{ "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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3053, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "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": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" }, "sample_rows": [ { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.472462042274475, "last": 36.1, "vwap": 36.16198333902593, "above_vwap": false, "amount": 1873975452.0 }, { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.193515704154008, "last": 10.58, "vwap": 11.134023907612633, "above_vwap": false, "amount": 219722168.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.351039260969982, "last": 55.26, "vwap": 55.00302305987602, "above_vwap": true, "amount": 3231504609.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.589024753951688, "last": 177.02, "vwap": 177.19701499126816, "above_vwap": false, "amount": 1806098295.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.672897196261672, "last": 30.24, "vwap": 30.203633004907644, "above_vwap": true, "amount": 2014337672.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.637931034482756, "last": 60.69, "vwap": 61.35947094834891, "above_vwap": false, "amount": 1281928203.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.107830551989733, "last": 8.11, "vwap": 8.210392888656216, "above_vwap": false, "amount": 388944374.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7352428875556454, "last": 53.6, "vwap": 53.23124795727547, "above_vwap": true, "amount": 631929437.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.5016286644951267, "last": 12.71, "vwap": 12.644349179510622, "above_vwap": true, "amount": 550394611.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2198264728961665, "above_vwap": true, "amount": 374629064.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.17540322580645, "last": 20.47, "vwap": 20.786112540798392, "above_vwap": false, "amount": 2251917546.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.105987832212631, "last": 32.2, "vwap": 32.826011169873425, "above_vwap": false, "amount": 3622363463.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+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,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3053, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "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": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" }, "sample_rows": [ { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.472462042274475, "last": 36.1, "vwap": 36.16198333902593, "above_vwap": false, "amount": 1873975452.0 }, { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.193515704154008, "last": 10.58, "vwap": 11.134023907612633, "above_vwap": false, "amount": 219722168.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.351039260969982, "last": 55.26, "vwap": 55.00302305987602, "above_vwap": true, "amount": 3231504609.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.589024753951688, "last": 177.02, "vwap": 177.19701499126816, "above_vwap": false, "amount": 1806098295.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.672897196261672, "last": 30.24, "vwap": 30.203633004907644, "above_vwap": true, "amount": 2014337672.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.637931034482756, "last": 60.69, "vwap": 61.35947094834891, "above_vwap": false, "amount": 1281928203.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.107830551989733, "last": 8.11, "vwap": 8.210392888656216, "above_vwap": false, "amount": 388944374.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7352428875556454, "last": 53.6, "vwap": 53.23124795727547, "above_vwap": true, "amount": 631929437.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.5016286644951267, "last": 12.71, "vwap": 12.644349179510622, "above_vwap": true, "amount": 550394611.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2198264728961665, "above_vwap": true, "amount": 374629064.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.17540322580645, "last": 20.47, "vwap": 20.786112540798392, "above_vwap": false, "amount": 2251917546.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.105987832212631, "last": 32.2, "vwap": 32.826011169873425, "above_vwap": false, "amount": 3622363463.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+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,active_mainline_not_confirmed", "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": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3053, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "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": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" }, "sample_rows": [ { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.472462042274475, "last": 36.1, "vwap": 36.16198333902593, "above_vwap": false, "amount": 1873975452.0 }, { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.193515704154008, "last": 10.58, "vwap": 11.134023907612633, "above_vwap": false, "amount": 219722168.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.351039260969982, "last": 55.26, "vwap": 55.00302305987602, "above_vwap": true, "amount": 3231504609.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.589024753951688, "last": 177.02, "vwap": 177.19701499126816, "above_vwap": false, "amount": 1806098295.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.672897196261672, "last": 30.24, "vwap": 30.203633004907644, "above_vwap": true, "amount": 2014337672.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.637931034482756, "last": 60.69, "vwap": 61.35947094834891, "above_vwap": false, "amount": 1281928203.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.107830551989733, "last": 8.11, "vwap": 8.210392888656216, "above_vwap": false, "amount": 388944374.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7352428875556454, "last": 53.6, "vwap": 53.23124795727547, "above_vwap": true, "amount": 631929437.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.5016286644951267, "last": 12.71, "vwap": 12.644349179510622, "above_vwap": true, "amount": 550394611.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2198264728961665, "above_vwap": true, "amount": 374629064.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.17540322580645, "last": 20.47, "vwap": 20.786112540798392, "above_vwap": false, "amount": 2251917546.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.105987832212631, "last": 32.2, "vwap": 32.826011169873425, "above_vwap": false, "amount": 3622363463.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+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,active_mainline_not_confirmed", "intraday_style_gate": { "enabled": true, "style_code": "MAINLINE_BREAK", "label": "主线承接断裂", "entry_policy": "no_official_buy", "official_buy_allowed": false, "reason": "active_mainline_not_confirmed", "pool_up_ratio": 0.3053, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 0, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2964, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [], "structural_symbol_whitelist": [], "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": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" }, "sample_rows": [ { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.472462042274475, "last": 36.1, "vwap": 36.16198333902593, "above_vwap": false, "amount": 1873975452.0 }, { "symbol": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.193515704154008, "last": 10.58, "vwap": 11.134023907612633, "above_vwap": false, "amount": 219722168.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.351039260969982, "last": 55.26, "vwap": 55.00302305987602, "above_vwap": true, "amount": 3231504609.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.589024753951688, "last": 177.02, "vwap": 177.19701499126816, "above_vwap": false, "amount": 1806098295.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.672897196261672, "last": 30.24, "vwap": 30.203633004907644, "above_vwap": true, "amount": 2014337672.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.637931034482756, "last": 60.69, "vwap": 61.35947094834891, "above_vwap": false, "amount": 1281928203.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.107830551989733, "last": 8.11, "vwap": 8.210392888656216, "above_vwap": false, "amount": 388944374.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.7352428875556454, "last": 53.6, "vwap": 53.23124795727547, "above_vwap": true, "amount": 631929437.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.5016286644951267, "last": 12.71, "vwap": 12.644349179510622, "above_vwap": true, "amount": 550394611.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2198264728961665, "above_vwap": true, "amount": 374629064.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.17540322580645, "last": 20.47, "vwap": 20.786112540798392, "above_vwap": false, "amount": 2251917546.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.105987832212631, "last": 32.2, "vwap": 32.826011169873425, "above_vwap": false, "amount": 3622363463.0 } ] }, "style_code": "MAINLINE_BREAK", "style_label": "主线承接断裂", "entry_policy": "no_official_buy", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" }, "external_tech_shock_level": "HIGH", "external_tech_entry_policy": "tech_requires_1030_repair" }, "quote_source": "public_http_tencent:134/134", "quote_stale_lock": false, "generated_at": "2026-07-06T11:21:29", "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": "2026-07-06T11:21:29", "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": null, "intraday_vwap": 26.5203, "price_vs_vwap_pct": -2.5275, "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": 25.85, "ts": "2026-07-06T11:21:28", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 25.84, "ask1": 25.85, "bid_qty1": 107, "ask_qty1": 12 }, "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": "2026-07-06T11:21:29", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 500, "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": 177.197, "price_vs_vwap_pct": -0.0999, "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": 0.0679, "prev_amount_yi": 0.127, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5346, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 176.9, "high": 177.03, "low": 176.9, "close": 177.03, "amount_yi": 0.0223 }, { "time": "11:20", "open": 176.86, "high": 176.88, "low": 176.86, "close": 176.88, "amount_yi": 0.0334 }, { "time": "11:21", "open": 177.02, "high": 177.02, "low": 177.02, "close": 177.02, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 177.02, "ts": "2026-07-06T11:21:27", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 176.97, "ask1": 177.02, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5200, "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": 19.1154, "price_vs_vwap_pct": -1.4407, "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": 0.0052, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4685, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 18.85, "high": 18.85, "low": 18.84, "close": 18.84, "amount_yi": 0.004 }, { "time": "11:20", "open": 18.84, "high": 18.84, "low": 18.84, "close": 18.84, "amount_yi": 0.0007 }, { "time": "11:21", "open": 18.84, "high": 18.84, "low": 18.84, "close": 18.84, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.84, "ts": "2026-07-06T11:21:27", "prev_close": 19.38, "open": 19.38, "high": 19.46, "low": 18.81, "bid1": 18.83, "ask1": 18.84, "bid_qty1": 53, "ask_qty1": 12 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000559:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.000559:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.000559", "name": "万向钱潮", "side": "BUY", "priority": "P3", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 14.45, "exec_low": 14.45, "exec_high": 14.88, "invalid_price": 14.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 7400, "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": 13.6411, "price_vs_vwap_pct": -2.4272, "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": 0.0416, "prev_amount_yi": 0.1614, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2577, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0174 }, { "time": "11:20", "open": 13.3, "high": 13.31, "low": 13.3, "close": 13.31, "amount_yi": 0.0187 }, { "time": "11:21", "open": 13.31, "high": 13.31, "low": 13.31, "close": 13.31, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.31, "ts": "2026-07-06T11:21:27", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.2, "bid1": 13.3, "ask1": 13.31, "bid_qty1": 85, "ask_qty1": 492 }, "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": "2026-07-06T11:21:29", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.79, "max_chase_pct": 3.0, "base_exec_high": 38.79, "dynamic_exec_high": null, "entry_zone_low": 37.1, "entry_zone_high": 38.22, "entry_risk_pct": null, "intraday_vwap": 37.7269, "price_vs_vwap_pct": -0.5484, "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": 37.52, "ts": "2026-07-06T11:21:28", "prev_close": 37.15, "open": 36.95, "high": 38.09, "low": 36.95, "bid1": 37.52, "ask1": 37.53, "bid_qty1": 26, "ask_qty1": 4 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 3300, "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": 30.097, "price_vs_vwap_pct": -2.8142, "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": 0.038, "prev_amount_yi": 0.0237, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6034, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 29.3, "high": 29.34, "low": 29.3, "close": 29.34, "amount_yi": 0.0092 }, { "time": "11:20", "open": 29.35, "high": 29.35, "low": 29.32, "close": 29.32, "amount_yi": 0.0034 }, { "time": "11:21", "open": 29.25, "high": 29.25, "low": 29.25, "close": 29.25, "amount_yi": 0.0254 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 29.25, "ts": "2026-07-06T11:21:27", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 29.22, "bid1": 29.26, "ask1": 29.3, "bid_qty1": 1, "ask_qty1": 9 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 3800, "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": 26.2406, "price_vs_vwap_pct": -2.8605, "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": 0.0077, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 25.46, "high": 25.46, "low": 25.46, "close": 25.46, "amount_yi": 0.004 }, { "time": "11:20", "open": 25.45, "high": 25.45, "low": 25.44, "close": 25.44, "amount_yi": 0.0012 }, { "time": "11:21", "open": 25.49, "high": 25.49, "low": 25.49, "close": 25.49, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.49, "ts": "2026-07-06T11:21:27", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 25.4, "bid1": 25.48, "ask1": 25.5, "bid_qty1": 21, "ask_qty1": 1 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 17100, "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": 5.8868, "price_vs_vwap_pct": -1.9841, "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": 0.023, "prev_amount_yi": 0.0384, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.599, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 5.78, "high": 5.78, "low": 5.77, "close": 5.77, "amount_yi": 0.0084 }, { "time": "11:20", "open": 5.77, "high": 5.77, "low": 5.76, "close": 5.76, "amount_yi": 0.0111 }, { "time": "11:21", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.77, "ts": "2026-07-06T11:21:27", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.71, "bid1": 5.76, "ask1": 5.77, "bid_qty1": 771, "ask_qty1": 51 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 2000, "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": 48.3569, "price_vs_vwap_pct": -2.5579, "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": 0.0514, "prev_amount_yi": 0.1739, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2956, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 46.95, "high": 46.97, "low": 46.95, "close": 46.97, "amount_yi": 0.022 }, { "time": "11:20", "open": 47.0, "high": 47.05, "low": 47.0, "close": 47.05, "amount_yi": 0.0191 }, { "time": "11:21", "open": 47.12, "high": 47.12, "low": 47.12, "close": 47.12, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 47.12, "ts": "2026-07-06T11:21:27", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 46.8, "bid1": 47.11, "ask1": 47.12, "bid_qty1": 12, "ask_qty1": 12 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 4200, "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": 23.3265, "price_vs_vwap_pct": -0.971, "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": 0.0653, "prev_amount_yi": 0.041, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5927, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 23.08, "high": 23.08, "low": 23.06, "close": 23.06, "amount_yi": 0.0485 }, { "time": "11:20", "open": 23.08, "high": 23.08, "low": 23.08, "close": 23.08, "amount_yi": 0.0098 }, { "time": "11:21", "open": 23.1, "high": 23.1, "low": 23.1, "close": 23.1, "amount_yi": 0.007 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.1, "ts": "2026-07-06T11:21:29", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 22.96, "bid1": 23.09, "ask1": 23.11, "bid_qty1": 3, "ask_qty1": 16 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 3800, "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": 25.9108, "price_vs_vwap_pct": -0.389, "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": 0.0233, "prev_amount_yi": 0.0842, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2767, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "11:19", "open": 25.77, "high": 25.79, "low": 25.77, "close": 25.79, "amount_yi": 0.0072 }, { "time": "11:20", "open": 25.8, "high": 25.8, "low": 25.8, "close": 25.8, "amount_yi": 0.0107 }, { "time": "11:21", "open": 25.81, "high": 25.81, "low": 25.81, "close": 25.81, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127885.45, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.81, "ts": "2026-07-06T11:21:27", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.58, "bid1": 25.8, "ask1": 25.81, "bid_qty1": 32, "ask_qty1": 91 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 3300, "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": 26.6171, "price_vs_vwap_pct": -3.145, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1144, "prev_amount_yi": 0.1329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8608, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 25.77, "high": 25.83, "low": 25.77, "close": 25.83, "amount_yi": 0.0299 }, { "time": "11:18", "open": 25.8, "high": 25.82, "low": 25.8, "close": 25.82, "amount_yi": 0.0145 }, { "time": "11:19", "open": 25.81, "high": 25.81, "low": 25.74, "close": 25.74, "amount_yi": 0.035 }, { "time": "11:20", "open": 25.77, "high": 25.77, "low": 25.76, "close": 25.76, "amount_yi": 0.026 }, { "time": "11:21", "open": 25.78, "high": 25.78, "low": 25.78, "close": 25.78, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.78, "ts": "2026-07-06T11:21:27", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 25.77, "ask1": 25.78, "bid_qty1": 133, "ask_qty1": 23 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 4100, "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": 20.7861, "price_vs_vwap_pct": -1.5207, "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": 0.3411, "prev_amount_yi": 0.3758, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9077, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 20.48, "high": 20.49, "low": 20.48, "close": 20.49, "amount_yi": 0.0541 }, { "time": "11:18", "open": 20.5, "high": 20.52, "low": 20.5, "close": 20.52, "amount_yi": 0.1356 }, { "time": "11:19", "open": 20.55, "high": 20.55, "low": 20.51, "close": 20.51, "amount_yi": 0.0538 }, { "time": "11:20", "open": 20.49, "high": 20.49, "low": 20.46, "close": 20.46, "amount_yi": 0.0572 }, { "time": "11:21", "open": 20.47, "high": 20.47, "low": 20.47, "close": 20.47, "amount_yi": 0.0404 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.47, "ts": "2026-07-06T11:21:27", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 20.47, "ask1": 20.48, "bid_qty1": 389, "ask_qty1": 282 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 2600, "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": 32.826, "price_vs_vwap_pct": -1.907, "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": 0.6396, "prev_amount_yi": 0.6488, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9858, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 32.24, "high": 32.25, "low": 32.24, "close": 32.25, "amount_yi": 0.1061 }, { "time": "11:18", "open": 32.26, "high": 32.27, "low": 32.26, "close": 32.27, "amount_yi": 0.0641 }, { "time": "11:19", "open": 32.21, "high": 32.21, "low": 32.2, "close": 32.2, "amount_yi": 0.2252 }, { "time": "11:20", "open": 32.18, "high": 32.19, "low": 32.18, "close": 32.19, "amount_yi": 0.1363 }, { "time": "11:21", "open": 32.2, "high": 32.2, "low": 32.2, "close": 32.2, "amount_yi": 0.1079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 32.2, "ts": "2026-07-06T11:21:27", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 32.2, "ask1": 32.21, "bid_qty1": 101, "ask_qty1": 1 }, "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 8000, "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": 10.636, "price_vs_vwap_pct": -0.1504, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0337, "prev_amount_yi": 0.0568, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5933, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 10.68, "high": 10.68, "low": 10.65, "close": 10.65, "amount_yi": 0.0035 }, { "time": "11:18", "open": 10.66, "high": 10.67, "low": 10.66, "close": 10.67, "amount_yi": 0.0021 }, { "time": "11:19", "open": 10.68, "high": 10.68, "low": 10.68, "close": 10.68, "amount_yi": 0.0056 }, { "time": "11:20", "open": 10.66, "high": 10.66, "low": 10.62, "close": 10.62, "amount_yi": 0.02 }, { "time": "11:21", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.62, "ts": "2026-07-06T11:21:27", "prev_close": 10.52, "open": 10.4, "high": 10.82, "low": 10.32, "bid1": 10.62, "ask1": 10.63, "bid_qty1": 96, "ask_qty1": 213 }, "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 4100, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 21.37, "max_chase_pct": 1.5, "base_exec_high": 21.06, "dynamic_exec_high": null, "entry_zone_low": 20.44, "entry_zone_high": 21.06, "entry_risk_pct": null, "intraday_vwap": 20.9614, "price_vs_vwap_pct": -2.0581, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.415, "prev_amount_yi": 0.3021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3737, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 20.58, "high": 20.59, "low": 20.58, "close": 20.59, "amount_yi": 0.1555 }, { "time": "11:18", "open": 20.58, "high": 20.59, "low": 20.58, "close": 20.59, "amount_yi": 0.0711 }, { "time": "11:19", "open": 20.63, "high": 20.63, "low": 20.6, "close": 20.6, "amount_yi": 0.0468 }, { "time": "11:20", "open": 20.57, "high": 20.57, "low": 20.53, "close": 20.53, "amount_yi": 0.0872 }, { "time": "11:21", "open": 20.53, "high": 20.53, "low": 20.53, "close": 20.53, "amount_yi": 0.0544 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.53, "ts": "2026-07-06T11:21:29", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 20.53, "ask1": 20.54, "bid_qty1": 2, "ask_qty1": 179 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 3400, "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": 25.5636, "price_vs_vwap_pct": -3.5347, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1705, "prev_amount_yi": 0.2061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 24.7, "high": 24.71, "low": 24.7, "close": 24.71, "amount_yi": 0.0259 }, { "time": "11:18", "open": 24.72, "high": 24.72, "low": 24.71, "close": 24.71, "amount_yi": 0.0373 }, { "time": "11:19", "open": 24.71, "high": 24.71, "low": 24.69, "close": 24.69, "amount_yi": 0.0321 }, { "time": "11:20", "open": 24.69, "high": 24.69, "low": 24.69, "close": 24.69, "amount_yi": 0.0345 }, { "time": "11:21", "open": 24.66, "high": 24.66, "low": 24.66, "close": 24.66, "amount_yi": 0.0407 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 24.66, "ts": "2026-07-06T11:21:27", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 24.66, "bid1": 24.66, "ask1": 24.67, "bid_qty1": 496, "ask_qty1": 28 }, "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": "ACTIONABLE", "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": "2026-07-06T11:21:29", "sim_reason": "trigger_touched", "qty": 1500, "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": 3.0378, "intraday_vwap": 28.6613, "price_vs_vwap_pct": -1.2257, "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": 1.8099, "prev_amount_yi": 2.0557, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8804, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 28.37, "high": 28.41, "low": 28.37, "close": 28.41, "amount_yi": 0.712 }, { "time": "11:18", "open": 28.37, "high": 28.39, "low": 28.37, "close": 28.39, "amount_yi": 0.2967 }, { "time": "11:19", "open": 28.39, "high": 28.39, "low": 28.38, "close": 28.38, "amount_yi": 0.2326 }, { "time": "11:20", "open": 28.37, "high": 28.37, "low": 28.33, "close": 28.33, "amount_yi": 0.2951 }, { "time": "11:21", "open": 28.31, "high": 28.31, "low": 28.31, "close": 28.31, "amount_yi": 0.2735 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 28.31, "ts": "2026-07-06T11:21:29", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.3, "ask1": 28.31, "bid_qty1": 3967, "ask_qty1": 301 }, "previous_state": "ACTIONABLE", "next_state": "ACTIONABLE", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 7500, "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": 11.6325, "price_vs_vwap_pct": -2.5145, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1479, "prev_amount_yi": 0.3137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4715, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 11.34, "high": 11.36, "low": 11.34, "close": 11.36, "amount_yi": 0.0587 }, { "time": "11:18", "open": 11.37, "high": 11.38, "low": 11.37, "close": 11.38, "amount_yi": 0.0269 }, { "time": "11:19", "open": 11.37, "high": 11.37, "low": 11.37, "close": 11.37, "amount_yi": 0.0189 }, { "time": "11:20", "open": 11.36, "high": 11.36, "low": 11.36, "close": 11.36, "amount_yi": 0.0312 }, { "time": "11:21", "open": 11.34, "high": 11.34, "low": 11.34, "close": 11.34, "amount_yi": 0.0122 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.34, "ts": "2026-07-06T11:21:27", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.32, "bid1": 11.35, "ask1": 11.36, "bid_qty1": 10, "ask_qty1": 1283 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 19800, "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": 4.3419, "price_vs_vwap_pct": -1.1953, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0047, "prev_amount_yi": 0.0048, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0003 }, { "time": "11:18", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0006 }, { "time": "11:19", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0002 }, { "time": "11:20", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0017 }, { "time": "11:21", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.29, "ts": "2026-07-06T11:21:27", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.28, "bid1": 4.29, "ask1": 4.3, "bid_qty1": 22, "ask_qty1": 307 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "NEAR_TRIGGER", "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 9800, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.95, "max_chase_pct": 1.5, "base_exec_high": 8.82, "dynamic_exec_high": null, "entry_zone_low": 8.56, "entry_zone_high": 8.82, "entry_risk_pct": null, "intraday_vwap": 8.9501, "price_vs_vwap_pct": -3.1296, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1183, "prev_amount_yi": 0.2077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5696, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 8.64, "high": 8.65, "low": 8.64, "close": 8.65, "amount_yi": 0.0314 }, { "time": "11:18", "open": 8.64, "high": 8.64, "low": 8.64, "close": 8.64, "amount_yi": 0.0289 }, { "time": "11:19", "open": 8.64, "high": 8.65, "low": 8.64, "close": 8.65, "amount_yi": 0.0192 }, { "time": "11:20", "open": 8.65, "high": 8.66, "low": 8.65, "close": 8.66, "amount_yi": 0.0294 }, { "time": "11:21", "open": 8.67, "high": 8.67, "low": 8.67, "close": 8.67, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.67, "ts": "2026-07-06T11:21:27", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 8.66, "ask1": 8.67, "bid_qty1": 473, "ask_qty1": 251 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 6300, "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": 13.8429, "price_vs_vwap_pct": -2.766, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0574, "prev_amount_yi": 0.1312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 13.41, "high": 13.41, "low": 13.41, "close": 13.41, "amount_yi": 0.021 }, { "time": "11:18", "open": 13.42, "high": 13.43, "low": 13.42, "close": 13.43, "amount_yi": 0.0064 }, { "time": "11:19", "open": 13.43, "high": 13.44, "low": 13.43, "close": 13.44, "amount_yi": 0.0068 }, { "time": "11:20", "open": 13.45, "high": 13.45, "low": 13.45, "close": 13.45, "amount_yi": 0.0181 }, { "time": "11:21", "open": 13.46, "high": 13.46, "low": 13.46, "close": 13.46, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.46, "ts": "2026-07-06T11:21:27", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.4, "bid1": 13.46, "ask1": 13.47, "bid_qty1": 49, "ask_qty1": 1 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 1200, "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": 3.6941, "intraday_vwap": 34.6658, "price_vs_vwap_pct": -0.1321, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0117, "prev_amount_yi": 0.0094, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 34.83, "high": 34.83, "low": 34.81, "close": 34.81, "amount_yi": 0.0006 }, { "time": "11:18", "open": 34.81, "high": 34.83, "low": 34.81, "close": 34.83, "amount_yi": 0.0001 }, { "time": "11:19", "open": 34.8, "high": 34.8, "low": 34.8, "close": 34.8, "amount_yi": 0.0012 }, { "time": "11:20", "open": 34.67, "high": 34.67, "low": 34.65, "close": 34.65, "amount_yi": 0.0081 }, { "time": "11:21", "open": 34.62, "high": 34.62, "low": 34.62, "close": 34.62, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.62, "ts": "2026-07-06T11:21:27", "prev_close": 34.13, "open": 34.0, "high": 35.08, "low": 33.73, "bid1": 34.62, "ask1": 34.65, "bid_qty1": 5, "ask_qty1": 3 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 37500, "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": 2.3151, "price_vs_vwap_pct": -2.38, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0112, "prev_amount_yi": 0.0306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.366, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 2.26, "high": 2.27, "low": 2.26, "close": 2.27, "amount_yi": 0.0008 }, { "time": "11:18", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0017 }, { "time": "11:19", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0056 }, { "time": "11:20", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0029 }, { "time": "11:21", "open": 2.26, "high": 2.26, "low": 2.26, "close": 2.26, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.26, "ts": "2026-07-06T11:21:27", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.26, "bid1": 2.26, "ask1": 2.27, "bid_qty1": 6098, "ask_qty1": 1633 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5700, "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": 15.241, "price_vs_vwap_pct": -2.7623, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0741, "prev_amount_yi": 0.1726, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4293, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 14.72, "high": 14.75, "low": 14.72, "close": 14.75, "amount_yi": 0.0273 }, { "time": "11:18", "open": 14.75, "high": 14.75, "low": 14.75, "close": 14.75, "amount_yi": 0.0143 }, { "time": "11:19", "open": 14.77, "high": 14.78, "low": 14.77, "close": 14.78, "amount_yi": 0.0107 }, { "time": "11:20", "open": 14.78, "high": 14.79, "low": 14.78, "close": 14.79, "amount_yi": 0.0128 }, { "time": "11:21", "open": 14.82, "high": 14.82, "low": 14.82, "close": 14.82, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.82, "ts": "2026-07-06T11:21:27", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 14.63, "bid1": 14.81, "ask1": 14.82, "bid_qty1": 136, "ask_qty1": 150 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 35600, "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": 2.4319, "price_vs_vwap_pct": -2.1341, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0022, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3056, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 2.38, "high": 2.38, "low": 2.38, "close": 2.38, "amount_yi": 0.001 }, { "time": "11:17", "open": 2.38, "high": 2.38, "low": 2.38, "close": 2.38, "amount_yi": 0.0001 }, { "time": "11:18", "open": 2.39, "high": 2.39, "low": 2.39, "close": 2.39, "amount_yi": 0.0003 }, { "time": "11:19", "open": 2.39, "high": 2.39, "low": 2.38, "close": 2.38, "amount_yi": 0.0006 }, { "time": "11:20", "open": 2.38, "high": 2.38, "low": 2.38, "close": 2.38, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.38, "ts": "2026-07-06T11:21:21", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.38, "bid1": 2.38, "ask1": 2.39, "bid_qty1": 1373, "ask_qty1": 804 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 24500, "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": 3.4866, "price_vs_vwap_pct": -0.4761, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.006, "prev_amount_yi": 0.0029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.069, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:14", "open": 3.48, "high": 3.48, "low": 3.47, "close": 3.47, "amount_yi": 0.0042 }, { "time": "11:15", "open": 3.47, "high": 3.47, "low": 3.47, "close": 3.47, "amount_yi": 0.0006 }, { "time": "11:16", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0002 }, { "time": "11:20", "open": 3.47, "high": 3.48, "low": 3.47, "close": 3.48, "amount_yi": 0.0001 }, { "time": "11:21", "open": 3.47, "high": 3.47, "low": 3.47, "close": 3.47, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.47, "ts": "2026-07-06T11:21:24", "prev_close": 3.47, "open": 3.47, "high": 3.52, "low": 3.46, "bid1": 3.46, "ask1": 3.47, "bid_qty1": 1085, "ask_qty1": 175 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 19700, "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": 4.3085, "price_vs_vwap_pct": 0.0348, "energy_floor_hint_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": 0.0016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 8.5625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 4.32, "high": 4.32, "low": 4.32, "close": 4.32, "amount_yi": 0.0007 }, { "time": "11:18", "open": 4.32, "high": 4.32, "low": 4.31, "close": 4.31, "amount_yi": 0.0001 }, { "time": "11:19", "open": 4.32, "high": 4.32, "low": 4.31, "close": 4.31, "amount_yi": 0.0004 }, { "time": "11:20", "open": 4.32, "high": 4.32, "low": 4.31, "close": 4.31, "amount_yi": 0.0115 }, { "time": "11:21", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.31, "ts": "2026-07-06T11:21:28", "prev_close": 4.28, "open": 4.29, "high": 4.34, "low": 4.26, "bid1": 4.31, "ask1": 4.32, "bid_qty1": 128, "ask_qty1": 1451 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 6000, "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": 14.3118, "price_vs_vwap_pct": -1.41, "energy_floor_hint_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": 0.1674, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 14.04, "high": 14.07, "low": 14.04, "close": 14.07, "amount_yi": 0.0407 }, { "time": "11:18", "open": 14.08, "high": 14.08, "low": 14.07, "close": 14.07, "amount_yi": 0.0073 }, { "time": "11:19", "open": 14.08, "high": 14.08, "low": 14.07, "close": 14.07, "amount_yi": 0.011 }, { "time": "11:20", "open": 14.07, "high": 14.08, "low": 14.07, "close": 14.08, "amount_yi": 0.006 }, { "time": "11:21", "open": 14.11, "high": 14.11, "low": 14.11, "close": 14.11, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.11, "ts": "2026-07-06T11:21:27", "prev_close": 14.65, "open": 14.52, "high": 14.77, "low": 13.62, "bid1": 14.11, "ask1": 14.12, "bid_qty1": 59, "ask_qty1": 82 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 8600, "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": 10.0834, "price_vs_vwap_pct": -2.8106, "energy_floor_hint_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": 0.0933, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0083 }, { "time": "11:18", "open": 9.79, "high": 9.79, "low": 9.78, "close": 9.78, "amount_yi": 0.0169 }, { "time": "11:19", "open": 9.78, "high": 9.81, "low": 9.78, "close": 9.81, "amount_yi": 0.0254 }, { "time": "11:20", "open": 9.81, "high": 9.81, "low": 9.81, "close": 9.81, "amount_yi": 0.0081 }, { "time": "11:21", "open": 9.8, "high": 9.8, "low": 9.8, "close": 9.8, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.8, "ts": "2026-07-06T11:21:27", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 9.77, "bid1": 9.79, "ask1": 9.8, "bid_qty1": 290, "ask_qty1": 39 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 2200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 38.1921, "price_vs_vwap_pct": -0.503, "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": 0.253, "prev_amount_yi": 0.392, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 37.98, "high": 37.99, "low": 37.98, "close": 37.99, "amount_yi": 0.1207 }, { "time": "11:18", "open": 37.99, "high": 38.0, "low": 37.99, "close": 38.0, "amount_yi": 0.0385 }, { "time": "11:19", "open": 37.99, "high": 37.99, "low": 37.99, "close": 37.99, "amount_yi": 0.0302 }, { "time": "11:20", "open": 37.99, "high": 38.0, "low": 37.99, "close": 38.0, "amount_yi": 0.0341 }, { "time": "11:21", "open": 38.0, "high": 38.0, "low": 38.0, "close": 38.0, "amount_yi": 0.0295 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.0, "ts": "2026-07-06T11:21:27", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.3, "bid1": 37.99, "ask1": 38.0, "bid_qty1": 68, "ask_qty1": 513 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 14000, "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": 6.2609, "price_vs_vwap_pct": -3.2088, "energy_floor_hint_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": 0.1251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3301, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 6.04, "high": 6.04, "low": 6.03, "close": 6.03, "amount_yi": 0.0082 }, { "time": "11:18", "open": 6.04, "high": 6.04, "low": 6.04, "close": 6.04, "amount_yi": 0.0096 }, { "time": "11:19", "open": 6.04, "high": 6.05, "low": 6.04, "close": 6.05, "amount_yi": 0.0107 }, { "time": "11:20", "open": 6.05, "high": 6.05, "low": 6.05, "close": 6.05, "amount_yi": 0.0102 }, { "time": "11:21", "open": 6.06, "high": 6.06, "low": 6.06, "close": 6.06, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.06, "ts": "2026-07-06T11:21:27", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 6.02, "bid1": 6.05, "ask1": 6.06, "bid_qty1": 1456, "ask_qty1": 2848 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8100, "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": 10.6372, "price_vs_vwap_pct": -1.6659, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0223, "prev_amount_yi": 0.0563, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3961, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 10.47, "high": 10.47, "low": 10.47, "close": 10.47, "amount_yi": 0.0078 }, { "time": "11:18", "open": 10.47, "high": 10.47, "low": 10.47, "close": 10.47, "amount_yi": 0.004 }, { "time": "11:19", "open": 10.47, "high": 10.47, "low": 10.47, "close": 10.47, "amount_yi": 0.0036 }, { "time": "11:20", "open": 10.47, "high": 10.47, "low": 10.46, "close": 10.46, "amount_yi": 0.0036 }, { "time": "11:21", "open": 10.46, "high": 10.46, "low": 10.46, "close": 10.46, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.46, "ts": "2026-07-06T11:21:27", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.45, "bid1": 10.46, "ask1": 10.47, "bid_qty1": 1104, "ask_qty1": 159 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 3800, "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": 3.3006, "intraday_vwap": 11.145, "price_vs_vwap_pct": 0.4935, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0068, "prev_amount_yi": 0.0118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 11.2, "high": 11.21, "low": 11.2, "close": 11.21, "amount_yi": 0.0018 }, { "time": "11:18", "open": 11.22, "high": 11.22, "low": 11.22, "close": 11.22, "amount_yi": 0.0011 }, { "time": "11:19", "open": 11.21, "high": 11.21, "low": 11.21, "close": 11.21, "amount_yi": 0.0009 }, { "time": "11:20", "open": 11.22, "high": 11.22, "low": 11.21, "close": 11.21, "amount_yi": 0.0013 }, { "time": "11:21", "open": 11.2, "high": 11.2, "low": 11.2, "close": 11.2, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.2, "ts": "2026-07-06T11:21:27", "prev_close": 11.03, "open": 11.04, "high": 11.25, "low": 10.93, "bid1": 11.2, "ask1": 11.21, "bid_qty1": 5, "ask_qty1": 190 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600590:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600590:VWAP_RECLAIM", "symbol": "SHSE.600590", "name": "泰豪科技", "side": "BUY", "priority": "W23", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 10.09, "exec_low": 10.24, "exec_high": 10.24, "invalid_price": 9.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 8600, "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": 10.0809, "price_vs_vwap_pct": -1.7945, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0301, "prev_amount_yi": 0.0622, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4839, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.85, "high": 9.85, "low": 9.84, "close": 9.84, "amount_yi": 0.0043 }, { "time": "11:18", "open": 9.88, "high": 9.88, "low": 9.87, "close": 9.87, "amount_yi": 0.0134 }, { "time": "11:19", "open": 9.88, "high": 9.88, "low": 9.88, "close": 9.88, "amount_yi": 0.0026 }, { "time": "11:20", "open": 9.89, "high": 9.89, "low": 9.89, "close": 9.89, "amount_yi": 0.0074 }, { "time": "11:21", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0024 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.9, "ts": "2026-07-06T11:21:27", "prev_close": 9.95, "open": 10.01, "high": 10.38, "low": 9.8, "bid1": 9.89, "ask1": 9.9, "bid_qty1": 497, "ask_qty1": 306 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002531:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002531:VWAP_RECLAIM", "symbol": "SZSE.002531", "name": "天顺风能", "side": "BUY", "priority": "W24", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 8.61, "exec_low": 8.74, "exec_high": 8.74, "invalid_price": 8.35, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 10600, "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": 8.2286, "price_vs_vwap_pct": -2.4135, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0626, "prev_amount_yi": 0.1135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5515, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 8.01, "high": 8.03, "low": 8.01, "close": 8.03, "amount_yi": 0.0147 }, { "time": "11:18", "open": 8.03, "high": 8.03, "low": 8.03, "close": 8.03, "amount_yi": 0.0113 }, { "time": "11:19", "open": 8.05, "high": 8.05, "low": 8.02, "close": 8.02, "amount_yi": 0.0137 }, { "time": "11:20", "open": 8.02, "high": 8.03, "low": 8.02, "close": 8.03, "amount_yi": 0.0166 }, { "time": "11:21", "open": 8.03, "high": 8.03, "low": 8.03, "close": 8.03, "amount_yi": 0.0063 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.03, "ts": "2026-07-06T11:21:27", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 7.89, "bid1": 8.03, "ask1": 8.04, "bid_qty1": 10, "ask_qty1": 104 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 17800, "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": null, "intraday_vwap": 4.8727, "price_vs_vwap_pct": -1.9024, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0097, "prev_amount_yi": 0.0179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5419, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 4.78, "high": 4.78, "low": 4.78, "close": 4.78, "amount_yi": 0.0004 }, { "time": "11:18", "open": 4.78, "high": 4.78, "low": 4.78, "close": 4.78, "amount_yi": 0.0009 }, { "time": "11:19", "open": 4.77, "high": 4.78, "low": 4.77, "close": 4.78, "amount_yi": 0.0013 }, { "time": "11:20", "open": 4.77, "high": 4.78, "low": 4.77, "close": 4.78, "amount_yi": 0.002 }, { "time": "11:21", "open": 4.78, "high": 4.78, "low": 4.78, "close": 4.78, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.78, "ts": "2026-07-06T11:21:24", "prev_close": 4.85, "open": 4.85, "high": 5.0, "low": 4.77, "bid1": 4.77, "ask1": 4.78, "bid_qty1": 2025, "ask_qty1": 832 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 2800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 30.21, "max_chase_pct": 1.5, "base_exec_high": 29.77, "dynamic_exec_high": null, "entry_zone_low": 28.89, "entry_zone_high": 29.77, "entry_risk_pct": null, "intraday_vwap": 30.2036, "price_vs_vwap_pct": 0.1205, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.248, "prev_amount_yi": 0.3615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.686, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 30.15, "high": 30.22, "low": 30.15, "close": 30.22, "amount_yi": 0.0451 }, { "time": "11:18", "open": 30.19, "high": 30.19, "low": 30.13, "close": 30.13, "amount_yi": 0.0737 }, { "time": "11:19", "open": 30.15, "high": 30.24, "low": 30.15, "close": 30.24, "amount_yi": 0.0482 }, { "time": "11:20", "open": 30.2, "high": 30.21, "low": 30.2, "close": 30.21, "amount_yi": 0.0716 }, { "time": "11:21", "open": 30.24, "high": 30.24, "low": 30.24, "close": 30.24, "amount_yi": 0.0094 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 30.24, "ts": "2026-07-06T11:21:27", "prev_close": 28.89, "open": 29.29, "high": 30.89, "low": 29.1, "bid1": 30.24, "ask1": 30.25, "bid_qty1": 25, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 4600, "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": null, "intraday_vwap": 18.6068, "price_vs_vwap_pct": -1.5951, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0313, "prev_amount_yi": 0.096, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.326, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 18.26, "high": 18.27, "low": 18.26, "close": 18.27, "amount_yi": 0.0054 }, { "time": "11:18", "open": 18.28, "high": 18.28, "low": 18.26, "close": 18.26, "amount_yi": 0.0074 }, { "time": "11:19", "open": 18.27, "high": 18.28, "low": 18.27, "close": 18.28, "amount_yi": 0.005 }, { "time": "11:20", "open": 18.3, "high": 18.3, "low": 18.3, "close": 18.3, "amount_yi": 0.0063 }, { "time": "11:21", "open": 18.31, "high": 18.31, "low": 18.31, "close": 18.31, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.31, "ts": "2026-07-06T11:21:27", "prev_close": 18.28, "open": 18.48, "high": 19.07, "low": 18.18, "bid1": 18.29, "ask1": 18.31, "bid_qty1": 59, "ask_qty1": 58 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 3500, "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": 24.3057, "price_vs_vwap_pct": -1.5869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2034, "prev_amount_yi": 0.4156, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4894, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 23.81, "high": 23.82, "low": 23.81, "close": 23.82, "amount_yi": 0.0396 }, { "time": "11:18", "open": 23.83, "high": 23.83, "low": 23.83, "close": 23.83, "amount_yi": 0.0647 }, { "time": "11:19", "open": 23.87, "high": 23.9, "low": 23.87, "close": 23.9, "amount_yi": 0.0166 }, { "time": "11:20", "open": 23.91, "high": 23.94, "low": 23.91, "close": 23.94, "amount_yi": 0.0299 }, { "time": "11:21", "open": 23.92, "high": 23.92, "low": 23.92, "close": 23.92, "amount_yi": 0.0526 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 23.92, "ts": "2026-07-06T11:21:27", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 23.69, "bid1": 23.92, "ask1": 23.93, "bid_qty1": 38, "ask_qty1": 50 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 2400, "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": 35.8356, "price_vs_vwap_pct": -2.555, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0268, "prev_amount_yi": 0.0649, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 34.94, "high": 35.03, "low": 34.94, "close": 35.03, "amount_yi": 0.0087 }, { "time": "11:18", "open": 35.0, "high": 35.0, "low": 34.96, "close": 34.96, "amount_yi": 0.0026 }, { "time": "11:19", "open": 35.05, "high": 35.05, "low": 35.02, "close": 35.02, "amount_yi": 0.0035 }, { "time": "11:20", "open": 34.98, "high": 35.02, "low": 34.98, "close": 35.02, "amount_yi": 0.0059 }, { "time": "11:21", "open": 34.92, "high": 34.92, "low": 34.92, "close": 34.92, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.92, "ts": "2026-07-06T11:21:27", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 34.56, "bid1": 34.92, "ask1": 34.94, "bid_qty1": 10, "ask_qty1": 64 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8800, "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": 9.8455, "price_vs_vwap_pct": -2.1888, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0024, "prev_amount_yi": 0.0041, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5854, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.64, "high": 9.64, "low": 9.63, "close": 9.63, "amount_yi": 0.0014 }, { "time": "11:18", "open": 9.63, "high": 9.63, "low": 9.62, "close": 9.62, "amount_yi": 0.0004 }, { "time": "11:19", "open": 9.63, "high": 9.63, "low": 9.62, "close": 9.62, "amount_yi": 0.0003 }, { "time": "11:20", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0001 }, { "time": "11:21", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.63, "ts": "2026-07-06T11:21:18", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.62, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 182, "ask_qty1": 24 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 10700, "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": 7.9208, "price_vs_vwap_pct": 0.3686, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0056, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7778, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 7.91, "high": 7.92, "low": 7.91, "close": 7.92, "amount_yi": 0.0006 }, { "time": "11:18", "open": 7.92, "high": 7.92, "low": 7.92, "close": 7.92, "amount_yi": 0.0003 }, { "time": "11:19", "open": 7.95, "high": 7.96, "low": 7.95, "close": 7.96, "amount_yi": 0.0029 }, { "time": "11:20", "open": 7.95, "high": 7.95, "low": 7.93, "close": 7.93, "amount_yi": 0.0016 }, { "time": "11:21", "open": 7.95, "high": 7.95, "low": 7.95, "close": 7.95, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.95, "ts": "2026-07-06T11:21:26", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.81, "bid1": 7.93, "ask1": 7.95, "bid_qty1": 22, "ask_qty1": 115 }, "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 4800, "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": 17.7879, "price_vs_vwap_pct": -0.7752, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0164, "prev_amount_yi": 0.0356, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4607, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 17.66, "high": 17.68, "low": 17.66, "close": 17.68, "amount_yi": 0.0025 }, { "time": "11:18", "open": 17.69, "high": 17.69, "low": 17.68, "close": 17.68, "amount_yi": 0.0048 }, { "time": "11:19", "open": 17.67, "high": 17.67, "low": 17.66, "close": 17.66, "amount_yi": 0.0033 }, { "time": "11:20", "open": 17.68, "high": 17.68, "low": 17.66, "close": 17.66, "amount_yi": 0.0048 }, { "time": "11:21", "open": 17.65, "high": 17.65, "low": 17.65, "close": 17.65, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.65, "ts": "2026-07-06T11:21:25", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.51, "bid1": 17.65, "ask1": 17.66, "bid_qty1": 128, "ask_qty1": 71 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 15400, "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": 5.5789, "price_vs_vwap_pct": -1.235, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0054, "prev_amount_yi": 0.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1698, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0016 }, { "time": "11:18", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0004 }, { "time": "11:19", "open": 5.51, "high": 5.52, "low": 5.51, "close": 5.52, "amount_yi": 0.0011 }, { "time": "11:20", "open": 5.51, "high": 5.52, "low": 5.51, "close": 5.52, "amount_yi": 0.0014 }, { "time": "11:21", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.51, "ts": "2026-07-06T11:21:21", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.49, "bid1": 5.51, "ask1": 5.52, "bid_qty1": 251, "ask_qty1": 978 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 2.23, "exec_low": 2.26, "exec_high": 2.26, "invalid_price": 2.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 38900, "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": 2.2178, "price_vs_vwap_pct": -1.7044, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0024, "prev_amount_yi": 0.0018, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:15", "open": 2.18, "high": 2.18, "low": 2.18, "close": 2.18, "amount_yi": 0.0007 }, { "time": "11:16", "open": 2.18, "high": 2.18, "low": 2.18, "close": 2.18, "amount_yi": 0.0001 }, { "time": "11:19", "open": 2.18, "high": 2.19, "low": 2.18, "close": 2.19, "amount_yi": 0.0004 }, { "time": "11:20", "open": 2.18, "high": 2.19, "low": 2.18, "close": 2.19, "amount_yi": 0.0005 }, { "time": "11:21", "open": 2.18, "high": 2.18, "low": 2.18, "close": 2.18, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 2.18, "ts": "2026-07-06T11:21:27", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.18, "bid1": 2.18, "ask1": 2.19, "bid_qty1": 6403, "ask_qty1": 1809 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 13300, "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": 6.5607, "price_vs_vwap_pct": -2.6019, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0503, "prev_amount_yi": 0.085, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5918, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.38, "high": 6.39, "low": 6.38, "close": 6.39, "amount_yi": 0.0153 }, { "time": "11:18", "open": 6.39, "high": 6.39, "low": 6.38, "close": 6.38, "amount_yi": 0.0043 }, { "time": "11:19", "open": 6.4, "high": 6.4, "low": 6.4, "close": 6.4, "amount_yi": 0.0145 }, { "time": "11:20", "open": 6.39, "high": 6.39, "low": 6.39, "close": 6.39, "amount_yi": 0.0141 }, { "time": "11:21", "open": 6.39, "high": 6.39, "low": 6.39, "close": 6.39, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.39, "ts": "2026-07-06T11:21:27", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.36, "bid1": 6.39, "ask1": 6.4, "bid_qty1": 741, "ask_qty1": 1457 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 10500, "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": 8.1185, "price_vs_vwap_pct": -0.8438, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0171, "prev_amount_yi": 0.0132, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 8.02, "high": 8.02, "low": 8.02, "close": 8.02, "amount_yi": 0.0014 }, { "time": "11:18", "open": 8.02, "high": 8.02, "low": 8.02, "close": 8.02, "amount_yi": 0.0036 }, { "time": "11:19", "open": 8.06, "high": 8.06, "low": 8.06, "close": 8.06, "amount_yi": 0.0092 }, { "time": "11:20", "open": 8.06, "high": 8.06, "low": 8.05, "close": 8.05, "amount_yi": 0.0028 }, { "time": "11:21", "open": 8.05, "high": 8.05, "low": 8.05, "close": 8.05, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.05, "ts": "2026-07-06T11:21:24", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 7.98, "bid1": 8.05, "ask1": 8.06, "bid_qty1": 269, "ask_qty1": 113 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300040:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300040:VWAP_RECLAIM", "symbol": "SZSE.300040", "name": "九洲集团", "side": "BUY", "priority": "W37", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 5.92, "exec_low": 6.01, "exec_high": 6.01, "invalid_price": 5.74, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 14600, "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": 5.9017, "price_vs_vwap_pct": -1.5538, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0201, "prev_amount_yi": 0.0238, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8445, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 5.81, "high": 5.81, "low": 5.8, "close": 5.8, "amount_yi": 0.009 }, { "time": "11:17", "open": 5.8, "high": 5.8, "low": 5.8, "close": 5.8, "amount_yi": 0.0025 }, { "time": "11:18", "open": 5.8, "high": 5.81, "low": 5.8, "close": 5.81, "amount_yi": 0.001 }, { "time": "11:19", "open": 5.81, "high": 5.81, "low": 5.8, "close": 5.8, "amount_yi": 0.0029 }, { "time": "11:20", "open": 5.81, "high": 5.81, "low": 5.8, "close": 5.8, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.81, "ts": "2026-07-06T11:21:27", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.79, "bid1": 5.8, "ask1": 5.81, "bid_qty1": 884, "ask_qty1": 177 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600268:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600268:VWAP_RECLAIM", "symbol": "SHSE.600268", "name": "国电南自", "side": "BUY", "priority": "W38", "status": "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 7300, "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": 11.7402, "price_vs_vwap_pct": -1.5349, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.016, "prev_amount_yi": 0.0483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3313, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 11.53, "high": 11.58, "low": 11.53, "close": 11.58, "amount_yi": 0.006 }, { "time": "11:18", "open": 11.57, "high": 11.57, "low": 11.56, "close": 11.56, "amount_yi": 0.0024 }, { "time": "11:19", "open": 11.55, "high": 11.55, "low": 11.55, "close": 11.55, "amount_yi": 0.0012 }, { "time": "11:20", "open": 11.55, "high": 11.55, "low": 11.55, "close": 11.55, "amount_yi": 0.0051 }, { "time": "11:21", "open": 11.56, "high": 11.56, "low": 11.56, "close": 11.56, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.56, "ts": "2026-07-06T11:21:27", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.52, "bid1": 11.55, "ask1": 11.56, "bid_qty1": 107, "ask_qty1": 7 }, "previous_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 15200, "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": 5.6899, "price_vs_vwap_pct": -2.1072, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0053, "prev_amount_yi": 0.0127, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4173, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0014 }, { "time": "11:18", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0006 }, { "time": "11:19", "open": 5.58, "high": 5.58, "low": 5.57, "close": 5.57, "amount_yi": 0.0003 }, { "time": "11:20", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0009 }, { "time": "11:21", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.57, "ts": "2026-07-06T11:21:27", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.55, "bid1": 5.57, "ask1": 5.58, "bid_qty1": 634, "ask_qty1": 757 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 13000, "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": 6.6094, "price_vs_vwap_pct": -1.3526, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.004, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0002 }, { "time": "11:17", "open": 6.51, "high": 6.52, "low": 6.51, "close": 6.52, "amount_yi": 0.0007 }, { "time": "11:19", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0016 }, { "time": "11:20", "open": 6.53, "high": 6.53, "low": 6.52, "close": 6.52, "amount_yi": 0.0001 }, { "time": "11:21", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.52, "ts": "2026-07-06T11:21:27", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.5, "bid1": 6.51, "ask1": 6.52, "bid_qty1": 30, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 11600, "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": 7.4494, "price_vs_vwap_pct": -2.0055, "energy_floor_hint_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": 0.0535, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7869, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 7.28, "high": 7.29, "low": 7.28, "close": 7.29, "amount_yi": 0.0123 }, { "time": "11:18", "open": 7.28, "high": 7.29, "low": 7.28, "close": 7.29, "amount_yi": 0.0083 }, { "time": "11:19", "open": 7.29, "high": 7.3, "low": 7.29, "close": 7.3, "amount_yi": 0.0147 }, { "time": "11:20", "open": 7.3, "high": 7.3, "low": 7.3, "close": 7.3, "amount_yi": 0.0041 }, { "time": "11:21", "open": 7.3, "high": 7.3, "low": 7.3, "close": 7.3, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.3, "ts": "2026-07-06T11:21:27", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.28, "bid1": 7.29, "ask1": 7.3, "bid_qty1": 122, "ask_qty1": 249 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 12800, "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": 6.7937, "price_vs_vwap_pct": -2.1152, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0114, "prev_amount_yi": 0.0218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5229, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0036 }, { "time": "11:18", "open": 6.65, "high": 6.65, "low": 6.64, "close": 6.64, "amount_yi": 0.0013 }, { "time": "11:19", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0025 }, { "time": "11:20", "open": 6.66, "high": 6.66, "low": 6.65, "close": 6.65, "amount_yi": 0.0033 }, { "time": "11:21", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.65, "ts": "2026-07-06T11:21:27", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.64, "bid1": 6.64, "ask1": 6.65, "bid_qty1": 964, "ask_qty1": 125 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8800, "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": 9.8287, "price_vs_vwap_pct": -1.5129, "energy_floor_hint_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": 0.0451, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.65, "high": 9.68, "low": 9.65, "close": 9.68, "amount_yi": 0.0046 }, { "time": "11:18", "open": 9.68, "high": 9.68, "low": 9.67, "close": 9.67, "amount_yi": 0.0032 }, { "time": "11:19", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0014 }, { "time": "11:20", "open": 9.68, "high": 9.68, "low": 9.68, "close": 9.68, "amount_yi": 0.0016 }, { "time": "11:21", "open": 9.68, "high": 9.68, "low": 9.68, "close": 9.68, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.68, "ts": "2026-07-06T11:21:29", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.65, "bid1": 9.67, "ask1": 9.68, "bid_qty1": 278, "ask_qty1": 120 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "NEAR_TRIGGER", "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 3700, "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": null, "intraday_vwap": 23.1623, "price_vs_vwap_pct": -1.0029, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0219, "prev_amount_yi": 0.0372, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5887, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 22.87, "high": 22.92, "low": 22.87, "close": 22.92, "amount_yi": 0.0144 }, { "time": "11:18", "open": 22.91, "high": 22.91, "low": 22.87, "close": 22.87, "amount_yi": 0.0035 }, { "time": "11:19", "open": 22.86, "high": 22.89, "low": 22.86, "close": 22.89, "amount_yi": 0.0003 }, { "time": "11:20", "open": 22.91, "high": 22.92, "low": 22.91, "close": 22.92, "amount_yi": 0.001 }, { "time": "11:21", "open": 22.93, "high": 22.93, "low": 22.93, "close": 22.93, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.93, "ts": "2026-07-06T11:21:27", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.67, "bid1": 22.95, "ask1": 22.96, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 7000, "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": 12.4755, "price_vs_vwap_pct": -2.7694, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0304, "prev_amount_yi": 0.0684, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4444, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 12.11, "high": 12.12, "low": 12.11, "close": 12.12, "amount_yi": 0.0135 }, { "time": "11:18", "open": 12.13, "high": 12.13, "low": 12.13, "close": 12.13, "amount_yi": 0.0031 }, { "time": "11:19", "open": 12.13, "high": 12.14, "low": 12.13, "close": 12.14, "amount_yi": 0.0031 }, { "time": "11:20", "open": 12.13, "high": 12.13, "low": 12.13, "close": 12.13, "amount_yi": 0.008 }, { "time": "11:21", "open": 12.13, "high": 12.13, "low": 12.13, "close": 12.13, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.13, "ts": "2026-07-06T11:21:27", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.1, "bid1": 12.12, "ask1": 12.13, "bid_qty1": 454, "ask_qty1": 43 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 3400, "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": 25.1485, "price_vs_vwap_pct": -0.4314, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0544, "prev_amount_yi": 0.121, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4496, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 24.96, "high": 25.0, "low": 24.96, "close": 25.0, "amount_yi": 0.0257 }, { "time": "11:18", "open": 25.0, "high": 25.0, "low": 25.0, "close": 25.0, "amount_yi": 0.0055 }, { "time": "11:19", "open": 25.01, "high": 25.03, "low": 25.01, "close": 25.03, "amount_yi": 0.0024 }, { "time": "11:20", "open": 25.02, "high": 25.03, "low": 25.02, "close": 25.03, "amount_yi": 0.0173 }, { "time": "11:21", "open": 25.04, "high": 25.04, "low": 25.04, "close": 25.04, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.04, "ts": "2026-07-06T11:21:28", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 24.96, "bid1": 25.03, "ask1": 25.04, "bid_qty1": 7, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 1900, "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": 46.0664, "price_vs_vwap_pct": -4.2686, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1058, "prev_amount_yi": 0.1423, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7435, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0158 }, { "time": "11:18", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0284 }, { "time": "11:19", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0296 }, { "time": "11:20", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0176 }, { "time": "11:21", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0144 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 44.1, "ts": "2026-07-06T11:21:26", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.1, "bid1": 0.0, "ask1": 44.1, "bid_qty1": 0, "ask_qty1": 32293 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 7400, "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": 11.6401, "price_vs_vwap_pct": -1.7191, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0455, "prev_amount_yi": 0.0562, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8096, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 11.42, "high": 11.43, "low": 11.42, "close": 11.43, "amount_yi": 0.0109 }, { "time": "11:18", "open": 11.43, "high": 11.43, "low": 11.43, "close": 11.43, "amount_yi": 0.0037 }, { "time": "11:19", "open": 11.43, "high": 11.46, "low": 11.43, "close": 11.46, "amount_yi": 0.0052 }, { "time": "11:20", "open": 11.44, "high": 11.44, "low": 11.44, "close": 11.44, "amount_yi": 0.0092 }, { "time": "11:21", "open": 11.44, "high": 11.44, "low": 11.44, "close": 11.44, "amount_yi": 0.0165 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.44, "ts": "2026-07-06T11:21:29", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.43, "ask1": 11.44, "bid_qty1": 643, "ask_qty1": 194 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300341:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300341:VWAP_RECLAIM", "symbol": "SZSE.300341", "name": "麦克奥迪", "side": "BUY", "priority": "W49", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 13.69, "exec_low": 13.9, "exec_high": 13.9, "invalid_price": 13.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 6500, "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": 13.1462, "price_vs_vwap_pct": -0.8839, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0034, "prev_amount_yi": 0.0122, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2787, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 13.01, "high": 13.02, "low": 13.01, "close": 13.02, "amount_yi": 0.0006 }, { "time": "11:18", "open": 13.03, "high": 13.03, "low": 13.01, "close": 13.01, "amount_yi": 0.0007 }, { "time": "11:19", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0015 }, { "time": "11:20", "open": 13.04, "high": 13.04, "low": 13.04, "close": 13.04, "amount_yi": 0.0001 }, { "time": "11:21", "open": 13.03, "high": 13.03, "low": 13.03, "close": 13.03, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.03, "ts": "2026-07-06T11:21:27", "prev_close": 13.2, "open": 13.18, "high": 13.34, "low": 12.98, "bid1": 13.03, "ask1": 13.04, "bid_qty1": 28, "ask_qty1": 3 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 12000, "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": 7.1778, "price_vs_vwap_pct": -1.5019, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0032, "prev_amount_yi": 0.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.32, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 7.06, "high": 7.06, "low": 7.06, "close": 7.06, "amount_yi": 0.0005 }, { "time": "11:18", "open": 7.07, "high": 7.07, "low": 7.06, "close": 7.06, "amount_yi": 0.0008 }, { "time": "11:19", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0005 }, { "time": "11:20", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0002 }, { "time": "11:21", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.07, "ts": "2026-07-06T11:21:27", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.05, "bid1": 7.06, "ask1": 7.07, "bid_qty1": 1351, "ask_qty1": 59 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5300, "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": 16.4208, "price_vs_vwap_pct": -2.6844, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0288, "prev_amount_yi": 0.0427, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6745, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 15.94, "high": 15.95, "low": 15.94, "close": 15.95, "amount_yi": 0.0098 }, { "time": "11:18", "open": 15.97, "high": 15.98, "low": 15.97, "close": 15.98, "amount_yi": 0.0082 }, { "time": "11:19", "open": 15.98, "high": 15.99, "low": 15.98, "close": 15.99, "amount_yi": 0.0018 }, { "time": "11:20", "open": 15.98, "high": 15.98, "low": 15.98, "close": 15.98, "amount_yi": 0.0069 }, { "time": "11:21", "open": 15.98, "high": 15.98, "low": 15.98, "close": 15.98, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.98, "ts": "2026-07-06T11:21:27", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 15.93, "bid1": 15.97, "ask1": 15.98, "bid_qty1": 53, "ask_qty1": 147 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6200, "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": 13.8216, "price_vs_vwap_pct": -1.2415, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0067, "prev_amount_yi": 0.0314, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2134, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 13.63, "high": 13.65, "low": 13.63, "close": 13.65, "amount_yi": 0.0012 }, { "time": "11:18", "open": 13.66, "high": 13.68, "low": 13.66, "close": 13.68, "amount_yi": 0.0005 }, { "time": "11:19", "open": 13.67, "high": 13.68, "low": 13.67, "close": 13.68, "amount_yi": 0.0024 }, { "time": "11:20", "open": 13.67, "high": 13.67, "low": 13.65, "close": 13.65, "amount_yi": 0.0025 }, { "time": "11:21", "open": 13.65, "high": 13.65, "low": 13.65, "close": 13.65, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.65, "ts": "2026-07-06T11:21:27", "prev_close": 13.6, "open": 13.7, "high": 14.15, "low": 13.53, "bid1": 13.65, "ask1": 13.66, "bid_qty1": 30, "ask_qty1": 32 }, "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 12300, "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": 6.9592, "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": 0.0299, "prev_amount_yi": 0.0715, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4182, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0037 }, { "time": "11:18", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0103 }, { "time": "11:19", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.0069 }, { "time": "11:20", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0038 }, { "time": "11:21", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0052 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.92, "ts": "2026-07-06T11:21:28", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.91, "bid1": 6.92, "ask1": 6.93, "bid_qty1": 12466, "ask_qty1": 3267 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000400:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000400:VWAP_RECLAIM", "symbol": "SZSE.000400", "name": "许继电气", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.34, "exec_low": 21.66, "exec_high": 21.66, "invalid_price": 20.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 4000, "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": 21.2761, "price_vs_vwap_pct": -1.0157, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0491, "prev_amount_yi": 0.0891, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5511, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 21.06, "high": 21.06, "low": 21.06, "close": 21.06, "amount_yi": 0.0162 }, { "time": "11:18", "open": 21.06, "high": 21.09, "low": 21.06, "close": 21.09, "amount_yi": 0.0077 }, { "time": "11:19", "open": 21.07, "high": 21.07, "low": 21.06, "close": 21.06, "amount_yi": 0.0061 }, { "time": "11:20", "open": 21.06, "high": 21.08, "low": 21.06, "close": 21.08, "amount_yi": 0.01 }, { "time": "11:21", "open": 21.06, "high": 21.06, "low": 21.06, "close": 21.06, "amount_yi": 0.0091 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.06, "ts": "2026-07-06T11:21:24", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.03, "bid1": 21.06, "ask1": 21.07, "bid_qty1": 258, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300120:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300120:VWAP_RECLAIM", "symbol": "SZSE.300120", "name": "经纬辉开", "side": "BUY", "priority": "W55", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 10.91, "exec_low": 11.07, "exec_high": 11.07, "invalid_price": 10.58, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8500, "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": 9.9594, "price_vs_vwap_pct": -0.496, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0212, "prev_amount_yi": 0.0265, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.87, "high": 9.87, "low": 9.86, "close": 9.86, "amount_yi": 0.0053 }, { "time": "11:18", "open": 9.87, "high": 9.87, "low": 9.86, "close": 9.86, "amount_yi": 0.0038 }, { "time": "11:19", "open": 9.87, "high": 9.89, "low": 9.87, "close": 9.89, "amount_yi": 0.0024 }, { "time": "11:20", "open": 9.9, "high": 9.9, "low": 9.9, "close": 9.9, "amount_yi": 0.0048 }, { "time": "11:21", "open": 9.91, "high": 9.91, "low": 9.91, "close": 9.91, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.91, "ts": "2026-07-06T11:21:27", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.7, "bid1": 9.9, "ask1": 9.92, "bid_qty1": 48, "ask_qty1": 87 }, "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": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 700, "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": 3.0483, "intraday_vwap": 61.3595, "price_vs_vwap_pct": -1.0911, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1089, "prev_amount_yi": 0.1624, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6706, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 60.72, "high": 60.78, "low": 60.72, "close": 60.78, "amount_yi": 0.0389 }, { "time": "11:18", "open": 60.77, "high": 60.77, "low": 60.68, "close": 60.68, "amount_yi": 0.0205 }, { "time": "11:19", "open": 60.67, "high": 60.68, "low": 60.67, "close": 60.68, "amount_yi": 0.023 }, { "time": "11:20", "open": 60.67, "high": 60.7, "low": 60.67, "close": 60.7, "amount_yi": 0.0187 }, { "time": "11:21", "open": 60.69, "high": 60.69, "low": 60.69, "close": 60.69, "amount_yi": 0.0078 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 60.69, "ts": "2026-07-06T11:21:27", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 60.68, "ask1": 60.69, "bid_qty1": 39, "ask_qty1": 4 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8700, "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": 9.8867, "price_vs_vwap_pct": -1.585, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0063, "prev_amount_yi": 0.0191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3298, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0031 }, { "time": "11:18", "open": 9.71, "high": 9.72, "low": 9.71, "close": 9.72, "amount_yi": 0.0002 }, { "time": "11:19", "open": 9.72, "high": 9.72, "low": 9.71, "close": 9.71, "amount_yi": 0.002 }, { "time": "11:20", "open": 9.72, "high": 9.73, "low": 9.72, "close": 9.73, "amount_yi": 0.0004 }, { "time": "11:21", "open": 9.73, "high": 9.73, "low": 9.73, "close": 9.73, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.73, "ts": "2026-07-06T11:21:24", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.65, "bid1": 9.73, "ask1": 9.74, "bid_qty1": 7, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "near_trigger", "qty": 17700, "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": 4.8068, "price_vs_vwap_pct": -0.3495, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0372, "prev_amount_yi": 0.0266, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3985, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 4.81, "high": 4.81, "low": 4.81, "close": 4.81, "amount_yi": 0.0268 }, { "time": "11:18", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0001 }, { "time": "11:19", "open": 4.81, "high": 4.81, "low": 4.8, "close": 4.8, "amount_yi": 0.0003 }, { "time": "11:20", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0059 }, { "time": "11:21", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.79, "ts": "2026-07-06T11:21:27", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.79, "ask1": 4.8, "bid_qty1": 2437, "ask_qty1": 38 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 13100, "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": 6.5612, "price_vs_vwap_pct": -1.2376, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0038, "prev_amount_yi": 0.0111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3423, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 6.46, "high": 6.47, "low": 6.46, "close": 6.47, "amount_yi": 0.0002 }, { "time": "11:17", "open": 6.46, "high": 6.47, "low": 6.46, "close": 6.47, "amount_yi": 0.0016 }, { "time": "11:18", "open": 6.47, "high": 6.47, "low": 6.47, "close": 6.47, "amount_yi": 0.0007 }, { "time": "11:19", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0003 }, { "time": "11:20", "open": 6.47, "high": 6.48, "low": 6.47, "close": 6.48, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.48, "ts": "2026-07-06T11:21:27", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.46, "bid1": 6.47, "ask1": 6.48, "bid_qty1": 338, "ask_qty1": 98 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 3100, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 28.19, "max_chase_pct": 1.5, "base_exec_high": 27.78, "dynamic_exec_high": null, "entry_zone_low": 26.96, "entry_zone_high": 27.78, "entry_risk_pct": null, "intraday_vwap": 27.4513, "price_vs_vwap_pct": -1.5711, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0804, "prev_amount_yi": 0.1336, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 26.92, "high": 26.95, "low": 26.92, "close": 26.95, "amount_yi": 0.0114 }, { "time": "11:18", "open": 26.97, "high": 26.97, "low": 26.94, "close": 26.94, "amount_yi": 0.0305 }, { "time": "11:19", "open": 26.97, "high": 27.01, "low": 26.97, "close": 27.01, "amount_yi": 0.0173 }, { "time": "11:20", "open": 27.01, "high": 27.01, "low": 27.01, "close": 27.01, "amount_yi": 0.0151 }, { "time": "11:21", "open": 27.02, "high": 27.02, "low": 27.02, "close": 27.02, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 27.02, "ts": "2026-07-06T11:21:27", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 26.89, "bid1": 27.02, "ask1": 27.03, "bid_qty1": 71, "ask_qty1": 12 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 19200, "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": 4.5396, "price_vs_vwap_pct": -2.194, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0076, "prev_amount_yi": 0.0167, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 4.44, "high": 4.44, "low": 4.44, "close": 4.44, "amount_yi": 0.0019 }, { "time": "11:18", "open": 4.44, "high": 4.44, "low": 4.43, "close": 4.43, "amount_yi": 0.0006 }, { "time": "11:19", "open": 4.44, "high": 4.44, "low": 4.44, "close": 4.44, "amount_yi": 0.0013 }, { "time": "11:20", "open": 4.44, "high": 4.44, "low": 4.44, "close": 4.44, "amount_yi": 0.0027 }, { "time": "11:21", "open": 4.44, "high": 4.44, "low": 4.44, "close": 4.44, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 4.44, "ts": "2026-07-06T11:21:25", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.43, "bid1": 4.43, "ask1": 4.44, "bid_qty1": 944, "ask_qty1": 810 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 3900, "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": 21.6107, "price_vs_vwap_pct": -1.2063, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.149, "prev_amount_yi": 0.4544, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3279, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 21.33, "high": 21.37, "low": 21.33, "close": 21.37, "amount_yi": 0.0276 }, { "time": "11:18", "open": 21.38, "high": 21.38, "low": 21.36, "close": 21.36, "amount_yi": 0.0243 }, { "time": "11:19", "open": 21.35, "high": 21.35, "low": 21.35, "close": 21.35, "amount_yi": 0.0259 }, { "time": "11:20", "open": 21.35, "high": 21.36, "low": 21.35, "close": 21.36, "amount_yi": 0.0491 }, { "time": "11:21", "open": 21.35, "high": 21.35, "low": 21.35, "close": 21.35, "amount_yi": 0.0221 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.35, "ts": "2026-07-06T11:21:28", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.27, "bid1": 21.35, "ask1": 21.36, "bid_qty1": 657, "ask_qty1": 696 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6100, "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": null, "intraday_vwap": 14.1098, "price_vs_vwap_pct": -1.2743, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0175, "prev_amount_yi": 0.0548, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3193, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 13.85, "high": 13.88, "low": 13.85, "close": 13.88, "amount_yi": 0.0063 }, { "time": "11:18", "open": 13.89, "high": 13.89, "low": 13.88, "close": 13.88, "amount_yi": 0.0006 }, { "time": "11:19", "open": 13.9, "high": 13.92, "low": 13.9, "close": 13.92, "amount_yi": 0.0043 }, { "time": "11:20", "open": 13.95, "high": 13.95, "low": 13.94, "close": 13.94, "amount_yi": 0.0042 }, { "time": "11:21", "open": 13.93, "high": 13.93, "low": 13.93, "close": 13.93, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.93, "ts": "2026-07-06T11:21:27", "prev_close": 13.87, "open": 13.89, "high": 14.48, "low": 13.78, "bid1": 13.91, "ask1": 13.92, "bid_qty1": 18, "ask_qty1": 8 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000682:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000682:VWAP_RECLAIM", "symbol": "SZSE.000682", "name": "东方电子", "side": "BUY", "priority": "W64", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 12.54, "exec_low": 12.73, "exec_high": 12.73, "invalid_price": 12.16, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6900, "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": 12.5241, "price_vs_vwap_pct": -1.6297, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.022, "prev_amount_yi": 0.0543, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4052, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 12.33, "high": 12.33, "low": 12.33, "close": 12.33, "amount_yi": 0.003 }, { "time": "11:18", "open": 12.32, "high": 12.33, "low": 12.32, "close": 12.33, "amount_yi": 0.0064 }, { "time": "11:19", "open": 12.33, "high": 12.33, "low": 12.32, "close": 12.32, "amount_yi": 0.0018 }, { "time": "11:20", "open": 12.33, "high": 12.33, "low": 12.32, "close": 12.32, "amount_yi": 0.0087 }, { "time": "11:21", "open": 12.32, "high": 12.32, "low": 12.32, "close": 12.32, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.32, "ts": "2026-07-06T11:21:27", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.32, "bid1": 12.32, "ask1": 12.33, "bid_qty1": 422, "ask_qty1": 321 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300001:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300001:VWAP_RECLAIM", "symbol": "SZSE.300001", "name": "特锐德", "side": "BUY", "priority": "W65", "status": "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 2400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 36.25, "max_chase_pct": 1.5, "base_exec_high": 35.72, "dynamic_exec_high": null, "entry_zone_low": 34.66, "entry_zone_high": 35.72, "entry_risk_pct": null, "intraday_vwap": 35.0147, "price_vs_vwap_pct": -1.4128, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0493, "prev_amount_yi": 0.0634, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7776, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 34.5, "high": 34.55, "low": 34.5, "close": 34.55, "amount_yi": 0.0093 }, { "time": "11:18", "open": 34.5, "high": 34.5, "low": 34.48, "close": 34.48, "amount_yi": 0.009 }, { "time": "11:19", "open": 34.48, "high": 34.56, "low": 34.48, "close": 34.56, "amount_yi": 0.0096 }, { "time": "11:20", "open": 34.53, "high": 34.53, "low": 34.48, "close": 34.48, "amount_yi": 0.0157 }, { "time": "11:21", "open": 34.52, "high": 34.52, "low": 34.52, "close": 34.52, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.52, "ts": "2026-07-06T11:21:27", "prev_close": 33.84, "open": 34.29, "high": 35.97, "low": 34.0, "bid1": 34.5, "ask1": 34.52, "bid_qty1": 5, "ask_qty1": 19 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6000, "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": 14.2993, "price_vs_vwap_pct": -1.184, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0785, "prev_amount_yi": 0.1476, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 14.09, "high": 14.11, "low": 14.09, "close": 14.11, "amount_yi": 0.0243 }, { "time": "11:18", "open": 14.11, "high": 14.11, "low": 14.11, "close": 14.11, "amount_yi": 0.0118 }, { "time": "11:19", "open": 14.1, "high": 14.11, "low": 14.1, "close": 14.11, "amount_yi": 0.0107 }, { "time": "11:20", "open": 14.13, "high": 14.13, "low": 14.13, "close": 14.13, "amount_yi": 0.0225 }, { "time": "11:21", "open": 14.13, "high": 14.13, "low": 14.13, "close": 14.13, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.13, "ts": "2026-07-06T11:21:26", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.02, "bid1": 14.13, "ask1": 14.14, "bid_qty1": 58, "ask_qty1": 172 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8300, "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": 10.2944, "price_vs_vwap_pct": -1.4998, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0933, "prev_amount_yi": 0.1765, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5286, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 10.12, "high": 10.13, "low": 10.12, "close": 10.13, "amount_yi": 0.0396 }, { "time": "11:18", "open": 10.12, "high": 10.12, "low": 10.11, "close": 10.11, "amount_yi": 0.0205 }, { "time": "11:19", "open": 10.12, "high": 10.15, "low": 10.12, "close": 10.15, "amount_yi": 0.0124 }, { "time": "11:20", "open": 10.15, "high": 10.15, "low": 10.15, "close": 10.15, "amount_yi": 0.0173 }, { "time": "11:21", "open": 10.14, "high": 10.14, "low": 10.14, "close": 10.14, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.14, "ts": "2026-07-06T11:21:27", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 9.95, "bid1": 10.14, "ask1": 10.15, "bid_qty1": 275, "ask_qty1": 220 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 15200, "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": 5.6461, "price_vs_vwap_pct": -0.9936, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0079, "prev_amount_yi": 0.0178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4438, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 5.58, "high": 5.58, "low": 5.57, "close": 5.57, "amount_yi": 0.0005 }, { "time": "11:18", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0026 }, { "time": "11:19", "open": 5.58, "high": 5.59, "low": 5.58, "close": 5.59, "amount_yi": 0.0037 }, { "time": "11:20", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0005 }, { "time": "11:21", "open": 5.59, "high": 5.59, "low": 5.59, "close": 5.59, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.59, "ts": "2026-07-06T11:21:24", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.55, "bid1": 5.58, "ask1": 5.59, "bid_qty1": 236, "ask_qty1": 1164 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 13300, "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": 6.4594, "price_vs_vwap_pct": -1.5388, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0261, "prev_amount_yi": 0.0153, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7059, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.37, "high": 6.37, "low": 6.36, "close": 6.36, "amount_yi": 0.0037 }, { "time": "11:18", "open": 6.37, "high": 6.37, "low": 6.36, "close": 6.36, "amount_yi": 0.0016 }, { "time": "11:19", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0047 }, { "time": "11:20", "open": 6.35, "high": 6.36, "low": 6.35, "close": 6.36, "amount_yi": 0.0134 }, { "time": "11:21", "open": 6.36, "high": 6.36, "low": 6.36, "close": 6.36, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.36, "ts": "2026-07-06T11:21:28", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.33, "bid1": 6.36, "ask1": 6.37, "bid_qty1": 475, "ask_qty1": 3769 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 1500, "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": 53.2312, "price_vs_vwap_pct": 0.6928, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2456, "prev_amount_yi": 0.0811, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.0284, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 53.15, "high": 53.25, "low": 53.15, "close": 53.25, "amount_yi": 0.054 }, { "time": "11:18", "open": 53.53, "high": 53.53, "low": 53.48, "close": 53.48, "amount_yi": 0.1017 }, { "time": "11:19", "open": 53.73, "high": 53.73, "low": 53.73, "close": 53.73, "amount_yi": 0.0688 }, { "time": "11:20", "open": 53.57, "high": 53.58, "low": 53.57, "close": 53.58, "amount_yi": 0.0163 }, { "time": "11:21", "open": 53.6, "high": 53.6, "low": 53.6, "close": 53.6, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 53.6, "ts": "2026-07-06T11:21:28", "prev_close": 51.67, "open": 52.46, "high": 54.12, "low": 51.0, "bid1": 53.6, "ask1": 53.65, "bid_qty1": 56, "ask_qty1": 3 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 6000, "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": 14.0784, "price_vs_vwap_pct": 0.6506, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0172, "prev_amount_yi": 0.0351, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.49, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 14.12, "high": 14.12, "low": 14.1, "close": 14.1, "amount_yi": 0.0053 }, { "time": "11:18", "open": 14.07, "high": 14.07, "low": 14.07, "close": 14.07, "amount_yi": 0.0028 }, { "time": "11:19", "open": 14.03, "high": 14.04, "low": 14.03, "close": 14.04, "amount_yi": 0.0015 }, { "time": "11:20", "open": 14.09, "high": 14.12, "low": 14.09, "close": 14.12, "amount_yi": 0.0051 }, { "time": "11:21", "open": 14.17, "high": 14.17, "low": 14.17, "close": 14.17, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.17, "ts": "2026-07-06T11:21:27", "prev_close": 13.87, "open": 13.75, "high": 14.49, "low": 13.53, "bid1": 14.16, "ask1": 14.17, "bid_qty1": 1, "ask_qty1": 10 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 10900, "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": 7.9338, "price_vs_vwap_pct": -1.9385, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1394, "prev_amount_yi": 0.1585, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 7.72, "high": 7.72, "low": 7.71, "close": 7.71, "amount_yi": 0.013 }, { "time": "11:18", "open": 7.72, "high": 7.72, "low": 7.71, "close": 7.71, "amount_yi": 0.009 }, { "time": "11:19", "open": 7.72, "high": 7.72, "low": 7.72, "close": 7.72, "amount_yi": 0.0195 }, { "time": "11:20", "open": 7.78, "high": 7.78, "low": 7.77, "close": 7.77, "amount_yi": 0.0913 }, { "time": "11:21", "open": 7.78, "high": 7.78, "low": 7.78, "close": 7.78, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.78, "ts": "2026-07-06T11:21:27", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.6, "bid1": 7.78, "ask1": 7.79, "bid_qty1": 62, "ask_qty1": 671 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 2400, "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": 35.7496, "price_vs_vwap_pct": -3.2157, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0527, "prev_amount_yi": 0.043, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2256, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 34.66, "high": 34.68, "low": 34.66, "close": 34.68, "amount_yi": 0.0234 }, { "time": "11:18", "open": 34.65, "high": 34.65, "low": 34.65, "close": 34.65, "amount_yi": 0.006 }, { "time": "11:19", "open": 34.67, "high": 34.67, "low": 34.67, "close": 34.67, "amount_yi": 0.0084 }, { "time": "11:20", "open": 34.63, "high": 34.63, "low": 34.62, "close": 34.62, "amount_yi": 0.0024 }, { "time": "11:21", "open": 34.6, "high": 34.6, "low": 34.6, "close": 34.6, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 34.6, "ts": "2026-07-06T11:21:27", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 34.49, "bid1": 34.59, "ask1": 34.6, "bid_qty1": 4, "ask_qty1": 10 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 4800, "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": 17.7877, "price_vs_vwap_pct": -0.2682, "energy_floor_hint_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": 0.055, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2618, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 17.68, "high": 17.69, "low": 17.68, "close": 17.69, "amount_yi": 0.0027 }, { "time": "11:18", "open": 17.7, "high": 17.71, "low": 17.7, "close": 17.71, "amount_yi": 0.0029 }, { "time": "11:19", "open": 17.7, "high": 17.71, "low": 17.7, "close": 17.71, "amount_yi": 0.0029 }, { "time": "11:20", "open": 17.72, "high": 17.72, "low": 17.72, "close": 17.72, "amount_yi": 0.003 }, { "time": "11:21", "open": 17.74, "high": 17.74, "low": 17.74, "close": 17.74, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.74, "ts": "2026-07-06T11:21:27", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.63, "bid1": 17.73, "ask1": 17.74, "bid_qty1": 35, "ask_qty1": 27 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 4900, "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": 17.7377, "price_vs_vwap_pct": -2.6368, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0611, "prev_amount_yi": 0.0926, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6598, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 17.22, "high": 17.24, "low": 17.22, "close": 17.24, "amount_yi": 0.0141 }, { "time": "11:18", "open": 17.25, "high": 17.25, "low": 17.23, "close": 17.23, "amount_yi": 0.0105 }, { "time": "11:19", "open": 17.24, "high": 17.26, "low": 17.24, "close": 17.26, "amount_yi": 0.0126 }, { "time": "11:20", "open": 17.27, "high": 17.27, "low": 17.26, "close": 17.26, "amount_yi": 0.0072 }, { "time": "11:21", "open": 17.27, "high": 17.27, "low": 17.27, "close": 17.27, "amount_yi": 0.0167 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 17.27, "ts": "2026-07-06T11:21:27", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.2, "bid1": 17.26, "ask1": 17.27, "bid_qty1": 53, "ask_qty1": 12 }, "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 13500, "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": 6.3631, "price_vs_vwap_pct": -1.4631, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0331, "prev_amount_yi": 0.0338, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9793, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0164 }, { "time": "11:18", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0034 }, { "time": "11:19", "open": 6.26, "high": 6.27, "low": 6.26, "close": 6.27, "amount_yi": 0.0088 }, { "time": "11:20", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0023 }, { "time": "11:21", "open": 6.27, "high": 6.27, "low": 6.27, "close": 6.27, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.27, "ts": "2026-07-06T11:21:27", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.26, "bid1": 6.27, "ask1": 6.28, "bid_qty1": 362, "ask_qty1": 533 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 11400, "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": 7.5349, "price_vs_vwap_pct": -1.3922, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0041, "prev_amount_yi": 0.0282, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 7.41, "high": 7.42, "low": 7.41, "close": 7.42, "amount_yi": 0.0011 }, { "time": "11:18", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0012 }, { "time": "11:19", "open": 7.42, "high": 7.43, "low": 7.42, "close": 7.43, "amount_yi": 0.001 }, { "time": "11:20", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.0003 }, { "time": "11:21", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.43, "ts": "2026-07-06T11:21:24", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.4, "bid1": 7.42, "ask1": 7.43, "bid_qty1": 144, "ask_qty1": 199 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 10400, "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": 8.2104, "price_vs_vwap_pct": -1.2228, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0171, "prev_amount_yi": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3469, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 8.09, "high": 8.1, "low": 8.09, "close": 8.1, "amount_yi": 0.0026 }, { "time": "11:18", "open": 8.09, "high": 8.1, "low": 8.09, "close": 8.1, "amount_yi": 0.0057 }, { "time": "11:19", "open": 8.12, "high": 8.12, "low": 8.11, "close": 8.11, "amount_yi": 0.0022 }, { "time": "11:20", "open": 8.12, "high": 8.12, "low": 8.11, "close": 8.11, "amount_yi": 0.0016 }, { "time": "11:21", "open": 8.11, "high": 8.11, "low": 8.11, "close": 8.11, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 8.11, "ts": "2026-07-06T11:21:27", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.11, "ask1": 8.12, "bid_qty1": 2, "ask_qty1": 180 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300589:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.300589:STRONG_WATCH_CONFIRM", "symbol": "SZSE.300589", "name": "江龙船艇", "side": "BUY", "priority": "W79", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 12.69, "exec_low": 12.69, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6700, "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": 12.8163, "price_vs_vwap_pct": -1.9998, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0245, "prev_amount_yi": 0.0243, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0082, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 12.55, "high": 12.55, "low": 12.54, "close": 12.54, "amount_yi": 0.0069 }, { "time": "11:18", "open": 12.55, "high": 12.55, "low": 12.53, "close": 12.53, "amount_yi": 0.0065 }, { "time": "11:19", "open": 12.55, "high": 12.56, "low": 12.55, "close": 12.56, "amount_yi": 0.0067 }, { "time": "11:20", "open": 12.56, "high": 12.56, "low": 12.55, "close": 12.55, "amount_yi": 0.0034 }, { "time": "11:21", "open": 12.56, "high": 12.56, "low": 12.56, "close": 12.56, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.56, "ts": "2026-07-06T11:21:27", "prev_close": 12.55, "open": 12.5, "high": 13.07, "low": 12.4, "bid1": 12.55, "ask1": 12.56, "bid_qty1": 224, "ask_qty1": 158 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002465:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002465:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002465", "name": "海格通信", "side": "BUY", "priority": "W80", "status": "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 6500, "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": 13.1953, "price_vs_vwap_pct": -1.4043, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1008, "prev_amount_yi": 0.1998, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5045, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0139 }, { "time": "11:18", "open": 12.98, "high": 12.98, "low": 12.95, "close": 12.95, "amount_yi": 0.0241 }, { "time": "11:19", "open": 12.96, "high": 12.98, "low": 12.96, "close": 12.98, "amount_yi": 0.0162 }, { "time": "11:20", "open": 13.0, "high": 13.0, "low": 12.99, "close": 12.99, "amount_yi": 0.0196 }, { "time": "11:21", "open": 13.01, "high": 13.01, "low": 13.01, "close": 13.01, "amount_yi": 0.027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.01, "ts": "2026-07-06T11:21:27", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 12.7, "bid1": 13.01, "ask1": 13.02, "bid_qty1": 23, "ask_qty1": 157 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5900, "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": 14.5332, "price_vs_vwap_pct": -1.467, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.079, "prev_amount_yi": 0.2067, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3822, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 14.12, "high": 14.12, "low": 14.12, "close": 14.12, "amount_yi": 0.0173 }, { "time": "11:18", "open": 14.15, "high": 14.16, "low": 14.15, "close": 14.16, "amount_yi": 0.0098 }, { "time": "11:19", "open": 14.16, "high": 14.19, "low": 14.16, "close": 14.19, "amount_yi": 0.0134 }, { "time": "11:20", "open": 14.2, "high": 14.3, "low": 14.2, "close": 14.3, "amount_yi": 0.0213 }, { "time": "11:21", "open": 14.32, "high": 14.32, "low": 14.32, "close": 14.32, "amount_yi": 0.0172 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.32, "ts": "2026-07-06T11:21:28", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 13.92, "bid1": 14.32, "ask1": 14.33, "bid_qty1": 18, "ask_qty1": 163 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 2200, "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": 38.9514, "price_vs_vwap_pct": -0.5171, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0751, "prev_amount_yi": 0.2669, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2814, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 38.67, "high": 38.68, "low": 38.67, "close": 38.68, "amount_yi": 0.0149 }, { "time": "11:18", "open": 38.7, "high": 38.7, "low": 38.66, "close": 38.66, "amount_yi": 0.0238 }, { "time": "11:19", "open": 38.7, "high": 38.7, "low": 38.7, "close": 38.7, "amount_yi": 0.0092 }, { "time": "11:20", "open": 38.68, "high": 38.68, "low": 38.68, "close": 38.68, "amount_yi": 0.013 }, { "time": "11:21", "open": 38.75, "high": 38.75, "low": 38.75, "close": 38.75, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 38.75, "ts": "2026-07-06T11:21:27", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 38.37, "bid1": 38.74, "ask1": 38.75, "bid_qty1": 5, "ask_qty1": 55 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 7600, "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": 11.0948, "price_vs_vwap_pct": -0.1334, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0229, "prev_amount_yi": 0.0652, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0064 }, { "time": "11:18", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0047 }, { "time": "11:19", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0036 }, { "time": "11:20", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0028 }, { "time": "11:21", "open": 11.08, "high": 11.08, "low": 11.08, "close": 11.08, "amount_yi": 0.0054 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.08, "ts": "2026-07-06T11:21:29", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 10.96, "bid1": 11.08, "ask1": 11.09, "bid_qty1": 23, "ask_qty1": 433 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300281:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300281:VWAP_RECLAIM", "symbol": "SZSE.300281", "name": "金明精机", "side": "BUY", "priority": "W84", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.88, "exec_low": 6.98, "exec_high": 6.98, "invalid_price": 6.67, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 6100, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.09, "max_chase_pct": 1.5, "base_exec_high": 6.98, "dynamic_exec_high": null, "entry_zone_low": 6.78, "entry_zone_high": 6.98, "entry_risk_pct": 3.7518, "intraday_vwap": 6.9813, "price_vs_vwap_pct": -0.8781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0057, "prev_amount_yi": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3571, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 6.91, "high": 6.91, "low": 6.91, "close": 6.91, "amount_yi": 0.003 }, { "time": "11:17", "open": 6.91, "high": 6.92, "low": 6.91, "close": 6.92, "amount_yi": 0.0004 }, { "time": "11:19", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0004 }, { "time": "11:20", "open": 6.91, "high": 6.91, "low": 6.91, "close": 6.91, "amount_yi": 0.001 }, { "time": "11:21", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.92, "ts": "2026-07-06T11:21:27", "prev_close": 6.77, "open": 6.77, "high": 7.16, "low": 6.74, "bid1": 6.92, "ask1": 6.93, "bid_qty1": 56, "ask_qty1": 67 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002406:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002406:VWAP_RECLAIM", "symbol": "SZSE.002406", "name": "远东传动", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.07, "exec_low": 7.18, "exec_high": 7.18, "invalid_price": 6.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 12200, "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": 6.9768, "price_vs_vwap_pct": -0.3841, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0113, "prev_amount_yi": 0.0124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.95, "high": 6.95, "low": 6.94, "close": 6.94, "amount_yi": 0.0016 }, { "time": "11:18", "open": 6.95, "high": 6.96, "low": 6.95, "close": 6.96, "amount_yi": 0.0021 }, { "time": "11:19", "open": 6.96, "high": 6.96, "low": 6.96, "close": 6.96, "amount_yi": 0.0011 }, { "time": "11:20", "open": 6.95, "high": 6.95, "low": 6.95, "close": 6.95, "amount_yi": 0.0056 }, { "time": "11:21", "open": 6.95, "high": 6.95, "low": 6.95, "close": 6.95, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.95, "ts": "2026-07-06T11:21:27", "prev_close": 6.95, "open": 7.0, "high": 7.05, "low": 6.93, "bid1": 6.94, "ask1": 6.95, "bid_qty1": 585, "ask_qty1": 75 }, "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 1800, "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": 3.1236, "intraday_vwap": 23.2307, "price_vs_vwap_pct": -2.1984, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0162, "prev_amount_yi": 0.0292, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5548, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 22.67, "high": 22.67, "low": 22.67, "close": 22.67, "amount_yi": 0.0029 }, { "time": "11:18", "open": 22.67, "high": 22.67, "low": 22.67, "close": 22.67, "amount_yi": 0.0044 }, { "time": "11:19", "open": 22.67, "high": 22.68, "low": 22.67, "close": 22.68, "amount_yi": 0.0034 }, { "time": "11:20", "open": 22.68, "high": 22.68, "low": 22.68, "close": 22.68, "amount_yi": 0.002 }, { "time": "11:21", "open": 22.72, "high": 22.72, "low": 22.72, "close": 22.72, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.72, "ts": "2026-07-06T11:21:29", "prev_close": 22.58, "open": 23.16, "high": 24.11, "low": 22.51, "bid1": 22.72, "ask1": 22.73, "bid_qty1": 20, "ask_qty1": 4 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5300, "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": 16.0921, "price_vs_vwap_pct": -1.6909, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0166, "prev_amount_yi": 0.031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5355, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 15.74, "high": 15.77, "low": 15.74, "close": 15.77, "amount_yi": 0.001 }, { "time": "11:18", "open": 15.76, "high": 15.76, "low": 15.75, "close": 15.75, "amount_yi": 0.0052 }, { "time": "11:19", "open": 15.76, "high": 15.76, "low": 15.76, "close": 15.76, "amount_yi": 0.0017 }, { "time": "11:20", "open": 15.79, "high": 15.81, "low": 15.79, "close": 15.81, "amount_yi": 0.0077 }, { "time": "11:21", "open": 15.82, "high": 15.82, "low": 15.82, "close": 15.82, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.82, "ts": "2026-07-06T11:21:27", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 15.61, "bid1": 15.81, "ask1": 15.83, "bid_qty1": 92, "ask_qty1": 25 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5400, "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": 15.953, "price_vs_vwap_pct": -2.3381, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0075, "prev_amount_yi": 0.016, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4688, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 15.54, "high": 15.56, "low": 15.54, "close": 15.56, "amount_yi": 0.001 }, { "time": "11:18", "open": 15.56, "high": 15.58, "low": 15.56, "close": 15.58, "amount_yi": 0.003 }, { "time": "11:19", "open": 15.6, "high": 15.6, "low": 15.59, "close": 15.59, "amount_yi": 0.0019 }, { "time": "11:20", "open": 15.58, "high": 15.58, "low": 15.57, "close": 15.57, "amount_yi": 0.0012 }, { "time": "11:21", "open": 15.58, "high": 15.58, "low": 15.58, "close": 15.58, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.58, "ts": "2026-07-06T11:21:29", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 15.5, "bid1": 15.58, "ask1": 15.59, "bid_qty1": 17, "ask_qty1": 8 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 4100, "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": 20.8081, "price_vs_vwap_pct": -0.2792, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0233, "prev_amount_yi": 0.044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5295, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 20.73, "high": 20.73, "low": 20.73, "close": 20.73, "amount_yi": 0.0067 }, { "time": "11:18", "open": 20.74, "high": 20.75, "low": 20.74, "close": 20.75, "amount_yi": 0.0055 }, { "time": "11:19", "open": 20.74, "high": 20.74, "low": 20.73, "close": 20.73, "amount_yi": 0.0062 }, { "time": "11:20", "open": 20.74, "high": 20.74, "low": 20.73, "close": 20.73, "amount_yi": 0.003 }, { "time": "11:21", "open": 20.75, "high": 20.75, "low": 20.75, "close": 20.75, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 20.75, "ts": "2026-07-06T11:21:27", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.68, "bid1": 20.74, "ask1": 20.75, "bid_qty1": 282, "ask_qty1": 85 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 8000, "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": 11.134, "price_vs_vwap_pct": -4.9757, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0149, "prev_amount_yi": 0.0179, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8324, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 10.59, "high": 10.59, "low": 10.59, "close": 10.59, "amount_yi": 0.002 }, { "time": "11:18", "open": 10.58, "high": 10.58, "low": 10.57, "close": 10.57, "amount_yi": 0.008 }, { "time": "11:19", "open": 10.56, "high": 10.57, "low": 10.56, "close": 10.57, "amount_yi": 0.0007 }, { "time": "11:20", "open": 10.57, "high": 10.58, "low": 10.57, "close": 10.58, "amount_yi": 0.0013 }, { "time": "11:21", "open": 10.58, "high": 10.58, "low": 10.58, "close": 10.58, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.58, "ts": "2026-07-06T11:21:24", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 10.57, "ask1": 10.58, "bid_qty1": 351, "ask_qty1": 124 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 3200, "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": 26.1267, "price_vs_vwap_pct": -0.7529, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0175, "prev_amount_yi": 0.0308, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5682, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 25.94, "high": 25.95, "low": 25.94, "close": 25.95, "amount_yi": 0.0026 }, { "time": "11:18", "open": 25.94, "high": 25.94, "low": 25.93, "close": 25.93, "amount_yi": 0.0018 }, { "time": "11:19", "open": 25.95, "high": 25.95, "low": 25.94, "close": 25.94, "amount_yi": 0.0027 }, { "time": "11:20", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0093 }, { "time": "11:21", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.93, "ts": "2026-07-06T11:21:28", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 25.92, "bid1": 25.93, "ask1": 25.94, "bid_qty1": 4, "ask_qty1": 1 }, "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": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 5500, "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": 15.433, "price_vs_vwap_pct": -0.7322, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0018, "prev_amount_yi": 0.004, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.45, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 15.31, "high": 15.33, "low": 15.31, "close": 15.33, "amount_yi": 0.0003 }, { "time": "11:18", "open": 15.33, "high": 15.33, "low": 15.32, "close": 15.32, "amount_yi": 0.0004 }, { "time": "11:19", "open": 15.33, "high": 15.33, "low": 15.33, "close": 15.33, "amount_yi": 0.0005 }, { "time": "11:20", "open": 15.32, "high": 15.32, "low": 15.32, "close": 15.32, "amount_yi": 0.0004 }, { "time": "11:21", "open": 15.32, "high": 15.32, "low": 15.32, "close": 15.32, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 15.32, "ts": "2026-07-06T11:21:29", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.28, "bid1": 15.32, "ask1": 15.33, "bid_qty1": 5, "ask_qty1": 5 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5000, "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": 17.3293, "price_vs_vwap_pct": -2.1311, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0225, "prev_amount_yi": 0.0487, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 16.9, "high": 16.9, "low": 16.9, "close": 16.9, "amount_yi": 0.0041 }, { "time": "11:18", "open": 16.91, "high": 16.91, "low": 16.91, "close": 16.91, "amount_yi": 0.0073 }, { "time": "11:19", "open": 16.95, "high": 16.95, "low": 16.94, "close": 16.94, "amount_yi": 0.005 }, { "time": "11:20", "open": 16.94, "high": 16.95, "low": 16.94, "close": 16.95, "amount_yi": 0.0027 }, { "time": "11:21", "open": 16.96, "high": 16.96, "low": 16.96, "close": 16.96, "amount_yi": 0.0034 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.96, "ts": "2026-07-06T11:21:27", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 16.85, "bid1": 16.95, "ask1": 16.96, "bid_qty1": 67, "ask_qty1": 80 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 3800, "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": 22.3199, "price_vs_vwap_pct": -1.7021, "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": 0.2548, "prev_amount_yi": 0.4853, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.525, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 21.8, "high": 21.86, "low": 21.8, "close": 21.86, "amount_yi": 0.0519 }, { "time": "11:18", "open": 21.83, "high": 21.83, "low": 21.8, "close": 21.8, "amount_yi": 0.111 }, { "time": "11:19", "open": 21.84, "high": 21.85, "low": 21.84, "close": 21.85, "amount_yi": 0.0491 }, { "time": "11:20", "open": 21.88, "high": 21.9, "low": 21.88, "close": 21.9, "amount_yi": 0.0228 }, { "time": "11:21", "open": 21.94, "high": 21.94, "low": 21.94, "close": 21.94, "amount_yi": 0.02 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 21.94, "ts": "2026-07-06T11:21:28", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 21.72, "bid1": 21.93, "ask1": 21.94, "bid_qty1": 9, "ask_qty1": 114 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 1300, "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": 64.3104, "price_vs_vwap_pct": -4.681, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1114, "prev_amount_yi": 0.1178, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9457, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 60.6, "high": 60.76, "low": 60.6, "close": 60.76, "amount_yi": 0.0174 }, { "time": "11:18", "open": 60.76, "high": 60.76, "low": 60.71, "close": 60.71, "amount_yi": 0.0176 }, { "time": "11:19", "open": 60.34, "high": 60.95, "low": 60.34, "close": 60.95, "amount_yi": 0.058 }, { "time": "11:20", "open": 61.22, "high": 61.34, "low": 61.22, "close": 61.34, "amount_yi": 0.0107 }, { "time": "11:21", "open": 61.3, "high": 61.3, "low": 61.3, "close": 61.3, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 61.3, "ts": "2026-07-06T11:21:27", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 60.0, "bid1": 61.25, "ask1": 61.3, "bid_qty1": 1, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 2300, "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": 36.162, "price_vs_vwap_pct": -0.1715, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1385, "prev_amount_yi": 0.2903, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4771, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 36.22, "high": 36.27, "low": 36.22, "close": 36.27, "amount_yi": 0.0213 }, { "time": "11:18", "open": 36.2, "high": 36.21, "low": 36.2, "close": 36.21, "amount_yi": 0.0422 }, { "time": "11:19", "open": 36.1, "high": 36.15, "low": 36.1, "close": 36.15, "amount_yi": 0.0358 }, { "time": "11:20", "open": 36.11, "high": 36.11, "low": 36.03, "close": 36.03, "amount_yi": 0.0318 }, { "time": "11:21", "open": 36.1, "high": 36.1, "low": 36.1, "close": 36.1, "amount_yi": 0.0074 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 36.1, "ts": "2026-07-06T11:21:27", "prev_close": 33.59, "open": 33.6, "high": 36.95, "low": 33.6, "bid1": 36.09, "ask1": 36.1, "bid_qty1": 23, "ask_qty1": 4 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002111:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002111:VWAP_RECLAIM", "symbol": "SZSE.002111", "name": "威海广泰", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.48, "exec_low": 9.62, "exec_high": 9.62, "invalid_price": 9.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 9100, "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": 9.3861, "price_vs_vwap_pct": -0.2781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.007, "prev_amount_yi": 0.0099, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.36, "high": 9.36, "low": 9.36, "close": 9.36, "amount_yi": 0.0012 }, { "time": "11:18", "open": 9.36, "high": 9.36, "low": 9.36, "close": 9.36, "amount_yi": 0.0004 }, { "time": "11:19", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.0015 }, { "time": "11:20", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.0008 }, { "time": "11:21", "open": 9.36, "high": 9.36, "low": 9.36, "close": 9.36, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.36, "ts": "2026-07-06T11:21:27", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.35, "ask1": 9.36, "bid_qty1": 126, "ask_qty1": 31 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002151:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002151:VWAP_RECLAIM", "symbol": "SZSE.002151", "name": "北斗星通", "side": "BUY", "priority": "W98", "status": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 2700, "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": 31.6827, "price_vs_vwap_pct": -1.492, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0586, "prev_amount_yi": 0.0759, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7721, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 31.01, "high": 31.06, "low": 31.01, "close": 31.06, "amount_yi": 0.0079 }, { "time": "11:18", "open": 31.1, "high": 31.1, "low": 31.03, "close": 31.03, "amount_yi": 0.0251 }, { "time": "11:19", "open": 31.05, "high": 31.12, "low": 31.05, "close": 31.12, "amount_yi": 0.0114 }, { "time": "11:20", "open": 31.15, "high": 31.2, "low": 31.15, "close": 31.2, "amount_yi": 0.0076 }, { "time": "11:21", "open": 31.21, "high": 31.21, "low": 31.21, "close": 31.21, "amount_yi": 0.0066 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 31.21, "ts": "2026-07-06T11:21:27", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 30.88, "bid1": 31.19, "ask1": 31.21, "bid_qty1": 5, "ask_qty1": 112 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 1000, "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": 86.042, "price_vs_vwap_pct": -1.6178, "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": 0.2763, "prev_amount_yi": 0.3191, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 84.33, "high": 84.45, "low": 84.33, "close": 84.45, "amount_yi": 0.0557 }, { "time": "11:18", "open": 84.39, "high": 84.43, "low": 84.39, "close": 84.43, "amount_yi": 0.0747 }, { "time": "11:19", "open": 84.35, "high": 84.43, "low": 84.35, "close": 84.43, "amount_yi": 0.0747 }, { "time": "11:20", "open": 84.46, "high": 84.58, "low": 84.46, "close": 84.58, "amount_yi": 0.0438 }, { "time": "11:21", "open": 84.65, "high": 84.65, "low": 84.65, "close": 84.65, "amount_yi": 0.0274 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 84.65, "ts": "2026-07-06T11:21:29", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 84.0, "bid1": 84.62, "ask1": 84.65, "bid_qty1": 3, "ask_qty1": 103 }, "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": "2026-07-06T11:21:29", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 3700, "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": 22.9978, "price_vs_vwap_pct": -0.0339, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0686, "prev_amount_yi": 0.1505, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4558, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 22.95, "high": 23.0, "low": 22.95, "close": 23.0, "amount_yi": 0.0169 }, { "time": "11:18", "open": 22.95, "high": 22.96, "low": 22.95, "close": 22.96, "amount_yi": 0.017 }, { "time": "11:19", "open": 22.95, "high": 22.95, "low": 22.95, "close": 22.95, "amount_yi": 0.0098 }, { "time": "11:20", "open": 22.95, "high": 22.95, "low": 22.94, "close": 22.94, "amount_yi": 0.0199 }, { "time": "11:21", "open": 22.99, "high": 22.99, "low": 22.99, "close": 22.99, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 22.99, "ts": "2026-07-06T11:21:27", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.58, "bid1": 22.98, "ask1": 22.99, "bid_qty1": 3, "ask_qty1": 50 }, "previous_state": "OBSERVE", "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 1600, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 47.83, "max_chase_pct": 1.5, "base_exec_high": 47.14, "dynamic_exec_high": null, "entry_zone_low": 45.74, "entry_zone_high": 47.14, "entry_risk_pct": null, "intraday_vwap": 46.206, "price_vs_vwap_pct": -2.1556, "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": 0.2534, "prev_amount_yi": 0.2932, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8643, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 44.84, "high": 45.08, "low": 44.84, "close": 45.08, "amount_yi": 0.0553 }, { "time": "11:18", "open": 44.92, "high": 44.92, "low": 44.88, "close": 44.88, "amount_yi": 0.0968 }, { "time": "11:19", "open": 45.02, "high": 45.03, "low": 45.02, "close": 45.03, "amount_yi": 0.0399 }, { "time": "11:20", "open": 45.07, "high": 45.25, "low": 45.07, "close": 45.25, "amount_yi": 0.0314 }, { "time": "11:21", "open": 45.21, "high": 45.21, "low": 45.21, "close": 45.21, "amount_yi": 0.03 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 9050.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 45.21, "ts": "2026-07-06T11:21:28", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 43.98, "bid1": 45.21, "ask1": 45.22, "bid_qty1": 9, "ask_qty1": 1 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 12300, "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": 7.0319, "price_vs_vwap_pct": -2.3024, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0101, "prev_amount_yi": 0.0115, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8783, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 6.87, "high": 6.87, "low": 6.87, "close": 6.87, "amount_yi": 0.0007 }, { "time": "11:18", "open": 6.88, "high": 6.88, "low": 6.87, "close": 6.87, "amount_yi": 0.0028 }, { "time": "11:19", "open": 6.87, "high": 6.87, "low": 6.87, "close": 6.87, "amount_yi": 0.0008 }, { "time": "11:20", "open": 6.87, "high": 6.88, "low": 6.87, "close": 6.88, "amount_yi": 0.005 }, { "time": "11:21", "open": 6.87, "high": 6.87, "low": 6.87, "close": 6.87, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.87, "ts": "2026-07-06T11:21:27", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 6.86, "bid1": 6.87, "ask1": 6.88, "bid_qty1": 21, "ask_qty1": 75 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 9000, "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": 9.5115, "price_vs_vwap_pct": -1.3825, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0075, "prev_amount_yi": 0.0137, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5474, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 9.38, "high": 9.39, "low": 9.38, "close": 9.39, "amount_yi": 0.0025 }, { "time": "11:18", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0026 }, { "time": "11:19", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0013 }, { "time": "11:20", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0008 }, { "time": "11:21", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.38, "ts": "2026-07-06T11:21:27", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.34, "bid1": 9.37, "ask1": 9.38, "bid_qty1": 509, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 1300, "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": 62.6371, "price_vs_vwap_pct": -0.6819, "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": 0.2776, "prev_amount_yi": 0.3217, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8629, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 61.97, "high": 62.08, "low": 61.97, "close": 62.08, "amount_yi": 0.0398 }, { "time": "11:18", "open": 62.11, "high": 62.11, "low": 62.09, "close": 62.09, "amount_yi": 0.1307 }, { "time": "11:19", "open": 62.09, "high": 62.12, "low": 62.09, "close": 62.12, "amount_yi": 0.0356 }, { "time": "11:20", "open": 62.17, "high": 62.25, "low": 62.17, "close": 62.25, "amount_yi": 0.0597 }, { "time": "11:21", "open": 62.21, "high": 62.21, "low": 62.21, "close": 62.21, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 62.21, "ts": "2026-07-06T11:21:28", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 61.6, "bid1": 62.2, "ask1": 62.22, "bid_qty1": 35, "ask_qty1": 8 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 12800, "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": 6.7374, "price_vs_vwap_pct": -1.8909, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0159, "prev_amount_yi": 0.0248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 6.61, "high": 6.62, "low": 6.61, "close": 6.62, "amount_yi": 0.0069 }, { "time": "11:18", "open": 6.62, "high": 6.62, "low": 6.62, "close": 6.62, "amount_yi": 0.0005 }, { "time": "11:19", "open": 6.62, "high": 6.62, "low": 6.62, "close": 6.62, "amount_yi": 0.0012 }, { "time": "11:20", "open": 6.62, "high": 6.62, "low": 6.6, "close": 6.6, "amount_yi": 0.0061 }, { "time": "11:21", "open": 6.61, "high": 6.61, "low": 6.61, "close": 6.61, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.61, "ts": "2026-07-06T11:21:27", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.6, "bid1": 6.6, "ask1": 6.61, "bid_qty1": 2025, "ask_qty1": 927 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 5700, "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": 14.8636, "price_vs_vwap_pct": 0.2449, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0059, "prev_amount_yi": 0.0133, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4436, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 14.94, "high": 14.95, "low": 14.94, "close": 14.95, "amount_yi": 0.0019 }, { "time": "11:18", "open": 14.95, "high": 14.95, "low": 14.94, "close": 14.94, "amount_yi": 0.0005 }, { "time": "11:19", "open": 14.94, "high": 14.94, "low": 14.92, "close": 14.92, "amount_yi": 0.0018 }, { "time": "11:20", "open": 14.89, "high": 14.9, "low": 14.89, "close": 14.9, "amount_yi": 0.001 }, { "time": "11:21", "open": 14.9, "high": 14.9, "low": 14.9, "close": 14.9, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.9, "ts": "2026-07-06T11:21:18", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 14.9, "ask1": 14.91, "bid_qty1": 9, "ask_qty1": 13 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 8200, "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": 10.4167, "price_vs_vwap_pct": -0.6403, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0501, "prev_amount_yi": 0.0727, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6891, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 10.32, "high": 10.33, "low": 10.32, "close": 10.33, "amount_yi": 0.01 }, { "time": "11:18", "open": 10.33, "high": 10.33, "low": 10.32, "close": 10.32, "amount_yi": 0.0089 }, { "time": "11:19", "open": 10.32, "high": 10.33, "low": 10.32, "close": 10.33, "amount_yi": 0.0143 }, { "time": "11:20", "open": 10.34, "high": 10.35, "low": 10.34, "close": 10.35, "amount_yi": 0.0136 }, { "time": "11:21", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.35, "ts": "2026-07-06T11:21:27", "prev_close": 10.24, "open": 10.17, "high": 10.73, "low": 9.91, "bid1": 10.35, "ask1": 10.36, "bid_qty1": 245, "ask_qty1": 234 }, "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": "2026-07-06T11:21:29", "sim_reason": "signal_contract_missing_price_fields", "qty": 1500, "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": 55.003, "price_vs_vwap_pct": 0.4672, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1807, "prev_amount_yi": 0.2313, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7812, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "11:17", "open": 55.32, "high": 55.49, "low": 55.32, "close": 55.49, "amount_yi": 0.0401 }, { "time": "11:18", "open": 55.31, "high": 55.31, "low": 55.25, "close": 55.25, "amount_yi": 0.0501 }, { "time": "11:19", "open": 55.29, "high": 55.29, "low": 55.24, "close": 55.24, "amount_yi": 0.0407 }, { "time": "11:20", "open": 55.29, "high": 55.33, "low": 55.29, "close": 55.33, "amount_yi": 0.0243 }, { "time": "11:21", "open": 55.26, "high": 55.26, "low": 55.26, "close": 55.26, "amount_yi": 0.0255 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.26, "ts": "2026-07-06T11:21:27", "prev_close": 51.96, "open": 51.82, "high": 57.16, "low": 51.66, "bid1": 55.27, "ask1": 55.31, "bid_qty1": 4, "ask_qty1": 24 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600182:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600182:VWAP_RECLAIM", "symbol": "SHSE.600182", "name": "S佳通", "side": "BUY", "priority": "W109", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 14.86, "exec_low": 15.08, "exec_high": 15.08, "invalid_price": 14.41, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 2800, "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": 3.2236, "intraday_vwap": 14.8281, "price_vs_vwap_pct": 0.2826, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.007, "prev_amount_yi": 0.0098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:16", "open": 14.8, "high": 14.8, "low": 14.79, "close": 14.79, "amount_yi": 0.0003 }, { "time": "11:17", "open": 14.79, "high": 14.83, "low": 14.79, "close": 14.83, "amount_yi": 0.0028 }, { "time": "11:19", "open": 14.82, "high": 14.87, "low": 14.82, "close": 14.87, "amount_yi": 0.0007 }, { "time": "11:20", "open": 14.87, "high": 14.87, "low": 14.87, "close": 14.87, "amount_yi": 0.0018 }, { "time": "11:21", "open": 14.87, "high": 14.87, "low": 14.87, "close": 14.87, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.87, "ts": "2026-07-06T11:21:27", "prev_close": 14.71, "open": 14.66, "high": 15.15, "low": 14.4, "bid1": 14.87, "ask1": 14.89, "bid_qty1": 5, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000700:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000700:VWAP_RECLAIM", "symbol": "SZSE.000700", "name": "模塑科技", "side": "BUY", "priority": "W110", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 18.25, "exec_low": 18.52, "exec_high": 18.52, "invalid_price": 17.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5000, "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": 16.7013, "price_vs_vwap_pct": 0.1718, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.118, "prev_amount_yi": 0.1695, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6962, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 16.64, "high": 16.68, "low": 16.64, "close": 16.68, "amount_yi": 0.0375 }, { "time": "11:18", "open": 16.63, "high": 16.63, "low": 16.62, "close": 16.62, "amount_yi": 0.0211 }, { "time": "11:19", "open": 16.65, "high": 16.65, "low": 16.64, "close": 16.64, "amount_yi": 0.0245 }, { "time": "11:20", "open": 16.68, "high": 16.7, "low": 16.68, "close": 16.7, "amount_yi": 0.0266 }, { "time": "11:21", "open": 16.73, "high": 16.73, "low": 16.73, "close": 16.73, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 16.73, "ts": "2026-07-06T11:21:27", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.3, "bid1": 16.71, "ask1": 16.73, "bid_qty1": 29, "ask_qty1": 97 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 6300, "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": 13.5796, "price_vs_vwap_pct": -1.3226, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0368, "prev_amount_yi": 0.07, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5257, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 13.33, "high": 13.34, "low": 13.33, "close": 13.34, "amount_yi": 0.0042 }, { "time": "11:18", "open": 13.34, "high": 13.36, "low": 13.34, "close": 13.36, "amount_yi": 0.0028 }, { "time": "11:19", "open": 13.35, "high": 13.37, "low": 13.35, "close": 13.37, "amount_yi": 0.0128 }, { "time": "11:20", "open": 13.41, "high": 13.41, "low": 13.4, "close": 13.4, "amount_yi": 0.0137 }, { "time": "11:21", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 13.4, "ts": "2026-07-06T11:21:27", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.2, "bid1": 13.4, "ask1": 13.41, "bid_qty1": 32, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 4500, "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": 18.6967, "price_vs_vwap_pct": -0.6242, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0081, "prev_amount_yi": 0.0221, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3665, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 18.59, "high": 18.59, "low": 18.59, "close": 18.59, "amount_yi": 0.0015 }, { "time": "11:18", "open": 18.6, "high": 18.6, "low": 18.57, "close": 18.57, "amount_yi": 0.0017 }, { "time": "11:19", "open": 18.6, "high": 18.6, "low": 18.58, "close": 18.58, "amount_yi": 0.0023 }, { "time": "11:20", "open": 18.57, "high": 18.57, "low": 18.56, "close": 18.56, "amount_yi": 0.0017 }, { "time": "11:21", "open": 18.58, "high": 18.58, "low": 18.58, "close": 18.58, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 18.58, "ts": "2026-07-06T11:21:27", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.57, "ask1": 18.6, "bid_qty1": 13, "ask_qty1": 3 }, "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": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 8800, "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": 9.6917, "price_vs_vwap_pct": -0.3271, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0015, "prev_amount_yi": 0.0056, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2679, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0003 }, { "time": "11:18", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0005 }, { "time": "11:19", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0001 }, { "time": "11:20", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0005 }, { "time": "11:21", "open": 9.66, "high": 9.66, "low": 9.66, "close": 9.66, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.66, "ts": "2026-07-06T11:21:28", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.62, "bid1": 9.65, "ask1": 9.67, "bid_qty1": 62, "ask_qty1": 40 }, "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": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 8300, "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": 10.2294, "price_vs_vwap_pct": -0.6784, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0172, "prev_amount_yi": 0.0157, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0955, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 10.15, "high": 10.16, "low": 10.15, "close": 10.16, "amount_yi": 0.004 }, { "time": "11:18", "open": 10.16, "high": 10.16, "low": 10.15, "close": 10.15, "amount_yi": 0.003 }, { "time": "11:19", "open": 10.15, "high": 10.15, "low": 10.15, "close": 10.15, "amount_yi": 0.0013 }, { "time": "11:20", "open": 10.16, "high": 10.16, "low": 10.15, "close": 10.15, "amount_yi": 0.0078 }, { "time": "11:21", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 10.16, "ts": "2026-07-06T11:21:27", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.13, "bid1": 10.16, "ask1": 10.17, "bid_qty1": 42, "ask_qty1": 149 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 7300, "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": 11.7951, "price_vs_vwap_pct": -1.5693, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0072, "prev_amount_yi": 0.0329, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2188, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 11.6, "high": 11.63, "low": 11.6, "close": 11.63, "amount_yi": 0.0017 }, { "time": "11:18", "open": 11.63, "high": 11.63, "low": 11.62, "close": 11.62, "amount_yi": 0.0011 }, { "time": "11:19", "open": 11.62, "high": 11.63, "low": 11.62, "close": 11.63, "amount_yi": 0.0012 }, { "time": "11:20", "open": 11.62, "high": 11.62, "low": 11.61, "close": 11.61, "amount_yi": 0.0031 }, { "time": "11:21", "open": 11.61, "high": 11.61, "low": 11.61, "close": 11.61, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 11.61, "ts": "2026-07-06T11:21:27", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.52, "bid1": 11.61, "ask1": 11.62, "bid_qty1": 75, "ask_qty1": 90 }, "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": "2026-07-06T11:21:29", "sim_reason": "invalid_price_broken", "qty": 5900, "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": 14.6013, "price_vs_vwap_pct": -2.3375, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0295, "prev_amount_yi": 0.0478, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6172, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 14.24, "high": 14.28, "low": 14.24, "close": 14.28, "amount_yi": 0.0093 }, { "time": "11:18", "open": 14.26, "high": 14.26, "low": 14.25, "close": 14.25, "amount_yi": 0.0072 }, { "time": "11:19", "open": 14.26, "high": 14.26, "low": 14.26, "close": 14.26, "amount_yi": 0.003 }, { "time": "11:20", "open": 14.26, "high": 14.27, "low": 14.26, "close": 14.27, "amount_yi": 0.0071 }, { "time": "11:21", "open": 14.26, "high": 14.26, "low": 14.26, "close": 14.26, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 14.26, "ts": "2026-07-06T11:21:27", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.2, "bid1": 14.25, "ask1": 14.26, "bid_qty1": 406, "ask_qty1": 23 }, "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": "2026-07-06T11:21:29", "sim_reason": "minute_energy_amount_too_low", "qty": 13200, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 3.29, "max_chase_pct": 1.5, "base_exec_high": 3.24, "dynamic_exec_high": null, "entry_zone_low": 3.14, "entry_zone_high": 3.24, "entry_risk_pct": 4.0373, "intraday_vwap": 3.2198, "price_vs_vwap_pct": 0.0062, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1076, "prev_amount_yi": 0.0472, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2797, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "11:17", "open": 3.24, "high": 3.24, "low": 3.24, "close": 3.24, "amount_yi": 0.0087 }, { "time": "11:18", "open": 3.23, "high": 3.23, "low": 3.23, "close": 3.23, "amount_yi": 0.0069 }, { "time": "11:19", "open": 3.23, "high": 3.24, "low": 3.23, "close": 3.24, "amount_yi": 0.0078 }, { "time": "11:20", "open": 3.24, "high": 3.24, "low": 3.22, "close": 3.22, "amount_yi": 0.0422 }, { "time": "11:21", "open": 3.22, "high": 3.22, "low": 3.22, "close": 3.22, "amount_yi": 0.042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42628.48, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.22, "ts": "2026-07-06T11:21:28", "prev_close": 3.12, "open": 3.12, "high": 3.26, "low": 3.11, "bid1": 3.21, "ask1": 3.22, "bid_qty1": 10152, "ask_qty1": 645 }, "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": "TOUCHED", "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": "2026-07-06T11:21:29", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 6700, "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": null, "intraday_vwap": 12.6443, "price_vs_vwap_pct": 0.5196, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1147, "prev_amount_yi": 0.0521, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.2015, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 12.74, "high": 12.74, "low": 12.74, "close": 12.74, "amount_yi": 0.0062 }, { "time": "11:18", "open": 12.74, "high": 12.75, "low": 12.74, "close": 12.75, "amount_yi": 0.0391 }, { "time": "11:19", "open": 12.75, "high": 12.75, "low": 12.74, "close": 12.74, "amount_yi": 0.0218 }, { "time": "11:20", "open": 12.74, "high": 12.74, "low": 12.72, "close": 12.72, "amount_yi": 0.0303 }, { "time": "11:21", "open": 12.71, "high": 12.71, "low": 12.71, "close": 12.71, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.71, "ts": "2026-07-06T11:21:29", "prev_close": 12.28, "open": 12.28, "high": 12.83, "low": 12.18, "bid1": 12.7, "ask1": 12.71, "bid_qty1": 289, "ask_qty1": 330 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002454:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SZSE.002454:STRONG_WATCH_CONFIRM", "symbol": "SZSE.002454", "name": "松芝股份", "side": "BUY", "priority": "W119", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 5.2, "exec_low": 5.2, "exec_high": 5.28, "invalid_price": 5.04, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T11:21:29", "sim_reason": "waiting_trigger", "qty": 16600, "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": 5.1169, "price_vs_vwap_pct": -0.3303, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0059, "prev_amount_yi": 0.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1071, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "11:17", "open": 5.1, "high": 5.11, "low": 5.1, "close": 5.11, "amount_yi": 0.0003 }, { "time": "11:18", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.001 }, { "time": "11:19", "open": 5.11, "high": 5.11, "low": 5.11, "close": 5.11, "amount_yi": 0.0013 }, { "time": "11:20", "open": 5.11, "high": 5.11, "low": 5.1, "close": 5.1, "amount_yi": 0.0019 }, { "time": "11:21", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85256.97, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.1, "ts": "2026-07-06T11:21:27", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.1, "ask1": 5.11, "bid_qty1": 43, "ask_qty1": 545 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false } ], "paper_account": { "initial_capital": 1000000.0, "cash": 685017.0, "market_value": 380608.5, "total_value": 1065625.5, "unrealized_pnl": 21008.062468547207, "unrealized_pnl_pct_of_initial": 2.1008062468547206, "realized_pnl": 44617.43753145279, "realized_pnl_pct_of_initial": 4.46174375314528, "total_pnl": 65625.5, "total_pnl_pct": 6.562549999999989 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 33000, "avg_cost": 3.6173972602739726, "last_price": 3.73, "market_value": 143232.0, "unrealized_pnl": 4323.945205479453, "unrealized_pnl_pct": 3.1128109970841145, "updated_at": "2026-07-06T11:21:29", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.44111979302297 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 800, "avg_cost": 61.34571428571429, "last_price": 74.3, "market_value": 81730.0, "unrealized_pnl": 14249.71428571428, "unrealized_pnl_pct": 21.11685529318614, "updated_at": "2026-07-06T11:21:29", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.669673820680906 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 503, "sellable_qty": 501, "avg_cost": 124.28448712255774, "last_price": 130.5, "market_value": 65641.5, "unrealized_pnl": 3126.4029773534594, "unrealized_pnl_pct": 5.001036751524035, "updated_at": "2026-07-06T11:21:29", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 6.159903268080578 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.52, "market_value": 52528.00000000001, "unrealized_pnl": -489.99999999999204, "unrealized_pnl_pct": -0.9242144177449063, "updated_at": "2026-07-06T11:21:29", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.929311470117786 }, { "symbol": "SHSE.600547", "name": "山东黄金", "quantity": 1100, "sellable_qty": 0, "avg_cost": 26.99, "last_price": 25.85, "market_value": 28435.0, "unrealized_pnl": -1253.9999999999968, "unrealized_pnl_pct": -4.223786587625034, "updated_at": "2026-07-06T11:21:29", "prev_close": 26.08, "holding_days": 0, "position_pct_of_total": 2.6683858447456448 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 45.21, "market_value": 9042.0, "unrealized_pnl": 1051.9999999999995, "unrealized_pnl_pct": 13.166458072590736, "updated_at": "2026-07-06T11:21:29", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.8485157309017098 } ], "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 }, { "event_id": "20260706:SZSE.301696:loss_side_invalidation_day_drop_v1:loss_step2@-10pct", "rule_id": "loss_side_invalidation_day_drop_v1", "tier": "loss_step2@-10pct", "symbol": "SZSE.301696", "name": "三瑞智能", "side": "SELL", "status": "FILLED", "order_kind": "INVALIDATION_SELL", "qty": 200, "quantity": 200, "price": 126.3, "amount": 25260.0, "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": 126.3, "day_return_pct": -10.0427, "unrealized_profit_pct": 1.6217, "quantity_before": 703, "sellable_qty_before": 701, "avg_cost": 124.28448712255774, "reduce_ratio": 0.3333333333333333, "realized_pnl_delta": 332.9999999999984, "cost_basis": 24927.0, "realized_pnl_source": "fifo_lot_pairing", "id": 52, "plan_date": "20260703", "trade_date": "20260706", "ts": "2026-07-06T10:05:03", "sim_reason": "loss_side_invalidation_day_drop_v1" }, { "amount": 22887.000000000004, "base_exec_high": 76.9, "cash_before_order": 621516.0, "chase_ceiling": null, "current_position_value": 83765.0, "decision": "position_add", "dynamic_exec_high": 76.9, "energy_floor_hint_yi": null, "entry_risk_pct": 2.5, "entry_zone_high": 76.9, "entry_zone_low": 75.57, "event_id": "20260703:20260706:SZSE.002979:POSITION_TREND_ADD:BUY", "exec_high": 76.9, "exec_low": 75.57, "intraday_vwap": 75.5709, "invalid_price": 74.25, "ma5": null, "max_chase_pct": 0.8, "minute_energy": null, "name": "雷赛智能", "paper_scope": "position_add", "participation_rate": null, "plan_date": "20260703", "plan_id": "20260703:SZSE.002979:POSITION_TREND_ADD", "price": 76.29, "price_vs_vwap_pct": 0.7663, "qty": 300, "quote_ask1": 76.29, "quote_ask_qty1": 1, "quote_bid1": 76.12, "quote_bid_qty1": 1, "quote_high": 76.51, "quote_last": 76.15, "quote_low": 73.51, "quote_open": 75.0, "quote_prev_close": 69.55, "quote_ts": "2026-07-06T10:06:36", "reason": "paper_fill_at_ask1", "sellable_qty_before_order": 1100, "side": "BUY", "sim_reason": "verified_profit_trend_add", "sizing_reason": "position_sized_by_target_pct", "slippage_bps": 18.38, "status": "FILLED", "suggested_position_pct": 20.0, "symbol": "SZSE.002979", "t0_protection_qty_cap": 1100, "target_amount": 215373.08, "target_position_pct": 20.0, "template_key": "POSITION_TREND_ADD", "theme": "机器人链 / 机器人概念", "trade_date": "20260706", "trigger_price": 76.15, "ts": "2026-07-06T10:06:38", "id": 53 }, { "adjusted_avg_cost": null, "amount": 22170.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK:20260706:SZSE.002979:position_invalid_price:SELL", "exec_high": null, "exec_low": null, "intraday_vwap": null, "invalid_price": 74.25, "max_chase_pct": null, "minute_energy": null, "name": "雷赛智能", "paper_scope": "position_risk", "participation_rate": null, "plan_date": "20260703", "plan_id": "RISK:20260703:SZSE.002979:position_invalid_price", "position_pnl_pct": 20.53, "price": 73.9, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 300, "quote_ask1": 73.96, "quote_ask_qty1": 1, "quote_bid1": 73.9, "quote_bid_qty1": 1, "quote_high": 76.51, "quote_last": 73.94, "quote_low": 72.5, "quote_open": 75.0, "quote_prev_close": 69.55, "quote_ts": "2026-07-06T10:09:45", "raw_avg_cost": 76.29, "raw_position_pnl_pct": 20.530017232546214, "reason": "paper_sell_at_bid1", "risk_rule": "position_invalid_price", "risk_threshold": 74.25, "sellable_qty": 300, "side": "SELL", "sim_reason": "position_add_invalid_t_exit", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.002979", "template_key": "POSITION_RISK_EXIT", "theme": "机器人链 / 机器人概念", "trade_date": "20260706", "trigger_price": 74.25, "ts": "2026-07-06T10:09:47", "id": 54, "realized_pnl_delta": 3766.2857142857156, "cost_basis": 18403.714285714286, "realized_pnl_source": "fifo_lot_pairing" }, { "adjusted_avg_cost": null, "amount": 64218.0, "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_stop_loss: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_stop_loss", "position_pnl_pct": -3.2445, "price": 107.03, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 600, "quote_ask1": 107.06, "quote_ask_qty1": 68, "quote_bid1": 107.03, "quote_bid_qty1": 21, "quote_high": 114.99, "quote_last": 107.06, "quote_low": 107.03, "quote_open": 113.0, "quote_prev_close": 109.79, "quote_ts": "2026-07-06T10:44:42", "raw_avg_cost": 129.64, "raw_position_pnl_pct": -3.244464527790336, "reason": "paper_sell_at_bid1", "risk_rule": "position_stop_loss", "risk_threshold": -3.0, "sellable_qty": 600, "side": "SELL", "sim_reason": "position_stop_loss_3pct", "slippage_bps": null, "status": "FILLED", "symbol": "SZSE.300236", "template_key": "POSITION_RISK_EXIT", "theme": null, "trade_date": "20260706", "trigger_price": -3.0, "ts": "2026-07-06T10:44:45", "id": 55, "realized_pnl_delta": -13565.99999999999, "cost_basis": 77783.99999999999, "realized_pnl_source": "fifo_lot_pairing" } ], "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": 3.73, "avg_cost": 3.6173972602739726, "pnl_pct": 3.1128, "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": "SHSE.600547", "name": "山东黄金", "rule": "position_stop_loss", "status": "BLOCKED_T1", "side": "SELL", "qty": 0, "sellable_qty": 0, "last_price": 25.85, "avg_cost": 26.99, "pnl_pct": -4.2238, "threshold": -3.0, "reason": "t1_sellable_qty_insufficient", "source_order_id": 51, "source_event_id": "20260703:20260706:SHSE.600547:SECOND_WAVE_BREAK_VWAP:BUY", "quote_prev_close": null, "reference_price": null, "price_scale_gap_pct": null, "raw_avg_cost": 26.99, "adjusted_avg_cost": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null } ], "qfq_position_adjustments": [], "risk_orders_this_tick": [], "position_add_signals": [], "position_add_orders_this_tick": [], "position_sizing": { "enabled": true, "active_target_pct": 0.15, "position_add_target_pct": 0.08, "shadow_active_target_pct": 10.0, "watch_target_pct": 0.08, "max_single_position_pct": 0.2, "max_shadow_single_position_pct": 20.0, "max_total_position_pct": 45.0, "max_shadow_total_position_pct": 45.0, "base_max_total_position_pct": 90.0, "base_max_shadow_total_position_pct": 45.0, "dynamic_total_position_sizing_enabled": true, "dynamic_total_cap_regime": "DEFENSIVE", "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察,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": "当日主线承接断裂，正式买入关闭，仅保留风控与观察,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,active_mainline_not_confirmed", "external_tech_shock_gate": { "schema_version": "external_tech_shock_gate_v1", "enabled": true, "level": "HIGH", "score": 70.0, "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_-2.79%", "domestic_tech_down_ratio_74%" ], "source_file": "reports/external_checks/external_tech_shock_20260706.json", "source_status": "ok", "source_generated_at": "2026-07-06T10:01:48+08:00" } } }, "cash_buffer_pct": 0.02 }, "position_risk_config": { "enabled": true, "stop_loss_pct": 3.0, "late_exit_loss_pct": 2.0, "late_exit_time": "14:30", "invalid_exit": true, "ma5_exit": true, "late_weak_exit": true, "qfq_cost_adjustment": true }, "position_add_config": { "enabled": true, "min_profit_pct": 6.0, "target_pct": 0.08, "max_vwap_premium_pct": 8.0, "max_orders_per_day": 2, "before_time": "14:30" }, "summary": { "active_contracts": 131, "active_plan_contracts": 11, "watch_candidate_contracts": 120, "watch_only_contracts": 0, "actionable": 1, "filled_orders": 11, "filled_official_orders": 4, "position_add_signals": 0, "position_add_filled": 2, "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": 6, "risk_exit_filled": 5, "risk_exit_blocked_t1": 1, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }