{ "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": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5038, "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": 0.2898, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "军民融合", "count": 4, "top_symbols": [ "SHSE.600482", "SZSE.300345", "SHSE.600353", "SZSE.300281" ], "top_return_pct": 7.5915 } ], "structural_symbol_whitelist": [ "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 12.462006079027365, "last": 11.1, "vwap": 11.28396540374488, "above_vwap": false, "amount": 154274375.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.680523479599689, "last": 56.99, "vwap": 54.37747681200155, "above_vwap": true, "amount": 1857295347.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.591545102709141, "last": 36.14, "vwap": 35.78621858620847, "above_vwap": true, "amount": 785185422.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.635071090047395, "last": 9.0, "vwap": 9.00064194191625, "above_vwap": false, "amount": 1276496242.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.5468549422336375, "last": 8.3, "vwap": 8.230650488864331, "above_vwap": true, "amount": 214494044.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.034482758620685, "last": 61.5, "vwap": 61.67609208077746, "above_vwap": false, "amount": 626400894.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.952878019683849, "last": 177.63, "vwap": 177.74515821860456, "above_vwap": false, "amount": 912774711.0 }, { "symbol": "SHSE.600353", "name": "旭光电子", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.27734111834719, "last": 46.88, "vwap": 46.61374501543878, "above_vwap": true, "amount": 828787725.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.241935483870974, "last": 20.88, "vwap": 20.716271711142706, "above_vwap": true, "amount": 1264761534.0 }, { "symbol": "SZSE.300281", "name": "金明精机", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.0221565731167095, "last": 7.11, "vwap": 6.9419198816433365, "above_vwap": true, "amount": 30499325.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.96317643291706, "last": 32.78, "vwap": 32.92692250807901, "above_vwap": false, "amount": 2226304475.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.8463356973995175, "last": 35.48, "vwap": 35.17947881953826, "above_vwap": true, "amount": 351537978.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "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", "gate_source": "intraday_market_repair", "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5038, "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": 0.2898, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "军民融合", "count": 4, "top_symbols": [ "SHSE.600482", "SZSE.300345", "SHSE.600353", "SZSE.300281" ], "top_return_pct": 7.5915 } ], "structural_symbol_whitelist": [ "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 12.462006079027365, "last": 11.1, "vwap": 11.28396540374488, "above_vwap": false, "amount": 154274375.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.680523479599689, "last": 56.99, "vwap": 54.37747681200155, "above_vwap": true, "amount": 1857295347.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.591545102709141, "last": 36.14, "vwap": 35.78621858620847, "above_vwap": true, "amount": 785185422.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.635071090047395, "last": 9.0, "vwap": 9.00064194191625, "above_vwap": false, "amount": 1276496242.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.5468549422336375, "last": 8.3, "vwap": 8.230650488864331, "above_vwap": true, "amount": 214494044.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.034482758620685, "last": 61.5, "vwap": 61.67609208077746, "above_vwap": false, "amount": 626400894.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.952878019683849, "last": 177.63, "vwap": 177.74515821860456, "above_vwap": false, "amount": 912774711.0 }, { "symbol": "SHSE.600353", "name": "旭光电子", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.27734111834719, "last": 46.88, "vwap": 46.61374501543878, "above_vwap": true, "amount": 828787725.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.241935483870974, "last": 20.88, "vwap": 20.716271711142706, "above_vwap": true, "amount": 1264761534.0 }, { "symbol": "SZSE.300281", "name": "金明精机", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.0221565731167095, "last": 7.11, "vwap": 6.9419198816433365, "above_vwap": true, "amount": 30499325.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.96317643291706, "last": 32.78, "vwap": 32.92692250807901, "above_vwap": false, "amount": 2226304475.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.8463356973995175, "last": 35.48, "vwap": 35.17947881953826, "above_vwap": true, "amount": 351537978.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "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": false, "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "enabled": true, "pool_up_ratio": 0.0, "pool_up_ratio_min": 0.55, "active_up_ratio": 0.0, "active_up_ratio_min": 0.5, "active_positive": 0, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 0, "sample_total": 0, "active_samples": [], "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5038, "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": 0.2898, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "军民融合", "count": 4, "top_symbols": [ "SHSE.600482", "SZSE.300345", "SHSE.600353", "SZSE.300281" ], "top_return_pct": 7.5915 } ], "structural_symbol_whitelist": [ "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 12.462006079027365, "last": 11.1, "vwap": 11.28396540374488, "above_vwap": false, "amount": 154274375.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.680523479599689, "last": 56.99, "vwap": 54.37747681200155, "above_vwap": true, "amount": 1857295347.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.591545102709141, "last": 36.14, "vwap": 35.78621858620847, "above_vwap": true, "amount": 785185422.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.635071090047395, "last": 9.0, "vwap": 9.00064194191625, "above_vwap": false, "amount": 1276496242.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.5468549422336375, "last": 8.3, "vwap": 8.230650488864331, "above_vwap": true, "amount": 214494044.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.034482758620685, "last": 61.5, "vwap": 61.67609208077746, "above_vwap": false, "amount": 626400894.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.952878019683849, "last": 177.63, "vwap": 177.74515821860456, "above_vwap": false, "amount": 912774711.0 }, { "symbol": "SHSE.600353", "name": "旭光电子", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.27734111834719, "last": 46.88, "vwap": 46.61374501543878, "above_vwap": true, "amount": 828787725.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.241935483870974, "last": 20.88, "vwap": 20.716271711142706, "above_vwap": true, "amount": 1264761534.0 }, { "symbol": "SZSE.300281", "name": "金明精机", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.0221565731167095, "last": 7.11, "vwap": 6.9419198816433365, "above_vwap": true, "amount": 30499325.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.96317643291706, "last": 32.78, "vwap": 32.92692250807901, "above_vwap": false, "amount": 2226304475.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.8463356973995175, "last": 35.48, "vwap": 35.17947881953826, "above_vwap": true, "amount": 351537978.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "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" }, "preopen_sector_flow_gate": { "enabled": true, "passed": false, "reason": "expired_after_09:45,wait_for_intraday_style_confirmation", "intraday_style_gate": { "enabled": true, "style_code": "WAIT_CONFIRM", "label": "盘中风格未确认", "entry_policy": "wait", "official_buy_allowed": false, "reason": "wait_for_intraday_style_confirmation", "pool_up_ratio": 0.5038, "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": 0.2898, "dominant_theme_basis": "amount", "official_symbol_whitelist": [ "SHSE.600547" ], "structural_hot_themes": [ { "theme": "军民融合", "count": 4, "top_symbols": [ "SHSE.600482", "SZSE.300345", "SHSE.600353", "SZSE.300281" ], "top_return_pct": 7.5915 } ], "structural_symbol_whitelist": [ "SHSE.600150" ], "clustered_core_priority_ceiling": 8, "position_cap_pct": null, "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": 12.462006079027365, "last": 11.1, "vwap": 11.28396540374488, "above_vwap": false, "amount": 154274375.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 9.680523479599689, "last": 56.99, "vwap": 54.37747681200155, "above_vwap": true, "amount": 1857295347.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.591545102709141, "last": 36.14, "vwap": 35.78621858620847, "above_vwap": true, "amount": 785185422.0 }, { "symbol": "SZSE.002716", "name": "湖南白银", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.635071090047395, "last": 9.0, "vwap": 9.00064194191625, "above_vwap": false, "amount": 1276496242.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.5468549422336375, "last": 8.3, "vwap": 8.230650488864331, "above_vwap": true, "amount": 214494044.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.034482758620685, "last": 61.5, "vwap": 61.67609208077746, "above_vwap": false, "amount": 626400894.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.952878019683849, "last": 177.63, "vwap": 177.74515821860456, "above_vwap": false, "amount": 912774711.0 }, { "symbol": "SHSE.600353", "name": "旭光电子", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.27734111834719, "last": 46.88, "vwap": 46.61374501543878, "above_vwap": true, "amount": 828787725.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.241935483870974, "last": 20.88, "vwap": 20.716271711142706, "above_vwap": true, "amount": 1264761534.0 }, { "symbol": "SZSE.300281", "name": "金明精机", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.0221565731167095, "last": 7.11, "vwap": 6.9419198816433365, "above_vwap": true, "amount": 30499325.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.96317643291706, "last": 32.78, "vwap": 32.92692250807901, "above_vwap": false, "amount": 2226304475.0 }, { "symbol": "SZSE.300001", "name": "特锐德", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.8463356973995175, "last": 35.48, "vwap": 35.17947881953826, "above_vwap": true, "amount": 351537978.0 } ] }, "style_code": "WAIT_CONFIRM", "style_label": "盘中风格未确认", "entry_policy": "wait", "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": "2026-07-06T09:52:32", "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": "2026-07-06T09:52:32", "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": 3.6745, "intraday_vwap": 26.6035, "price_vs_vwap_pct": 0.2124, "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": 26.66, "ts": "2026-07-06T09:52:31", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 26.66, "ask1": 26.67, "bid_qty1": 30, "ask_qty1": 2 }, "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": "2026-07-06T09:52:32", "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": 177.7452, "price_vs_vwap_pct": -0.0648, "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": 0.6157, "prev_amount_yi": 0.6636, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 178.62, "high": 178.98, "low": 178.62, "close": 178.98, "amount_yi": 0.1283 }, { "time": "09:51", "open": 178.15, "high": 178.15, "low": 178.15, "close": 178.15, "amount_yi": 0.1771 }, { "time": "09:52", "open": 177.86, "high": 177.86, "low": 177.63, "close": 177.63, "amount_yi": 0.3103 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 177.63, "ts": "2026-07-06T09:52:30", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 177.63, "ask1": 177.93, "bid_qty1": 31, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300428", "name": "立中集团", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 19.88, "exec_low": 19.88, "exec_high": 20.48, "invalid_price": 19.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "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": 19.2129, "price_vs_vwap_pct": 0.2451, "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": 0.0269, "prev_amount_yi": 0.0414, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6498, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 19.38, "high": 19.38, "low": 19.36, "close": 19.36, "amount_yi": 0.009 }, { "time": "09:51", "open": 19.34, "high": 19.34, "low": 19.34, "close": 19.34, "amount_yi": 0.0072 }, { "time": "09:52", "open": 19.3, "high": 19.3, "low": 19.26, "close": 19.26, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 19.26, "ts": "2026-07-06T09:52:30", "prev_close": 19.38, "open": 19.38, "high": 19.46, "low": 18.99, "bid1": 19.26, "ask1": 19.28, "bid_qty1": 56, "ask_qty1": 71 }, "previous_state": "OBSERVE", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000559", "name": "万向钱潮", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.45, "exec_low": 14.45, "exec_high": 14.88, "invalid_price": 14.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "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": 13.8255, "price_vs_vwap_pct": -0.9077, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2552, "prev_amount_yi": 0.2385, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.07, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 13.76, "high": 13.76, "low": 13.76, "close": 13.76, "amount_yi": 0.1015 }, { "time": "09:51", "open": 13.71, "high": 13.71, "low": 13.71, "close": 13.71, "amount_yi": 0.0696 }, { "time": "09:52", "open": 13.71, "high": 13.71, "low": 13.7, "close": 13.7, "amount_yi": 0.0841 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 13.7, "ts": "2026-07-06T09:52:30", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.65, "bid1": 13.7, "ask1": 13.71, "bid_qty1": 2146, "ask_qty1": 174 }, "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": "2026-07-06T09:52:32", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.79, "max_chase_pct": 3.0, "base_exec_high": 38.79, "dynamic_exec_high": null, "entry_zone_low": 37.1, "entry_zone_high": 38.22, "entry_risk_pct": 3.3598, "intraday_vwap": 37.702, "price_vs_vwap_pct": 0.2599, "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": 37.8, "ts": "2026-07-06T09:52:30", "prev_close": 37.15, "open": 36.95, "high": 38.08, "low": 36.95, "bid1": 37.77, "ask1": 37.8, "bid_qty1": 1, "ask_qty1": 22 }, "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": "2026-07-06T09:52:32", "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": 30.5345, "price_vs_vwap_pct": -1.554, "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": 0.1815, "prev_amount_yi": 0.2301, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7888, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 30.28, "high": 30.28, "low": 30.23, "close": 30.23, "amount_yi": 0.0405 }, { "time": "09:51", "open": 30.13, "high": 30.13, "low": 30.13, "close": 30.13, "amount_yi": 0.0315 }, { "time": "09:52", "open": 30.09, "high": 30.09, "low": 30.06, "close": 30.06, "amount_yi": 0.1095 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 30.06, "ts": "2026-07-06T09:52:30", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 30.05, "bid1": 30.05, "ask1": 30.06, "bid_qty1": 40, "ask_qty1": 70 }, "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": "2026-07-06T09:52:32", "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": 26.7551, "price_vs_vwap_pct": -1.5141, "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": 0.0601, "prev_amount_yi": 0.0642, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9361, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 26.46, "high": 26.46, "low": 26.41, "close": 26.41, "amount_yi": 0.0142 }, { "time": "09:51", "open": 26.34, "high": 26.34, "low": 26.34, "close": 26.34, "amount_yi": 0.0108 }, { "time": "09:52", "open": 26.31, "high": 26.35, "low": 26.31, "close": 26.35, "amount_yi": 0.0351 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 26.35, "ts": "2026-07-06T09:52:30", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 26.3, "bid1": 26.35, "ask1": 26.36, "bid_qty1": 65, "ask_qty1": 20 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 400, "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": 5.9559, "price_vs_vwap_pct": -0.7707, "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": 0.2596, "prev_amount_yi": 0.2562, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0133, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.1505 }, { "time": "09:51", "open": 5.93, "high": 5.93, "low": 5.93, "close": 5.93, "amount_yi": 0.0271 }, { "time": "09:52", "open": 5.92, "high": 5.92, "low": 5.91, "close": 5.91, "amount_yi": 0.082 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 5.91, "ts": "2026-07-06T09:52:30", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.87, "bid1": 5.91, "ask1": 5.93, "bid_qty1": 7621, "ask_qty1": 991 }, "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": "2026-07-06T09:52:32", "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": 49.4524, "price_vs_vwap_pct": -2.6741, "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": 0.4473, "prev_amount_yi": 0.4786, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9346, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 48.25, "high": 48.25, "low": 48.18, "close": 48.18, "amount_yi": 0.1532 }, { "time": "09:51", "open": 48.08, "high": 48.08, "low": 48.08, "close": 48.08, "amount_yi": 0.0626 }, { "time": "09:52", "open": 47.95, "high": 48.13, "low": 47.95, "close": 48.13, "amount_yi": 0.2315 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 48.13, "ts": "2026-07-06T09:52:30", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 47.9, "bid1": 48.12, "ask1": 48.13, "bid_qty1": 10, "ask_qty1": 5 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 23.4232, "price_vs_vwap_pct": 0.2852, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.2805, "prev_amount_yi": 0.211, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3294, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 23.57, "high": 23.59, "low": 23.57, "close": 23.59, "amount_yi": 0.1276 }, { "time": "09:51", "open": 23.47, "high": 23.47, "low": 23.47, "close": 23.47, "amount_yi": 0.0602 }, { "time": "09:52", "open": 23.48, "high": 23.49, "low": 23.48, "close": 23.49, "amount_yi": 0.0927 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 23.49, "ts": "2026-07-06T09:52:29", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 23.0, "bid1": 23.47, "ask1": 23.49, "bid_qty1": 8, "ask_qty1": 342 }, "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": "2026-07-06T09:52:32", "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": 25.9105, "price_vs_vwap_pct": 0.3068, "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": 0.2325, "prev_amount_yi": 0.2397, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.97, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "09:50", "open": 25.98, "high": 25.98, "low": 25.97, "close": 25.97, "amount_yi": 0.0925 }, { "time": "09:51", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0563 }, { "time": "09:52", "open": 25.94, "high": 25.99, "low": 25.94, "close": 25.99, "amount_yi": 0.0837 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 129554.69, "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": 25.99, "ts": "2026-07-06T09:52:30", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.58, "bid1": 25.97, "ask1": 25.99, "bid_qty1": 80, "ask_qty1": 15 }, "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": "2026-07-06T09:52:32", "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": 26.734, "price_vs_vwap_pct": -0.2394, "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": 0.4819, "prev_amount_yi": 0.9615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5012, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 26.82, "low": 26.78, "close": 26.82, "amount_yi": 0.1215 }, { "time": "09:51", "open": 26.81, "high": 26.81, "low": 26.81, "close": 26.81, "amount_yi": 0.047 }, { "time": "09:52", "open": 26.85, "high": 26.85, "low": 26.67, "close": 26.67, "amount_yi": 0.0716 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 26.67, "ts": "2026-07-06T09:52:30", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 26.66, "ask1": 26.68, "bid_qty1": 56, "ask_qty1": 27 }, "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": "2026-07-06T09:52:32", "sim_reason": "signal_contract_missing_price_fields", "qty": 100, "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": 20.7163, "price_vs_vwap_pct": 0.7902, "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": 1.171, "prev_amount_yi": 1.6871, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6941, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 21.09, "low": 21.04, "close": 21.09, "amount_yi": 0.3405 }, { "time": "09:51", "open": 21.11, "high": 21.11, "low": 21.11, "close": 21.11, "amount_yi": 0.1199 }, { "time": "09:52", "open": 21.07, "high": 21.07, "low": 20.88, "close": 20.88, "amount_yi": 0.2186 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 20.88, "ts": "2026-07-06T09:52:30", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 20.88, "ask1": 20.9, "bid_qty1": 96, "ask_qty1": 134 }, "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": "2026-07-06T09:52:32", "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": 32.9269, "price_vs_vwap_pct": -0.4461, "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": 2.5799, "prev_amount_yi": 3.7099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6954, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 32.99, "close": 32.99, "amount_yi": 0.812 }, { "time": "09:51", "open": 33.02, "high": 33.02, "low": 33.02, "close": 33.02, "amount_yi": 0.2834 }, { "time": "09:52", "open": 32.99, "high": 32.99, "low": 32.78, "close": 32.78, "amount_yi": 0.4273 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 32.78, "ts": "2026-07-06T09:52:30", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 32.77, "ask1": 32.78, "bid_qty1": 75, "ask_qty1": 13 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": 10.5926, "price_vs_vwap_pct": 0.0699, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.214, "prev_amount_yi": 0.2687, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7964, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 10.6, "close": 10.6, "amount_yi": 0.0329 }, { "time": "09:51", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0101 }, { "time": "09:52", "open": 10.62, "high": 10.62, "low": 10.6, "close": 10.6, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.6, "ts": "2026-07-06T09:52:30", "prev_close": 10.52, "open": 10.4, "high": 10.82, "low": 10.32, "bid1": 10.6, "ask1": 10.61, "bid_qty1": 368, "ask_qty1": 122 }, "previous_state": "NEAR_TRIGGER", "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": "ACTIONABLE", "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": "2026-07-06T09:52:32", "sim_reason": "trigger_touched", "qty": 100, "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": 4.3705, "intraday_vwap": 20.8715, "price_vs_vwap_pct": 0.8073, "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": 1.1799, "prev_amount_yi": 2.1873, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 21.17, "low": 21.12, "close": 21.17, "amount_yi": 0.2082 }, { "time": "09:51", "open": 21.16, "high": 21.16, "low": 21.16, "close": 21.16, "amount_yi": 0.1165 }, { "time": "09:52", "open": 21.14, "high": 21.14, "low": 21.04, "close": 21.04, "amount_yi": 0.1734 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 21.04, "ts": "2026-07-06T09:52:32", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 21.03, "ask1": 21.05, "bid_qty1": 225, "ask_qty1": 419 }, "previous_state": "TOUCHED", "next_state": "ACTIONABLE", "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": "2026-07-06T09:52:32", "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": 25.9228, "price_vs_vwap_pct": -1.5924, "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": 1.1658, "prev_amount_yi": 1.8907, "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": "09:48", "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": 25.7, "low": 25.67, "close": 25.7, "amount_yi": 0.2781 }, { "time": "09:51", "open": 25.58, "high": 25.58, "low": 25.58, "close": 25.58, "amount_yi": 0.1281 }, { "time": "09:52", "open": 25.6, "high": 25.6, "low": 25.51, "close": 25.51, "amount_yi": 0.2073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 25.51, "ts": "2026-07-06T09:52:30", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 25.18, "bid1": 25.51, "ask1": 25.52, "bid_qty1": 293, "ask_qty1": 665 }, "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": "2026-07-06T09:52:32", "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": 3.6504, "intraday_vwap": 28.6597, "price_vs_vwap_pct": -0.5921, "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": 4.4494, "prev_amount_yi": 6.1633, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7219, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 28.66, "low": 28.59, "close": 28.66, "amount_yi": 0.9517 }, { "time": "09:51", "open": 28.61, "high": 28.61, "low": 28.61, "close": 28.61, "amount_yi": 0.3961 }, { "time": "09:52", "open": 28.61, "high": 28.61, "low": 28.49, "close": 28.49, "amount_yi": 1.0361 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 28.49, "ts": "2026-07-06T09:52:32", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.48, "ask1": 28.49, "bid_qty1": 934, "ask_qty1": 42 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 11.7072, "price_vs_vwap_pct": -1.0865, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.6688, "prev_amount_yi": 0.5724, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.7, "close": 11.7, "amount_yi": 0.1275 }, { "time": "09:51", "open": 11.67, "high": 11.67, "low": 11.67, "close": 11.67, "amount_yi": 0.0919 }, { "time": "09:52", "open": 11.63, "high": 11.63, "low": 11.58, "close": 11.58, "amount_yi": 0.1989 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.58, "ts": "2026-07-06T09:52:30", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.35, "bid1": 11.59, "ask1": 11.61, "bid_qty1": 70, "ask_qty1": 259 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 500, "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": 4.3449, "price_vs_vwap_pct": 0.1174, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0137, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0016 }, { "time": "09:51", "open": 4.35, "high": 4.35, "low": 4.35, "close": 4.35, "amount_yi": 0.0008 }, { "time": "09:52", "open": 4.34, "high": 4.35, "low": 4.34, "close": 4.35, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 4.35, "ts": "2026-07-06T09:52:30", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.31, "bid1": 4.34, "ask1": 4.35, "bid_qty1": 542, "ask_qty1": 432 }, "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": "2026-07-06T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 200, "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": 9.0006, "price_vs_vwap_pct": -0.0067, "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": 1.3026, "prev_amount_yi": 4.7048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2769, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.03, "low": 9.02, "close": 9.03, "amount_yi": 0.337 }, { "time": "09:51", "open": 9.02, "high": 9.02, "low": 9.02, "close": 9.02, "amount_yi": 0.1078 }, { "time": "09:52", "open": 9.04, "high": 9.04, "low": 9.0, "close": 9.0, "amount_yi": 0.2398 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.0, "ts": "2026-07-06T09:52:30", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 8.99, "ask1": 9.0, "bid_qty1": 1881, "ask_qty1": 614 }, "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": "2026-07-06T09:52:32", "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": 13.9233, "price_vs_vwap_pct": -0.4546, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2428, "prev_amount_yi": 0.4325, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5614, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0588 }, { "time": "09:51", "open": 13.92, "high": 13.92, "low": 13.92, "close": 13.92, "amount_yi": 0.0211 }, { "time": "09:52", "open": 13.91, "high": 13.91, "low": 13.86, "close": 13.86, "amount_yi": 0.032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 13.86, "ts": "2026-07-06T09:52:30", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.45, "bid1": 13.86, "ask1": 13.87, "bid_qty1": 141, "ask_qty1": 453 }, "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": "2026-07-06T09:52:32", "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": 3.8051, "intraday_vwap": 34.3977, "price_vs_vwap_pct": 0.8207, "energy_floor_hint_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": 0.0512, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5254, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 34.61, "low": 34.52, "close": 34.61, "amount_yi": 0.0044 }, { "time": "09:51", "open": 34.65, "high": 34.65, "low": 34.65, "close": 34.65, "amount_yi": 0.0019 }, { "time": "09:52", "open": 34.65, "high": 34.68, "low": 34.65, "close": 34.68, "amount_yi": 0.007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 34.68, "ts": "2026-07-06T09:52:30", "prev_close": 34.13, "open": 34.0, "high": 34.7, "low": 33.73, "bid1": 34.65, "ask1": 34.69, "bid_qty1": 33, "ask_qty1": 10 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 1000, "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": 2.3357, "price_vs_vwap_pct": -0.244, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0264, "prev_amount_yi": 0.0302, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8742, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0078 }, { "time": "09:51", "open": 2.34, "high": 2.34, "low": 2.34, "close": 2.34, "amount_yi": 0.0009 }, { "time": "09:52", "open": 2.34, "high": 2.34, "low": 2.33, "close": 2.33, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.31, "bid1": 2.33, "ask1": 2.34, "bid_qty1": 1709, "ask_qty1": 6878 }, "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": "2026-07-06T09:52:32", "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": 15.4999, "price_vs_vwap_pct": -1.0961, "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": 0.654, "prev_amount_yi": 1.0655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6138, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 15.46, "low": 15.45, "close": 15.46, "amount_yi": 0.112 }, { "time": "09:51", "open": 15.41, "high": 15.41, "low": 15.41, "close": 15.41, "amount_yi": 0.099 }, { "time": "09:52", "open": 15.4, "high": 15.4, "low": 15.33, "close": 15.33, "amount_yi": 0.0973 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 15.33, "ts": "2026-07-06T09:52:30", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 15.25, "bid1": 15.32, "ask1": 15.33, "bid_qty1": 12, "ask_qty1": 421 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 1000, "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": 2.4591, "price_vs_vwap_pct": -0.3701, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0135, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 2.45, "low": 2.44, "close": 2.45, "amount_yi": 0.004 }, { "time": "09:52", "open": 2.45, "high": 2.45, "low": 2.45, "close": 2.45, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 2.45, "ts": "2026-07-06T09:52:30", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.43, "bid1": 2.44, "ask1": 2.45, "bid_qty1": 1729, "ask_qty1": 210 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 700, "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": 3.4895, "price_vs_vwap_pct": -0.5588, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0017, "prev_amount_yi": 0.0102, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0009 }, { "time": "09:51", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 3.47, "ts": "2026-07-06T09:52:30", "prev_close": 3.47, "open": 3.47, "high": 3.51, "low": 3.46, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 1136, "ask_qty1": 111 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 500, "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": 4.2925, "price_vs_vwap_pct": -0.2912, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0111, "prev_amount_yi": 0.0205, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5415, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.002 }, { "time": "09:51", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0025 }, { "time": "09:52", "open": 4.29, "high": 4.29, "low": 4.28, "close": 4.28, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:31", "prev_close": 4.28, "open": 4.29, "high": 4.32, "low": 4.26, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 601, "ask_qty1": 6 }, "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": "2026-07-06T09:52:32", "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": 14.3952, "price_vs_vwap_pct": -0.314, "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": 0.2915, "prev_amount_yi": 0.3609, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 14.35, "close": 14.35, "amount_yi": 0.0802 }, { "time": "09:51", "open": 14.35, "high": 14.35, "low": 14.35, "close": 14.35, "amount_yi": 0.0389 }, { "time": "09:52", "open": 14.34, "high": 14.35, "low": 14.34, "close": 14.35, "amount_yi": 0.0622 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.35, "ts": "2026-07-06T09:52:30", "prev_close": 14.65, "open": 14.52, "high": 14.63, "low": 14.15, "bid1": 14.34, "ask1": 14.35, "bid_qty1": 937, "ask_qty1": 62 }, "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": "2026-07-06T09:52:32", "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": 10.2154, "price_vs_vwap_pct": -1.9128, "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": 0.4601, "prev_amount_yi": 0.4636, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9925, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 9.99, "close": 9.99, "amount_yi": 0.0703 }, { "time": "09:51", "open": 9.99, "high": 9.99, "low": 9.99, "close": 9.99, "amount_yi": 0.0329 }, { "time": "09:52", "open": 10.0, "high": 10.02, "low": 10.0, "close": 10.02, "amount_yi": 0.0547 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.02, "ts": "2026-07-06T09:52:30", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 9.92, "bid1": 10.01, "ask1": 10.02, "bid_qty1": 23, "ask_qty1": 120 }, "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": "2026-07-06T09:52:32", "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": 38.2904, "price_vs_vwap_pct": -1.4636, "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": 1.7247, "prev_amount_yi": 3.2122, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5369, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 37.9, "close": 37.9, "amount_yi": 0.3326 }, { "time": "09:51", "open": 37.74, "high": 37.74, "low": 37.74, "close": 37.74, "amount_yi": 0.2379 }, { "time": "09:52", "open": 37.76, "high": 37.76, "low": 37.73, "close": 37.73, "amount_yi": 0.2028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 37.73, "ts": "2026-07-06T09:52:30", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.49, "bid1": 37.71, "ask1": 37.73, "bid_qty1": 197, "ask_qty1": 10 }, "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": "2026-07-06T09:52:32", "sim_reason": "signal_contract_missing_price_fields", "qty": 300, "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": 6.3892, "price_vs_vwap_pct": -1.8656, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2233, "prev_amount_yi": 0.4495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4968, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 6.27, "close": 6.27, "amount_yi": 0.0682 }, { "time": "09:51", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.022 }, { "time": "09:52", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0386 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.27, "ts": "2026-07-06T09:52:30", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 6.21, "bid1": 6.27, "ask1": 6.28, "bid_qty1": 294, "ask_qty1": 1644 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": -0.158, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0865, "prev_amount_yi": 0.1223, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7073, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 10.71, "low": 10.69, "close": 10.71, "amount_yi": 0.0162 }, { "time": "09:51", "open": 10.69, "high": 10.69, "low": 10.69, "close": 10.69, "amount_yi": 0.0237 }, { "time": "09:52", "open": 10.69, "high": 10.69, "low": 10.68, "close": 10.68, "amount_yi": 0.0135 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.68, "ts": "2026-07-06T09:52:30", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.51, "bid1": 10.68, "ask1": 10.69, "bid_qty1": 775, "ask_qty1": 24 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": 11.0669, "price_vs_vwap_pct": 0.2991, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.04, "prev_amount_yi": 0.0374, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0695, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0029 }, { "time": "09:51", "open": 11.11, "high": 11.11, "low": 11.11, "close": 11.11, "amount_yi": 0.012 }, { "time": "09:52", "open": 11.12, "high": 11.12, "low": 11.1, "close": 11.1, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.1, "ts": "2026-07-06T09:52:30", "prev_close": 11.03, "open": 11.04, "high": 11.16, "low": 10.93, "bid1": 11.08, "ask1": 11.1, "bid_qty1": 24, "ask_qty1": 47 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": null, "intraday_vwap": 10.0983, "price_vs_vwap_pct": -0.3793, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1544, "prev_amount_yi": 0.0922, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6746, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.15, "close": 10.15, "amount_yi": 0.067 }, { "time": "09:51", "open": 10.12, "high": 10.12, "low": 10.12, "close": 10.12, "amount_yi": 0.0121 }, { "time": "09:52", "open": 10.09, "high": 10.09, "low": 10.06, "close": 10.06, "amount_yi": 0.0286 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.06, "ts": "2026-07-06T09:52:30", "prev_close": 9.95, "open": 10.01, "high": 10.2, "low": 9.96, "bid1": 10.06, "ask1": 10.07, "bid_qty1": 23, "ask_qty1": 190 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.87, "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": 8.4651, "price_vs_vwap_pct": -1.9504, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1664, "prev_amount_yi": 0.1387, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1997, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.021 }, { "time": "09:51", "open": 8.33, "high": 8.33, "low": 8.33, "close": 8.33, "amount_yi": 0.0297 }, { "time": "09:52", "open": 8.34, "high": 8.34, "low": 8.3, "close": 8.3, "amount_yi": 0.0394 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 8.3, "ts": "2026-07-06T09:52:30", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 8.3, "bid1": 8.3, "ask1": 8.31, "bid_qty1": 1697, "ask_qty1": 1939 }, "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": "2026-07-06T09:52:32", "sim_reason": "minute_energy_amount_too_low", "qty": 400, "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": 4.2424, "intraday_vwap": 4.8747, "price_vs_vwap_pct": 1.5447, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.043, "prev_amount_yi": 0.0362, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1878, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0147 }, { "time": "09:51", "open": 4.92, "high": 4.92, "low": 4.92, "close": 4.92, "amount_yi": 0.0008 }, { "time": "09:52", "open": 4.92, "high": 4.95, "low": 4.92, "close": 4.95, "amount_yi": 0.0164 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 4.95, "ts": "2026-07-06T09:52:30", "prev_close": 4.85, "open": 4.85, "high": 4.95, "low": 4.81, "bid1": 4.94, "ask1": 4.95, "bid_qty1": 103, "ask_qty1": 1039 }, "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": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "entry_risk_too_wide_over_5pct", "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": 5.1034, "intraday_vwap": 29.9318, "price_vs_vwap_pct": 0.1276, "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": 0.9436, "prev_amount_yi": 2.143, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4403, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 30.2, "close": 30.2, "amount_yi": 0.286 }, { "time": "09:51", "open": 30.1, "high": 30.1, "low": 30.1, "close": 30.1, "amount_yi": 0.062 }, { "time": "09:52", "open": 30.07, "high": 30.07, "low": 29.97, "close": 29.97, "amount_yi": 0.1571 } ] }, "suggested_position_pct": 8.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": "entry_risk_too_wide_over_5pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.97, "ts": "2026-07-06T09:52:30", "prev_close": 28.89, "open": 29.29, "high": 30.39, "low": 29.1, "bid1": 29.97, "ask1": 29.98, "bid_qty1": 189, "ask_qty1": 243 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "minute_energy_ratio_too_low", "qty": 100, "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": 3.3654, "intraday_vwap": 18.8007, "price_vs_vwap_pct": -0.4824, "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": 0.2784, "prev_amount_yi": 0.4032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6905, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 18.77, "low": 18.76, "close": 18.77, "amount_yi": 0.0481 }, { "time": "09:51", "open": 18.7, "high": 18.7, "low": 18.7, "close": 18.7, "amount_yi": 0.0272 }, { "time": "09:52", "open": 18.7, "high": 18.71, "low": 18.7, "close": 18.71, "amount_yi": 0.0666 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 18.71, "ts": "2026-07-06T09:52:30", "prev_close": 18.28, "open": 18.48, "high": 19.07, "low": 18.21, "bid1": 18.71, "ask1": 18.72, "bid_qty1": 223, "ask_qty1": 34 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 24.5963, "price_vs_vwap_pct": -1.3266, "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": 2.0623, "prev_amount_yi": 2.6855, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 24.41, "low": 24.32, "close": 24.41, "amount_yi": 0.4068 }, { "time": "09:51", "open": 24.34, "high": 24.34, "low": 24.34, "close": 24.34, "amount_yi": 0.413 }, { "time": "09:52", "open": 24.28, "high": 24.28, "low": 24.27, "close": 24.27, "amount_yi": 0.3778 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 24.27, "ts": "2026-07-06T09:52:30", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 24.25, "bid1": 24.25, "ask1": 24.26, "bid_qty1": 1450, "ask_qty1": 61 }, "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": "2026-07-06T09:52:32", "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": 36.374, "price_vs_vwap_pct": -3.3925, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4119, "prev_amount_yi": 0.3434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1995, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 35.07, "close": 35.07, "amount_yi": 0.0842 }, { "time": "09:51", "open": 34.98, "high": 34.98, "low": 34.98, "close": 34.98, "amount_yi": 0.0368 }, { "time": "09:52", "open": 35.07, "high": 35.14, "low": 35.07, "close": 35.14, "amount_yi": 0.0527 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 35.14, "ts": "2026-07-06T09:52:30", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 34.96, "bid1": 35.11, "ask1": 35.14, "bid_qty1": 21, "ask_qty1": 28 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": 9.9211, "price_vs_vwap_pct": -0.0111, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0148, "prev_amount_yi": 0.0275, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5382, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.96, "low": 9.95, "close": 9.96, "amount_yi": 0.0035 }, { "time": "09:51", "open": 9.95, "high": 9.95, "low": 9.95, "close": 9.95, "amount_yi": 0.0018 }, { "time": "09:52", "open": 9.93, "high": 9.93, "low": 9.92, "close": 9.92, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.92, "ts": "2026-07-06T09:52:30", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.71, "bid1": 9.91, "ask1": 9.92, "bid_qty1": 16, "ask_qty1": 59 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.603333:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.603333:VWAP_RECLAIM", "symbol": "SHSE.603333", "name": "福华尚纬", "side": "BUY", "priority": "W31", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.66, "exec_low": 8.79, "exec_high": 8.79, "invalid_price": 8.4, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 300, "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": 7.9537, "price_vs_vwap_pct": -0.5494, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0237, "prev_amount_yi": 0.0758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3127, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 7.89, "close": 7.89, "amount_yi": 0.0014 }, { "time": "09:51", "open": 7.87, "high": 7.87, "low": 7.87, "close": 7.87, "amount_yi": 0.0047 }, { "time": "09:52", "open": 7.9, "high": 7.91, "low": 7.9, "close": 7.91, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.91, "ts": "2026-07-06T09:52:29", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.82, "bid1": 7.89, "ask1": 7.9, "bid_qty1": 10, "ask_qty1": 3 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 100, "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": null, "intraday_vwap": 17.8528, "price_vs_vwap_pct": -0.8559, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0865, "prev_amount_yi": 0.1379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 17.8, "close": 17.8, "amount_yi": 0.0223 }, { "time": "09:51", "open": 17.76, "high": 17.76, "low": 17.76, "close": 17.76, "amount_yi": 0.0174 }, { "time": "09:52", "open": 17.73, "high": 17.73, "low": 17.7, "close": 17.7, "amount_yi": 0.0175 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 17.7, "ts": "2026-07-06T09:52:31", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.51, "bid1": 17.7, "ask1": 17.71, "bid_qty1": 316, "ask_qty1": 146 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 400, "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": 5.629, "price_vs_vwap_pct": -0.5152, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0408, "prev_amount_yi": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0047 }, { "time": "09:51", "open": 5.61, "high": 5.61, "low": 5.61, "close": 5.61, "amount_yi": 0.0088 }, { "time": "09:52", "open": 5.61, "high": 5.61, "low": 5.6, "close": 5.6, "amount_yi": 0.0119 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 5.6, "ts": "2026-07-06T09:52:30", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.59, "bid1": 5.6, "ask1": 5.61, "bid_qty1": 294, "ask_qty1": 1738 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 1100, "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": 2.2232, "price_vs_vwap_pct": -0.1439, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0126, "prev_amount_yi": 0.0258, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4884, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0035 }, { "time": "09:51", "open": 2.21, "high": 2.21, "low": 2.21, "close": 2.21, "amount_yi": 0.0048 }, { "time": "09:52", "open": 2.21, "high": 2.22, "low": 2.21, "close": 2.22, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 2.22, "ts": "2026-07-06T09:52:30", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.19, "bid1": 2.21, "ask1": 2.22, "bid_qty1": 1481, "ask_qty1": 625 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 6.6787, "price_vs_vwap_pct": -1.3281, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2316, "prev_amount_yi": 0.1185, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9544, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 6.62, "low": 6.61, "close": 6.62, "amount_yi": 0.0295 }, { "time": "09:51", "open": 6.6, "high": 6.6, "low": 6.6, "close": 6.6, "amount_yi": 0.0713 }, { "time": "09:52", "open": 6.59, "high": 6.59, "low": 6.59, "close": 6.59, "amount_yi": 0.0365 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.59, "ts": "2026-07-06T09:52:30", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.58, "bid1": 6.59, "ask1": 6.6, "bid_qty1": 1611, "ask_qty1": 1236 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 8.1824, "price_vs_vwap_pct": -0.8848, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0622, "prev_amount_yi": 0.0601, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 8.1, "close": 8.1, "amount_yi": 0.0165 }, { "time": "09:51", "open": 8.1, "high": 8.1, "low": 8.1, "close": 8.1, "amount_yi": 0.0025 }, { "time": "09:52", "open": 8.1, "high": 8.11, "low": 8.1, "close": 8.11, "amount_yi": 0.0272 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 8.04, "bid1": 8.11, "ask1": 8.12, "bid_qty1": 99, "ask_qty1": 225 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 400, "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": 5.9331, "price_vs_vwap_pct": -0.5579, "energy_floor_hint_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": 0.0646, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 5.92, "low": 5.9, "close": 5.92, "amount_yi": 0.0146 }, { "time": "09:51", "open": 5.92, "high": 5.92, "low": 5.92, "close": 5.92, "amount_yi": 0.0028 }, { "time": "09:52", "open": 5.9, "high": 5.9, "low": 5.9, "close": 5.9, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.86, "bid1": 5.89, "ask1": 5.9, "bid_qty1": 945, "ask_qty1": 274 }, "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": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 11.7964, "price_vs_vwap_pct": -0.7324, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0619, "prev_amount_yi": 0.0542, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0074 }, { "time": "09:51", "open": 11.75, "high": 11.75, "low": 11.75, "close": 11.75, "amount_yi": 0.0226 }, { "time": "09:52", "open": 11.75, "high": 11.75, "low": 11.71, "close": 11.71, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.68, "bid1": 11.71, "ask1": 11.72, "bid_qty1": 314, "ask_qty1": 46 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 400, "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": 5.7753, "price_vs_vwap_pct": -1.1307, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0343, "prev_amount_yi": 0.0323, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0619, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0057 }, { "time": "09:51", "open": 5.73, "high": 5.73, "low": 5.73, "close": 5.73, "amount_yi": 0.0102 }, { "time": "09:52", "open": 5.71, "high": 5.71, "low": 5.71, "close": 5.71, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 5.71, "ts": "2026-07-06T09:52:30", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.71, "bid1": 5.71, "ask1": 5.72, "bid_qty1": 1780, "ask_qty1": 161 }, "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": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 6.6609, "price_vs_vwap_pct": -0.3138, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.014, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9091, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "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": 6.65, "close": 6.65, "amount_yi": 0.0016 }, { "time": "09:51", "open": 6.64, "high": 6.64, "low": 6.64, "close": 6.64, "amount_yi": 0.0025 }, { "time": "09:52", "open": 6.64, "high": 6.64, "low": 6.64, "close": 6.64, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.64, "ts": "2026-07-06T09:52:30", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.62, "bid1": 6.64, "ask1": 6.65, "bid_qty1": 121, "ask_qty1": 170 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 7.5629, "price_vs_vwap_pct": -0.9639, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1533, "prev_amount_yi": 0.0772, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9858, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 7.52, "close": 7.52, "amount_yi": 0.0184 }, { "time": "09:51", "open": 7.5, "high": 7.5, "low": 7.5, "close": 7.5, "amount_yi": 0.0387 }, { "time": "09:52", "open": 7.48, "high": 7.49, "low": 7.48, "close": 7.49, "amount_yi": 0.0276 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.49, "ts": "2026-07-06T09:52:30", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.47, "bid1": 7.48, "ask1": 7.49, "bid_qty1": 460, "ask_qty1": 149 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 6.897, "price_vs_vwap_pct": -1.1164, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0494, "prev_amount_yi": 0.0361, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3684, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0055 }, { "time": "09:51", "open": 6.83, "high": 6.83, "low": 6.83, "close": 6.83, "amount_yi": 0.0093 }, { "time": "09:52", "open": 6.82, "high": 6.82, "low": 6.82, "close": 6.82, "amount_yi": 0.0159 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.82, "ts": "2026-07-06T09:52:30", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.81, "bid1": 6.81, "ask1": 6.82, "bid_qty1": 54, "ask_qty1": 4 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 9.9349, "price_vs_vwap_pct": -1.1565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.114, "prev_amount_yi": 0.1135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0044, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.86, "close": 9.86, "amount_yi": 0.025 }, { "time": "09:51", "open": 9.85, "high": 9.85, "low": 9.85, "close": 9.85, "amount_yi": 0.0267 }, { "time": "09:52", "open": 9.83, "high": 9.83, "low": 9.82, "close": 9.82, "amount_yi": 0.0369 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.82, "ts": "2026-07-06T09:52:32", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.81, "bid1": 9.82, "ask1": 9.83, "bid_qty1": 151, "ask_qty1": 285 }, "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": "2026-07-06T09:52:32", "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": 23.84, "max_chase_pct": 1.5, "base_exec_high": 23.5, "dynamic_exec_high": null, "entry_zone_low": 22.8, "entry_zone_high": 23.5, "entry_risk_pct": 3.9761, "intraday_vwap": 23.2699, "price_vs_vwap_pct": 0.4302, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0655, "prev_amount_yi": 0.0686, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 23.38, "close": 23.38, "amount_yi": 0.0098 }, { "time": "09:51", "open": 23.4, "high": 23.4, "low": 23.4, "close": 23.4, "amount_yi": 0.006 }, { "time": "09:52", "open": 23.42, "high": 23.42, "low": 23.37, "close": 23.37, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 23.37, "ts": "2026-07-06T09:52:30", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.67, "bid1": 23.37, "ask1": 23.39, "bid_qty1": 28, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM", "symbol": "SZSE.300444", "name": "双杰电气", "side": "BUY", "priority": "W45", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.58, "exec_low": 12.77, "exec_high": 12.77, "invalid_price": 12.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "waiting_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": 12.638, "price_vs_vwap_pct": -1.4876, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1872, "prev_amount_yi": 0.2213, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 12.49, "close": 12.49, "amount_yi": 0.0475 }, { "time": "09:51", "open": 12.46, "high": 12.46, "low": 12.46, "close": 12.46, "amount_yi": 0.0245 }, { "time": "09:52", "open": 12.45, "high": 12.45, "low": 12.45, "close": 12.45, "amount_yi": 0.0509 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 12.45, "ts": "2026-07-06T09:52:30", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.28, "bid1": 12.44, "ask1": 12.45, "bid_qty1": 147, "ask_qty1": 171 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601877:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601877:VWAP_RECLAIM", "symbol": "SHSE.601877", "name": "正泰电器", "side": "BUY", "priority": "W46", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 25.39, "exec_low": 25.77, "exec_high": 25.77, "invalid_price": 24.63, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "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": 25.1916, "price_vs_vwap_pct": -0.1651, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1454, "prev_amount_yi": 0.1437, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0159 }, { "time": "09:51", "open": 25.17, "high": 25.17, "low": 25.17, "close": 25.17, "amount_yi": 0.022 }, { "time": "09:52", "open": 25.17, "high": 25.17, "low": 25.15, "close": 25.15, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 25.15, "ts": "2026-07-06T09:52:31", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 25.0, "bid1": 25.15, "ask1": 25.16, "bid_qty1": 252, "ask_qty1": 94 }, "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": "2026-07-06T09:52:32", "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": 46.6369, "price_vs_vwap_pct": -5.4397, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_absolute_amount_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.8805, "prev_amount_yi": 5.4078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 44.2, "low": 44.1, "close": 44.2, "amount_yi": 1.2784 }, { "time": "09:51", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.5658 }, { "time": "09:52", "open": 44.28, "high": 44.28, "low": 44.1, "close": 44.1, "amount_yi": 1.074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:32", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.1, "bid1": 0.0, "ask1": 44.1, "bid_qty1": 0, "ask_qty1": 1188 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600550:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600550:VWAP_RECLAIM", "symbol": "SHSE.600550", "name": "保变电气", "side": "BUY", "priority": "W48", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.74, "exec_low": 11.92, "exec_high": 11.92, "invalid_price": 11.39, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 11.6882, "price_vs_vwap_pct": -0.7546, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0937, "prev_amount_yi": 0.0936, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0011, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.64, "close": 11.64, "amount_yi": 0.0219 }, { "time": "09:51", "open": 11.63, "high": 11.63, "low": 11.63, "close": 11.63, "amount_yi": 0.0137 }, { "time": "09:52", "open": 11.63, "high": 11.63, "low": 11.6, "close": 11.6, "amount_yi": 0.0253 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.6, "ts": "2026-07-06T09:52:29", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.6, "ask1": 11.61, "bid_qty1": 364, "ask_qty1": 192 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM", "symbol": "SZSE.300341", "name": "麦克奥迪", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.69, "exec_low": 13.9, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "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": 13.152, "price_vs_vwap_pct": 0.2889, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0144, "prev_amount_yi": 0.034, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 13.24, "low": 13.21, "close": 13.24, "amount_yi": 0.003 }, { "time": "09:51", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0005 }, { "time": "09:52", "open": 13.2, "high": 13.2, "low": 13.19, "close": 13.19, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 13.19, "ts": "2026-07-06T09:52:30", "prev_close": 13.2, "open": 13.18, "high": 13.27, "low": 13.04, "bid1": 13.19, "ask1": 13.21, "bid_qty1": 9, "ask_qty1": 64 }, "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": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 7.268, "price_vs_vwap_pct": -0.6604, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0218, "prev_amount_yi": 0.0141, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5461, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0015 }, { "time": "09:51", "open": 7.24, "high": 7.24, "low": 7.24, "close": 7.24, "amount_yi": 0.0061 }, { "time": "09:52", "open": 7.23, "high": 7.23, "low": 7.22, "close": 7.22, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.22, "ts": "2026-07-06T09:52:30", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.21, "bid1": 7.21, "ask1": 7.22, "bid_qty1": 904, "ask_qty1": 139 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 100, "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": null, "intraday_vwap": 16.6869, "price_vs_vwap_pct": -0.8803, "energy_floor_hint_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": 0.0664, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0105 }, { "time": "09:51", "open": 16.57, "high": 16.57, "low": 16.57, "close": 16.57, "amount_yi": 0.009 }, { "time": "09:52", "open": 16.56, "high": 16.56, "low": 16.54, "close": 16.54, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 16.54, "ts": "2026-07-06T09:52:30", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 16.3, "bid1": 16.53, "ask1": 16.55, "bid_qty1": 18, "ask_qty1": 86 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_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": 13.7671, "price_vs_vwap_pct": -0.0516, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0266, "prev_amount_yi": 0.082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3244, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 13.82, "close": 13.82, "amount_yi": 0.0076 }, { "time": "09:51", "open": 13.79, "high": 13.79, "low": 13.79, "close": 13.79, "amount_yi": 0.0018 }, { "time": "09:52", "open": 13.78, "high": 13.78, "low": 13.76, "close": 13.76, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 13.6, "open": 13.7, "high": 13.9, "low": 13.58, "bid1": 13.75, "ask1": 13.76, "bid_qty1": 41, "ask_qty1": 6 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 300, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.21, "max_chase_pct": 1.5, "base_exec_high": 7.1, "dynamic_exec_high": null, "entry_zone_low": 6.89, "entry_zone_high": 7.1, "entry_risk_pct": null, "intraday_vwap": 6.9752, "price_vs_vwap_pct": -0.2179, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1169, "prev_amount_yi": 0.1617, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0123 }, { "time": "09:51", "open": 6.97, "high": 6.97, "low": 6.97, "close": 6.97, "amount_yi": 0.0521 }, { "time": "09:52", "open": 6.97, "high": 6.97, "low": 6.96, "close": 6.96, "amount_yi": 0.0227 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.96, "ts": "2026-07-06T09:52:31", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.93, "bid1": 6.96, "ask1": 6.97, "bid_qty1": 5081, "ask_qty1": 2354 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 100, "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": 21.3178, "price_vs_vwap_pct": -0.4119, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0872, "prev_amount_yi": 0.0815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0699, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 21.29, "close": 21.29, "amount_yi": 0.0203 }, { "time": "09:51", "open": 21.26, "high": 21.26, "low": 21.26, "close": 21.26, "amount_yi": 0.0062 }, { "time": "09:52", "open": 21.24, "high": 21.24, "low": 21.23, "close": 21.23, "amount_yi": 0.0176 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 21.23, "ts": "2026-07-06T09:52:30", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.06, "bid1": 21.23, "ask1": 21.24, "bid_qty1": 87, "ask_qty1": 3 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 200, "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": 10.1026, "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": 0.0692, "prev_amount_yi": 0.1719, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4026, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.04, "close": 10.04, "amount_yi": 0.0173 }, { "time": "09:51", "open": 10.01, "high": 10.01, "low": 10.01, "close": 10.01, "amount_yi": 0.0044 }, { "time": "09:52", "open": 10.01, "high": 10.01, "low": 10.01, "close": 10.01, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.93, "bid1": 10.01, "ask1": 10.02, "bid_qty1": 63, "ask_qty1": 20 }, "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": 61.57, "exec_high": 61.57, "invalid_price": 58.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "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": null, "entry_zone_low": 59.75, "entry_zone_high": 61.57, "entry_risk_pct": 4.4029, "intraday_vwap": 61.6761, "price_vs_vwap_pct": -0.2855, "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": 0.4505, "prev_amount_yi": 0.9316, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 61.75, "close": 61.75, "amount_yi": 0.0907 }, { "time": "09:51", "open": 61.77, "high": 61.77, "low": 61.77, "close": 61.77, "amount_yi": 0.0592 }, { "time": "09:52", "open": 61.7, "high": 61.7, "low": 61.5, "close": 61.5, "amount_yi": 0.1096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 61.5, "ts": "2026-07-06T09:52:30", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 61.5, "ask1": 61.55, "bid_qty1": 2, "ask_qty1": 12 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 10.0262, "price_vs_vwap_pct": -0.3611, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0795, "prev_amount_yi": 0.0569, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3972, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.03, "close": 10.03, "amount_yi": 0.0159 }, { "time": "09:51", "open": 10.02, "high": 10.02, "low": 10.02, "close": 10.02, "amount_yi": 0.0032 }, { "time": "09:52", "open": 10.01, "high": 10.01, "low": 9.99, "close": 9.99, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.99, "ts": "2026-07-06T09:52:30", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.97, "bid1": 9.98, "ask1": 10.0, "bid_qty1": 351, "ask_qty1": 367 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 500, "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": 4.7973, "price_vs_vwap_pct": -0.1522, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.0229, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0437, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0008 }, { "time": "09:51", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0053 }, { "time": "09:52", "open": 4.8, "high": 4.8, "low": 4.79, "close": 4.79, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.79, "ask1": 4.8, "bid_qty1": 581, "ask_qty1": 1128 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 6.592, "price_vs_vwap_pct": -0.4854, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0126, "prev_amount_yi": 0.0182, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0013 }, { "time": "09:51", "open": 6.56, "high": 6.56, "low": 6.56, "close": 6.56, "amount_yi": 0.0018 }, { "time": "09:52", "open": 6.56, "high": 6.56, "low": 6.56, "close": 6.56, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.54, "bid1": 6.55, "ask1": 6.56, "bid_qty1": 99, "ask_qty1": 43 }, "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": "2026-07-06T09:52:32", "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": 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": 3.8392, "intraday_vwap": 27.6648, "price_vs_vwap_pct": -0.1981, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2229, "prev_amount_yi": 0.3796, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5872, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 27.79, "low": 27.76, "close": 27.79, "amount_yi": 0.0401 }, { "time": "09:51", "open": 27.75, "high": 27.75, "low": 27.75, "close": 27.75, "amount_yi": 0.0208 }, { "time": "09:52", "open": 27.71, "high": 27.71, "low": 27.61, "close": 27.61, "amount_yi": 0.0672 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 27.61, "ts": "2026-07-06T09:52:30", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 27.31, "bid1": 27.6, "ask1": 27.61, "bid_qty1": 58, "ask_qty1": 80 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 500, "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": 4.5798, "price_vs_vwap_pct": -0.869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0193, "prev_amount_yi": 0.0219, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8813, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 4.53, "close": 4.53, "amount_yi": 0.0023 }, { "time": "09:51", "open": 4.54, "high": 4.54, "low": 4.54, "close": 4.54, "amount_yi": 0.0001 }, { "time": "09:52", "open": 4.53, "high": 4.54, "low": 4.53, "close": 4.54, "amount_yi": 0.0071 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.52, "bid1": 4.53, "ask1": 4.54, "bid_qty1": 718, "ask_qty1": 275 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 21.7665, "price_vs_vwap_pct": -0.8109, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7619, "prev_amount_yi": 0.6832, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 21.68, "low": 21.67, "close": 21.68, "amount_yi": 0.1247 }, { "time": "09:51", "open": 21.65, "high": 21.65, "low": 21.65, "close": 21.65, "amount_yi": 0.1469 }, { "time": "09:52", "open": 21.64, "high": 21.64, "low": 21.59, "close": 21.59, "amount_yi": 0.228 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 21.59, "ts": "2026-07-06T09:52:30", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.53, "bid1": 21.59, "ask1": 21.6, "bid_qty1": 126, "ask_qty1": 705 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002169:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002169:VWAP_RECLAIM", "symbol": "SZSE.002169", "name": "智光电气", "side": "BUY", "priority": "W63", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 14.1, "exec_low": 14.31, "exec_high": 14.31, "invalid_price": 13.68, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "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": 14.52, "max_chase_pct": 1.5, "base_exec_high": 14.31, "dynamic_exec_high": null, "entry_zone_low": 13.89, "entry_zone_high": 14.31, "entry_risk_pct": 3.662, "intraday_vwap": 14.1878, "price_vs_vwap_pct": 0.1565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1853, "prev_amount_yi": 0.1581, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 14.26, "close": 14.26, "amount_yi": 0.0189 }, { "time": "09:51", "open": 14.23, "high": 14.23, "low": 14.23, "close": 14.23, "amount_yi": 0.0038 }, { "time": "09:52", "open": 14.2, "high": 14.21, "low": 14.2, "close": 14.21, "amount_yi": 0.0203 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 14.21, "ts": "2026-07-06T09:52:30", "prev_close": 13.87, "open": 13.89, "high": 14.37, "low": 13.88, "bid1": 14.18, "ask1": 14.2, "bid_qty1": 65, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM", "symbol": "SZSE.000682", "name": "东方电子", "side": "BUY", "priority": "W64", "status": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 12.6304, "price_vs_vwap_pct": -0.9533, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.102, "prev_amount_yi": 0.101, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0099, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 12.58, "low": 12.56, "close": 12.58, "amount_yi": 0.0099 }, { "time": "09:51", "open": 12.53, "high": 12.53, "low": 12.53, "close": 12.53, "amount_yi": 0.0355 }, { "time": "09:52", "open": 12.52, "high": 12.52, "low": 12.51, "close": 12.51, "amount_yi": 0.021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.4, "bid1": 12.51, "ask1": 12.52, "bid_qty1": 202, "ask_qty1": 146 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 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": 3.8862, "intraday_vwap": 35.1795, "price_vs_vwap_pct": 0.8542, "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": 0.5444, "prev_amount_yi": 1.6163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 35.75, "close": 35.75, "amount_yi": 0.1293 }, { "time": "09:51", "open": 35.61, "high": 35.61, "low": 35.61, "close": 35.61, "amount_yi": 0.0567 }, { "time": "09:52", "open": 35.52, "high": 35.52, "low": 35.48, "close": 35.48, "amount_yi": 0.0816 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 35.48, "ts": "2026-07-06T09:52:30", "prev_close": 33.84, "open": 34.29, "high": 35.97, "low": 34.0, "bid1": 35.47, "ask1": 35.51, "bid_qty1": 13, "ask_qty1": 32 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 14.4242, "price_vs_vwap_pct": -0.9304, "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": 0.5173, "prev_amount_yi": 0.6187, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8361, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 14.35, "close": 14.35, "amount_yi": 0.1129 }, { "time": "09:51", "open": 14.34, "high": 14.34, "low": 14.34, "close": 14.34, "amount_yi": 0.0531 }, { "time": "09:52", "open": 14.33, "high": 14.33, "low": 14.29, "close": 14.29, "amount_yi": 0.1507 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.29, "ts": "2026-07-06T09:52:32", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.2, "bid1": 14.28, "ask1": 14.29, "bid_qty1": 518, "ask_qty1": 111 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 10.5091, "price_vs_vwap_pct": 0.0086, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3092, "prev_amount_yi": 0.251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2319, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 10.58, "low": 10.56, "close": 10.58, "amount_yi": 0.0633 }, { "time": "09:51", "open": 10.56, "high": 10.56, "low": 10.56, "close": 10.56, "amount_yi": 0.078 }, { "time": "09:52", "open": 10.56, "high": 10.56, "low": 10.51, "close": 10.51, "amount_yi": 0.0447 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.51, "ts": "2026-07-06T09:52:30", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 10.38, "bid1": 10.5, "ask1": 10.51, "bid_qty1": 462, "ask_qty1": 87 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 400, "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": 5.6948, "price_vs_vwap_pct": -0.0843, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0382, "prev_amount_yi": 0.0497, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7686, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 5.68, "low": 5.67, "close": 5.68, "amount_yi": 0.0063 }, { "time": "09:51", "open": 5.69, "high": 5.69, "low": 5.69, "close": 5.69, "amount_yi": 0.0011 }, { "time": "09:52", "open": 5.68, "high": 5.69, "low": 5.68, "close": 5.69, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 5.69, "ts": "2026-07-06T09:52:30", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.66, "bid1": 5.67, "ask1": 5.69, "bid_qty1": 2925, "ask_qty1": 255 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 300, "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": 6.5247, "price_vs_vwap_pct": -0.8384, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0422, "prev_amount_yi": 0.0815, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5178, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 6.51, "close": 6.51, "amount_yi": 0.0043 }, { "time": "09:51", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0101 }, { "time": "09:52", "open": 6.48, "high": 6.48, "low": 6.47, "close": 6.47, "amount_yi": 0.0147 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.47, "ts": "2026-07-06T09:52:30", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.46, "bid1": 6.47, "ask1": 6.48, "bid_qty1": 576, "ask_qty1": 477 }, "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": "2026-07-06T09:52:32", "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": 53.0882, "price_vs_vwap_pct": 1.5292, "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": 0.3556, "prev_amount_yi": 0.5644, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.63, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 53.57, "close": 53.57, "amount_yi": 0.0417 }, { "time": "09:51", "open": 53.77, "high": 53.77, "low": 53.77, "close": 53.77, "amount_yi": 0.0496 }, { "time": "09:52", "open": 53.98, "high": 53.98, "low": 53.9, "close": 53.9, "amount_yi": 0.1335 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 53.9, "ts": "2026-07-06T09:52:31", "prev_close": 51.67, "open": 52.46, "high": 54.12, "low": 51.0, "bid1": 53.86, "ask1": 53.89, "bid_qty1": 4, "ask_qty1": 4 }, "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": "2026-07-06T09:52:32", "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": 14.1079, "price_vs_vwap_pct": 1.0781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1104, "prev_amount_yi": 0.14, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7886, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 14.28, "low": 14.27, "close": 14.28, "amount_yi": 0.0316 }, { "time": "09:51", "open": 14.25, "high": 14.25, "low": 14.25, "close": 14.25, "amount_yi": 0.0087 }, { "time": "09:52", "open": 14.23, "high": 14.26, "low": 14.23, "close": 14.26, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.26, "ts": "2026-07-06T09:52:30", "prev_close": 13.87, "open": 13.75, "high": 14.49, "low": 13.53, "bid1": 14.26, "ask1": 14.27, "bid_qty1": 3, "ask_qty1": 25 }, "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": "2026-07-06T09:52:32", "sim_reason": "signal_contract_missing_price_fields", "qty": 300, "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": 8.0161, "price_vs_vwap_pct": -1.9473, "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": 0.4996, "prev_amount_yi": 0.6832, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7313, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 0.0779 }, { "time": "09:51", "open": 7.92, "high": 7.92, "low": 7.92, "close": 7.92, "amount_yi": 0.0431 }, { "time": "09:52", "open": 7.9, "high": 7.9, "low": 7.86, "close": 7.86, "amount_yi": 0.1624 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.86, "ts": "2026-07-06T09:52:30", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.83, "bid1": 7.85, "ask1": 7.86, "bid_qty1": 2621, "ask_qty1": 337 }, "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": "2026-07-06T09:52:32", "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": 36.3532, "price_vs_vwap_pct": -1.4392, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.223, "prev_amount_yi": 0.1593, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3999, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 36.0, "close": 36.0, "amount_yi": 0.0423 }, { "time": "09:51", "open": 35.8, "high": 35.8, "low": 35.8, "close": 35.8, "amount_yi": 0.0359 }, { "time": "09:52", "open": 35.75, "high": 35.83, "low": 35.75, "close": 35.83, "amount_yi": 0.0937 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 35.83, "ts": "2026-07-06T09:52:30", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 35.69, "bid1": 35.8, "ask1": 35.83, "bid_qty1": 7, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002611:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002611:VWAP_RECLAIM", "symbol": "SZSE.002611", "name": "东方精工", "side": "BUY", "priority": "W74", "status": "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "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": 17.8616, "price_vs_vwap_pct": -0.6808, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4109, "prev_amount_yi": 0.2641, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5559, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 17.81, "close": 17.81, "amount_yi": 0.044 }, { "time": "09:51", "open": 17.78, "high": 17.78, "low": 17.78, "close": 17.78, "amount_yi": 0.0688 }, { "time": "09:52", "open": 17.77, "high": 17.77, "low": 17.74, "close": 17.74, "amount_yi": 0.1515 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 17.74, "ts": "2026-07-06T09:52:30", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.74, "bid1": 17.74, "ask1": 17.75, "bid_qty1": 209, "ask_qty1": 1 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "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": 18.1327, "price_vs_vwap_pct": -1.7245, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3432, "prev_amount_yi": 0.2938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1681, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 0.0509 }, { "time": "09:51", "open": 17.8, "high": 17.8, "low": 17.8, "close": 17.8, "amount_yi": 0.042 }, { "time": "09:52", "open": 17.83, "high": 17.83, "low": 17.82, "close": 17.82, "amount_yi": 0.0505 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 17.82, "ts": "2026-07-06T09:52:30", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.8, "bid1": 17.81, "ask1": 17.82, "bid_qty1": 147, "ask_qty1": 63 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 300, "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": 6.3882, "price_vs_vwap_pct": 0.1847, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1467, "prev_amount_yi": 0.1597, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 0.0311 }, { "time": "09:51", "open": 6.4, "high": 6.4, "low": 6.4, "close": 6.4, "amount_yi": 0.0069 }, { "time": "09:52", "open": 6.38, "high": 6.4, "low": 6.38, "close": 6.4, "amount_yi": 0.0395 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.27, "bid1": 6.39, "ask1": 6.4, "bid_qty1": 683, "ask_qty1": 16 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 7.6307, "price_vs_vwap_pct": -0.9265, "energy_floor_hint_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": 0.0346, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3642, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 0.0082 }, { "time": "09:51", "open": 7.57, "high": 7.57, "low": 7.57, "close": 7.57, "amount_yi": 0.0061 }, { "time": "09:52", "open": 7.55, "high": 7.56, "low": 7.55, "close": 7.56, "amount_yi": 0.0098 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.56, "ts": "2026-07-06T09:52:30", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.55, "bid1": 7.56, "ask1": 7.57, "bid_qty1": 366, "ask_qty1": 502 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": 8.2307, "price_vs_vwap_pct": 0.842, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1907, "prev_amount_yi": 0.2025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 8.27, "close": 8.27, "amount_yi": 0.032 }, { "time": "09:51", "open": 8.25, "high": 8.25, "low": 8.25, "close": 8.25, "amount_yi": 0.0138 }, { "time": "09:52", "open": 8.28, "high": 8.3, "low": 8.28, "close": 8.3, "amount_yi": 0.0425 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 8.3, "ts": "2026-07-06T09:52:30", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.29, "ask1": 8.3, "bid_qty1": 55, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300589", "name": "江龙船艇", "side": "BUY", "priority": "W79", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.69, "exec_low": 12.69, "exec_high": 12.88, "invalid_price": 12.31, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "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": null, "entry_zone_low": 12.5, "entry_zone_high": 12.88, "entry_risk_pct": null, "intraday_vwap": 12.8591, "price_vs_vwap_pct": 0.7847, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1166, "prev_amount_yi": 0.1816, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6421, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 12.88, "close": 12.88, "amount_yi": 0.0197 }, { "time": "09:51", "open": 12.87, "high": 12.87, "low": 12.87, "close": 12.87, "amount_yi": 0.0073 }, { "time": "09:52", "open": 12.9, "high": 12.96, "low": 12.9, "close": 12.96, "amount_yi": 0.0264 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 12.96, "ts": "2026-07-06T09:52:30", "prev_close": 12.55, "open": 12.5, "high": 13.07, "low": 12.4, "bid1": 12.96, "ask1": 12.97, "bid_qty1": 4, "ask_qty1": 25 }, "previous_state": "OBSERVE", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002465:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002465:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002465", "name": "海格通信", "side": "BUY", "priority": "W80", "status": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_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": 13.4152, "price_vs_vwap_pct": -1.9023, "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": 0.4614, "prev_amount_yi": 0.6941, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6647, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 13.21, "close": 13.21, "amount_yi": 0.0763 }, { "time": "09:51", "open": 13.15, "high": 13.15, "low": 13.15, "close": 13.15, "amount_yi": 0.0582 }, { "time": "09:52", "open": 13.13, "high": 13.16, "low": 13.13, "close": 13.16, "amount_yi": 0.0976 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 13.16, "ts": "2026-07-06T09:52:30", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 13.12, "bid1": 13.16, "ask1": 13.18, "bid_qty1": 2, "ask_qty1": 181 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 14.8628, "price_vs_vwap_pct": -1.4318, "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": 0.555, "prev_amount_yi": 0.6931, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8008, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 14.66, "close": 14.66, "amount_yi": 0.104 }, { "time": "09:51", "open": 14.58, "high": 14.58, "low": 14.58, "close": 14.58, "amount_yi": 0.1382 }, { "time": "09:52", "open": 14.6, "high": 14.65, "low": 14.6, "close": 14.65, "amount_yi": 0.0952 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.65, "ts": "2026-07-06T09:52:31", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 14.51, "bid1": 14.65, "ask1": 14.66, "bid_qty1": 185, "ask_qty1": 13 }, "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": "2026-07-06T09:52:32", "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": 39.3977, "price_vs_vwap_pct": -1.4156, "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": 0.4843, "prev_amount_yi": 0.6159, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7863, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 38.84, "close": 38.84, "amount_yi": 0.1056 }, { "time": "09:51", "open": 38.82, "high": 38.82, "low": 38.82, "close": 38.82, "amount_yi": 0.0309 }, { "time": "09:52", "open": 38.8, "high": 38.84, "low": 38.8, "close": 38.84, "amount_yi": 0.0988 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 38.84, "ts": "2026-07-06T09:52:30", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 38.79, "bid1": 38.81, "ask1": 38.84, "bid_qty1": 41, "ask_qty1": 8 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 11.1913, "price_vs_vwap_pct": -0.8158, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2388, "prev_amount_yi": 0.2278, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0483, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.1, "close": 11.1, "amount_yi": 0.0485 }, { "time": "09:51", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0226 }, { "time": "09:52", "open": 11.1, "high": 11.1, "low": 11.1, "close": 11.1, "amount_yi": 0.0329 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.1, "ts": "2026-07-06T09:52:32", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 11.09, "bid1": 11.1, "ask1": 11.11, "bid_qty1": 58, "ask_qty1": 572 }, "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": "TOUCHED", "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": "2026-07-06T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.09, "max_chase_pct": 1.5, "base_exec_high": 6.98, "dynamic_exec_high": null, "entry_zone_low": 6.78, "entry_zone_high": 6.98, "entry_risk_pct": null, "intraday_vwap": 6.9419, "price_vs_vwap_pct": 2.4215, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1522, "prev_amount_yi": 0.0251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.0637, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 6.99, "low": 6.94, "close": 6.99, "amount_yi": 0.0174 }, { "time": "09:51", "open": 7.12, "high": 7.12, "low": 7.12, "close": 7.12, "amount_yi": 0.0406 }, { "time": "09:52", "open": 7.16, "high": 7.16, "low": 7.11, "close": 7.11, "amount_yi": 0.0814 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.11, "ts": "2026-07-06T09:52:30", "prev_close": 6.77, "open": 6.77, "high": 7.16, "low": 6.74, "bid1": 7.11, "ask1": 7.13, "bid_qty1": 62, "ask_qty1": 14 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 6.9904, "price_vs_vwap_pct": -0.0057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0516, "prev_amount_yi": 0.09, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5733, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0026 }, { "time": "09:51", "open": 7.0, "high": 7.0, "low": 7.0, "close": 7.0, "amount_yi": 0.004 }, { "time": "09:52", "open": 6.98, "high": 6.99, "low": 6.98, "close": 6.99, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 6.95, "open": 7.0, "high": 7.05, "low": 6.95, "bid1": 6.99, "ask1": 7.0, "bid_qty1": 39, "ask_qty1": 276 }, "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": "2026-07-06T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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": 23.4409, "price_vs_vwap_pct": -0.8997, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1993, "prev_amount_yi": 0.2685, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 23.22, "close": 23.22, "amount_yi": 0.0392 }, { "time": "09:51", "open": 23.21, "high": 23.21, "low": 23.21, "close": 23.21, "amount_yi": 0.032 }, { "time": "09:52", "open": 23.17, "high": 23.23, "low": 23.17, "close": 23.23, "amount_yi": 0.0438 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 23.23, "ts": "2026-07-06T09:52:29", "prev_close": 22.58, "open": 23.16, "high": 24.11, "low": 23.1, "bid1": 23.23, "ask1": 23.24, "bid_qty1": 2, "ask_qty1": 9 }, "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": "CANCELLED", "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 17.18, "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": 16.4306, "price_vs_vwap_pct": -1.6469, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.087, "prev_amount_yi": 0.1438, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.605, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 16.2, "close": 16.2, "amount_yi": 0.02 }, { "time": "09:51", "open": 16.17, "high": 16.17, "low": 16.17, "close": 16.17, "amount_yi": 0.0158 }, { "time": "09:52", "open": 16.17, "high": 16.17, "low": 16.16, "close": 16.16, "amount_yi": 0.0112 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 16.16, "ts": "2026-07-06T09:52:30", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 16.15, "bid1": 16.16, "ask1": 16.17, "bid_qty1": 55, "ask_qty1": 56 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:52:32", "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": 16.2305, "price_vs_vwap_pct": -1.1121, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0849, "prev_amount_yi": 0.0875, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9703, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0168 }, { "time": "09:51", "open": 16.02, "high": 16.02, "low": 16.02, "close": 16.02, "amount_yi": 0.0145 }, { "time": "09:52", "open": 16.01, "high": 16.05, "low": 16.01, "close": 16.05, "amount_yi": 0.0302 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 16.05, "ts": "2026-07-06T09:52:29", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 15.98, "bid1": 16.04, "ask1": 16.05, "bid_qty1": 1, "ask_qty1": 1 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 20.8791, "price_vs_vwap_pct": -0.6662, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1645, "prev_amount_yi": 0.2674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0473 }, { "time": "09:51", "open": 20.73, "high": 20.73, "low": 20.73, "close": 20.73, "amount_yi": 0.0116 }, { "time": "09:52", "open": 20.72, "high": 20.74, "low": 20.72, "close": 20.74, "amount_yi": 0.0293 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 20.74, "ts": "2026-07-06T09:52:30", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.72, "bid1": 20.73, "ask1": 20.74, "bid_qty1": 168, "ask_qty1": 14 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 200, "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": 11.284, "price_vs_vwap_pct": -1.6306, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0879, "prev_amount_yi": 0.1982, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 11.18, "close": 11.18, "amount_yi": 0.0322 }, { "time": "09:51", "open": 11.17, "high": 11.17, "low": 11.17, "close": 11.17, "amount_yi": 0.0085 }, { "time": "09:52", "open": 11.13, "high": 11.13, "low": 11.1, "close": 11.1, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.1, "ts": "2026-07-06T09:52:30", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 11.09, "ask1": 11.11, "bid_qty1": 8, "ask_qty1": 63 }, "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": "2026-07-06T09:52:32", "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": 26.2274, "price_vs_vwap_pct": -0.7908, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0465, "prev_amount_yi": 0.0754, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6167, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 26.0, "close": 26.0, "amount_yi": 0.0169 }, { "time": "09:51", "open": 26.0, "high": 26.0, "low": 26.0, "close": 26.0, "amount_yi": 0.0039 }, { "time": "09:52", "open": 26.03, "high": 26.03, "low": 26.02, "close": 26.02, "amount_yi": 0.0084 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 26.02, "ts": "2026-07-06T09:52:31", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 26.0, "bid1": 26.02, "ask1": 26.03, "bid_qty1": 20, "ask_qty1": 125 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 15.5076, "price_vs_vwap_pct": 0.0155, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0049, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3712, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0007 }, { "time": "09:51", "open": 15.5, "high": 15.5, "low": 15.5, "close": 15.5, "amount_yi": 0.0001 }, { "time": "09:52", "open": 15.49, "high": 15.51, "low": 15.49, "close": 15.51, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 15.51, "ts": "2026-07-06T09:52:29", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.41, "bid1": 15.5, "ask1": 15.51, "bid_qty1": 1, "ask_qty1": 5 }, "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": "CANCELLED", "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "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": 17.6228, "price_vs_vwap_pct": -1.6047, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2058, "prev_amount_yi": 0.2339, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 17.39, "close": 17.39, "amount_yi": 0.0224 }, { "time": "09:51", "open": 17.36, "high": 17.36, "low": 17.36, "close": 17.36, "amount_yi": 0.0467 }, { "time": "09:52", "open": 17.35, "high": 17.35, "low": 17.34, "close": 17.34, "amount_yi": 0.0528 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 17.34, "ts": "2026-07-06T09:52:30", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 17.32, "bid1": 17.34, "ask1": 17.35, "bid_qty1": 57, "ask_qty1": 32 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 22.6189, "price_vs_vwap_pct": -2.692, "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": 1.9991, "prev_amount_yi": 2.2287, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 22.03, "close": 22.03, "amount_yi": 0.2692 }, { "time": "09:51", "open": 21.91, "high": 21.91, "low": 21.91, "close": 21.91, "amount_yi": 0.4534 }, { "time": "09:52", "open": 21.95, "high": 22.01, "low": 21.95, "close": 22.01, "amount_yi": 0.4108 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 22.01, "ts": "2026-07-06T09:52:31", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 21.89, "bid1": 22.0, "ask1": 22.01, "bid_qty1": 22, "ask_qty1": 31 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "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": null, "intraday_vwap": 67.0931, "price_vs_vwap_pct": -1.7932, "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": 0.2957, "prev_amount_yi": 0.3511, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8422, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 66.76, "low": 66.74, "close": 66.76, "amount_yi": 0.0601 }, { "time": "09:51", "open": 66.39, "high": 66.39, "low": 66.39, "close": 66.39, "amount_yi": 0.051 }, { "time": "09:52", "open": 66.2, "high": 66.2, "low": 65.89, "close": 65.89, "amount_yi": 0.0759 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 65.89, "ts": "2026-07-06T09:52:30", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 65.87, "bid1": 65.87, "ask1": 65.88, "bid_qty1": 22, "ask_qty1": 1 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T09:52:32", "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": 35.7862, "price_vs_vwap_pct": 0.9886, "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": 1.0968, "prev_amount_yi": 3.0967, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3542, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 36.21, "close": 36.21, "amount_yi": 0.2572 }, { "time": "09:51", "open": 36.01, "high": 36.01, "low": 36.01, "close": 36.01, "amount_yi": 0.0511 }, { "time": "09:52", "open": 36.2, "high": 36.2, "low": 36.14, "close": 36.14, "amount_yi": 0.2238 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 36.14, "ts": "2026-07-06T09:52:30", "prev_close": 33.59, "open": 33.6, "high": 36.78, "low": 33.6, "bid1": 36.13, "ask1": 36.14, "bid_qty1": 16, "ask_qty1": 58 }, "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 200, "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": 9.4032, "price_vs_vwap_pct": -0.1404, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0413, "prev_amount_yi": 0.0271, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.524, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 9.4, "close": 9.4, "amount_yi": 0.0126 }, { "time": "09:51", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0056 }, { "time": "09:52", "open": 9.38, "high": 9.39, "low": 9.38, "close": 9.39, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.39, "ts": "2026-07-06T09:52:30", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.38, "ask1": 9.39, "bid_qty1": 37, "ask_qty1": 3 }, "previous_state": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 32.3714, "price_vs_vwap_pct": -1.24, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2085, "prev_amount_yi": 0.2038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0231, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 32.02, "low": 32.0, "close": 32.02, "amount_yi": 0.0291 }, { "time": "09:51", "open": 31.96, "high": 31.96, "low": 31.96, "close": 31.96, "amount_yi": 0.0271 }, { "time": "09:52", "open": 31.96, "high": 31.97, "low": 31.96, "close": 31.97, "amount_yi": 0.0267 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 31.97, "ts": "2026-07-06T09:52:30", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 31.9, "bid1": 31.97, "ask1": 32.01, "bid_qty1": 1, "ask_qty1": 14 }, "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": "2026-07-06T09:52:32", "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": 87.1112, "price_vs_vwap_pct": -1.5626, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 2.1284, "prev_amount_yi": 2.0262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0504, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 85.7, "close": 85.7, "amount_yi": 0.3202 }, { "time": "09:51", "open": 85.55, "high": 85.55, "low": 85.55, "close": 85.55, "amount_yi": 0.2236 }, { "time": "09:52", "open": 85.54, "high": 85.75, "low": 85.54, "close": 85.75, "amount_yi": 0.4772 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 85.75, "ts": "2026-07-06T09:52:29", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 85.3, "bid1": 85.7, "ask1": 85.75, "bid_qty1": 89, "ask_qty1": 131 }, "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": "TOUCHED", "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": "2026-07-06T09:52:32", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 100, "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": null, "intraday_vwap": 22.9542, "price_vs_vwap_pct": 1.2451, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.753, "prev_amount_yi": 0.5827, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0851 }, { "time": "09:51", "open": 22.83, "high": 22.83, "low": 22.83, "close": 22.83, "amount_yi": 0.0549 }, { "time": "09:52", "open": 22.88, "high": 23.24, "low": 22.88, "close": 23.24, "amount_yi": 0.2826 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 23.24, "ts": "2026-07-06T09:52:30", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.58, "bid1": 23.23, "ask1": 23.24, "bid_qty1": 712, "ask_qty1": 27 }, "previous_state": "ACTIONABLE", "next_state": "TOUCHED", "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": "OBSERVE", "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": "2026-07-06T09:52:32", "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": 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": 3.9241, "intraday_vwap": 46.6137, "price_vs_vwap_pct": 0.5713, "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": 0.8608, "prev_amount_yi": 1.3649, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6307, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 46.43, "low": 46.24, "close": 46.43, "amount_yi": 0.1204 }, { "time": "09:51", "open": 46.5, "high": 46.5, "low": 46.5, "close": 46.5, "amount_yi": 0.1318 }, { "time": "09:52", "open": 46.68, "high": 46.88, "low": 46.68, "close": 46.88, "amount_yi": 0.1698 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "current_position_value": 9368.0, "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": 46.88, "ts": "2026-07-06T09:52:31", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 45.46, "bid1": 46.88, "ask1": 46.89, "bid_qty1": 1, "ask_qty1": 17 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 300, "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": 7.134, "price_vs_vwap_pct": -1.3176, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.041, "prev_amount_yi": 0.0619, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6624, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0062 }, { "time": "09:51", "open": 7.05, "high": 7.05, "low": 7.05, "close": 7.05, "amount_yi": 0.01 }, { "time": "09:52", "open": 7.05, "high": 7.05, "low": 7.04, "close": 7.04, "amount_yi": 0.0128 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 7.04, "ts": "2026-07-06T09:52:30", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 7.04, "bid1": 7.03, "ask1": 7.04, "bid_qty1": 948, "ask_qty1": 436 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 9.6257, "price_vs_vwap_pct": -0.6825, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0421, "prev_amount_yi": 0.0565, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7451, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 0.0116 }, { "time": "09:51", "open": 9.58, "high": 9.58, "low": 9.58, "close": 9.58, "amount_yi": 0.0017 }, { "time": "09:52", "open": 9.57, "high": 9.57, "low": 9.56, "close": 9.56, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 9.56, "ts": "2026-07-06T09:52:30", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.56, "bid1": 9.56, "ask1": 9.57, "bid_qty1": 3, "ask_qty1": 1394 }, "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": "2026-07-06T09:52:32", "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": 62.914, "price_vs_vwap_pct": -0.7693, "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": 1.5978, "prev_amount_yi": 2.0027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7978, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 62.81, "close": 62.81, "amount_yi": 0.3411 }, { "time": "09:51", "open": 62.52, "high": 62.52, "low": 62.52, "close": 62.52, "amount_yi": 0.1372 }, { "time": "09:52", "open": 62.53, "high": 62.53, "low": 62.43, "close": 62.43, "amount_yi": 0.3496 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 62.43, "ts": "2026-07-06T09:52:31", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 62.0, "bid1": 62.42, "ask1": 62.43, "bid_qty1": 85, "ask_qty1": 493 }, "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": "2026-07-06T09:52:32", "sim_reason": "signal_contract_missing_price_fields", "qty": 300, "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": 6.777, "price_vs_vwap_pct": -0.8411, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.078, "prev_amount_yi": 0.1967, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3965, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 6.72, "close": 6.72, "amount_yi": 0.0115 }, { "time": "09:51", "open": 6.72, "high": 6.72, "low": 6.72, "close": 6.72, "amount_yi": 0.014 }, { "time": "09:52", "open": 6.7, "high": 6.72, "low": 6.7, "close": 6.72, "amount_yi": 0.0155 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 6.72, "ts": "2026-07-06T09:52:30", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.7, "bid1": 6.72, "ask1": 6.73, "bid_qty1": 144, "ask_qty1": 477 }, "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": "2026-07-06T09:52:32", "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": 14.8795, "price_vs_vwap_pct": -0.7359, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0456, "prev_amount_yi": 0.0632, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7215, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 14.81, "low": 14.77, "close": 14.81, "amount_yi": 0.0101 }, { "time": "09:51", "open": 14.79, "high": 14.79, "low": 14.79, "close": 14.79, "amount_yi": 0.0068 }, { "time": "09:52", "open": 14.74, "high": 14.77, "low": 14.74, "close": 14.77, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:30", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 14.77, "ask1": 14.8, "bid_qty1": 39, "ask_qty1": 12 }, "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": "2026-07-06T09:52:32", "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": 10.3878, "price_vs_vwap_pct": 2.139, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3289, "prev_amount_yi": 0.3034, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.084, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 10.69, "low": 10.59, "close": 10.69, "amount_yi": 0.1628 }, { "time": "09:51", "open": 10.64, "high": 10.64, "low": 10.64, "close": 10.64, "amount_yi": 0.0601 }, { "time": "09:52", "open": 10.6, "high": 10.61, "low": 10.6, "close": 10.61, "amount_yi": 0.0436 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.61, "ts": "2026-07-06T09:52:30", "prev_close": 10.24, "open": 10.17, "high": 10.73, "low": 9.91, "bid1": 10.59, "ask1": 10.61, "bid_qty1": 7, "ask_qty1": 3 }, "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": "2026-07-06T09:52:32", "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": 54.3775, "price_vs_vwap_pct": 4.8044, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 3.7226, "prev_amount_yi": 3.083, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "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": 57.0, "close": 57.0, "amount_yi": 1.2608 }, { "time": "09:51", "open": 56.95, "high": 56.95, "low": 56.95, "close": 56.95, "amount_yi": 0.3667 }, { "time": "09:52", "open": 56.8, "high": 56.99, "low": 56.8, "close": 56.99, "amount_yi": 0.358 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 56.99, "ts": "2026-07-06T09:52:30", "prev_close": 51.96, "open": 51.82, "high": 57.16, "low": 51.66, "bid1": 56.97, "ask1": 56.99, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM", "symbol": "SHSE.600182", "name": "S佳通", "side": "BUY", "priority": "W109", "status": "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": "2026-07-06T09:52:32", "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": 14.6863, "price_vs_vwap_pct": 0.2295, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0186, "prev_amount_yi": 0.0146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.274, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 14.76, "low": 14.74, "close": 14.76, "amount_yi": 0.0044 }, { "time": "09:52", "open": 14.76, "high": 14.76, "low": 14.72, "close": 14.72, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.72, "ts": "2026-07-06T09:52:30", "prev_close": 14.71, "open": 14.66, "high": 14.86, "low": 14.4, "bid1": 14.67, "ask1": 14.72, "bid_qty1": 62, "ask_qty1": 4 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 100, "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": 16.8546, "price_vs_vwap_pct": 0.21, "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": 0.5939, "prev_amount_yi": 0.7241, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8202, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 16.84, "close": 16.84, "amount_yi": 0.1223 }, { "time": "09:51", "open": 16.82, "high": 16.82, "low": 16.82, "close": 16.82, "amount_yi": 0.0344 }, { "time": "09:52", "open": 16.83, "high": 16.89, "low": 16.83, "close": 16.89, "amount_yi": 0.185 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 16.89, "ts": "2026-07-06T09:52:30", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.6, "bid1": 16.88, "ask1": 16.89, "bid_qty1": 184, "ask_qty1": 54 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002708:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002708:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002708", "name": "光洋股份", "side": "BUY", "priority": "W111", "status": "CANCELLED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 14.27, "exec_low": 14.27, "exec_high": 14.48, "invalid_price": 13.84, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "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": 13.7686, "price_vs_vwap_pct": 0.3007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1767, "prev_amount_yi": 0.1938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9118, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 13.83, "close": 13.83, "amount_yi": 0.0376 }, { "time": "09:51", "open": 13.82, "high": 13.82, "low": 13.82, "close": 13.82, "amount_yi": 0.009 }, { "time": "09:52", "open": 13.79, "high": 13.81, "low": 13.79, "close": 13.81, "amount_yi": 0.0299 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 13.81, "ts": "2026-07-06T09:52:30", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.58, "bid1": 13.8, "ask1": 13.81, "bid_qty1": 450, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002265:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002265:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002265", "name": "建设工业", "side": "BUY", "priority": "W112", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 18.83, "exec_low": 18.83, "exec_high": 19.11, "invalid_price": 18.27, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 100, "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": 18.8008, "price_vs_vwap_pct": -0.8553, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0557, "prev_amount_yi": 0.1024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 18.66, "low": 18.64, "close": 18.66, "amount_yi": 0.0102 }, { "time": "09:51", "open": 18.62, "high": 18.62, "low": 18.62, "close": 18.62, "amount_yi": 0.0036 }, { "time": "09:52", "open": 18.61, "high": 18.64, "low": 18.61, "close": 18.64, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 18.64, "ts": "2026-07-06T09:52:30", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.63, "ask1": 18.65, "bid_qty1": 1, "ask_qty1": 148 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 0.0078, "prev_amount_yi": 0.0149, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 0.0014 }, { "time": "09:51", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0015 }, { "time": "09:52", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": "2026-07-06T09:52:31", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.62, "bid1": 9.69, "ask1": 9.71, "bid_qty1": 21, "ask_qty1": 198 }, "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": "2026-07-06T09:52:32", "sim_reason": "waiting_trigger", "qty": 200, "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": 10.3124, "price_vs_vwap_pct": -0.5081, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.052, "prev_amount_yi": 0.0825, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6303, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 10.28, "close": 10.28, "amount_yi": 0.0079 }, { "time": "09:51", "open": 10.26, "high": 10.26, "low": 10.26, "close": 10.26, "amount_yi": 0.0058 }, { "time": "09:52", "open": 10.25, "high": 10.26, "low": 10.25, "close": 10.26, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 10.26, "ts": "2026-07-06T09:52:30", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.22, "bid1": 10.26, "ask1": 10.27, "bid_qty1": 79, "ask_qty1": 238 }, "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": "2026-07-06T09:52:32", "sim_reason": "invalid_price_broken", "qty": 200, "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": 11.9595, "price_vs_vwap_pct": -0.5811, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0606, "prev_amount_yi": 0.0717, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8452, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 11.92, "close": 11.92, "amount_yi": 0.0059 }, { "time": "09:51", "open": 11.91, "high": 11.91, "low": 11.91, "close": 11.91, "amount_yi": 0.0078 }, { "time": "09:52", "open": 11.89, "high": 11.89, "low": 11.89, "close": 11.89, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 11.89, "ts": "2026-07-06T09:52:30", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.84, "bid1": 11.88, "ask1": 11.89, "bid_qty1": 65, "ask_qty1": 108 }, "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": "2026-07-06T09:52:32", "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": 14.794, "price_vs_vwap_pct": -0.2974, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2359, "prev_amount_yi": 0.1453, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6235, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 14.74, "close": 14.74, "amount_yi": 0.0299 }, { "time": "09:51", "open": 14.72, "high": 14.72, "low": 14.72, "close": 14.72, "amount_yi": 0.0136 }, { "time": "09:52", "open": 14.71, "high": 14.75, "low": 14.71, "close": 14.75, "amount_yi": 0.0304 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 14.75, "ts": "2026-07-06T09:52:30", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.68, "bid1": 14.73, "ask1": 14.76, "bid_qty1": 52, "ask_qty1": 60 }, "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": "2026-07-06T09:52:32", "sim_reason": "minute_energy_amount_too_low", "qty": 700, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.29, "max_chase_pct": 1.5, "base_exec_high": 3.24, "dynamic_exec_high": null, "entry_zone_low": 3.14, "entry_zone_high": 3.24, "entry_risk_pct": 3.7383, "intraday_vwap": 3.2005, "price_vs_vwap_pct": -0.0156, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0905, "prev_amount_yi": 0.2546, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3555, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "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": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0159 }, { "time": "09:51", "open": 3.2, "high": 3.2, "low": 3.2, "close": 3.2, "amount_yi": 0.0245 }, { "time": "09:52", "open": 3.21, "high": 3.21, "low": 3.2, "close": 3.2, "amount_yi": 0.0107 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 3.2, "ts": "2026-07-06T09:52:31", "prev_close": 3.12, "open": 3.12, "high": 3.24, "low": 3.11, "bid1": 3.2, "ask1": 3.21, "bid_qty1": 7358, "ask_qty1": 4260 }, "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": "2026-07-06T09:52:32", "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": 3.6859, "intraday_vwap": 12.4101, "price_vs_vwap_pct": 0.5633, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1012, "prev_amount_yi": 0.1714, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5904, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 0.023 }, { "time": "09:51", "open": 12.47, "high": 12.47, "low": 12.47, "close": 12.47, "amount_yi": 0.0068 }, { "time": "09:52", "open": 12.49, "high": 12.49, "low": 12.48, "close": 12.48, "amount_yi": 0.0139 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 43184.9, "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": 12.48, "ts": "2026-07-06T09:52:29", "prev_close": 12.28, "open": 12.28, "high": 12.58, "low": 12.18, "bid1": 12.47, "ask1": 12.48, "bid_qty1": 263, "ask_qty1": 64 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002454:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002454:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002454", "name": "松芝股份", "side": "BUY", "priority": "W119", "status": "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": "2026-07-06T09:52:32", "sim_reason": "near_trigger", "qty": 400, "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": 5.1143, "price_vs_vwap_pct": 0.698, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0215, "prev_amount_yi": 0.0194, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "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": 5.16, "close": 5.16, "amount_yi": 0.007 }, { "time": "09:51", "open": 5.17, "high": 5.17, "low": 5.17, "close": 5.17, "amount_yi": 0.003 }, { "time": "09:52", "open": 5.16, "high": 5.16, "low": 5.15, "close": 5.15, "amount_yi": 0.0028 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 86369.79, "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": 5.15, "ts": "2026-07-06T09:52:30", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.15, "ask1": 5.16, "bid_qty1": 39, "ask_qty1": 208 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600353:POSITION_TREND_ADD:BUY", "plan_id": "20260703:SHSE.600353:POSITION_TREND_ADD", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 46.88, "exec_low": 46.61, "exec_high": 47.27, "invalid_price": 45.71, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-06T09:52:32", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 44.53, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 47.27, "dynamic_exec_high": 47.27, "entry_zone_low": 46.61, "entry_zone_high": 47.27, "entry_risk_pct": 2.5, "intraday_vwap": 46.6137, "price_vs_vwap_pct": 0.5713, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 215900.88, "current_position_value": 9376.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 200, "t0_protection_qty_cap": 200, "ma5": null, "quote": { "last": 46.88, "ts": "2026-07-06T09:52:31", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 45.46, "bid1": 46.88, "ask1": 46.89, "bid_qty1": 1, "ask_qty1": 17 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 596256.0, "market_value": 483248.4, "total_value": 1079504.4, "unrealized_pnl": 36884.35075832137, "unrealized_pnl_pct_of_initial": 3.6884350758321376, "realized_pnl": 42620.049241678535, "realized_pnl_pct_of_initial": 4.2620049241678535, "total_pnl": 79504.3999999999, "total_pnl_pct": 7.950439999999981 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 33000, "avg_cost": 3.6173972602739726, "last_price": 3.85, "market_value": 147840.0, "unrealized_pnl": 8931.945205479456, "unrealized_pnl_pct": 6.4301132275533135, "updated_at": "2026-07-06T09:52:32", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.695173451817336 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 703, "sellable_qty": 701, "avg_cost": 124.28448712255774, "last_price": 129.8, "market_value": 91249.40000000001, "unrealized_pnl": 3877.4055528419203, "unrealized_pnl_pct": 4.43781279960016, "updated_at": "2026-07-06T09:52:32", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 8.452897459241484 }, { "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": "2026-07-06T09:52:32", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.796262803560597 }, { "symbol": "SZSE.300236", "name": "上海新阳", "quantity": 600, "sellable_qty": 600, "avg_cost": 110.65, "last_price": 113.96, "market_value": 68376.0, "unrealized_pnl": 1985.9999999999927, "unrealized_pnl_pct": 2.9914143696339712, "updated_at": "2026-07-06T09:52:32", "prev_close": 109.79, "holding_days": 10, "position_pct_of_total": 6.334017721465518 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.8, "market_value": 52919.99999999999, "unrealized_pnl": -98.0000000000004, "unrealized_pnl_pct": -0.1848428835489857, "updated_at": "2026-07-06T09:52:32", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.902249587866432 }, { "symbol": "SHSE.600547", "name": "山东黄金", "quantity": 1100, "sellable_qty": 0, "avg_cost": 26.99, "last_price": 26.66, "market_value": 29326.0, "unrealized_pnl": -362.9999999999981, "unrealized_pnl_pct": -1.2226750648388185, "updated_at": "2026-07-06T09:52:32", "prev_close": 26.08, "holding_days": 0, "position_pct_of_total": 2.7166169957250754 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 46.88, "market_value": 9376.0, "unrealized_pnl": 1386.0, "unrealized_pnl_pct": 17.346683354192738, "updated_at": "2026-07-06T09:52:32", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.8685467145849523 } ], "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": 3.85, "avg_cost": 3.6173972602739726, "pnl_pct": 6.4301, "threshold": 3.89, "reason": "position_add_invalid_t_exit", "source_order_id": 45, "source_event_id": "20260703:20260706:SZSE.000536:POSITION_TREND_ADD:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 3.99, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null }, { "symbol": "SZSE.300236", "name": "上海新阳", "rule": "position_invalid_price", "status": "PENDING_SELL", "side": "SELL", "qty": 200, "sellable_qty": 600, "last_price": 113.96, "avg_cost": 110.65, "pnl_pct": 2.9914, "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": [ { "event_id": "20260703:20260706:SHSE.600353:POSITION_TREND_ADD:BUY", "plan_id": "20260703:SHSE.600353:POSITION_TREND_ADD", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "ADD", "status": "OBSERVE", "template_key": "POSITION_TREND_ADD", "trigger_price": 46.88, "exec_low": 46.61, "exec_high": 47.27, "invalid_price": 45.71, "confirm_rule": "profit_position_above_vwap_and_positive", "cancel_rule": "lost_vwap_or_profit_below_threshold", "stale_after_sec": 20, "created_at": "2026-07-06T09:52:32", "sim_reason": "position_sizing_no_room_or_cash", "qty": 0, "prev_close": 44.53, "theme": null, "decision": "position_add", "paper_scope": "position_add", "chase_ceiling": null, "max_chase_pct": 0.8, "base_exec_high": 47.27, "dynamic_exec_high": 47.27, "entry_zone_low": 46.61, "entry_zone_high": 47.27, "entry_risk_pct": 2.5, "intraday_vwap": 46.6137, "price_vs_vwap_pct": 0.5713, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 20.0, "target_position_pct": 20.0, "target_amount": 215900.88, "current_position_value": 9376.0, "cash_before_order": 596256.0, "sizing_reason": "position_sizing_no_room_or_cash", "sellable_qty_before_order": 200, "t0_protection_qty_cap": 200, "ma5": null, "quote": { "last": 46.88, "ts": "2026-07-06T09:52:31", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 45.46, "bid1": 46.88, "ask1": 46.89, "bid_qty1": 1, "ask_qty1": 17 }, "previous_state": null, "next_state": "OBSERVE", "quote_stale_lock": false } ], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档,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": "DEFENSIVE", "reason": "行情样本缺失或陈旧，总仓降到防守档,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": false, "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation", "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": 132, "active_plan_contracts": 11, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 1, "filled_orders": 7, "filled_official_orders": 3, "position_add_signals": 1, "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 } }