68, "bid_qty1": 2666, "ask_qty1": 13 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 200, "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": 6.5268, "price_vs_vwap_pct": -0.1042, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0348, "prev_amount_yi": 0.1081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3219, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.54, "high": 6.54, "low": 6.54, "close": 6.54, "amount_yi": 0.011 }, { "time": "09:47", "open": 6.52, "high": 6.52, "low": 6.51, "close": 6.51, "amount_yi": 0.0094 }, { "time": "09:48", "open": 6.5, "high": 6.5, "low": 6.5, "close": 6.5, "amount_yi": 0.0046 }, { "time": "09:49", "open": 6.51, "high": 6.51, "low": 6.51, "close": 6.51, "amount_yi": 0.0085 }, { "time": "09:50", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.52, "ts": "2026-07-06T09:50:25", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.46, "bid1": 6.51, "ask1": 6.52, "bid_qty1": 263, "ask_qty1": 715 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 53.0434, "price_vs_vwap_pct": 1.2001, "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": 0.3921, "prev_amount_yi": 0.6381, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6145, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 53.36, "high": 53.75, "low": 53.36, "close": 53.75, "amount_yi": 0.1186 }, { "time": "09:47", "open": 53.83, "high": 53.83, "low": 53.74, "close": 53.74, "amount_yi": 0.1171 }, { "time": "09:48", "open": 53.7, "high": 53.7, "low": 53.7, "close": 53.7, "amount_yi": 0.0366 }, { "time": "09:49", "open": 53.6, "high": 53.74, "low": 53.6, "close": 53.74, "amount_yi": 0.0942 }, { "time": "09:50", "open": 53.68, "high": 53.68, "low": 53.68, "close": 53.68, "amount_yi": 0.0256 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.68, "ts": "2026-07-06T09:50:25", "prev_close": 51.67, "open": 52.46, "high": 54.12, "low": 51.0, "bid1": 53.64, "ask1": 53.68, "bid_qty1": 26, "ask_qty1": 10 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 14.1045, "price_vs_vwap_pct": 1.1734, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.131, "prev_amount_yi": 0.1552, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8441, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 14.31, "high": 14.31, "low": 14.25, "close": 14.25, "amount_yi": 0.0238 }, { "time": "09:47", "open": 14.21, "high": 14.23, "low": 14.21, "close": 14.23, "amount_yi": 0.0288 }, { "time": "09:48", "open": 14.2, "high": 14.25, "low": 14.2, "close": 14.25, "amount_yi": 0.0183 }, { "time": "09:49", "open": 14.27, "high": 14.29, "low": 14.27, "close": 14.29, "amount_yi": 0.0385 }, { "time": "09:50", "open": 14.27, "high": 14.27, "low": 14.27, "close": 14.27, "amount_yi": 0.0216 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.27, "ts": "2026-07-06T09:50:24", "prev_close": 13.87, "open": 13.75, "high": 14.49, "low": 13.53, "bid1": 14.26, "ask1": 14.28, "bid_qty1": 96, "ask_qty1": 20 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 200, "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": 8.0203, "price_vs_vwap_pct": -1.2506, "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": 0.5725, "prev_amount_yi": 0.6466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 8.04, "high": 8.04, "low": 8.02, "close": 8.02, "amount_yi": 0.1106 }, { "time": "09:47", "open": 7.93, "high": 7.93, "low": 7.92, "close": 7.92, "amount_yi": 0.2159 }, { "time": "09:48", "open": 7.95, "high": 8.0, "low": 7.95, "close": 8.0, "amount_yi": 0.095 }, { "time": "09:49", "open": 8.0, "high": 8.0, "low": 7.93, "close": 7.93, "amount_yi": 0.1212 }, { "time": "09:50", "open": 7.92, "high": 7.92, "low": 7.92, "close": 7.92, "amount_yi": 0.0298 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.92, "ts": "2026-07-06T09:50:24", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.83, "bid1": 7.92, "ask1": 7.93, "bid_qty1": 12, "ask_qty1": 1215 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 36.4178, "price_vs_vwap_pct": -0.8727, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1088, "prev_amount_yi": 0.1859, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5853, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 36.15, "high": 36.15, "low": 36.11, "close": 36.11, "amount_yi": 0.02 }, { "time": "09:47", "open": 36.13, "high": 36.13, "low": 36.08, "close": 36.08, "amount_yi": 0.0316 }, { "time": "09:48", "open": 36.08, "high": 36.08, "low": 36.06, "close": 36.06, "amount_yi": 0.0235 }, { "time": "09:49", "open": 36.2, "high": 36.2, "low": 36.16, "close": 36.16, "amount_yi": 0.0276 }, { "time": "09:50", "open": 36.1, "high": 36.1, "low": 36.1, "close": 36.1, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.1, "ts": "2026-07-06T09:50:24", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 36.02, "bid1": 36.1, "ask1": 36.11, "bid_qty1": 100, "ask_qty1": 46 }, "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 17.8703, "price_vs_vwap_pct": -0.2255, "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": 0.2605, "prev_amount_yi": 0.3145, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 17.85, "high": 17.86, "low": 17.85, "close": 17.86, "amount_yi": 0.0498 }, { "time": "09:47", "open": 17.85, "high": 17.85, "low": 17.81, "close": 17.81, "amount_yi": 0.0368 }, { "time": "09:48", "open": 17.81, "high": 17.81, "low": 17.81, "close": 17.81, "amount_yi": 0.0569 }, { "time": "09:49", "open": 17.81, "high": 17.82, "low": 17.81, "close": 17.82, "amount_yi": 0.0897 }, { "time": "09:50", "open": 17.83, "high": 17.83, "low": 17.83, "close": 17.83, "amount_yi": 0.0273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.83, "ts": "2026-07-06T09:50:24", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.77, "bid1": 17.81, "ask1": 17.83, "bid_qty1": 157, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 18.1549, "price_vs_vwap_pct": -1.6244, "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": 0.3361, "prev_amount_yi": 0.5125, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 18.0, "high": 18.0, "low": 17.98, "close": 17.98, "amount_yi": 0.0535 }, { "time": "09:47", "open": 17.94, "high": 17.94, "low": 17.93, "close": 17.93, "amount_yi": 0.0545 }, { "time": "09:48", "open": 17.86, "high": 17.87, "low": 17.86, "close": 17.87, "amount_yi": 0.1512 }, { "time": "09:49", "open": 17.88, "high": 17.88, "low": 17.88, "close": 17.88, "amount_yi": 0.0486 }, { "time": "09:50", "open": 17.86, "high": 17.86, "low": 17.86, "close": 17.86, "amount_yi": 0.0283 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.86, "ts": "2026-07-06T09:50:24", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.83, "bid1": 17.85, "ask1": 17.86, "bid_qty1": 195, "ask_qty1": 61 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 200, "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": 6.3877, "price_vs_vwap_pct": 0.1926, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1761, "prev_amount_yi": 0.1292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.363, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 6.42, "high": 6.42, "low": 6.41, "close": 6.41, "amount_yi": 0.0458 }, { "time": "09:47", "open": 6.42, "high": 6.43, "low": 6.42, "close": 6.43, "amount_yi": 0.0509 }, { "time": "09:48", "open": 6.4, "high": 6.41, "low": 6.4, "close": 6.41, "amount_yi": 0.0429 }, { "time": "09:49", "open": 6.41, "high": 6.41, "low": 6.41, "close": 6.41, "amount_yi": 0.0263 }, { "time": "09:50", "open": 6.4, "high": 6.4, "low": 6.4, "close": 6.4, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.4, "ts": "2026-07-06T09:50:24", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.27, "bid1": 6.4, "ask1": 6.41, "bid_qty1": 1615, "ask_qty1": 1456 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 7.6355, "price_vs_vwap_pct": -0.8578, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0472, "prev_amount_yi": 0.0429, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 7.58, "high": 7.58, "low": 7.57, "close": 7.57, "amount_yi": 0.0094 }, { "time": "09:47", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0081 }, { "time": "09:48", "open": 7.55, "high": 7.57, "low": 7.55, "close": 7.57, "amount_yi": 0.0153 }, { "time": "09:49", "open": 7.59, "high": 7.59, "low": 7.58, "close": 7.58, "amount_yi": 0.0078 }, { "time": "09:50", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.57, "ts": "2026-07-06T09:50:24", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.55, "bid1": 7.57, "ask1": 7.58, "bid_qty1": 276, "ask_qty1": 192 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 8.2294, "price_vs_vwap_pct": 0.7364, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.194, "prev_amount_yi": 0.2821, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6877, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 8.26, "high": 8.29, "low": 8.26, "close": 8.29, "amount_yi": 0.0486 }, { "time": "09:47", "open": 8.33, "high": 8.33, "low": 8.32, "close": 8.32, "amount_yi": 0.0234 }, { "time": "09:48", "open": 8.34, "high": 8.38, "low": 8.34, "close": 8.38, "amount_yi": 0.0659 }, { "time": "09:49", "open": 8.37, "high": 8.37, "low": 8.33, "close": 8.33, "amount_yi": 0.0365 }, { "time": "09:50", "open": 8.29, "high": 8.29, "low": 8.29, "close": 8.29, "amount_yi": 0.0196 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.29, "ts": "2026-07-06T09:50:24", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.27, "ask1": 8.29, "bid_qty1": 395, "ask_qty1": 147 }, "previous_state": "NEAR_TRIGGER", "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": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.69, "exec_low": 12.86, "exec_high": 12.92, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 100, "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": 12.92, "entry_zone_low": 12.5, "entry_zone_high": 12.88, "entry_risk_pct": 4.6476, "intraday_vwap": 12.8581, "price_vs_vwap_pct": 0.4036, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.149, "prev_amount_yi": 0.2351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6338, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.06, "high": 13.06, "low": 13.02, "close": 13.02, "amount_yi": 0.053 }, { "time": "09:47", "open": 13.03, "high": 13.03, "low": 13.01, "close": 13.01, "amount_yi": 0.0238 }, { "time": "09:48", "open": 12.93, "high": 12.93, "low": 12.92, "close": 12.92, "amount_yi": 0.0335 }, { "time": "09:49", "open": 12.91, "high": 12.92, "low": 12.91, "close": 12.92, "amount_yi": 0.0297 }, { "time": "09:50", "open": 12.91, "high": 12.91, "low": 12.91, "close": 12.91, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.91, "ts": "2026-07-06T09:50:24", "prev_close": 12.55, "open": 12.5, "high": 13.07, "low": 12.4, "bid1": 12.9, "ask1": 12.91, "bid_qty1": 311, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 13.4251, "price_vs_vwap_pct": -1.5277, "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": 0.49, "prev_amount_yi": 0.944, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5191, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.21, "high": 13.21, "low": 13.2, "close": 13.2, "amount_yi": 0.1499 }, { "time": "09:47", "open": 13.21, "high": 13.21, "low": 13.21, "close": 13.21, "amount_yi": 0.075 }, { "time": "09:48", "open": 13.14, "high": 13.2, "low": 13.14, "close": 13.2, "amount_yi": 0.1324 }, { "time": "09:49", "open": 13.22, "high": 13.22, "low": 13.2, "close": 13.2, "amount_yi": 0.0969 }, { "time": "09:50", "open": 13.22, "high": 13.22, "low": 13.22, "close": 13.22, "amount_yi": 0.0358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.22, "ts": "2026-07-06T09:50:24", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 13.13, "bid1": 13.21, "ask1": 13.22, "bid_qty1": 19, "ask_qty1": 29 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 14.8758, "price_vs_vwap_pct": -1.1818, "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": 0.4668, "prev_amount_yi": 1.1474, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4068, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 14.72, "high": 14.75, "low": 14.72, "close": 14.75, "amount_yi": 0.0999 }, { "time": "09:47", "open": 14.72, "high": 14.72, "low": 14.67, "close": 14.67, "amount_yi": 0.1171 }, { "time": "09:48", "open": 14.65, "high": 14.7, "low": 14.65, "close": 14.7, "amount_yi": 0.0837 }, { "time": "09:49", "open": 14.66, "high": 14.67, "low": 14.66, "close": 14.67, "amount_yi": 0.1339 }, { "time": "09:50", "open": 14.7, "high": 14.7, "low": 14.7, "close": 14.7, "amount_yi": 0.0322 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.7, "ts": "2026-07-06T09:50:25", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 14.51, "bid1": 14.69, "ask1": 14.7, "bid_qty1": 46, "ask_qty1": 84 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 39.4327, "price_vs_vwap_pct": -1.2748, "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": 0.5964, "prev_amount_yi": 0.6008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 39.21, "high": 39.21, "low": 39.09, "close": 39.09, "amount_yi": 0.1371 }, { "time": "09:47", "open": 39.09, "high": 39.09, "low": 39.04, "close": 39.04, "amount_yi": 0.1714 }, { "time": "09:48", "open": 38.95, "high": 39.0, "low": 38.95, "close": 39.0, "amount_yi": 0.1636 }, { "time": "09:49", "open": 39.05, "high": 39.05, "low": 38.93, "close": 38.93, "amount_yi": 0.0854 }, { "time": "09:50", "open": 38.93, "high": 38.93, "low": 38.93, "close": 38.93, "amount_yi": 0.0389 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.93, "ts": "2026-07-06T09:50:24", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 38.9, "bid1": 38.91, "ask1": 38.93, "bid_qty1": 54, "ask_qty1": 1 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 11.1989, "price_vs_vwap_pct": -0.7938, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2295, "prev_amount_yi": 0.225, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.02, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.15, "high": 11.15, "low": 11.14, "close": 11.14, "amount_yi": 0.0327 }, { "time": "09:47", "open": 11.15, "high": 11.16, "low": 11.15, "close": 11.16, "amount_yi": 0.048 }, { "time": "09:48", "open": 11.12, "high": 11.12, "low": 11.12, "close": 11.12, "amount_yi": 0.0984 }, { "time": "09:49", "open": 11.13, "high": 11.13, "low": 11.12, "close": 11.12, "amount_yi": 0.0364 }, { "time": "09:50", "open": 11.11, "high": 11.11, "low": 11.11, "close": 11.11, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.11, "ts": "2026-07-06T09:50:26", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 11.11, "bid1": 11.11, "ask1": 11.12, "bid_qty1": 211, "ask_qty1": 913 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 200, "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": 3.8905, "intraday_vwap": 6.8306, "price_vs_vwap_pct": 1.6016, "energy_floor_hint_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": 0.0273, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.8, "high": 6.8, "low": 6.78, "close": 6.78, "amount_yi": 0.0055 }, { "time": "09:47", "open": 6.82, "high": 6.85, "low": 6.82, "close": 6.85, "amount_yi": 0.0098 }, { "time": "09:48", "open": 6.86, "high": 6.9, "low": 6.86, "close": 6.9, "amount_yi": 0.0077 }, { "time": "09:49", "open": 6.91, "high": 6.91, "low": 6.91, "close": 6.91, "amount_yi": 0.0051 }, { "time": "09:50", "open": 6.94, "high": 6.94, "low": 6.94, "close": 6.94, "amount_yi": 0.006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.94, "ts": "2026-07-06T09:50:24", "prev_close": 6.77, "open": 6.77, "high": 6.95, "low": 6.74, "bid1": 6.93, "ask1": 6.94, "bid_qty1": 63, "ask_qty1": 16 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 6.9905, "price_vs_vwap_pct": -0.0072, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0512, "prev_amount_yi": 0.0967, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0092 }, { "time": "09:47", "open": 6.96, "high": 6.97, "low": 6.96, "close": 6.97, "amount_yi": 0.0064 }, { "time": "09:48", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0125 }, { "time": "09:49", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0218 }, { "time": "09:50", "open": 6.99, "high": 6.99, "low": 6.99, "close": 6.99, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.99, "ts": "2026-07-06T09:50:24", "prev_close": 6.95, "open": 7.0, "high": 7.05, "low": 6.95, "bid1": 6.99, "ask1": 7.0, "bid_qty1": 284, "ask_qty1": 506 }, "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 23.4493, "price_vs_vwap_pct": -0.9352, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2384, "prev_amount_yi": 0.2897, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 23.19, "high": 23.19, "low": 23.14, "close": 23.14, "amount_yi": 0.0612 }, { "time": "09:47", "open": 23.28, "high": 23.28, "low": 23.17, "close": 23.17, "amount_yi": 0.0625 }, { "time": "09:48", "open": 23.15, "high": 23.15, "low": 23.13, "close": 23.13, "amount_yi": 0.053 }, { "time": "09:49", "open": 23.2, "high": 23.23, "low": 23.2, "close": 23.23, "amount_yi": 0.0313 }, { "time": "09:50", "open": 23.23, "high": 23.23, "low": 23.23, "close": 23.23, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.23, "ts": "2026-07-06T09:50:26", "prev_close": 22.58, "open": 23.16, "high": 24.11, "low": 23.1, "bid1": 23.22, "ask1": 23.23, "bid_qty1": 4, "ask_qty1": 25 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 16.4474, "price_vs_vwap_pct": -1.3218, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1215, "prev_amount_yi": 0.1267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.959, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 16.25, "high": 16.25, "low": 16.21, "close": 16.21, "amount_yi": 0.0464 }, { "time": "09:47", "open": 16.23, "high": 16.23, "low": 16.2, "close": 16.2, "amount_yi": 0.027 }, { "time": "09:48", "open": 16.16, "high": 16.19, "low": 16.16, "close": 16.19, "amount_yi": 0.0205 }, { "time": "09:49", "open": 16.25, "high": 16.25, "low": 16.21, "close": 16.21, "amount_yi": 0.0195 }, { "time": "09:50", "open": 16.23, "high": 16.23, "low": 16.23, "close": 16.23, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.23, "ts": "2026-07-06T09:50:24", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 16.16, "bid1": 16.21, "ask1": 16.23, "bid_qty1": 317, "ask_qty1": 21 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 16.26, "price_vs_vwap_pct": -1.4145, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0653, "prev_amount_yi": 0.0964, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 16.14, "high": 16.14, "low": 16.13, "close": 16.13, "amount_yi": 0.0195 }, { "time": "09:47", "open": 16.1, "high": 16.1, "low": 16.08, "close": 16.08, "amount_yi": 0.0126 }, { "time": "09:48", "open": 16.06, "high": 16.07, "low": 16.06, "close": 16.07, "amount_yi": 0.0105 }, { "time": "09:49", "open": 16.12, "high": 16.12, "low": 16.07, "close": 16.07, "amount_yi": 0.0129 }, { "time": "09:50", "open": 16.03, "high": 16.03, "low": 16.03, "close": 16.03, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.03, "ts": "2026-07-06T09:50:26", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 16.03, "bid1": 16.03, "ask1": 16.04, "bid_qty1": 31, "ask_qty1": 49 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 20.8859, "price_vs_vwap_pct": -0.6507, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2059, "prev_amount_yi": 0.3143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 20.79, "high": 20.79, "low": 20.78, "close": 20.78, "amount_yi": 0.0532 }, { "time": "09:47", "open": 20.75, "high": 20.76, "low": 20.75, "close": 20.76, "amount_yi": 0.0547 }, { "time": "09:48", "open": 20.74, "high": 20.74, "low": 20.73, "close": 20.73, "amount_yi": 0.0469 }, { "time": "09:49", "open": 20.77, "high": 20.78, "low": 20.77, "close": 20.78, "amount_yi": 0.0294 }, { "time": "09:50", "open": 20.75, "high": 20.75, "low": 20.75, "close": 20.75, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.75, "ts": "2026-07-06T09:50:24", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.73, "bid1": 20.75, "ask1": 20.76, "bid_qty1": 366, "ask_qty1": 6 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 100, "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": 11.2868, "price_vs_vwap_pct": -0.5032, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1566, "prev_amount_yi": 0.2043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0398 }, { "time": "09:47", "open": 11.53, "high": 11.55, "low": 11.53, "close": 11.55, "amount_yi": 0.0665 }, { "time": "09:48", "open": 11.42, "high": 11.42, "low": 11.4, "close": 11.4, "amount_yi": 0.018 }, { "time": "09:49", "open": 11.3, "high": 11.3, "low": 11.27, "close": 11.27, "amount_yi": 0.0154 }, { "time": "09:50", "open": 11.23, "high": 11.23, "low": 11.23, "close": 11.23, "amount_yi": 0.0169 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.23, "ts": "2026-07-06T09:50:24", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 11.23, "ask1": 11.24, "bid_qty1": 260, "ask_qty1": 182 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 26.2386, "price_vs_vwap_pct": -0.8712, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.061, "prev_amount_yi": 0.0766, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7963, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 26.09, "high": 26.09, "low": 26.05, "close": 26.05, "amount_yi": 0.028 }, { "time": "09:47", "open": 26.07, "high": 26.07, "low": 26.05, "close": 26.05, "amount_yi": 0.0083 }, { "time": "09:48", "open": 26.05, "high": 26.05, "low": 26.05, "close": 26.05, "amount_yi": 0.0113 }, { "time": "09:49", "open": 26.07, "high": 26.07, "low": 26.05, "close": 26.05, "amount_yi": 0.006 }, { "time": "09:50", "open": 26.01, "high": 26.01, "low": 26.01, "close": 26.01, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.01, "ts": "2026-07-06T09:50:25", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 26.01, "bid1": 26.01, "ask1": 26.02, "bid_qty1": 270, "ask_qty1": 62 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 15.5079, "price_vs_vwap_pct": -0.0509, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0092, "prev_amount_yi": 0.0107, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 15.5, "high": 15.5, "low": 15.47, "close": 15.47, "amount_yi": 0.0019 }, { "time": "09:47", "open": 15.45, "high": 15.47, "low": 15.45, "close": 15.47, "amount_yi": 0.0038 }, { "time": "09:48", "open": 15.47, "high": 15.49, "low": 15.47, "close": 15.49, "amount_yi": 0.0015 }, { "time": "09:49", "open": 15.51, "high": 15.51, "low": 15.5, "close": 15.5, "amount_yi": 0.0018 }, { "time": "09:50", "open": 15.5, "high": 15.5, "low": 15.5, "close": 15.5, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.5, "ts": "2026-07-06T09:50:26", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.41, "bid1": 15.5, "ask1": 15.53, "bid_qty1": 11, "ask_qty1": 3 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 17.651, "price_vs_vwap_pct": -1.3087, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.21, "prev_amount_yi": 0.2609, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8049, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 17.45, "high": 17.45, "low": 17.43, "close": 17.43, "amount_yi": 0.033 }, { "time": "09:47", "open": 17.41, "high": 17.43, "low": 17.41, "close": 17.43, "amount_yi": 0.0805 }, { "time": "09:48", "open": 17.37, "high": 17.42, "low": 17.37, "close": 17.42, "amount_yi": 0.0486 }, { "time": "09:49", "open": 17.47, "high": 17.47, "low": 17.41, "close": 17.41, "amount_yi": 0.0353 }, { "time": "09:50", "open": 17.42, "high": 17.42, "low": 17.42, "close": 17.42, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.42, "ts": "2026-07-06T09:50:24", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 17.37, "bid1": 17.41, "ask1": 17.42, "bid_qty1": 104, "ask_qty1": 346 }, "previous_state": "CANCELLED", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 22.6634, "price_vs_vwap_pct": -2.6624, "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": 1.9756, "prev_amount_yi": 2.7235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 22.18, "high": 22.18, "low": 22.16, "close": 22.16, "amount_yi": 0.4612 }, { "time": "09:47", "open": 22.19, "high": 22.19, "low": 22.13, "close": 22.13, "amount_yi": 0.5168 }, { "time": "09:48", "open": 22.05, "high": 22.08, "low": 22.05, "close": 22.08, "amount_yi": 0.4998 }, { "time": "09:49", "open": 22.15, "high": 22.15, "low": 22.07, "close": 22.07, "amount_yi": 0.3659 }, { "time": "09:50", "open": 22.06, "high": 22.06, "low": 22.06, "close": 22.06, "amount_yi": 0.1319 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.06, "ts": "2026-07-06T09:50:25", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 22.02, "bid1": 22.05, "ask1": 22.06, "bid_qty1": 173, "ask_qty1": 494 }, "previous_state": "OBSERVE", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_ratio_too_low", "qty": 0, "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": 3.4302, "intraday_vwap": 67.1384, "price_vs_vwap_pct": -0.5934, "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": 0.2861, "prev_amount_yi": 0.4002, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7149, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 67.5, "high": 67.5, "low": 67.41, "close": 67.41, "amount_yi": 0.0576 }, { "time": "09:47", "open": 67.28, "high": 67.3, "low": 67.28, "close": 67.3, "amount_yi": 0.0909 }, { "time": "09:48", "open": 66.98, "high": 66.98, "low": 66.52, "close": 66.52, "amount_yi": 0.0389 }, { "time": "09:49", "open": 66.53, "high": 66.74, "low": 66.53, "close": 66.74, "amount_yi": 0.0698 }, { "time": "09:50", "open": 66.74, "high": 66.74, "low": 66.74, "close": 66.74, "amount_yi": 0.0289 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 66.74, "ts": "2026-07-06T09:50:24", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 66.0, "bid1": 66.75, "ask1": 66.76, "bid_qty1": 1, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 0, "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": 35.7646, "price_vs_vwap_pct": 2.2519, "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": 2.0253, "prev_amount_yi": 2.3327, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 36.54, "high": 36.55, "low": 36.54, "close": 36.55, "amount_yi": 0.6671 }, { "time": "09:47", "open": 36.69, "high": 36.69, "low": 36.59, "close": 36.59, "amount_yi": 0.6639 }, { "time": "09:48", "open": 36.45, "high": 36.58, "low": 36.45, "close": 36.58, "amount_yi": 0.3377 }, { "time": "09:49", "open": 36.56, "high": 36.62, "low": 36.56, "close": 36.62, "amount_yi": 0.227 }, { "time": "09:50", "open": 36.57, "high": 36.57, "low": 36.57, "close": 36.57, "amount_yi": 0.1296 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.57, "ts": "2026-07-06T09:50:24", "prev_close": 33.59, "open": 33.6, "high": 36.78, "low": 33.6, "bid1": 36.53, "ask1": 36.55, "bid_qty1": 2, "ask_qty1": 500 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 9.4044, "price_vs_vwap_pct": 0.0595, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0391, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 9.38, "high": 9.38, "low": 9.37, "close": 9.37, "amount_yi": 0.0025 }, { "time": "09:47", "open": 9.37, "high": 9.4, "low": 9.37, "close": 9.4, "amount_yi": 0.0097 }, { "time": "09:48", "open": 9.39, "high": 9.39, "low": 9.39, "close": 9.39, "amount_yi": 0.0102 }, { "time": "09:49", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0081 }, { "time": "09:50", "open": 9.41, "high": 9.41, "low": 9.41, "close": 9.41, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.41, "ts": "2026-07-06T09:50:24", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.4, "ask1": 9.42, "bid_qty1": 238, "ask_qty1": 126 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 32.3937, "price_vs_vwap_pct": -1.2154, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.232, "prev_amount_yi": 0.2814, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 32.09, "high": 32.09, "low": 32.04, "close": 32.04, "amount_yi": 0.0431 }, { "time": "09:47", "open": 32.04, "high": 32.04, "low": 32.02, "close": 32.02, "amount_yi": 0.054 }, { "time": "09:48", "open": 31.96, "high": 32.05, "low": 31.96, "close": 32.05, "amount_yi": 0.1031 }, { "time": "09:49", "open": 32.11, "high": 32.11, "low": 32.02, "close": 32.02, "amount_yi": 0.0225 }, { "time": "09:50", "open": 32.0, "high": 32.0, "low": 32.0, "close": 32.0, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.0, "ts": "2026-07-06T09:50:24", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 31.96, "bid1": 32.0, "ask1": 32.01, "bid_qty1": 94, "ask_qty1": 8 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 87.1875, "price_vs_vwap_pct": -1.6946, "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": 2.1026, "prev_amount_yi": 2.7315, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 85.87, "high": 85.87, "low": 85.65, "close": 85.65, "amount_yi": 0.3437 }, { "time": "09:47", "open": 85.87, "high": 85.87, "low": 85.75, "close": 85.75, "amount_yi": 0.4554 }, { "time": "09:48", "open": 85.51, "high": 85.72, "low": 85.51, "close": 85.72, "amount_yi": 0.8294 }, { "time": "09:49", "open": 86.2, "high": 86.2, "low": 85.62, "close": 85.62, "amount_yi": 0.278 }, { "time": "09:50", "open": 85.71, "high": 85.71, "low": 85.71, "close": 85.71, "amount_yi": 0.1961 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 85.71, "ts": "2026-07-06T09:50:26", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 85.3, "bid1": 85.68, "ask1": 85.71, "bid_qty1": 10, "ask_qty1": 9 }, "previous_state": "CANCELLED", "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "position_sizing_entry_risk_reduced", "qty": 0, "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": 22.9523, "price_vs_vwap_pct": -0.8814, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6441, "prev_amount_yi": 0.5922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0876, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 22.8, "high": 22.8, "low": 22.73, "close": 22.73, "amount_yi": 0.1468 }, { "time": "09:47", "open": 22.74, "high": 22.76, "low": 22.74, "close": 22.76, "amount_yi": 0.1042 }, { "time": "09:48", "open": 22.62, "high": 22.7, "low": 22.62, "close": 22.7, "amount_yi": 0.2445 }, { "time": "09:49", "open": 22.76, "high": 22.76, "low": 22.72, "close": 22.72, "amount_yi": 0.0859 }, { "time": "09:50", "open": 22.75, "high": 22.75, "low": 22.75, "close": 22.75, "amount_yi": 0.0627 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.75, "ts": "2026-07-06T09:50:24", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.58, "bid1": 22.73, "ask1": 22.76, "bid_qty1": 6, "ask_qty1": 58 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 0, "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": 46.615, "price_vs_vwap_pct": -0.8045, "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": 0.8823, "prev_amount_yi": 1.714, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5148, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 46.31, "high": 46.39, "low": 46.31, "close": 46.39, "amount_yi": 0.1916 }, { "time": "09:47", "open": 46.33, "high": 46.33, "low": 46.21, "close": 46.21, "amount_yi": 0.1888 }, { "time": "09:48", "open": 46.05, "high": 46.05, "low": 46.05, "close": 46.05, "amount_yi": 0.2479 }, { "time": "09:49", "open": 46.25, "high": 46.25, "low": 46.21, "close": 46.21, "amount_yi": 0.1909 }, { "time": "09:50", "open": 46.24, "high": 46.24, "low": 46.24, "close": 46.24, "amount_yi": 0.0631 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 9248.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 46.24, "ts": "2026-07-06T09:50:25", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 45.46, "bid1": 46.24, "ask1": 46.26, "bid_qty1": 11, "ask_qty1": 7 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 200, "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": 7.1421, "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": 0.0417, "prev_amount_yi": 0.0426, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 7.13, "high": 7.13, "low": 7.1, "close": 7.1, "amount_yi": 0.0038 }, { "time": "09:47", "open": 7.08, "high": 7.08, "low": 7.07, "close": 7.07, "amount_yi": 0.0231 }, { "time": "09:48", "open": 7.08, "high": 7.09, "low": 7.08, "close": 7.09, "amount_yi": 0.009 }, { "time": "09:49", "open": 7.09, "high": 7.09, "low": 7.08, "close": 7.08, "amount_yi": 0.003 }, { "time": "09:50", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.07, "ts": "2026-07-06T09:50:24", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 7.07, "bid1": 7.07, "ask1": 7.08, "bid_qty1": 546, "ask_qty1": 72 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 9.6304, "price_vs_vwap_pct": -0.5233, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.056, "prev_amount_yi": 0.0393, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4249, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 9.62, "high": 9.62, "low": 9.61, "close": 9.61, "amount_yi": 0.0113 }, { "time": "09:47", "open": 9.56, "high": 9.59, "low": 9.56, "close": 9.59, "amount_yi": 0.0214 }, { "time": "09:48", "open": 9.58, "high": 9.58, "low": 9.58, "close": 9.58, "amount_yi": 0.0091 }, { "time": "09:49", "open": 9.59, "high": 9.59, "low": 9.57, "close": 9.57, "amount_yi": 0.007 }, { "time": "09:50", "open": 9.58, "high": 9.58, "low": 9.58, "close": 9.58, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.58, "ts": "2026-07-06T09:50:24", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.56, "bid1": 9.57, "ask1": 9.58, "bid_qty1": 147, "ask_qty1": 387 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 62.9231, "price_vs_vwap_pct": 0.2811, "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": 1.6722, "prev_amount_yi": 2.2917, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7297, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 62.94, "high": 62.94, "low": 62.88, "close": 62.88, "amount_yi": 0.2941 }, { "time": "09:47", "open": 62.9, "high": 62.9, "low": 62.74, "close": 62.74, "amount_yi": 0.3835 }, { "time": "09:48", "open": 62.84, "high": 62.92, "low": 62.84, "close": 62.92, "amount_yi": 0.4139 }, { "time": "09:49", "open": 62.98, "high": 63.09, "low": 62.98, "close": 63.09, "amount_yi": 0.356 }, { "time": "09:50", "open": 63.1, "high": 63.1, "low": 63.1, "close": 63.1, "amount_yi": 0.2247 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 63.1, "ts": "2026-07-06T09:50:25", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 62.0, "bid1": 63.06, "ask1": 63.1, "bid_qty1": 2, "ask_qty1": 37 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 200, "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": 6.7783, "price_vs_vwap_pct": -0.7126, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0805, "prev_amount_yi": 0.2389, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.337, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 6.75, "high": 6.75, "low": 6.74, "close": 6.74, "amount_yi": 0.0241 }, { "time": "09:47", "open": 6.73, "high": 6.73, "low": 6.73, "close": 6.73, "amount_yi": 0.0153 }, { "time": "09:48", "open": 6.73, "high": 6.74, "low": 6.73, "close": 6.74, "amount_yi": 0.0163 }, { "time": "09:49", "open": 6.74, "high": 6.74, "low": 6.73, "close": 6.73, "amount_yi": 0.0207 }, { "time": "09:50", "open": 6.73, "high": 6.73, "low": 6.73, "close": 6.73, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.73, "ts": "2026-07-06T09:50:24", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.7, "bid1": 6.73, "ask1": 6.74, "bid_qty1": 95, "ask_qty1": 191 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 14.8847, "price_vs_vwap_pct": -0.7706, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0581, "prev_amount_yi": 0.0443, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3115, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 14.74, "high": 14.76, "low": 14.74, "close": 14.76, "amount_yi": 0.0093 }, { "time": "09:47", "open": 14.72, "high": 14.74, "low": 14.72, "close": 14.74, "amount_yi": 0.0242 }, { "time": "09:48", "open": 14.72, "high": 14.74, "low": 14.72, "close": 14.74, "amount_yi": 0.0162 }, { "time": "09:49", "open": 14.71, "high": 14.71, "low": 14.71, "close": 14.71, "amount_yi": 0.0046 }, { "time": "09:50", "open": 14.77, "high": 14.77, "low": 14.77, "close": 14.77, "amount_yi": 0.0038 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.77, "ts": "2026-07-06T09:50:24", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 14.76, "ask1": 14.77, "bid_qty1": 61, "ask_qty1": 3 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 10.3543, "price_vs_vwap_pct": 2.2763, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1773, "prev_amount_yi": 0.321, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5523, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 10.57, "high": 10.57, "low": 10.54, "close": 10.54, "amount_yi": 0.0406 }, { "time": "09:47", "open": 10.57, "high": 10.57, "low": 10.53, "close": 10.53, "amount_yi": 0.0397 }, { "time": "09:48", "open": 10.53, "high": 10.56, "low": 10.53, "close": 10.56, "amount_yi": 0.0325 }, { "time": "09:49", "open": 10.53, "high": 10.53, "low": 10.51, "close": 10.51, "amount_yi": 0.0299 }, { "time": "09:50", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.0346 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.59, "ts": "2026-07-06T09:50:24", "prev_close": 10.24, "open": 10.17, "high": 10.6, "low": 9.91, "bid1": 10.59, "ask1": 10.6, "bid_qty1": 82, "ask_qty1": 546 }, "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": "2026-07-06T09:50:27", "sim_reason": "signal_contract_missing_price_fields", "qty": 0, "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": 54.176, "price_vs_vwap_pct": 5.3603, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.656, "prev_amount_yi": 3.1426, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1634, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "09:46", "open": 55.22, "high": 55.43, "low": 55.22, "close": 55.43, "amount_yi": 0.561 }, { "time": "09:47", "open": 55.77, "high": 56.0, "low": 55.77, "close": 56.0, "amount_yi": 0.781 }, { "time": "09:48", "open": 55.9, "high": 56.7, "low": 55.9, "close": 56.7, "amount_yi": 0.6295 }, { "time": "09:49", "open": 56.93, "high": 56.93, "low": 56.8, "close": 56.8, "amount_yi": 1.1076 }, { "time": "09:50", "open": 57.08, "high": 57.08, "low": 57.08, "close": 57.08, "amount_yi": 0.5769 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 57.08, "ts": "2026-07-06T09:50:24", "prev_close": 51.96, "open": 51.82, "high": 57.16, "low": 51.66, "bid1": 57.05, "ask1": 57.08, "bid_qty1": 31, "ask_qty1": 9 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 100, "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": 14.685, "price_vs_vwap_pct": 0.3745, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0194, "prev_amount_yi": 0.0138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4058, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 14.71, "high": 14.71, "low": 14.7, "close": 14.7, "amount_yi": 0.0063 }, { "time": "09:47", "open": 14.75, "high": 14.77, "low": 14.75, "close": 14.77, "amount_yi": 0.0082 }, { "time": "09:48", "open": 14.78, "high": 14.78, "low": 14.75, "close": 14.75, "amount_yi": 0.0027 }, { "time": "09:49", "open": 14.75, "high": 14.76, "low": 14.75, "close": 14.76, "amount_yi": 0.0021 }, { "time": "09:50", "open": 14.74, "high": 14.74, "low": 14.74, "close": 14.74, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.74, "ts": "2026-07-06T09:50:24", "prev_close": 14.71, "open": 14.66, "high": 14.86, "low": 14.4, "bid1": 14.73, "ask1": 14.74, "bid_qty1": 2, "ask_qty1": 5 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 0, "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": 16.855, "price_vs_vwap_pct": 0.3263, "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": 0.5577, "prev_amount_yi": 0.8808, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 16.96, "high": 16.96, "low": 16.94, "close": 16.94, "amount_yi": 0.1118 }, { "time": "09:47", "open": 16.92, "high": 16.92, "low": 16.86, "close": 16.86, "amount_yi": 0.1276 }, { "time": "09:48", "open": 16.87, "high": 16.87, "low": 16.83, "close": 16.83, "amount_yi": 0.1362 }, { "time": "09:49", "open": 16.91, "high": 16.92, "low": 16.91, "close": 16.92, "amount_yi": 0.116 }, { "time": "09:50", "open": 16.91, "high": 16.91, "low": 16.91, "close": 16.91, "amount_yi": 0.0661 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.91, "ts": "2026-07-06T09:50:24", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.6, "bid1": 16.9, "ask1": 16.93, "bid_qty1": 4, "ask_qty1": 19 }, "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": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 13.7667, "price_vs_vwap_pct": 0.823, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2081, "prev_amount_yi": 0.1937, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0743, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 13.79, "high": 13.84, "low": 13.79, "close": 13.84, "amount_yi": 0.0531 }, { "time": "09:47", "open": 13.82, "high": 13.83, "low": 13.82, "close": 13.83, "amount_yi": 0.0323 }, { "time": "09:48", "open": 13.79, "high": 13.86, "low": 13.79, "close": 13.86, "amount_yi": 0.035 }, { "time": "09:49", "open": 13.89, "high": 13.9, "low": 13.89, "close": 13.9, "amount_yi": 0.0652 }, { "time": "09:50", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.0225 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.88, "ts": "2026-07-06T09:50:24", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.58, "bid1": 13.88, "ask1": 13.89, "bid_qty1": 60, "ask_qty1": 38 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 0, "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": 18.8042, "price_vs_vwap_pct": -0.8732, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0621, "prev_amount_yi": 0.1466, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4236, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 18.63, "high": 18.63, "low": 18.62, "close": 18.62, "amount_yi": 0.0135 }, { "time": "09:47", "open": 18.62, "high": 18.62, "low": 18.61, "close": 18.61, "amount_yi": 0.0083 }, { "time": "09:48", "open": 18.58, "high": 18.58, "low": 18.56, "close": 18.56, "amount_yi": 0.0167 }, { "time": "09:49", "open": 18.65, "high": 18.65, "low": 18.64, "close": 18.64, "amount_yi": 0.0169 }, { "time": "09:50", "open": 18.64, "high": 18.64, "low": 18.64, "close": 18.64, "amount_yi": 0.0067 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.64, "ts": "2026-07-06T09:50:24", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.64, "ask1": 18.67, "bid_qty1": 20, "ask_qty1": 36 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 9.7088, "price_vs_vwap_pct": -0.0906, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9123, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.0037 }, { "time": "09:47", "open": 9.7, "high": 9.72, "low": 9.7, "close": 9.72, "amount_yi": 0.0033 }, { "time": "09:48", "open": 9.7, "high": 9.72, "low": 9.7, "close": 9.72, "amount_yi": 0.0014 }, { "time": "09:49", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0015 }, { "time": "09:50", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.7, "ts": "2026-07-06T09:50:25", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.62, "bid1": 9.7, "ask1": 9.71, "bid_qty1": 8, "ask_qty1": 54 }, "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": "2026-07-06T09:50:27", "sim_reason": "waiting_trigger", "qty": 100, "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": 10.3143, "price_vs_vwap_pct": -0.2356, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0553, "prev_amount_yi": 0.0924, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 10.32, "high": 10.32, "low": 10.31, "close": 10.31, "amount_yi": 0.011 }, { "time": "09:47", "open": 10.31, "high": 10.32, "low": 10.31, "close": 10.32, "amount_yi": 0.0134 }, { "time": "09:48", "open": 10.28, "high": 10.29, "low": 10.28, "close": 10.29, "amount_yi": 0.0172 }, { "time": "09:49", "open": 10.3, "high": 10.3, "low": 10.29, "close": 10.29, "amount_yi": 0.009 }, { "time": "09:50", "open": 10.29, "high": 10.29, "low": 10.29, "close": 10.29, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.29, "ts": "2026-07-06T09:50:24", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.22, "bid1": 10.28, "ask1": 10.29, "bid_qty1": 98, "ask_qty1": 118 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 11.9626, "price_vs_vwap_pct": -0.2725, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0563, "prev_amount_yi": 0.0913, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6166, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 11.99, "high": 11.99, "low": 11.99, "close": 11.99, "amount_yi": 0.0139 }, { "time": "09:47", "open": 11.96, "high": 11.96, "low": 11.94, "close": 11.94, "amount_yi": 0.006 }, { "time": "09:48", "open": 11.91, "high": 11.92, "low": 11.91, "close": 11.92, "amount_yi": 0.0175 }, { "time": "09:49", "open": 11.93, "high": 11.93, "low": 11.93, "close": 11.93, "amount_yi": 0.015 }, { "time": "09:50", "open": 11.93, "high": 11.93, "low": 11.93, "close": 11.93, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.93, "ts": "2026-07-06T09:50:24", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.84, "bid1": 11.93, "ask1": 11.95, "bid_qty1": 177, "ask_qty1": 140 }, "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": "2026-07-06T09:50:27", "sim_reason": "invalid_price_broken", "qty": 100, "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": 14.7974, "price_vs_vwap_pct": -0.1852, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2155, "prev_amount_yi": 0.1954, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1029, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 14.85, "high": 14.85, "low": 14.82, "close": 14.82, "amount_yi": 0.0164 }, { "time": "09:47", "open": 14.81, "high": 14.82, "low": 14.81, "close": 14.82, "amount_yi": 0.0282 }, { "time": "09:48", "open": 14.8, "high": 14.8, "low": 14.79, "close": 14.79, "amount_yi": 0.0349 }, { "time": "09:49", "open": 14.83, "high": 14.83, "low": 14.76, "close": 14.76, "amount_yi": 0.1271 }, { "time": "09:50", "open": 14.77, "high": 14.77, "low": 14.77, "close": 14.77, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.77, "ts": "2026-07-06T09:50:24", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.68, "bid1": 14.75, "ask1": 14.77, "bid_qty1": 11, "ask_qty1": 27 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 500, "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": 4.0373, "intraday_vwap": 3.2002, "price_vs_vwap_pct": 0.3062, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.17, "prev_amount_yi": 0.213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7981, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "09:46", "open": 3.21, "high": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0967 }, { "time": "09:47", "open": 3.22, "high": 3.22, "low": 3.22, "close": 3.22, "amount_yi": 0.0223 }, { "time": "09:48", "open": 3.22, "high": 3.22, "low": 3.21, "close": 3.21, "amount_yi": 0.0284 }, { "time": "09:49", "open": 3.21, "high": 3.21, "low": 3.21, "close": 3.21, "amount_yi": 0.011 }, { "time": "09:50", "open": 3.21, "high": 3.21, "low": 3.21, "close": 3.21, "amount_yi": 0.0116 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.21, "ts": "2026-07-06T09:50:25", "prev_close": 3.12, "open": 3.12, "high": 3.24, "low": 3.11, "bid1": 3.21, "ask1": 3.22, "bid_qty1": 5444, "ask_qty1": 9235 }, "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": "2026-07-06T09:50:27", "sim_reason": "minute_energy_amount_too_low", "qty": 100, "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": 12.4087, "price_vs_vwap_pct": 0.4134, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1548, "prev_amount_yi": 0.1443, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0728, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 12.47, "high": 12.47, "low": 12.45, "close": 12.45, "amount_yi": 0.0321 }, { "time": "09:47", "open": 12.47, "high": 12.53, "low": 12.47, "close": 12.53, "amount_yi": 0.0515 }, { "time": "09:48", "open": 12.49, "high": 12.49, "low": 12.48, "close": 12.48, "amount_yi": 0.0265 }, { "time": "09:49", "open": 12.47, "high": 12.49, "low": 12.47, "close": 12.49, "amount_yi": 0.031 }, { "time": "09:50", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0137 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43244.92, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.46, "ts": "2026-07-06T09:50:26", "prev_close": 12.28, "open": 12.28, "high": 12.58, "low": 12.18, "bid1": 12.45, "ask1": 12.46, "bid_qty1": 248, "ask_qty1": 1 }, "previous_state": "ACTIONABLE", "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": "NEAR_TRIGGER", "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": "2026-07-06T09:50:27", "sim_reason": "near_trigger", "qty": 300, "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": 5.1121, "price_vs_vwap_pct": 1.1326, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0221, "prev_amount_yi": 0.0267, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8277, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "09:46", "open": 5.15, "high": 5.16, "low": 5.15, "close": 5.16, "amount_yi": 0.0045 }, { "time": "09:47", "open": 5.15, "high": 5.15, "low": 5.15, "close": 5.15, "amount_yi": 0.0055 }, { "time": "09:48", "open": 5.15, "high": 5.17, "low": 5.15, "close": 5.17, "amount_yi": 0.0059 }, { "time": "09:49", "open": 5.18, "high": 5.18, "low": 5.17, "close": 5.17, "amount_yi": 0.0028 }, { "time": "09:50", "open": 5.17, "high": 5.17, "low": 5.17, "close": 5.17, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86489.84, "current_position_value": 0.0, "cash_before_order": 596256.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.17, "ts": "2026-07-06T09:50:24", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.16, "ask1": 5.17, "bid_qty1": 280, "ask_qty1": 116 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 596256.0, "market_value": 484527.06, "total_value": 1080783.06, "unrealized_pnl": 38163.010758321376, "unrealized_pnl_pct_of_initial": 3.8163010758321376, "realized_pnl": 42620.04924167868, "realized_pnl_pct_of_initial": 4.262004924167868, "total_pnl": 80783.06000000006, "total_pnl_pct": 8.078306000000012 }, "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": "2026-07-06T09:50:27", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.750030464023002 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 703, "sellable_qty": 701, "avg_cost": 124.28448712255774, "last_price": 130.02, "market_value": 91404.06000000001, "unrealized_pnl": 4032.0655528419193, "unrealized_pnl_pct": 4.614826041633369, "updated_at": "2026-07-06T09:50:27", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 8.457206944009652 }, { "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": "2026-07-06T09:50:27", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.787039149188738 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 600, "sellable_qty": 600, "avg_cost": 110.65, "last_price": 114.99, "market_value": 68994.0, "unrealized_pnl": 2603.9999999999936, "unrealized_pnl_pct": 3.922277451423395, "updated_at": "2026-07-06T09:50:27", "prev_close": 109.79, "holding_days": 10, "position_pct_of_total": 6.383704792708353 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.61, "market_value": 52654.0, "unrealized_pnl": -363.9999999999972, "unrealized_pnl_pct": -0.6865592817533628, "updated_at": "2026-07-06T09:50:27", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.871838017150268 }, { "symbol": "SHSE.600547", "name": "山东黄金", "quantity": 1100, "sellable_qty": 0, "avg_cost": 26.99, "last_price": 26.78, "market_value": 29458.0, "unrealized_pnl": -230.99999999999704, "unrealized_pnl_pct": -0.7780659503519693, "updated_at": "2026-07-06T09:50:27", "prev_close": 26.08, "holding_days": 0, "position_pct_of_total": 2.7256163693017172 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 46.24, "market_value": 9248.0, "unrealized_pnl": 1257.9999999999998, "unrealized_pnl_pct": 15.74468085106382, "updated_at": "2026-07-06T09:50:27", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.8556758837430335 } ], "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" }, { "amount": 29689.0, "base_exec_high": 27.27, "cash_before_order": 625945.0, "chase_ceiling": 27.27, "current_position_value": 0.0, "decision": "active_plan", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "entry_risk_pct": 4.8166, "entry_zone_high": 26.88, "entry_zone_low": 26.08, "event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY", "exec_high": 27.27, "exec_low": 26.48, "intraday_vwap": 26.5757, "invalid_price": 25.69, "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": 1.2488, "bar_count": 3, "bars": [ { "amount_yi": 0.5143, "close": 27.17, "high": 27.22, "low": 27.17, "open": 27.22, "time": "09:44" }, { "amount_yi": 0.4111, "close": 27.16, "high": 27.16, "low": 27.08, "open": 27.08, "time": "09:45" }, { "amount_yi": 0.3234, "close": 26.99, "high": 27.05, "low": 26.99, "open": 27.05, "time": "09:46" } ], "energy_ratio": 0.7294, "min_samples": 2, "passed": true, "prev_amount_yi": 1.712, "ratio_min": 1.05, "reason": "minute_energy_absolute_amount_confirmed", "template_key": "SECOND_WAVE_BREAK_VWAP", "window_min": 3 }, "name": "山东黄金", "paper_scope": "active", "participation_rate": null, "plan_date": "20260703", "plan_id": "20260703:SHSE.600547:SECOND_WAVE_BREAK_VWAP", "price": 26.99, "price_vs_vwap_pct": 1.5589, "qty": 1100, "quote_ask1": 26.99, "quote_ask_qty1": 206, "quote_bid1": 26.98, "quote_bid_qty1": 137, "quote_high": 27.33, "quote_last": 26.99, "quote_low": 25.55, "quote_open": 25.79, "quote_prev_close": 26.08, "quote_ts": "2026-07-06T09:46:46", "reason": "paper_fill_at_ask1", "side": "BUY", "sim_reason": "trigger_touched", "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "slippage_bps": 192.6, "status": "FILLED", "suggested_position_pct": 12.0, "symbol": "SHSE.600547", "target_amount": 64807.92, "target_position_pct": 6.0, "template_key": "SECOND_WAVE_BREAK_VWAP", "theme": "黄金概念", "trade_date": "20260706", "trigger_price": 26.48, "ts": "2026-07-06T09:46:47", "id": 51 } ], "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": 114.99, "avg_cost": 110.65, "pnl_pct": 3.9223, "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": 0.5954, "active_up_ratio": 0.3636, "active_positive": 4, "active_positive_min": 1, "active_above_vwap": 5, "active_total": 11, "sample_total": 131, "dominant_theme": "黄金概念", "dominant_theme_share": 0.2928, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "黄金概念", "count": 3, "top_symbols": [ "SZSE.002716", "SZSE.000975", "SHSE.600988" ], "top_return_pct": 6.872 }, { "theme": "发电设备", "count": 3, "top_symbols": [ "SHSE.601126", "SZSE.002028", "SZSE.300001" ], "top_return_pct": 6.6897 }, { "theme": "军民融合", "count": 2, "top_symbols": [ "SHSE.600482", "SZSE.300345" ], "top_return_pct": 8.8717 } ], "structural_symbol_whitelist": [ "SHSE.600547", "SZSE.002028" ], "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": 13.77912867274571, "last": 11.23, "vwap": 11.286840084584352, "above_vwap": false, "amount": 150519042.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.853733641262497, "last": 57.08, "vwap": 54.17597832879877, "above_vwap": true, "amount": 1716435851.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 8.87168800238165, "last": 36.57, "vwap": 35.76458271118899, "above_vwap": true, "amount": 744922611.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.872037914691953, "last": 9.02, "vwap": 8.999781529737916, "above_vwap": true, "amount": 1230686825.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.6896551724138, "last": 61.88, "vwap": 61.67550882451901, "above_vwap": true, "amount": 604907223.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 6.543393975544287, "last": 178.62, "vwap": 177.7162177526046, "above_vwap": true, "amount": 859719975.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.41848523748394, "last": 8.29, "vwap": 8.229427666549073, "above_vwap": true, "amount": 207614470.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.048387096774199, "last": 21.04, "vwap": 20.70230835971152, "above_vwap": true, "amount": 1214519552.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.703309692671388, "last": 35.77, "vwap": 35.14790754180121, "above_vwap": true, "amount": 329817420.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.66762728146013, "last": 33.0, "vwap": 32.92277413201899, "above_vwap": true, "amount": 2116131061.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.638283142956046, "last": 30.23, "vwap": 29.921202189175467, "above_vwap": true, "amount": 724939863.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.890071608283341, "last": 53.68, "vwap": 53.04340808137519, "above_vwap": true, "amount": 321225575.0 } ] }, "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": 1, "filled_orders": 7, "filled_official_orders": 3, "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 } }