{ "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": 0.2901, "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": 0.2972, "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_76%" ], "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": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.497467071935149, "last": 10.61, "vwap": 11.103802084573301, "above_vwap": false, "amount": 233200941.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.8201948627103715, "last": 24.12, "vwap": 23.382238090751233, "above_vwap": true, "amount": 521126955.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.668651384340563, "last": 35.83, "vwap": 36.147276095571264, "above_vwap": false, "amount": 1992177598.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.618892508143336, "last": 12.97, "vwap": 12.704858744112544, "above_vwap": true, "amount": 737210863.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.561970746728262, "last": 54.85, "vwap": 55.01399711253474, "above_vwap": false, "amount": 3528559265.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 4.9806143751863985, "last": 176.0, "vwap": 177.12388540969067, "above_vwap": false, "amount": 1957183509.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.911388023537543, "last": 30.02, "vwap": 30.201856109702263, "above_vwap": false, "amount": 2250914134.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.4482758620689724, "last": 60.0, "vwap": 61.256346548054786, "above_vwap": false, "amount": 1407480949.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 8.204832958061392, "above_vwap": false, "amount": 416867871.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2981107909061613, "last": 32.26, "vwap": 32.78335776956823, "above_vwap": false, "amount": 3918778341.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9737903225806495, "last": 20.43, "vwap": 20.75723956557983, "above_vwap": false, "amount": 2460172942.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.941745693826192, "last": 53.19, "vwap": 53.31732887112053, "above_vwap": false, "amount": 765508881.0 } ] }, "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_76%" ], "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": 0.2901, "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": 0.2972, "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_76%" ], "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": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.497467071935149, "last": 10.61, "vwap": 11.103802084573301, "above_vwap": false, "amount": 233200941.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.8201948627103715, "last": 24.12, "vwap": 23.382238090751233, "above_vwap": true, "amount": 521126955.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.668651384340563, "last": 35.83, "vwap": 36.147276095571264, "above_vwap": false, "amount": 1992177598.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.618892508143336, "last": 12.97, "vwap": 12.704858744112544, "above_vwap": true, "amount": 737210863.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.561970746728262, "last": 54.85, "vwap": 55.01399711253474, "above_vwap": false, "amount": 3528559265.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 4.9806143751863985, "last": 176.0, "vwap": 177.12388540969067, "above_vwap": false, "amount": 1957183509.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.911388023537543, "last": 30.02, "vwap": 30.201856109702263, "above_vwap": false, "amount": 2250914134.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.4482758620689724, "last": 60.0, "vwap": 61.256346548054786, "above_vwap": false, "amount": 1407480949.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 8.204832958061392, "above_vwap": false, "amount": 416867871.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2981107909061613, "last": 32.26, "vwap": 32.78335776956823, "above_vwap": false, "amount": 3918778341.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9737903225806495, "last": 20.43, "vwap": 20.75723956557983, "above_vwap": false, "amount": 2460172942.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.941745693826192, "last": 53.19, "vwap": 53.31732887112053, "above_vwap": false, "amount": 765508881.0 } ] }, "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_76%" ], "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": 0.2901, "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": 0.2972, "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_76%" ], "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": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.497467071935149, "last": 10.61, "vwap": 11.103802084573301, "above_vwap": false, "amount": 233200941.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.8201948627103715, "last": 24.12, "vwap": 23.382238090751233, "above_vwap": true, "amount": 521126955.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.668651384340563, "last": 35.83, "vwap": 36.147276095571264, "above_vwap": false, "amount": 1992177598.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.618892508143336, "last": 12.97, "vwap": 12.704858744112544, "above_vwap": true, "amount": 737210863.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.561970746728262, "last": 54.85, "vwap": 55.01399711253474, "above_vwap": false, "amount": 3528559265.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 4.9806143751863985, "last": 176.0, "vwap": 177.12388540969067, "above_vwap": false, "amount": 1957183509.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.911388023537543, "last": 30.02, "vwap": 30.201856109702263, "above_vwap": false, "amount": 2250914134.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.4482758620689724, "last": 60.0, "vwap": 61.256346548054786, "above_vwap": false, "amount": 1407480949.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 8.204832958061392, "above_vwap": false, "amount": 416867871.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2981107909061613, "last": 32.26, "vwap": 32.78335776956823, "above_vwap": false, "amount": 3918778341.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9737903225806495, "last": 20.43, "vwap": 20.75723956557983, "above_vwap": false, "amount": 2460172942.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.941745693826192, "last": 53.19, "vwap": 53.31732887112053, "above_vwap": false, "amount": 765508881.0 } ] }, "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_76%" ], "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": 0.2901, "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": 0.2972, "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_76%" ], "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": "SZSE.300600", "name": "国瑞科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.497467071935149, "last": 10.61, "vwap": 11.103802084573301, "above_vwap": false, "amount": 233200941.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.8201948627103715, "last": 24.12, "vwap": 23.382238090751233, "above_vwap": true, "amount": 521126955.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.668651384340563, "last": 35.83, "vwap": 36.147276095571264, "above_vwap": false, "amount": 1992177598.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.618892508143336, "last": 12.97, "vwap": 12.704858744112544, "above_vwap": true, "amount": 737210863.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.561970746728262, "last": 54.85, "vwap": 55.01399711253474, "above_vwap": false, "amount": 3528559265.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 4.9806143751863985, "last": 176.0, "vwap": 177.12388540969067, "above_vwap": false, "amount": 1957183509.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.911388023537543, "last": 30.02, "vwap": 30.201856109702263, "above_vwap": false, "amount": 2250914134.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.4482758620689724, "last": 60.0, "vwap": 61.256346548054786, "above_vwap": false, "amount": 1407480949.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.3376123234916566, "last": 8.05, "vwap": 8.204832958061392, "above_vwap": false, "amount": 416867871.0 }, { "symbol": "SHSE.600988", "name": "赤峰黄金", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.2981107909061613, "last": 32.26, "vwap": 32.78335776956823, "above_vwap": false, "amount": 3918778341.0 }, { "symbol": "SZSE.000975", "name": "山金国际", "theme": "黄金概念", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.9737903225806495, "last": 20.43, "vwap": 20.75723956557983, "above_vwap": false, "amount": 2460172942.0 }, { "symbol": "SHSE.603338", "name": "浙江鼎力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 2.941745693826192, "last": 53.19, "vwap": 53.31732887112053, "above_vwap": false, "amount": 765508881.0 } ] }, "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_76%" ], "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": "2026-07-06T13:29:50", "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": "2026-07-06T13:29:50", "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": 26.4585, "price_vs_vwap_pct": -1.6195, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 26.03, "ts": "2026-07-06T13:29:46", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 26.01, "ask1": 26.03, "bid_qty1": 214, "ask_qty1": 212 }, "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": "2026-07-06T13:29:50", "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": 177.1239, "price_vs_vwap_pct": -0.6345, "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": 0.1233, "prev_amount_yi": 0.1202, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0258, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 175.98, "high": 176.0, "low": 175.98, "close": 176.0, "amount_yi": 0.0761 }, { "time": "13:28", "open": 175.85, "high": 175.85, "low": 175.78, "close": 175.78, "amount_yi": 0.0271 }, { "time": "13:29", "open": 175.94, "high": 176.0, "low": 175.94, "close": 176.0, "amount_yi": 0.0201 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 176.0, "ts": "2026-07-06T13:29:48", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 175.96, "ask1": 176.0, "bid_qty1": 1, "ask_qty1": 42 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 5300, "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": 19.0668, "price_vs_vwap_pct": -1.9762, "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": 0.0195, "prev_amount_yi": 0.0376, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5186, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 18.7, "high": 18.7, "low": 18.69, "close": 18.69, "amount_yi": 0.0084 }, { "time": "13:28", "open": 18.69, "high": 18.69, "low": 18.68, "close": 18.68, "amount_yi": 0.0047 }, { "time": "13:29", "open": 18.68, "high": 18.69, "low": 18.68, "close": 18.69, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 18.69, "ts": "2026-07-06T13:29:48", "prev_close": 19.38, "open": 19.38, "high": 19.46, "low": 18.67, "bid1": 18.69, "ask1": 18.7, "bid_qty1": 569, "ask_qty1": 32 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 7500, "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": 13.6104, "price_vs_vwap_pct": -2.8684, "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": 0.0621, "prev_amount_yi": 0.069, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 13.23, "high": 13.23, "low": 13.22, "close": 13.22, "amount_yi": 0.0132 }, { "time": "13:28", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0318 }, { "time": "13:29", "open": 13.23, "high": 13.23, "low": 13.22, "close": 13.22, "amount_yi": 0.0171 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 13.22, "ts": "2026-07-06T13:29:48", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.2, "bid1": 13.22, "ask1": 13.23, "bid_qty1": 1228, "ask_qty1": 183 }, "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": "2026-07-06T13:29:50", "sim_reason": "already_filled_position_tracking", "qty": 100, "prev_close": null, "theme": "军民融合", "decision": "active_plan", "paper_scope": "active", "chase_ceiling": 38.79, "max_chase_pct": 3.0, "base_exec_high": 38.79, "dynamic_exec_high": null, "entry_zone_low": 37.1, "entry_zone_high": 38.22, "entry_risk_pct": 3.0005, "intraday_vwap": 37.702, "price_vs_vwap_pct": -0.1114, "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": 37.66, "ts": "2026-07-06T13:29:45", "prev_close": 37.15, "open": 36.95, "high": 38.09, "low": 36.95, "bid1": 37.65, "ask1": 37.66, "bid_qty1": 158, "ask_qty1": 2 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 3400, "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": 30.0253, "price_vs_vwap_pct": -2.9485, "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": 0.0252, "prev_amount_yi": 0.0459, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.549, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 29.18, "high": 29.18, "low": 29.17, "close": 29.17, "amount_yi": 0.0095 }, { "time": "13:28", "open": 29.15, "high": 29.15, "low": 29.15, "close": 29.15, "amount_yi": 0.01 }, { "time": "13:29", "open": 29.14, "high": 29.14, "low": 29.14, "close": 29.14, "amount_yi": 0.0057 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 29.14, "ts": "2026-07-06T13:29:48", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 29.11, "bid1": 29.12, "ask1": 29.13, "bid_qty1": 57, "ask_qty1": 2 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 3900, "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": 26.1387, "price_vs_vwap_pct": -2.9409, "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": 0.0148, "prev_amount_yi": 0.0116, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2759, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 25.39, "high": 25.39, "low": 25.39, "close": 25.39, "amount_yi": 0.0028 }, { "time": "13:28", "open": 25.39, "high": 25.39, "low": 25.37, "close": 25.37, "amount_yi": 0.0083 }, { "time": "13:29", "open": 25.37, "high": 25.37, "low": 25.37, "close": 25.37, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 25.37, "ts": "2026-07-06T13:29:42", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 25.35, "bid1": 25.36, "ask1": 25.37, "bid_qty1": 36, "ask_qty1": 29 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 17300, "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": 5.8703, "price_vs_vwap_pct": -2.7307, "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": 0.0343, "prev_amount_yi": 0.0568, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6039, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 5.71, "high": 5.72, "low": 5.71, "close": 5.72, "amount_yi": 0.0101 }, { "time": "13:28", "open": 5.72, "high": 5.73, "low": 5.72, "close": 5.73, "amount_yi": 0.0163 }, { "time": "13:29", "open": 5.72, "high": 5.72, "low": 5.71, "close": 5.71, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 5.71, "ts": "2026-07-06T13:29:48", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.68, "bid1": 5.71, "ask1": 5.72, "bid_qty1": 444, "ask_qty1": 825 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 2100, "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": 48.2042, "price_vs_vwap_pct": -3.0582, "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": 0.0676, "prev_amount_yi": 0.102, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6627, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 46.7, "high": 46.7, "low": 46.66, "close": 46.66, "amount_yi": 0.0312 }, { "time": "13:28", "open": 46.7, "high": 46.71, "low": 46.7, "close": 46.71, "amount_yi": 0.0155 }, { "time": "13:29", "open": 46.75, "high": 46.75, "low": 46.73, "close": 46.73, "amount_yi": 0.0209 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 46.73, "ts": "2026-07-06T13:29:45", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 46.5, "bid1": 46.7, "ask1": 46.73, "bid_qty1": 78, "ask_qty1": 56 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 4300, "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": 23.303, "price_vs_vwap_pct": -1.3861, "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": 0.1225, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5331, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 23.01, "high": 23.02, "low": 23.01, "close": 23.02, "amount_yi": 0.0106 }, { "time": "13:28", "open": 23.01, "high": 23.01, "low": 22.98, "close": 22.98, "amount_yi": 0.0402 }, { "time": "13:29", "open": 23.0, "high": 23.0, "low": 22.98, "close": 22.98, "amount_yi": 0.0145 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 22.98, "ts": "2026-07-06T13:29:47", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 22.95, "bid1": 22.97, "ask1": 22.98, "bid_qty1": 172, "ask_qty1": 6 }, "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": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "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": 25.8963, "price_vs_vwap_pct": -1.2986, "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": 0.0738, "prev_amount_yi": 0.1341, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5503, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:27", "open": 25.63, "high": 25.63, "low": 25.6, "close": 25.6, "amount_yi": 0.0255 }, { "time": "13:28", "open": 25.59, "high": 25.59, "low": 25.55, "close": 25.55, "amount_yi": 0.0272 }, { "time": "13:29", "open": 25.57, "high": 25.57, "low": 25.56, "close": 25.56, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127746.64, "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": 25.56, "ts": "2026-07-06T13:29:48", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.54, "bid1": 25.55, "ask1": 25.56, "bid_qty1": 224, "ask_qty1": 8 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 3200, "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": 26.5547, "price_vs_vwap_pct": -2.7291, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0512, "prev_amount_yi": 0.1662, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 25.84, "high": 25.84, "low": 25.83, "close": 25.83, "amount_yi": 0.0148 }, { "time": "13:26", "open": 25.83, "high": 25.83, "low": 25.83, "close": 25.83, "amount_yi": 0.0056 }, { "time": "13:27", "open": 25.85, "high": 25.85, "low": 25.84, "close": 25.84, "amount_yi": 0.0135 }, { "time": "13:28", "open": 25.82, "high": 25.83, "low": 25.82, "close": 25.83, "amount_yi": 0.0062 }, { "time": "13:29", "open": 25.84, "high": 25.84, "low": 25.83, "close": 25.83, "amount_yi": 0.0111 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 25.83, "ts": "2026-07-06T13:29:48", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 25.83, "ask1": 25.84, "bid_qty1": 10, "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": "2026-07-06T13:29:50", "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": 20.7572, "price_vs_vwap_pct": -1.5763, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2198, "prev_amount_yi": 0.2077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0583, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 20.43, "high": 20.44, "low": 20.43, "close": 20.44, "amount_yi": 0.0706 }, { "time": "13:26", "open": 20.44, "high": 20.44, "low": 20.44, "close": 20.44, "amount_yi": 0.0437 }, { "time": "13:27", "open": 20.45, "high": 20.45, "low": 20.43, "close": 20.43, "amount_yi": 0.042 }, { "time": "13:28", "open": 20.42, "high": 20.43, "low": 20.42, "close": 20.43, "amount_yi": 0.0347 }, { "time": "13:29", "open": 20.46, "high": 20.46, "low": 20.43, "close": 20.43, "amount_yi": 0.0288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 20.43, "ts": "2026-07-06T13:29:48", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 20.41, "ask1": 20.42, "bid_qty1": 104, "ask_qty1": 3 }, "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": "2026-07-06T13:29:50", "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": 32.7834, "price_vs_vwap_pct": -1.5965, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3698, "prev_amount_yi": 0.2281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6212, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 32.18, "high": 32.18, "low": 32.16, "close": 32.16, "amount_yi": 0.1194 }, { "time": "13:26", "open": 32.2, "high": 32.2, "low": 32.19, "close": 32.19, "amount_yi": 0.0499 }, { "time": "13:27", "open": 32.25, "high": 32.25, "low": 32.23, "close": 32.23, "amount_yi": 0.1145 }, { "time": "13:28", "open": 32.27, "high": 32.27, "low": 32.27, "close": 32.27, "amount_yi": 0.0547 }, { "time": "13:29", "open": 32.28, "high": 32.28, "low": 32.26, "close": 32.26, "amount_yi": 0.0313 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 32.26, "ts": "2026-07-06T13:29:45", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 32.24, "ask1": 32.25, "bid_qty1": 79, "ask_qty1": 8 }, "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": "2026-07-06T13:29:50", "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": 10.6367, "price_vs_vwap_pct": -0.251, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.029, "prev_amount_yi": 0.0246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1789, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 10.63, "high": 10.63, "low": 10.63, "close": 10.63, "amount_yi": 0.0045 }, { "time": "13:26", "open": 10.63, "high": 10.64, "low": 10.63, "close": 10.64, "amount_yi": 0.0045 }, { "time": "13:27", "open": 10.64, "high": 10.66, "low": 10.64, "close": 10.66, "amount_yi": 0.006 }, { "time": "13:28", "open": 10.65, "high": 10.65, "low": 10.63, "close": 10.63, "amount_yi": 0.005 }, { "time": "13:29", "open": 10.63, "high": 10.63, "low": 10.61, "close": 10.61, "amount_yi": 0.009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 10.61, "ts": "2026-07-06T13:29:48", "prev_close": 10.52, "open": 10.4, "high": 10.82, "low": 10.32, "bid1": 10.61, "ask1": 10.62, "bid_qty1": 81, "ask_qty1": 2 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "sim_reason": "near_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": 20.92, "price_vs_vwap_pct": -1.2906, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2864, "prev_amount_yi": 0.2558, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 20.64, "high": 20.65, "low": 20.64, "close": 20.65, "amount_yi": 0.0712 }, { "time": "13:26", "open": 20.66, "high": 20.66, "low": 20.66, "close": 20.66, "amount_yi": 0.0335 }, { "time": "13:27", "open": 20.66, "high": 20.66, "low": 20.66, "close": 20.66, "amount_yi": 0.0433 }, { "time": "13:28", "open": 20.65, "high": 20.66, "low": 20.65, "close": 20.66, "amount_yi": 0.0473 }, { "time": "13:29", "open": 20.66, "high": 20.66, "low": 20.65, "close": 20.65, "amount_yi": 0.0911 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 20.65, "ts": "2026-07-06T13:29:47", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 20.65, "ask1": 20.66, "bid_qty1": 418, "ask_qty1": 283 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "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": 25.4586, "price_vs_vwap_pct": -3.4511, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1804, "prev_amount_yi": 0.2248, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8025, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 24.53, "high": 24.55, "low": 24.53, "close": 24.55, "amount_yi": 0.0802 }, { "time": "13:26", "open": 24.53, "high": 24.54, "low": 24.53, "close": 24.54, "amount_yi": 0.026 }, { "time": "13:27", "open": 24.56, "high": 24.56, "low": 24.56, "close": 24.56, "amount_yi": 0.0179 }, { "time": "13:28", "open": 24.56, "high": 24.58, "low": 24.56, "close": 24.58, "amount_yi": 0.0253 }, { "time": "13:29", "open": 24.58, "high": 24.58, "low": 24.58, "close": 24.58, "amount_yi": 0.031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 24.58, "ts": "2026-07-06T13:29:48", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 24.51, "bid1": 24.56, "ask1": 24.57, "bid_qty1": 89, "ask_qty1": 8 }, "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": "2026-07-06T13:29:50", "sim_reason": "trigger_touched", "qty": 1400, "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": 3.6842, "intraday_vwap": 28.6322, "price_vs_vwap_pct": -0.4966, "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": 0.7961, "prev_amount_yi": 0.7823, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0176, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 28.43, "high": 28.47, "low": 28.43, "close": 28.47, "amount_yi": 0.146 }, { "time": "13:26", "open": 28.48, "high": 28.48, "low": 28.48, "close": 28.48, "amount_yi": 0.1676 }, { "time": "13:27", "open": 28.49, "high": 28.5, "low": 28.49, "close": 28.5, "amount_yi": 0.1662 }, { "time": "13:28", "open": 28.5, "high": 28.5, "low": 28.49, "close": 28.49, "amount_yi": 0.2143 }, { "time": "13:29", "open": 28.48, "high": 28.49, "low": 28.48, "close": 28.49, "amount_yi": 0.102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 28.49, "ts": "2026-07-06T13:29:47", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.49, "ask1": 28.5, "bid_qty1": 86, "ask_qty1": 1904 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 7400, "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": 11.6072, "price_vs_vwap_pct": -1.7851, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0753, "prev_amount_yi": 0.0665, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 11.38, "high": 11.39, "low": 11.38, "close": 11.39, "amount_yi": 0.0378 }, { "time": "13:26", "open": 11.4, "high": 11.41, "low": 11.4, "close": 11.41, "amount_yi": 0.0086 }, { "time": "13:27", "open": 11.41, "high": 11.41, "low": 11.41, "close": 11.41, "amount_yi": 0.0065 }, { "time": "13:28", "open": 11.4, "high": 11.41, "low": 11.4, "close": 11.41, "amount_yi": 0.01 }, { "time": "13:29", "open": 11.41, "high": 11.41, "low": 11.4, "close": 11.4, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 11.4, "ts": "2026-07-06T13:29:48", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.31, "bid1": 11.4, "ask1": 11.41, "bid_qty1": 111, "ask_qty1": 654 }, "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": "2026-07-06T13:29:50", "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": 4.3383, "price_vs_vwap_pct": -1.1133, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0019, "prev_amount_yi": 0.0029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6552, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0015 }, { "time": "13:26", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0001 }, { "time": "13:27", "open": 4.3, "high": 4.3, "low": 4.3, "close": 4.3, "amount_yi": 0.0001 }, { "time": "13:28", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.0001 }, { "time": "13:29", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.28, "bid1": 4.29, "ask1": 4.3, "bid_qty1": 737, "ask_qty1": 158 }, "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": "OBSERVE", "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": "2026-07-06T13:29:50", "sim_reason": "waiting_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": 8.9286, "price_vs_vwap_pct": -3.6803, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0974, "prev_amount_yi": 0.1769, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5506, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 8.6, "high": 8.6, "low": 8.6, "close": 8.6, "amount_yi": 0.023 }, { "time": "13:26", "open": 8.6, "high": 8.6, "low": 8.6, "close": 8.6, "amount_yi": 0.025 }, { "time": "13:27", "open": 8.6, "high": 8.61, "low": 8.6, "close": 8.61, "amount_yi": 0.0193 }, { "time": "13:28", "open": 8.61, "high": 8.61, "low": 8.61, "close": 8.61, "amount_yi": 0.0149 }, { "time": "13:29", "open": 8.61, "high": 8.61, "low": 8.6, "close": 8.6, "amount_yi": 0.0152 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 8.6, "ts": "2026-07-06T13:29:48", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 8.6, "ask1": 8.61, "bid_qty1": 3571, "ask_qty1": 2318 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T13:29:50", "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": 13.805, "price_vs_vwap_pct": -2.9337, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0603, "prev_amount_yi": 0.082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7354, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 13.39, "high": 13.39, "low": 13.38, "close": 13.38, "amount_yi": 0.0094 }, { "time": "13:26", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0184 }, { "time": "13:27", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0108 }, { "time": "13:28", "open": 13.41, "high": 13.41, "low": 13.41, "close": 13.41, "amount_yi": 0.0167 }, { "time": "13:29", "open": 13.41, "high": 13.41, "low": 13.4, "close": 13.4, "amount_yi": 0.005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.38, "bid1": 13.39, "ask1": 13.4, "bid_qty1": 216, "ask_qty1": 39 }, "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": "2026-07-06T13:29:50", "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": 3.6385, "intraday_vwap": 34.6654, "price_vs_vwap_pct": -0.1021, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0046, "prev_amount_yi": 0.0011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.1818, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 34.7, "high": 34.7, "low": 34.68, "close": 34.68, "amount_yi": 0.0009 }, { "time": "13:26", "open": 34.66, "high": 34.66, "low": 34.63, "close": 34.63, "amount_yi": 0.0014 }, { "time": "13:27", "open": 34.62, "high": 34.64, "low": 34.62, "close": 34.64, "amount_yi": 0.0019 }, { "time": "13:28", "open": 34.62, "high": 34.63, "low": 34.62, "close": 34.63, "amount_yi": 0.0001 }, { "time": "13:29", "open": 34.63, "high": 34.63, "low": 34.63, "close": 34.63, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 34.63, "ts": "2026-07-06T13:29:36", "prev_close": 34.13, "open": 34.0, "high": 35.08, "low": 33.73, "bid1": 34.62, "ask1": 34.63, "bid_qty1": 9, "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": "2026-07-06T13:29:50", "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": 2.3102, "price_vs_vwap_pct": -2.173, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.002, "prev_amount_yi": 0.0154, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1299, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 2.26, "high": 2.26, "low": 2.26, "close": 2.26, "amount_yi": 0.0007 }, { "time": "13:26", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0001 }, { "time": "13:27", "open": 2.26, "high": 2.27, "low": 2.26, "close": 2.27, "amount_yi": 0.0003 }, { "time": "13:28", "open": 2.27, "high": 2.27, "low": 2.26, "close": 2.26, "amount_yi": 0.0008 }, { "time": "13:29", "open": 2.27, "high": 2.27, "low": 2.26, "close": 2.26, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.26, "bid1": 2.26, "ask1": 2.27, "bid_qty1": 9874, "ask_qty1": 1531 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 5800, "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": 15.2001, "price_vs_vwap_pct": -3.4217, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0897, "prev_amount_yi": 0.1753, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5117, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 14.63, "high": 14.66, "low": 14.63, "close": 14.66, "amount_yi": 0.0252 }, { "time": "13:26", "open": 14.7, "high": 14.7, "low": 14.69, "close": 14.69, "amount_yi": 0.0222 }, { "time": "13:27", "open": 14.71, "high": 14.71, "low": 14.68, "close": 14.68, "amount_yi": 0.014 }, { "time": "13:28", "open": 14.67, "high": 14.67, "low": 14.67, "close": 14.67, "amount_yi": 0.01 }, { "time": "13:29", "open": 14.69, "high": 14.69, "low": 14.68, "close": 14.68, "amount_yi": 0.0183 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 14.68, "ts": "2026-07-06T13:29:48", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 14.63, "bid1": 14.67, "ask1": 14.68, "bid_qty1": 158, "ask_qty1": 16 }, "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": "2026-07-06T13:29:50", "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": 2.4267, "price_vs_vwap_pct": -1.9244, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.001, "prev_amount_yi": 0.0026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3846, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:23", "open": 2.39, "high": 2.39, "low": 2.39, "close": 2.39, "amount_yi": 0.0002 }, { "time": "13:25", "open": 2.39, "high": 2.39, "low": 2.38, "close": 2.38, "amount_yi": 0.0002 }, { "time": "13:26", "open": 2.38, "high": 2.39, "low": 2.38, "close": 2.39, "amount_yi": 0.0002 }, { "time": "13:27", "open": 2.38, "high": 2.38, "low": 2.38, "close": 2.38, "amount_yi": 0.0002 }, { "time": "13:29", "open": 2.39, "high": 2.39, "low": 2.38, "close": 2.38, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.37, "bid1": 2.38, "ask1": 2.39, "bid_qty1": 3140, "ask_qty1": 880 }, "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": "2026-07-06T13:29:50", "sim_reason": "near_trigger", "qty": 24400, "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": 3.4859, "price_vs_vwap_pct": -0.1693, "energy_floor_hint_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": 0.001, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 6.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 3.48, "high": 3.48, "low": 3.47, "close": 3.47, "amount_yi": 0.0032 }, { "time": "13:25", "open": 3.47, "high": 3.48, "low": 3.47, "close": 3.48, "amount_yi": 0.0001 }, { "time": "13:26", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0004 }, { "time": "13:27", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0001 }, { "time": "13:28", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 3.48, "ts": "2026-07-06T13:29:48", "prev_close": 3.47, "open": 3.47, "high": 3.52, "low": 3.46, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 822, "ask_qty1": 12 }, "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": "2026-07-06T13:29:50", "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": 4.3086, "price_vs_vwap_pct": 0.0325, "energy_floor_hint_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": 0.0026, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0013 }, { "time": "13:26", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0013 }, { "time": "13:27", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0002 }, { "time": "13:28", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0027 }, { "time": "13:29", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:46", "prev_close": 4.28, "open": 4.29, "high": 4.34, "low": 4.26, "bid1": 4.31, "ask1": 4.32, "bid_qty1": 66, "ask_qty1": 1472 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 6100, "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": 14.2767, "price_vs_vwap_pct": -3.4791, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1358, "prev_amount_yi": 0.0764, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7775, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 13.75, "high": 13.79, "low": 13.75, "close": 13.79, "amount_yi": 0.0559 }, { "time": "13:26", "open": 13.79, "high": 13.79, "low": 13.79, "close": 13.79, "amount_yi": 0.0262 }, { "time": "13:27", "open": 13.8, "high": 13.82, "low": 13.8, "close": 13.82, "amount_yi": 0.0271 }, { "time": "13:28", "open": 13.8, "high": 13.8, "low": 13.8, "close": 13.8, "amount_yi": 0.0152 }, { "time": "13:29", "open": 13.8, "high": 13.8, "low": 13.78, "close": 13.78, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 13.78, "ts": "2026-07-06T13:29:48", "prev_close": 14.65, "open": 14.52, "high": 14.77, "low": 13.62, "bid1": 13.78, "ask1": 13.79, "bid_qty1": 71, "ask_qty1": 407 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 8700, "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": 10.0523, "price_vs_vwap_pct": -3.4052, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0893, "prev_amount_yi": 0.0531, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 9.66, "high": 9.67, "low": 9.66, "close": 9.67, "amount_yi": 0.0134 }, { "time": "13:26", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0173 }, { "time": "13:27", "open": 9.67, "high": 9.68, "low": 9.67, "close": 9.68, "amount_yi": 0.0068 }, { "time": "13:28", "open": 9.7, "high": 9.7, "low": 9.69, "close": 9.69, "amount_yi": 0.0305 }, { "time": "13:29", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.71, "ts": "2026-07-06T13:29:48", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 9.63, "bid1": 9.7, "ask1": 9.72, "bid_qty1": 373, "ask_qty1": 405 }, "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": "2026-07-06T13:29:50", "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": 38.1929, "price_vs_vwap_pct": -0.5313, "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": 0.3161, "prev_amount_yi": 0.3218, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9823, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 37.88, "high": 37.88, "low": 37.83, "close": 37.83, "amount_yi": 0.0686 }, { "time": "13:26", "open": 37.89, "high": 37.92, "low": 37.89, "close": 37.92, "amount_yi": 0.0801 }, { "time": "13:27", "open": 37.94, "high": 37.97, "low": 37.94, "close": 37.97, "amount_yi": 0.0387 }, { "time": "13:28", "open": 38.02, "high": 38.02, "low": 38.0, "close": 38.0, "amount_yi": 0.0487 }, { "time": "13:29", "open": 37.96, "high": 37.99, "low": 37.96, "close": 37.99, "amount_yi": 0.08 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 37.99, "ts": "2026-07-06T13:29:48", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.3, "bid1": 37.97, "ask1": 37.99, "bid_qty1": 25, "ask_qty1": 19 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 14100, "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": 6.2292, "price_vs_vwap_pct": -3.6794, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0817, "prev_amount_yi": 0.1962, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4164, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 5.98, "high": 5.99, "low": 5.98, "close": 5.99, "amount_yi": 0.0173 }, { "time": "13:26", "open": 5.99, "high": 5.99, "low": 5.99, "close": 5.99, "amount_yi": 0.0045 }, { "time": "13:27", "open": 5.99, "high": 5.99, "low": 5.99, "close": 5.99, "amount_yi": 0.0131 }, { "time": "13:28", "open": 5.99, "high": 5.99, "low": 5.99, "close": 5.99, "amount_yi": 0.0084 }, { "time": "13:29", "open": 6.0, "high": 6.0, "low": 6.0, "close": 6.0, "amount_yi": 0.0384 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.0, "ts": "2026-07-06T13:29:48", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 5.97, "bid1": 5.99, "ask1": 6.0, "bid_qty1": 1106, "ask_qty1": 614 }, "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": "2026-07-06T13:29:50", "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": 10.6117, "price_vs_vwap_pct": -1.9007, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0428, "prev_amount_yi": 0.0789, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5425, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 10.4, "high": 10.41, "low": 10.4, "close": 10.41, "amount_yi": 0.0077 }, { "time": "13:26", "open": 10.4, "high": 10.4, "low": 10.4, "close": 10.4, "amount_yi": 0.0226 }, { "time": "13:27", "open": 10.4, "high": 10.41, "low": 10.4, "close": 10.41, "amount_yi": 0.005 }, { "time": "13:28", "open": 10.41, "high": 10.41, "low": 10.41, "close": 10.41, "amount_yi": 0.0027 }, { "time": "13:29", "open": 10.41, "high": 10.41, "low": 10.41, "close": 10.41, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 10.41, "ts": "2026-07-06T13:29:48", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.38, "bid1": 10.4, "ask1": 10.41, "bid_qty1": 247, "ask_qty1": 149 }, "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": "2026-07-06T13:29:50", "sim_reason": "minute_energy_amount_too_low", "qty": 3700, "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": 11.1599, "price_vs_vwap_pct": 0.4489, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0198, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5253, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 11.2, "high": 11.2, "low": 11.2, "close": 11.2, "amount_yi": 0.0036 }, { "time": "13:26", "open": 11.21, "high": 11.22, "low": 11.21, "close": 11.22, "amount_yi": 0.002 }, { "time": "13:27", "open": 11.21, "high": 11.21, "low": 11.2, "close": 11.2, "amount_yi": 0.0034 }, { "time": "13:28", "open": 11.22, "high": 11.22, "low": 11.22, "close": 11.22, "amount_yi": 0.0009 }, { "time": "13:29", "open": 11.21, "high": 11.21, "low": 11.21, "close": 11.21, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 11.21, "ts": "2026-07-06T13:29:48", "prev_close": 11.03, "open": 11.04, "high": 11.26, "low": 10.93, "bid1": 11.2, "ask1": 11.21, "bid_qty1": 126, "ask_qty1": 85 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 8500, "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": 10.0604, "price_vs_vwap_pct": -1.2962, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.063, "prev_amount_yi": 0.0318, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.9811, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.85, "high": 9.87, "low": 9.85, "close": 9.87, "amount_yi": 0.0085 }, { "time": "13:26", "open": 9.87, "high": 9.87, "low": 9.86, "close": 9.86, "amount_yi": 0.0017 }, { "time": "13:27", "open": 9.87, "high": 9.87, "low": 9.86, "close": 9.86, "amount_yi": 0.0052 }, { "time": "13:28", "open": 9.92, "high": 9.92, "low": 9.9, "close": 9.9, "amount_yi": 0.0377 }, { "time": "13:29", "open": 9.95, "high": 9.95, "low": 9.93, "close": 9.93, "amount_yi": 0.0099 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.93, "ts": "2026-07-06T13:29:45", "prev_close": 9.95, "open": 10.01, "high": 10.38, "low": 9.8, "bid1": 9.92, "ask1": 9.93, "bid_qty1": 2, "ask_qty1": 20 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 10700, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 8.87, "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": 8.1977, "price_vs_vwap_pct": -3.1436, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0329, "prev_amount_yi": 0.0532, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6184, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 7.94, "high": 7.94, "low": 7.94, "close": 7.94, "amount_yi": 0.0155 }, { "time": "13:26", "open": 7.94, "high": 7.95, "low": 7.94, "close": 7.95, "amount_yi": 0.0041 }, { "time": "13:27", "open": 7.96, "high": 7.96, "low": 7.96, "close": 7.96, "amount_yi": 0.0029 }, { "time": "13:28", "open": 7.95, "high": 7.95, "low": 7.95, "close": 7.95, "amount_yi": 0.0065 }, { "time": "13:29", "open": 7.95, "high": 7.95, "low": 7.94, "close": 7.94, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 7.94, "ts": "2026-07-06T13:29:48", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 7.89, "bid1": 7.94, "ask1": 7.95, "bid_qty1": 598, "ask_qty1": 182 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 17600, "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": 4.8632, "price_vs_vwap_pct": -0.8883, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0104, "prev_amount_yi": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 4.81, "high": 4.81, "low": 4.8, "close": 4.8, "amount_yi": 0.0029 }, { "time": "13:25", "open": 4.8, "high": 4.81, "low": 4.8, "close": 4.81, "amount_yi": 0.0014 }, { "time": "13:26", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0005 }, { "time": "13:27", "open": 4.8, "high": 4.81, "low": 4.8, "close": 4.81, "amount_yi": 0.0052 }, { "time": "13:29", "open": 4.81, "high": 4.82, "low": 4.81, "close": 4.82, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 4.82, "ts": "2026-07-06T13:29:45", "prev_close": 4.85, "open": 4.85, "high": 5.0, "low": 4.76, "bid1": 4.81, "ask1": 4.82, "bid_qty1": 1119, "ask_qty1": 242 }, "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": "2026-07-06T13:29:50", "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": 30.2019, "price_vs_vwap_pct": -0.6023, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2112, "prev_amount_yi": 0.202, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0455, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 29.91, "high": 29.92, "low": 29.91, "close": 29.92, "amount_yi": 0.0231 }, { "time": "13:26", "open": 29.92, "high": 29.97, "low": 29.92, "close": 29.97, "amount_yi": 0.0294 }, { "time": "13:27", "open": 30.0, "high": 30.01, "low": 30.0, "close": 30.01, "amount_yi": 0.0512 }, { "time": "13:28", "open": 30.01, "high": 30.09, "low": 30.01, "close": 30.09, "amount_yi": 0.0688 }, { "time": "13:29", "open": 30.05, "high": 30.05, "low": 30.02, "close": 30.02, "amount_yi": 0.0387 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 30.02, "ts": "2026-07-06T13:29:45", "prev_close": 28.89, "open": 29.29, "high": 30.89, "low": 29.1, "bid1": 30.0, "ask1": 30.01, "bid_qty1": 196, "ask_qty1": 10 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "sim_reason": "near_trigger", "qty": 4500, "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": 18.7267, "price_vs_vwap_pct": -0.7834, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1476, "prev_amount_yi": 0.146, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.011, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 18.52, "high": 18.55, "low": 18.52, "close": 18.55, "amount_yi": 0.0359 }, { "time": "13:26", "open": 18.57, "high": 18.57, "low": 18.57, "close": 18.57, "amount_yi": 0.0343 }, { "time": "13:27", "open": 18.57, "high": 18.58, "low": 18.57, "close": 18.58, "amount_yi": 0.0314 }, { "time": "13:28", "open": 18.57, "high": 18.57, "low": 18.56, "close": 18.56, "amount_yi": 0.0334 }, { "time": "13:29", "open": 18.57, "high": 18.58, "low": 18.57, "close": 18.58, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 18.28, "open": 18.48, "high": 19.36, "low": 18.18, "bid1": 18.57, "ask1": 18.58, "bid_qty1": 392, "ask_qty1": 112 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "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": 24.2498, "price_vs_vwap_pct": -2.3909, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.7975, "prev_amount_yi": 0.4946, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6124, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 23.71, "high": 23.72, "low": 23.71, "close": 23.72, "amount_yi": 0.0878 }, { "time": "13:26", "open": 23.72, "high": 23.72, "low": 23.71, "close": 23.71, "amount_yi": 0.0863 }, { "time": "13:27", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.129 }, { "time": "13:28", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.0778 }, { "time": "13:29", "open": 23.73, "high": 23.73, "low": 23.67, "close": 23.67, "amount_yi": 0.4166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 23.67, "ts": "2026-07-06T13:29:48", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 23.66, "bid1": 23.66, "ask1": 23.67, "bid_qty1": 714, "ask_qty1": 22 }, "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": "2026-07-06T13:29:50", "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": 35.7276, "price_vs_vwap_pct": -2.7922, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.061, "prev_amount_yi": 0.1047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5826, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 34.58, "high": 34.58, "low": 34.54, "close": 34.54, "amount_yi": 0.0168 }, { "time": "13:26", "open": 34.55, "high": 34.64, "low": 34.55, "close": 34.64, "amount_yi": 0.0131 }, { "time": "13:27", "open": 34.67, "high": 34.71, "low": 34.67, "close": 34.71, "amount_yi": 0.008 }, { "time": "13:28", "open": 34.68, "high": 34.68, "low": 34.6, "close": 34.6, "amount_yi": 0.0122 }, { "time": "13:29", "open": 34.72, "high": 34.73, "low": 34.72, "close": 34.73, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 34.73, "ts": "2026-07-06T13:29:48", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 34.18, "bid1": 34.72, "ask1": 34.73, "bid_qty1": 12, "ask_qty1": 22 }, "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": "2026-07-06T13:29:50", "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": 9.8244, "price_vs_vwap_pct": -2.1823, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0031, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2296, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.59, "high": 9.6, "low": 9.59, "close": 9.6, "amount_yi": 0.0014 }, { "time": "13:26", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0002 }, { "time": "13:27", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0008 }, { "time": "13:28", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0003 }, { "time": "13:29", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.61, "ts": "2026-07-06T13:29:48", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.59, "bid1": 9.6, "ask1": 9.61, "bid_qty1": 50, "ask_qty1": 2 }, "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": "2026-07-06T13:29:50", "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": 7.9196, "price_vs_vwap_pct": -0.3738, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0066, "prev_amount_yi": 0.0038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.7368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 7.88, "high": 7.88, "low": 7.88, "close": 7.88, "amount_yi": 0.0009 }, { "time": "13:26", "open": 7.88, "high": 7.88, "low": 7.88, "close": 7.88, "amount_yi": 0.0004 }, { "time": "13:27", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.0011 }, { "time": "13:28", "open": 7.89, "high": 7.89, "low": 7.88, "close": 7.88, "amount_yi": 0.0031 }, { "time": "13:29", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 7.89, "ts": "2026-07-06T13:29:47", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.81, "bid1": 7.88, "ask1": 7.89, "bid_qty1": 164, "ask_qty1": 29 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600312:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600312:VWAP_RECLAIM", "symbol": "SHSE.600312", "name": "平高电气", "side": "BUY", "priority": "W32", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 17.77, "exec_low": 18.04, "exec_high": 18.04, "invalid_price": 17.24, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "sim_reason": "waiting_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": 17.7474, "price_vs_vwap_pct": -1.225, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0582, "prev_amount_yi": 0.04, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.455, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 17.52, "high": 17.53, "low": 17.52, "close": 17.53, "amount_yi": 0.0061 }, { "time": "13:26", "open": 17.53, "high": 17.54, "low": 17.53, "close": 17.54, "amount_yi": 0.0074 }, { "time": "13:27", "open": 17.52, "high": 17.52, "low": 17.51, "close": 17.51, "amount_yi": 0.0387 }, { "time": "13:28", "open": 17.51, "high": 17.52, "low": 17.51, "close": 17.52, "amount_yi": 0.0025 }, { "time": "13:29", "open": 17.52, "high": 17.53, "low": 17.52, "close": 17.53, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 17.53, "ts": "2026-07-06T13:29:46", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.51, "bid1": 17.52, "ask1": 17.53, "bid_qty1": 162, "ask_qty1": 224 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002358:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002358:VWAP_RECLAIM", "symbol": "SZSE.002358", "name": "森源电气", "side": "BUY", "priority": "W33", "status": "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": "2026-07-06T13:29:50", "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": 5.5718, "price_vs_vwap_pct": -1.4681, "energy_floor_hint_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": 0.0042, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8095, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 5.49, "high": 5.49, "low": 5.49, "close": 5.49, "amount_yi": 0.0012 }, { "time": "13:26", "open": 5.5, "high": 5.5, "low": 5.5, "close": 5.5, "amount_yi": 0.0002 }, { "time": "13:27", "open": 5.5, "high": 5.5, "low": 5.49, "close": 5.49, "amount_yi": 0.0004 }, { "time": "13:28", "open": 5.49, "high": 5.5, "low": 5.49, "close": 5.5, "amount_yi": 0.0012 }, { "time": "13:29", "open": 5.5, "high": 5.5, "low": 5.49, "close": 5.49, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 5.49, "ts": "2026-07-06T13:29:48", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.49, "bid1": 5.49, "ask1": 5.5, "bid_qty1": 2188, "ask_qty1": 3762 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 39000, "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": 2.2125, "price_vs_vwap_pct": -1.9209, "energy_floor_hint_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": 0.0011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 10.3636, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0002 }, { "time": "13:26", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0012 }, { "time": "13:27", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0002 }, { "time": "13:28", "open": 2.18, "high": 2.18, "low": 2.17, "close": 2.17, "amount_yi": 0.0003 }, { "time": "13:29", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0095 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 2.17, "ts": "2026-07-06T13:29:48", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.16, "bid1": 2.17, "ask1": 2.18, "bid_qty1": 423, "ask_qty1": 1848 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 13200, "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": 6.5432, "price_vs_vwap_pct": -2.0357, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0262, "prev_amount_yi": 0.0462, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5671, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.39, "high": 6.4, "low": 6.39, "close": 6.4, "amount_yi": 0.0063 }, { "time": "13:26", "open": 6.41, "high": 6.41, "low": 6.4, "close": 6.4, "amount_yi": 0.0084 }, { "time": "13:27", "open": 6.41, "high": 6.41, "low": 6.41, "close": 6.41, "amount_yi": 0.0035 }, { "time": "13:28", "open": 6.4, "high": 6.41, "low": 6.4, "close": 6.41, "amount_yi": 0.0047 }, { "time": "13:29", "open": 6.41, "high": 6.41, "low": 6.41, "close": 6.41, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.41, "ts": "2026-07-06T13:29:48", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.36, "bid1": 6.4, "ask1": 6.41, "bid_qty1": 1557, "ask_qty1": 368 }, "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": "2026-07-06T13:29:50", "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": 8.1169, "price_vs_vwap_pct": -0.2082, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0291, "prev_amount_yi": 0.0123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3659, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 8.04, "high": 8.04, "low": 8.03, "close": 8.03, "amount_yi": 0.0054 }, { "time": "13:26", "open": 8.03, "high": 8.04, "low": 8.03, "close": 8.04, "amount_yi": 0.0018 }, { "time": "13:27", "open": 8.06, "high": 8.06, "low": 8.06, "close": 8.06, "amount_yi": 0.0103 }, { "time": "13:28", "open": 8.08, "high": 8.09, "low": 8.08, "close": 8.09, "amount_yi": 0.008 }, { "time": "13:29", "open": 8.09, "high": 8.1, "low": 8.09, "close": 8.1, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 8.1, "ts": "2026-07-06T13:29:48", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 7.98, "bid1": 8.09, "ask1": 8.1, "bid_qty1": 3348, "ask_qty1": 201 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 14700, "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": 5.8921, "price_vs_vwap_pct": -2.0723, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0134, "prev_amount_yi": 0.0192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6979, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0042 }, { "time": "13:26", "open": 5.77, "high": 5.78, "low": 5.77, "close": 5.78, "amount_yi": 0.0009 }, { "time": "13:27", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0017 }, { "time": "13:28", "open": 5.77, "high": 5.78, "low": 5.77, "close": 5.78, "amount_yi": 0.0013 }, { "time": "13:29", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0053 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.76, "bid1": 5.76, "ask1": 5.77, "bid_qty1": 2395, "ask_qty1": 315 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 7400, "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": 11.6973, "price_vs_vwap_pct": -1.6867, "energy_floor_hint_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": 0.0326, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4969, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 11.47, "high": 11.47, "low": 11.46, "close": 11.46, "amount_yi": 0.0038 }, { "time": "13:26", "open": 11.47, "high": 11.47, "low": 11.46, "close": 11.46, "amount_yi": 0.005 }, { "time": "13:27", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0022 }, { "time": "13:28", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.003 }, { "time": "13:29", "open": 11.5, "high": 11.5, "low": 11.5, "close": 11.5, "amount_yi": 0.0022 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 11.5, "ts": "2026-07-06T13:29:48", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.45, "bid1": 11.49, "ask1": 11.5, "bid_qty1": 9, "ask_qty1": 119 }, "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": "2026-07-06T13:29:50", "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": 5.6721, "price_vs_vwap_pct": -1.8, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0027, "prev_amount_yi": 0.0278, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.0971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 5.55, "high": 5.55, "low": 5.55, "close": 5.55, "amount_yi": 0.0003 }, { "time": "13:26", "open": 5.55, "high": 5.55, "low": 5.55, "close": 5.55, "amount_yi": 0.0005 }, { "time": "13:27", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0013 }, { "time": "13:28", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0002 }, { "time": "13:29", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:39", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.55, "bid1": 5.56, "ask1": 5.57, "bid_qty1": 537, "ask_qty1": 739 }, "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": "2026-07-06T13:29:50", "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": 6.5982, "price_vs_vwap_pct": -1.1852, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0063, "prev_amount_yi": 0.0044, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4318, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0006 }, { "time": "13:26", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0003 }, { "time": "13:27", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0011 }, { "time": "13:28", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0006 }, { "time": "13:29", "open": 6.53, "high": 6.53, "low": 6.52, "close": 6.52, "amount_yi": 0.0037 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.5, "bid1": 6.52, "ask1": 6.53, "bid_qty1": 1, "ask_qty1": 91 }, "previous_state": "OBSERVE", "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": "2026-07-06T13:29:50", "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": 7.4318, "price_vs_vwap_pct": -1.7735, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.018, "prev_amount_yi": 0.0379, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4749, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 7.31, "high": 7.31, "low": 7.3, "close": 7.3, "amount_yi": 0.0027 }, { "time": "13:26", "open": 7.31, "high": 7.31, "low": 7.31, "close": 7.31, "amount_yi": 0.006 }, { "time": "13:27", "open": 7.31, "high": 7.31, "low": 7.31, "close": 7.31, "amount_yi": 0.0056 }, { "time": "13:28", "open": 7.31, "high": 7.31, "low": 7.31, "close": 7.31, "amount_yi": 0.002 }, { "time": "13:29", "open": 7.31, "high": 7.31, "low": 7.3, "close": 7.3, "amount_yi": 0.0017 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.28, "bid1": 7.3, "ask1": 7.31, "bid_qty1": 1198, "ask_qty1": 208 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 12700, "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": 6.7781, "price_vs_vwap_pct": -1.8899, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.014, "prev_amount_yi": 0.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.65, "high": 6.65, "low": 6.64, "close": 6.64, "amount_yi": 0.001 }, { "time": "13:26", "open": 6.64, "high": 6.65, "low": 6.64, "close": 6.65, "amount_yi": 0.0023 }, { "time": "13:27", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.009 }, { "time": "13:28", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0014 }, { "time": "13:29", "open": 6.66, "high": 6.66, "low": 6.65, "close": 6.65, "amount_yi": 0.0003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.63, "bid1": 6.65, "ask1": 6.66, "bid_qty1": 616, "ask_qty1": 316 }, "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": "2026-07-06T13:29:50", "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": 9.7929, "price_vs_vwap_pct": -1.8677, "energy_floor_hint_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": 0.0752, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.61, "high": 9.61, "low": 9.6, "close": 9.6, "amount_yi": 0.0036 }, { "time": "13:26", "open": 9.6, "high": 9.61, "low": 9.6, "close": 9.61, "amount_yi": 0.006 }, { "time": "13:27", "open": 9.61, "high": 9.62, "low": 9.61, "close": 9.62, "amount_yi": 0.0102 }, { "time": "13:28", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0074 }, { "time": "13:29", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.61, "ts": "2026-07-06T13:29:47", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.59, "bid1": 9.61, "ask1": 9.62, "bid_qty1": 488, "ask_qty1": 355 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 23.15, "exec_low": 23.5, "exec_high": 23.5, "invalid_price": 22.46, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "sim_reason": "waiting_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": 23.1149, "price_vs_vwap_pct": -1.7949, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0194, "prev_amount_yi": 0.0295, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6576, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 22.61, "high": 22.66, "low": 22.61, "close": 22.66, "amount_yi": 0.0054 }, { "time": "13:26", "open": 22.67, "high": 22.71, "low": 22.67, "close": 22.71, "amount_yi": 0.0031 }, { "time": "13:27", "open": 22.69, "high": 22.71, "low": 22.69, "close": 22.71, "amount_yi": 0.0029 }, { "time": "13:28", "open": 22.73, "high": 22.73, "low": 22.72, "close": 22.72, "amount_yi": 0.0048 }, { "time": "13:29", "open": 22.74, "high": 22.74, "low": 22.7, "close": 22.7, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 22.7, "ts": "2026-07-06T13:29:48", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.6, "bid1": 22.7, "ask1": 22.71, "bid_qty1": 32, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300444:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300444:VWAP_RECLAIM", "symbol": "SZSE.300444", "name": "双杰电气", "side": "BUY", "priority": "W45", "status": "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": "2026-07-06T13:29:50", "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": 12.4334, "price_vs_vwap_pct": -2.8423, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0292, "prev_amount_yi": 0.0422, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 12.04, "high": 12.05, "low": 12.04, "close": 12.05, "amount_yi": 0.0083 }, { "time": "13:26", "open": 12.06, "high": 12.06, "low": 12.06, "close": 12.06, "amount_yi": 0.0058 }, { "time": "13:27", "open": 12.07, "high": 12.07, "low": 12.06, "close": 12.06, "amount_yi": 0.0047 }, { "time": "13:28", "open": 12.07, "high": 12.08, "low": 12.07, "close": 12.08, "amount_yi": 0.0072 }, { "time": "13:29", "open": 12.07, "high": 12.08, "low": 12.07, "close": 12.08, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 12.08, "ts": "2026-07-06T13:29:45", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.03, "bid1": 12.07, "ask1": 12.08, "bid_qty1": 289, "ask_qty1": 185 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 3300, "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": 25.144, "price_vs_vwap_pct": -0.0955, "energy_floor_hint_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": 0.0368, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6114, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 25.1, "high": 25.11, "low": 25.1, "close": 25.11, "amount_yi": 0.0049 }, { "time": "13:26", "open": 25.11, "high": 25.11, "low": 25.11, "close": 25.11, "amount_yi": 0.0031 }, { "time": "13:27", "open": 25.11, "high": 25.11, "low": 25.11, "close": 25.11, "amount_yi": 0.0049 }, { "time": "13:28", "open": 25.13, "high": 25.13, "low": 25.12, "close": 25.12, "amount_yi": 0.0047 }, { "time": "13:29", "open": 25.13, "high": 25.13, "low": 25.12, "close": 25.12, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 25.12, "ts": "2026-07-06T13:29:46", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 24.96, "bid1": 25.11, "ask1": 25.12, "bid_qty1": 46, "ask_qty1": 51 }, "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": "2026-07-06T13:29:50", "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": 45.7744, "price_vs_vwap_pct": -3.6579, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0788, "prev_amount_yi": 0.0428, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.8411, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0117 }, { "time": "13:26", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0139 }, { "time": "13:27", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0099 }, { "time": "13:28", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0145 }, { "time": "13:29", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0288 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:47", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.1, "bid1": 0.0, "ask1": 44.1, "bid_qty1": 0, "ask_qty1": 11293 }, "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": "2026-07-06T13:29:50", "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": 11.6205, "price_vs_vwap_pct": -1.2951, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.045, "prev_amount_yi": 0.035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2857, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 11.44, "high": 11.44, "low": 11.43, "close": 11.43, "amount_yi": 0.008 }, { "time": "13:26", "open": 11.43, "high": 11.44, "low": 11.43, "close": 11.44, "amount_yi": 0.0111 }, { "time": "13:27", "open": 11.45, "high": 11.45, "low": 11.45, "close": 11.45, "amount_yi": 0.0102 }, { "time": "13:28", "open": 11.45, "high": 11.47, "low": 11.45, "close": 11.47, "amount_yi": 0.0115 }, { "time": "13:29", "open": 11.47, "high": 11.47, "low": 11.47, "close": 11.47, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 11.47, "ts": "2026-07-06T13:29:47", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.46, "ask1": 11.47, "bid_qty1": 181, "ask_qty1": 638 }, "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": "OBSERVE", "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 6400, "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": 13.1505, "price_vs_vwap_pct": 1.1368, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0347, "prev_amount_yi": 0.0058, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.9828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 13.16, "high": 13.17, "low": 13.16, "close": 13.17, "amount_yi": 0.0016 }, { "time": "13:26", "open": 13.17, "high": 13.18, "low": 13.17, "close": 13.18, "amount_yi": 0.0011 }, { "time": "13:27", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0078 }, { "time": "13:28", "open": 13.23, "high": 13.23, "low": 13.22, "close": 13.22, "amount_yi": 0.003 }, { "time": "13:29", "open": 13.25, "high": 13.3, "low": 13.25, "close": 13.3, "amount_yi": 0.0212 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 13.3, "ts": "2026-07-06T13:29:45", "prev_close": 13.2, "open": 13.18, "high": 13.34, "low": 12.98, "bid1": 13.29, "ask1": 13.3, "bid_qty1": 27, "ask_qty1": 14 }, "previous_state": "CANCELLED", "next_state": "OBSERVE", "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": "2026-07-06T13:29:50", "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": 7.1641, "price_vs_vwap_pct": -1.3135, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0045, "prev_amount_yi": 0.0033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3636, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 7.06, "high": 7.06, "low": 7.05, "close": 7.05, "amount_yi": 0.0001 }, { "time": "13:26", "open": 7.05, "high": 7.06, "low": 7.05, "close": 7.06, "amount_yi": 0.0002 }, { "time": "13:27", "open": 7.06, "high": 7.07, "low": 7.06, "close": 7.07, "amount_yi": 0.0013 }, { "time": "13:28", "open": 7.08, "high": 7.08, "low": 7.08, "close": 7.08, "amount_yi": 0.0028 }, { "time": "13:29", "open": 7.08, "high": 7.08, "low": 7.07, "close": 7.07, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:42", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.04, "bid1": 7.07, "ask1": 7.08, "bid_qty1": 103, "ask_qty1": 243 }, "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": "2026-07-06T13:29:50", "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": 16.3576, "price_vs_vwap_pct": -2.8586, "energy_floor_hint_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": 0.0479, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4196, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 15.87, "high": 15.87, "low": 15.87, "close": 15.87, "amount_yi": 0.0049 }, { "time": "13:26", "open": 15.89, "high": 15.89, "low": 15.89, "close": 15.89, "amount_yi": 0.004 }, { "time": "13:27", "open": 15.9, "high": 15.9, "low": 15.9, "close": 15.9, "amount_yi": 0.0027 }, { "time": "13:28", "open": 15.91, "high": 15.91, "low": 15.9, "close": 15.9, "amount_yi": 0.0029 }, { "time": "13:29", "open": 15.91, "high": 15.91, "low": 15.89, "close": 15.89, "amount_yi": 0.0056 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 15.89, "ts": "2026-07-06T13:29:48", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 15.86, "bid1": 15.89, "ask1": 15.9, "bid_qty1": 184, "ask_qty1": 26 }, "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": "2026-07-06T13:29:50", "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": 13.7997, "price_vs_vwap_pct": -1.737, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0093, "prev_amount_yi": 0.0184, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5054, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 13.55, "high": 13.56, "low": 13.55, "close": 13.56, "amount_yi": 0.0044 }, { "time": "13:26", "open": 13.56, "high": 13.56, "low": 13.56, "close": 13.56, "amount_yi": 0.0007 }, { "time": "13:27", "open": 13.55, "high": 13.56, "low": 13.55, "close": 13.56, "amount_yi": 0.002 }, { "time": "13:28", "open": 13.56, "high": 13.56, "low": 13.56, "close": 13.56, "amount_yi": 0.0004 }, { "time": "13:29", "open": 13.55, "high": 13.56, "low": 13.55, "close": 13.56, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 13.56, "ts": "2026-07-06T13:29:48", "prev_close": 13.6, "open": 13.7, "high": 14.15, "low": 13.53, "bid1": 13.56, "ask1": 13.57, "bid_qty1": 346, "ask_qty1": 49 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 12200, "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": 6.956, "price_vs_vwap_pct": -0.5175, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0418, "prev_amount_yi": 0.0328, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2744, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0071 }, { "time": "13:26", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.01 }, { "time": "13:27", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.0119 }, { "time": "13:28", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.0064 }, { "time": "13:29", "open": 6.93, "high": 6.93, "low": 6.92, "close": 6.92, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:46", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.91, "bid1": 6.92, "ask1": 6.93, "bid_qty1": 17671, "ask_qty1": 1200 }, "previous_state": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "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": 21.243, "price_vs_vwap_pct": -0.8615, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0817, "prev_amount_yi": 0.0889, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.919, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 21.02, "high": 21.02, "low": 21.02, "close": 21.02, "amount_yi": 0.0498 }, { "time": "13:26", "open": 21.03, "high": 21.03, "low": 21.01, "close": 21.01, "amount_yi": 0.0071 }, { "time": "13:27", "open": 21.02, "high": 21.02, "low": 21.02, "close": 21.02, "amount_yi": 0.0041 }, { "time": "13:28", "open": 21.03, "high": 21.04, "low": 21.03, "close": 21.04, "amount_yi": 0.0174 }, { "time": "13:29", "open": 21.06, "high": 21.06, "low": 21.06, "close": 21.06, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.0, "bid1": 21.06, "ask1": 21.07, "bid_qty1": 26, "ask_qty1": 24 }, "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": "2026-07-06T13:29:50", "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": 9.9597, "price_vs_vwap_pct": -0.3986, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0109, "prev_amount_yi": 0.0493, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2211, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.95, "high": 9.96, "low": 9.95, "close": 9.96, "amount_yi": 0.001 }, { "time": "13:26", "open": 9.96, "high": 9.97, "low": 9.96, "close": 9.97, "amount_yi": 0.0005 }, { "time": "13:27", "open": 9.97, "high": 9.97, "low": 9.95, "close": 9.95, "amount_yi": 0.0024 }, { "time": "13:28", "open": 9.94, "high": 9.94, "low": 9.93, "close": 9.93, "amount_yi": 0.0054 }, { "time": "13:29", "open": 9.93, "high": 9.93, "low": 9.92, "close": 9.92, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.92, "ts": "2026-07-06T13:29:48", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.7, "bid1": 9.92, "ask1": 9.93, "bid_qty1": 48, "ask_qty1": 149 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 1400, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 62.48, "max_chase_pct": 1.5, "base_exec_high": 61.57, "dynamic_exec_high": null, "entry_zone_low": 59.75, "entry_zone_high": 61.57, "entry_risk_pct": null, "intraday_vwap": 61.2563, "price_vs_vwap_pct": -2.0509, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1017, "prev_amount_yi": 0.1849, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.55, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 59.82, "high": 59.84, "low": 59.82, "close": 59.84, "amount_yi": 0.0174 }, { "time": "13:26", "open": 59.88, "high": 59.92, "low": 59.88, "close": 59.92, "amount_yi": 0.0174 }, { "time": "13:27", "open": 59.96, "high": 59.99, "low": 59.96, "close": 59.99, "amount_yi": 0.0143 }, { "time": "13:28", "open": 59.99, "high": 60.02, "low": 59.99, "close": 60.02, "amount_yi": 0.0308 }, { "time": "13:29", "open": 60.04, "high": 60.04, "low": 60.0, "close": 60.0, "amount_yi": 0.0218 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 60.0, "ts": "2026-07-06T13:29:48", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 59.98, "ask1": 59.99, "bid_qty1": 10, "ask_qty1": 2 }, "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": "2026-07-06T13:29:50", "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": 9.8725, "price_vs_vwap_pct": -1.646, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0095, "prev_amount_yi": 0.0296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3209, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.7, "high": 9.7, "low": 9.7, "close": 9.7, "amount_yi": 0.0023 }, { "time": "13:26", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0009 }, { "time": "13:27", "open": 9.71, "high": 9.71, "low": 9.71, "close": 9.71, "amount_yi": 0.0003 }, { "time": "13:28", "open": 9.72, "high": 9.72, "low": 9.71, "close": 9.71, "amount_yi": 0.0051 }, { "time": "13:29", "open": 9.72, "high": 9.72, "low": 9.71, "close": 9.71, "amount_yi": 0.0009 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.71, "ts": "2026-07-06T13:29:48", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.65, "bid1": 9.7, "ask1": 9.71, "bid_qty1": 141, "ask_qty1": 38 }, "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": "2026-07-06T13:29:50", "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": 4.8064, "price_vs_vwap_pct": -0.1332, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0037, "prev_amount_yi": 0.0046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8043, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 4.81, "high": 4.81, "low": 4.81, "close": 4.81, "amount_yi": 0.0011 }, { "time": "13:26", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0006 }, { "time": "13:27", "open": 4.8, "high": 4.81, "low": 4.8, "close": 4.81, "amount_yi": 0.0006 }, { "time": "13:28", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0009 }, { "time": "13:29", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 4.8, "ts": "2026-07-06T13:29:48", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.8, "ask1": 4.81, "bid_qty1": 739, "ask_qty1": 1633 }, "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": "2026-07-06T13:29:50", "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": 6.5556, "price_vs_vwap_pct": -1.3058, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0028, "prev_amount_yi": 0.0061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.459, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.47, "high": 6.47, "low": 6.47, "close": 6.47, "amount_yi": 0.0008 }, { "time": "13:26", "open": 6.47, "high": 6.48, "low": 6.47, "close": 6.48, "amount_yi": 0.0007 }, { "time": "13:27", "open": 6.48, "high": 6.49, "low": 6.48, "close": 6.49, "amount_yi": 0.0005 }, { "time": "13:28", "open": 6.49, "high": 6.49, "low": 6.48, "close": 6.48, "amount_yi": 0.0004 }, { "time": "13:29", "open": 6.48, "high": 6.48, "low": 6.47, "close": 6.47, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.47, "ts": "2026-07-06T13:29:45", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.46, "bid1": 6.47, "ask1": 6.48, "bid_qty1": 118, "ask_qty1": 15 }, "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": "2026-07-06T13:29:50", "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": 27.4032, "price_vs_vwap_pct": -1.8363, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0705, "prev_amount_yi": 0.1281, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5504, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 26.85, "high": 26.86, "low": 26.85, "close": 26.86, "amount_yi": 0.0124 }, { "time": "13:26", "open": 26.87, "high": 26.88, "low": 26.87, "close": 26.88, "amount_yi": 0.0078 }, { "time": "13:27", "open": 26.89, "high": 26.91, "low": 26.89, "close": 26.91, "amount_yi": 0.0159 }, { "time": "13:28", "open": 26.91, "high": 26.93, "low": 26.91, "close": 26.93, "amount_yi": 0.0217 }, { "time": "13:29", "open": 26.93, "high": 26.93, "low": 26.9, "close": 26.9, "amount_yi": 0.0127 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 26.9, "ts": "2026-07-06T13:29:48", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 26.85, "bid1": 26.9, "ask1": 26.91, "bid_qty1": 74, "ask_qty1": 10 }, "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": "2026-07-06T13:29:50", "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": 4.523, "price_vs_vwap_pct": -2.2772, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.001, "prev_amount_yi": 0.0075, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1333, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 4.41, "high": 4.41, "low": 4.41, "close": 4.41, "amount_yi": 0.0003 }, { "time": "13:26", "open": 4.42, "high": 4.42, "low": 4.42, "close": 4.42, "amount_yi": 0.0001 }, { "time": "13:27", "open": 4.42, "high": 4.42, "low": 4.42, "close": 4.42, "amount_yi": 0.0001 }, { "time": "13:28", "open": 4.42, "high": 4.42, "low": 4.42, "close": 4.42, "amount_yi": 0.0001 }, { "time": "13:29", "open": 4.41, "high": 4.42, "low": 4.41, "close": 4.42, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 4.42, "ts": "2026-07-06T13:29:42", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.41, "bid1": 4.41, "ask1": 4.42, "bid_qty1": 1118, "ask_qty1": 633 }, "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": "2026-07-06T13:29:50", "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": 21.5886, "price_vs_vwap_pct": -1.0126, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1751, "prev_amount_yi": 0.1203, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4555, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 21.36, "high": 21.36, "low": 21.35, "close": 21.35, "amount_yi": 0.0531 }, { "time": "13:26", "open": 21.36, "high": 21.36, "low": 21.35, "close": 21.35, "amount_yi": 0.0294 }, { "time": "13:27", "open": 21.36, "high": 21.36, "low": 21.35, "close": 21.35, "amount_yi": 0.0434 }, { "time": "13:28", "open": 21.35, "high": 21.37, "low": 21.35, "close": 21.37, "amount_yi": 0.0368 }, { "time": "13:29", "open": 21.36, "high": 21.37, "low": 21.36, "close": 21.37, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 21.37, "ts": "2026-07-06T13:29:46", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.27, "bid1": 21.36, "ask1": 21.37, "bid_qty1": 13, "ask_qty1": 171 }, "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": "2026-07-06T13:29:50", "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": 14.0901, "price_vs_vwap_pct": -1.6331, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0298, "prev_amount_yi": 0.0497, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5996, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 13.83, "high": 13.83, "low": 13.83, "close": 13.83, "amount_yi": 0.0054 }, { "time": "13:26", "open": 13.85, "high": 13.85, "low": 13.84, "close": 13.84, "amount_yi": 0.0042 }, { "time": "13:27", "open": 13.85, "high": 13.85, "low": 13.85, "close": 13.85, "amount_yi": 0.0018 }, { "time": "13:28", "open": 13.85, "high": 13.85, "low": 13.83, "close": 13.83, "amount_yi": 0.0053 }, { "time": "13:29", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0131 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 13.86, "ts": "2026-07-06T13:29:48", "prev_close": 13.87, "open": 13.89, "high": 14.48, "low": 13.78, "bid1": 13.86, "ask1": 13.87, "bid_qty1": 11, "ask_qty1": 211 }, "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": "2026-07-06T13:29:50", "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": 12.4998, "price_vs_vwap_pct": -1.5184, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0267, "prev_amount_yi": 0.0615, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4341, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 12.26, "high": 12.28, "low": 12.26, "close": 12.28, "amount_yi": 0.0046 }, { "time": "13:26", "open": 12.28, "high": 12.29, "low": 12.28, "close": 12.29, "amount_yi": 0.0022 }, { "time": "13:27", "open": 12.28, "high": 12.29, "low": 12.28, "close": 12.29, "amount_yi": 0.0038 }, { "time": "13:28", "open": 12.29, "high": 12.3, "low": 12.29, "close": 12.3, "amount_yi": 0.0035 }, { "time": "13:29", "open": 12.31, "high": 12.31, "low": 12.31, "close": 12.31, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 12.31, "ts": "2026-07-06T13:29:48", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.25, "bid1": 12.29, "ask1": 12.3, "bid_qty1": 23, "ask_qty1": 5 }, "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": "2026-07-06T13:29:50", "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": 34.9762, "price_vs_vwap_pct": -1.4187, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0722, "prev_amount_yi": 0.0671, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.076, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 34.42, "high": 34.48, "low": 34.42, "close": 34.48, "amount_yi": 0.015 }, { "time": "13:26", "open": 34.49, "high": 34.49, "low": 34.49, "close": 34.49, "amount_yi": 0.0231 }, { "time": "13:27", "open": 34.52, "high": 34.52, "low": 34.5, "close": 34.5, "amount_yi": 0.0144 }, { "time": "13:28", "open": 34.47, "high": 34.49, "low": 34.47, "close": 34.49, "amount_yi": 0.0091 }, { "time": "13:29", "open": 34.51, "high": 34.51, "low": 34.48, "close": 34.48, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 34.48, "ts": "2026-07-06T13:29:48", "prev_close": 33.84, "open": 34.29, "high": 35.97, "low": 34.0, "bid1": 34.47, "ask1": 34.49, "bid_qty1": 20, "ask_qty1": 3 }, "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": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "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": 14.2797, "price_vs_vwap_pct": -1.3985, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1638, "prev_amount_yi": 0.1363, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2018, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 14.05, "high": 14.06, "low": 14.05, "close": 14.06, "amount_yi": 0.0539 }, { "time": "13:26", "open": 14.06, "high": 14.06, "low": 14.06, "close": 14.06, "amount_yi": 0.0577 }, { "time": "13:27", "open": 14.07, "high": 14.07, "low": 14.06, "close": 14.06, "amount_yi": 0.0177 }, { "time": "13:28", "open": 14.07, "high": 14.07, "low": 14.07, "close": 14.07, "amount_yi": 0.0236 }, { "time": "13:29", "open": 14.08, "high": 14.08, "low": 14.08, "close": 14.08, "amount_yi": 0.0109 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 14.08, "ts": "2026-07-06T13:29:47", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.02, "bid1": 14.07, "ask1": 14.08, "bid_qty1": 591, "ask_qty1": 267 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T13:29:50", "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": 10.2844, "price_vs_vwap_pct": -1.0151, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.073, "prev_amount_yi": 0.0503, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4513, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 10.14, "high": 10.15, "low": 10.14, "close": 10.15, "amount_yi": 0.0171 }, { "time": "13:26", "open": 10.18, "high": 10.18, "low": 10.17, "close": 10.17, "amount_yi": 0.0162 }, { "time": "13:27", "open": 10.19, "high": 10.19, "low": 10.17, "close": 10.17, "amount_yi": 0.0195 }, { "time": "13:28", "open": 10.17, "high": 10.18, "low": 10.17, "close": 10.18, "amount_yi": 0.0119 }, { "time": "13:29", "open": 10.18, "high": 10.18, "low": 10.18, "close": 10.18, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 10.18, "ts": "2026-07-06T13:29:48", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 9.95, "bid1": 10.17, "ask1": 10.18, "bid_qty1": 196, "ask_qty1": 419 }, "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": "2026-07-06T13:29:50", "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": 5.6383, "price_vs_vwap_pct": -1.2114, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0141, "prev_amount_yi": 0.0116, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0014 }, { "time": "13:26", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0046 }, { "time": "13:27", "open": 5.56, "high": 5.57, "low": 5.56, "close": 5.57, "amount_yi": 0.0063 }, { "time": "13:28", "open": 5.58, "high": 5.58, "low": 5.57, "close": 5.57, "amount_yi": 0.0012 }, { "time": "13:29", "open": 5.58, "high": 5.58, "low": 5.57, "close": 5.57, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.55, "bid1": 5.57, "ask1": 5.58, "bid_qty1": 388, "ask_qty1": 2436 }, "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": "2026-07-06T13:29:50", "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": 6.4506, "price_vs_vwap_pct": -0.7844, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0188, "prev_amount_yi": 0.0135, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.38, "high": 6.39, "low": 6.38, "close": 6.39, "amount_yi": 0.0048 }, { "time": "13:26", "open": 6.39, "high": 6.4, "low": 6.39, "close": 6.4, "amount_yi": 0.0073 }, { "time": "13:27", "open": 6.41, "high": 6.41, "low": 6.4, "close": 6.4, "amount_yi": 0.0018 }, { "time": "13:28", "open": 6.41, "high": 6.41, "low": 6.4, "close": 6.4, "amount_yi": 0.0033 }, { "time": "13:29", "open": 6.39, "high": 6.4, "low": 6.39, "close": 6.4, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.4, "ts": "2026-07-06T13:29:40", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.33, "bid1": 6.39, "ask1": 6.4, "bid_qty1": 505, "ask_qty1": 9 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 1600, "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": 53.3173, "price_vs_vwap_pct": -0.2388, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0842, "prev_amount_yi": 0.1846, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 53.0, "high": 53.12, "low": 53.0, "close": 53.12, "amount_yi": 0.0274 }, { "time": "13:26", "open": 53.15, "high": 53.18, "low": 53.15, "close": 53.18, "amount_yi": 0.0265 }, { "time": "13:27", "open": 53.2, "high": 53.2, "low": 53.19, "close": 53.19, "amount_yi": 0.0064 }, { "time": "13:28", "open": 53.21, "high": 53.21, "low": 53.13, "close": 53.13, "amount_yi": 0.0118 }, { "time": "13:29", "open": 53.13, "high": 53.19, "low": 53.13, "close": 53.19, "amount_yi": 0.0121 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 53.19, "ts": "2026-07-06T13:29:46", "prev_close": 51.67, "open": 52.46, "high": 54.45, "low": 51.0, "bid1": 53.18, "ask1": 53.19, "bid_qty1": 8, "ask_qty1": 4 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002771:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002771:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002771", "name": "真视通", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "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": 14.0828, "price_vs_vwap_pct": 0.6902, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0436, "prev_amount_yi": 0.0413, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0557, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 14.13, "high": 14.13, "low": 14.13, "close": 14.13, "amount_yi": 0.0024 }, { "time": "13:26", "open": 14.12, "high": 14.14, "low": 14.12, "close": 14.14, "amount_yi": 0.0099 }, { "time": "13:27", "open": 14.14, "high": 14.2, "low": 14.14, "close": 14.2, "amount_yi": 0.0075 }, { "time": "13:28", "open": 14.19, "high": 14.21, "low": 14.19, "close": 14.21, "amount_yi": 0.0135 }, { "time": "13:29", "open": 14.19, "high": 14.19, "low": 14.18, "close": 14.18, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 14.18, "ts": "2026-07-06T13:29:48", "prev_close": 13.87, "open": 13.75, "high": 14.49, "low": 13.53, "bid1": 14.17, "ask1": 14.18, "bid_qty1": 72, "ask_qty1": 5 }, "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": "2026-07-06T13:29:50", "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": 7.9273, "price_vs_vwap_pct": -1.6058, "energy_floor_hint_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": 0.0689, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7155, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 7.79, "high": 7.8, "low": 7.79, "close": 7.8, "amount_yi": 0.0106 }, { "time": "13:26", "open": 7.8, "high": 7.8, "low": 7.79, "close": 7.79, "amount_yi": 0.0089 }, { "time": "13:27", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0103 }, { "time": "13:28", "open": 7.79, "high": 7.79, "low": 7.79, "close": 7.79, "amount_yi": 0.0077 }, { "time": "13:29", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0118 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 7.8, "ts": "2026-07-06T13:29:48", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.6, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 638, "ask_qty1": 1586 }, "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": "2026-07-06T13:29:50", "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": 35.6652, "price_vs_vwap_pct": -3.3512, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0303, "prev_amount_yi": 0.0262, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1565, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 34.4, "high": 34.52, "low": 34.4, "close": 34.52, "amount_yi": 0.0112 }, { "time": "13:26", "open": 34.48, "high": 34.48, "low": 34.47, "close": 34.47, "amount_yi": 0.0043 }, { "time": "13:27", "open": 34.53, "high": 34.53, "low": 34.47, "close": 34.47, "amount_yi": 0.0033 }, { "time": "13:28", "open": 34.5, "high": 34.5, "low": 34.47, "close": 34.47, "amount_yi": 0.0013 }, { "time": "13:29", "open": 34.5, "high": 34.5, "low": 34.47, "close": 34.47, "amount_yi": 0.0102 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 34.47, "ts": "2026-07-06T13:29:45", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 34.32, "bid1": 34.47, "ask1": 34.48, "bid_qty1": 89, "ask_qty1": 8 }, "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": "2026-07-06T13:29:50", "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": 17.7828, "price_vs_vwap_pct": -0.5781, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0459, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9273, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 17.66, "high": 17.67, "low": 17.66, "close": 17.67, "amount_yi": 0.0049 }, { "time": "13:26", "open": 17.67, "high": 17.67, "low": 17.67, "close": 17.67, "amount_yi": 0.0043 }, { "time": "13:27", "open": 17.69, "high": 17.69, "low": 17.69, "close": 17.69, "amount_yi": 0.0154 }, { "time": "13:28", "open": 17.69, "high": 17.69, "low": 17.68, "close": 17.68, "amount_yi": 0.008 }, { "time": "13:29", "open": 17.68, "high": 17.68, "low": 17.68, "close": 17.68, "amount_yi": 0.0133 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 17.68, "ts": "2026-07-06T13:29:48", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.63, "bid1": 17.67, "ask1": 17.68, "bid_qty1": 79, "ask_qty1": 303 }, "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": "2026-07-06T13:29:50", "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": 17.669, "price_vs_vwap_pct": -2.9373, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0542, "prev_amount_yi": 0.128, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 17.12, "high": 17.12, "low": 17.12, "close": 17.12, "amount_yi": 0.009 }, { "time": "13:26", "open": 17.13, "high": 17.14, "low": 17.13, "close": 17.14, "amount_yi": 0.0056 }, { "time": "13:27", "open": 17.14, "high": 17.14, "low": 17.14, "close": 17.14, "amount_yi": 0.0121 }, { "time": "13:28", "open": 17.14, "high": 17.14, "low": 17.14, "close": 17.14, "amount_yi": 0.0161 }, { "time": "13:29", "open": 17.14, "high": 17.15, "low": 17.14, "close": 17.15, "amount_yi": 0.0114 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 17.15, "ts": "2026-07-06T13:29:48", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.1, "bid1": 17.15, "ask1": 17.16, "bid_qty1": 2, "ask_qty1": 88 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 13600, "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": 6.3528, "price_vs_vwap_pct": -1.7756, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0265, "prev_amount_yi": 0.0306, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.866, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 6.23, "high": 6.24, "low": 6.23, "close": 6.24, "amount_yi": 0.0047 }, { "time": "13:26", "open": 6.23, "high": 6.23, "low": 6.23, "close": 6.23, "amount_yi": 0.0087 }, { "time": "13:27", "open": 6.24, "high": 6.24, "low": 6.23, "close": 6.23, "amount_yi": 0.0016 }, { "time": "13:28", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0036 }, { "time": "13:29", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.24, "ts": "2026-07-06T13:29:48", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.23, "bid1": 6.23, "ask1": 6.24, "bid_qty1": 2081, "ask_qty1": 28 }, "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": "2026-07-06T13:29:50", "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": 7.5235, "price_vs_vwap_pct": -1.3757, "energy_floor_hint_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": 0.01, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.56, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 7.41, "high": 7.41, "low": 7.41, "close": 7.41, "amount_yi": 0.0009 }, { "time": "13:26", "open": 7.42, "high": 7.42, "low": 7.41, "close": 7.41, "amount_yi": 0.0009 }, { "time": "13:27", "open": 7.41, "high": 7.42, "low": 7.41, "close": 7.42, "amount_yi": 0.0024 }, { "time": "13:28", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0001 }, { "time": "13:29", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 7.42, "ts": "2026-07-06T13:29:48", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.4, "bid1": 7.41, "ask1": 7.42, "bid_qty1": 1879, "ask_qty1": 38 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 10500, "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": 8.2048, "price_vs_vwap_pct": -1.8867, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0367, "prev_amount_yi": 0.0304, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2072, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 8.1, "high": 8.1, "low": 8.07, "close": 8.07, "amount_yi": 0.0107 }, { "time": "13:26", "open": 8.11, "high": 8.11, "low": 8.09, "close": 8.09, "amount_yi": 0.017 }, { "time": "13:27", "open": 8.08, "high": 8.08, "low": 8.06, "close": 8.06, "amount_yi": 0.0025 }, { "time": "13:28", "open": 8.06, "high": 8.06, "low": 8.06, "close": 8.06, "amount_yi": 0.0026 }, { "time": "13:29", "open": 8.06, "high": 8.06, "low": 8.05, "close": 8.05, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.05, "ask1": 8.07, "bid_qty1": 349, "ask_qty1": 410 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "sim_reason": "near_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": 12.7984, "price_vs_vwap_pct": -1.7846, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0184, "prev_amount_yi": 0.0233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7897, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0048 }, { "time": "13:26", "open": 12.58, "high": 12.58, "low": 12.58, "close": 12.58, "amount_yi": 0.0033 }, { "time": "13:27", "open": 12.57, "high": 12.58, "low": 12.57, "close": 12.58, "amount_yi": 0.0054 }, { "time": "13:28", "open": 12.57, "high": 12.57, "low": 12.57, "close": 12.57, "amount_yi": 0.0033 }, { "time": "13:29", "open": 12.57, "high": 12.57, "low": 12.57, "close": 12.57, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 12.57, "ts": "2026-07-06T13:29:48", "prev_close": 12.55, "open": 12.5, "high": 13.07, "low": 12.4, "bid1": 12.56, "ask1": 12.57, "bid_qty1": 474, "ask_qty1": 555 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "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": 13.1641, "price_vs_vwap_pct": -1.6264, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1577, "prev_amount_yi": 0.1737, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9079, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 12.91, "high": 12.91, "low": 12.9, "close": 12.9, "amount_yi": 0.0318 }, { "time": "13:26", "open": 12.92, "high": 12.94, "low": 12.92, "close": 12.94, "amount_yi": 0.0215 }, { "time": "13:27", "open": 12.94, "high": 12.95, "low": 12.94, "close": 12.95, "amount_yi": 0.032 }, { "time": "13:28", "open": 12.95, "high": 12.95, "low": 12.95, "close": 12.95, "amount_yi": 0.0395 }, { "time": "13:29", "open": 12.96, "high": 12.96, "low": 12.95, "close": 12.95, "amount_yi": 0.0329 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 12.95, "ts": "2026-07-06T13:29:48", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 12.7, "bid1": 12.94, "ask1": 12.95, "bid_qty1": 64, "ask_qty1": 1 }, "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": "2026-07-06T13:29:50", "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": 14.5151, "price_vs_vwap_pct": -2.1708, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1057, "prev_amount_yi": 0.1136, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9305, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 14.16, "high": 14.2, "low": 14.16, "close": 14.2, "amount_yi": 0.0315 }, { "time": "13:26", "open": 14.21, "high": 14.23, "low": 14.21, "close": 14.23, "amount_yi": 0.0325 }, { "time": "13:27", "open": 14.23, "high": 14.24, "low": 14.23, "close": 14.24, "amount_yi": 0.0146 }, { "time": "13:28", "open": 14.23, "high": 14.23, "low": 14.22, "close": 14.22, "amount_yi": 0.0146 }, { "time": "13:29", "open": 14.23, "high": 14.23, "low": 14.2, "close": 14.2, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 14.2, "ts": "2026-07-06T13:29:46", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 13.92, "bid1": 14.21, "ask1": 14.23, "bid_qty1": 5, "ask_qty1": 694 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 2100, "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": 38.9323, "price_vs_vwap_pct": -0.1087, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1087, "prev_amount_yi": 0.2123, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.512, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 38.74, "high": 38.75, "low": 38.74, "close": 38.75, "amount_yi": 0.0182 }, { "time": "13:26", "open": 38.74, "high": 38.76, "low": 38.74, "close": 38.76, "amount_yi": 0.0098 }, { "time": "13:27", "open": 38.76, "high": 38.78, "low": 38.76, "close": 38.78, "amount_yi": 0.0199 }, { "time": "13:28", "open": 38.92, "high": 38.92, "low": 38.91, "close": 38.91, "amount_yi": 0.0466 }, { "time": "13:29", "open": 38.92, "high": 38.92, "low": 38.89, "close": 38.89, "amount_yi": 0.0142 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 38.89, "ts": "2026-07-06T13:29:48", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 38.37, "bid1": 38.88, "ask1": 38.89, "bid_qty1": 14, "ask_qty1": 18 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 7700, "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": 11.0917, "price_vs_vwap_pct": -0.5563, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.039, "prev_amount_yi": 0.059, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.661, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 11.03, "high": 11.03, "low": 11.02, "close": 11.02, "amount_yi": 0.0093 }, { "time": "13:26", "open": 11.03, "high": 11.04, "low": 11.03, "close": 11.04, "amount_yi": 0.0115 }, { "time": "13:27", "open": 11.03, "high": 11.04, "low": 11.03, "close": 11.04, "amount_yi": 0.0015 }, { "time": "13:28", "open": 11.04, "high": 11.04, "low": 11.03, "close": 11.03, "amount_yi": 0.0084 }, { "time": "13:29", "open": 11.03, "high": 11.03, "low": 11.03, "close": 11.03, "amount_yi": 0.0083 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 11.03, "ts": "2026-07-06T13:29:47", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 10.96, "bid1": 11.03, "ask1": 11.04, "bid_qty1": 1528, "ask_qty1": 1567 }, "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": "2026-07-06T13:29:50", "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": 3.3333, "intraday_vwap": 6.9756, "price_vs_vwap_pct": -1.0838, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0055, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1702, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 6.89, "high": 6.89, "low": 6.89, "close": 6.89, "amount_yi": 0.002 }, { "time": "13:25", "open": 6.88, "high": 6.88, "low": 6.88, "close": 6.88, "amount_yi": 0.0003 }, { "time": "13:26", "open": 6.9, "high": 6.9, "low": 6.89, "close": 6.89, "amount_yi": 0.0016 }, { "time": "13:28", "open": 6.89, "high": 6.89, "low": 6.89, "close": 6.89, "amount_yi": 0.0012 }, { "time": "13:29", "open": 6.89, "high": 6.9, "low": 6.89, "close": 6.9, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 6.9, "ts": "2026-07-06T13:29:39", "prev_close": 6.77, "open": 6.77, "high": 7.16, "low": 6.74, "bid1": 6.89, "ask1": 6.9, "bid_qty1": 134, "ask_qty1": 57 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:29:50", "sim_reason": "near_trigger", "qty": 12000, "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": 6.9919, "price_vs_vwap_pct": 0.831, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0179, "prev_amount_yi": 0.0226, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.792, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 7.04, "high": 7.05, "low": 7.04, "close": 7.05, "amount_yi": 0.0009 }, { "time": "13:26", "open": 7.05, "high": 7.06, "low": 7.05, "close": 7.06, "amount_yi": 0.0074 }, { "time": "13:27", "open": 7.06, "high": 7.06, "low": 7.06, "close": 7.06, "amount_yi": 0.0005 }, { "time": "13:28", "open": 7.05, "high": 7.05, "low": 7.04, "close": 7.04, "amount_yi": 0.0048 }, { "time": "13:29", "open": 7.05, "high": 7.05, "low": 7.05, "close": 7.05, "amount_yi": 0.0043 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 7.05, "ts": "2026-07-06T13:29:48", "prev_close": 6.95, "open": 7.0, "high": 7.09, "low": 6.93, "bid1": 7.05, "ask1": 7.06, "bid_qty1": 235, "ask_qty1": 662 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600562:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600562:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600562", "name": "国睿科技", "side": "BUY", "priority": "W86", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 22.7, "exec_low": 22.7, "exec_high": 23.04, "invalid_price": 22.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 3500, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 23.38, "max_chase_pct": 1.5, "base_exec_high": 23.04, "dynamic_exec_high": null, "entry_zone_low": 22.36, "entry_zone_high": 23.04, "entry_risk_pct": null, "intraday_vwap": 23.3822, "price_vs_vwap_pct": 3.1554, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.4547, "prev_amount_yi": 0.3077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4777, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 23.9, "high": 23.93, "low": 23.9, "close": 23.93, "amount_yi": 0.0321 }, { "time": "13:26", "open": 24.0, "high": 24.0, "low": 24.0, "close": 24.0, "amount_yi": 0.1599 }, { "time": "13:27", "open": 24.03, "high": 24.03, "low": 24.03, "close": 24.03, "amount_yi": 0.0523 }, { "time": "13:28", "open": 24.09, "high": 24.11, "low": 24.09, "close": 24.11, "amount_yi": 0.1496 }, { "time": "13:29", "open": 24.05, "high": 24.12, "low": 24.05, "close": 24.12, "amount_yi": 0.0608 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 24.12, "ts": "2026-07-06T13:29:47", "prev_close": 22.58, "open": 23.16, "high": 24.18, "low": 22.51, "bid1": 24.11, "ask1": 24.12, "bid_qty1": 3, "ask_qty1": 37 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300424:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300424:VWAP_RECLAIM", "symbol": "SZSE.300424", "name": "航新科技", "side": "BUY", "priority": "W87", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 16.68, "exec_low": 16.93, "exec_high": 16.93, "invalid_price": 16.18, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "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": 16.0708, "price_vs_vwap_pct": -1.5606, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0074, "prev_amount_yi": 0.0098, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7551, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 15.79, "high": 15.79, "low": 15.79, "close": 15.79, "amount_yi": 0.0015 }, { "time": "13:26", "open": 15.79, "high": 15.8, "low": 15.79, "close": 15.8, "amount_yi": 0.0009 }, { "time": "13:27", "open": 15.8, "high": 15.82, "low": 15.8, "close": 15.82, "amount_yi": 0.0007 }, { "time": "13:28", "open": 15.86, "high": 15.86, "low": 15.85, "close": 15.85, "amount_yi": 0.0035 }, { "time": "13:29", "open": 15.85, "high": 15.85, "low": 15.82, "close": 15.82, "amount_yi": 0.0008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 15.61, "bid1": 15.81, "ask1": 15.82, "bid_qty1": 12, "ask_qty1": 28 }, "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": "2026-07-06T13:29:50", "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": 15.9175, "price_vs_vwap_pct": -2.3088, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0157, "prev_amount_yi": 0.012, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3083, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 15.54, "high": 15.54, "low": 15.53, "close": 15.53, "amount_yi": 0.0024 }, { "time": "13:26", "open": 15.53, "high": 15.53, "low": 15.53, "close": 15.53, "amount_yi": 0.0085 }, { "time": "13:27", "open": 15.52, "high": 15.52, "low": 15.52, "close": 15.52, "amount_yi": 0.0004 }, { "time": "13:28", "open": 15.55, "high": 15.55, "low": 15.55, "close": 15.55, "amount_yi": 0.0024 }, { "time": "13:29", "open": 15.55, "high": 15.55, "low": 15.55, "close": 15.55, "amount_yi": 0.002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 15.55, "ts": "2026-07-06T13:29:47", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 15.5, "bid1": 15.55, "ask1": 15.56, "bid_qty1": 31, "ask_qty1": 22 }, "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": "2026-07-06T13:29:50", "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": 20.7981, "price_vs_vwap_pct": -0.3274, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.034, "prev_amount_yi": 0.0315, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0794, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 20.7, "high": 20.7, "low": 20.7, "close": 20.7, "amount_yi": 0.0037 }, { "time": "13:26", "open": 20.71, "high": 20.71, "low": 20.7, "close": 20.7, "amount_yi": 0.0086 }, { "time": "13:27", "open": 20.7, "high": 20.71, "low": 20.7, "close": 20.71, "amount_yi": 0.0079 }, { "time": "13:28", "open": 20.72, "high": 20.73, "low": 20.72, "close": 20.73, "amount_yi": 0.0079 }, { "time": "13:29", "open": 20.73, "high": 20.73, "low": 20.73, "close": 20.73, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 20.73, "ts": "2026-07-06T13:29:48", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.68, "bid1": 20.73, "ask1": 20.74, "bid_qty1": 36, "ask_qty1": 778 }, "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": "2026-07-06T13:29:50", "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": 11.1038, "price_vs_vwap_pct": -4.4471, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.012, "prev_amount_yi": 0.0189, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6349, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 10.61, "high": 10.61, "low": 10.6, "close": 10.6, "amount_yi": 0.002 }, { "time": "13:25", "open": 10.62, "high": 10.63, "low": 10.62, "close": 10.63, "amount_yi": 0.0019 }, { "time": "13:26", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0018 }, { "time": "13:28", "open": 10.62, "high": 10.62, "low": 10.61, "close": 10.61, "amount_yi": 0.0032 }, { "time": "13:29", "open": 10.62, "high": 10.62, "low": 10.61, "close": 10.61, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 10.61, "ts": "2026-07-06T13:29:48", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 10.61, "ask1": 10.62, "bid_qty1": 19, "ask_qty1": 49 }, "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": "2026-07-06T13:29:50", "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": 26.1051, "price_vs_vwap_pct": -0.6708, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0141, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5495, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0067 }, { "time": "13:26", "open": 25.91, "high": 25.92, "low": 25.91, "close": 25.92, "amount_yi": 0.0038 }, { "time": "13:27", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0017 }, { "time": "13:28", "open": 25.92, "high": 25.93, "low": 25.92, "close": 25.93, "amount_yi": 0.0013 }, { "time": "13:29", "open": 25.93, "high": 25.93, "low": 25.93, "close": 25.93, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:46", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 25.91, "bid1": 25.92, "ask1": 25.93, "bid_qty1": 195, "ask_qty1": 233 }, "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": "2026-07-06T13:29:50", "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": 15.4206, "price_vs_vwap_pct": -0.7172, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0016, "prev_amount_yi": 0.0027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5926, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:24", "open": 15.31, "high": 15.31, "low": 15.29, "close": 15.29, "amount_yi": 0.0004 }, { "time": "13:25", "open": 15.29, "high": 15.3, "low": 15.29, "close": 15.3, "amount_yi": 0.0004 }, { "time": "13:27", "open": 15.32, "high": 15.32, "low": 15.31, "close": 15.31, "amount_yi": 0.0001 }, { "time": "13:28", "open": 15.31, "high": 15.31, "low": 15.31, "close": 15.31, "amount_yi": 0.0002 }, { "time": "13:29", "open": 15.31, "high": 15.31, "low": 15.31, "close": 15.31, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 15.31, "ts": "2026-07-06T13:29:47", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.28, "bid1": 15.3, "ask1": 15.32, "bid_qty1": 40, "ask_qty1": 3 }, "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": "2026-07-06T13:29:50", "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": 17.2818, "price_vs_vwap_pct": -2.325, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0247, "prev_amount_yi": 0.0491, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5031, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 16.9, "high": 16.9, "low": 16.9, "close": 16.9, "amount_yi": 0.0056 }, { "time": "13:26", "open": 16.89, "high": 16.89, "low": 16.89, "close": 16.89, "amount_yi": 0.0026 }, { "time": "13:27", "open": 16.9, "high": 16.9, "low": 16.9, "close": 16.9, "amount_yi": 0.0031 }, { "time": "13:28", "open": 16.89, "high": 16.89, "low": 16.88, "close": 16.88, "amount_yi": 0.0031 }, { "time": "13:29", "open": 16.89, "high": 16.89, "low": 16.88, "close": 16.88, "amount_yi": 0.0103 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 16.88, "ts": "2026-07-06T13:29:48", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 16.84, "bid1": 16.88, "ask1": 16.89, "bid_qty1": 327, "ask_qty1": 74 }, "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": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 3900, "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": 22.2585, "price_vs_vwap_pct": -2.6439, "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": 0.4556, "prev_amount_yi": 0.5473, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8325, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 21.57, "high": 21.62, "low": 21.57, "close": 21.62, "amount_yi": 0.1462 }, { "time": "13:26", "open": 21.68, "high": 21.68, "low": 21.68, "close": 21.68, "amount_yi": 0.122 }, { "time": "13:27", "open": 21.69, "high": 21.69, "low": 21.69, "close": 21.69, "amount_yi": 0.0642 }, { "time": "13:28", "open": 21.7, "high": 21.7, "low": 21.68, "close": 21.68, "amount_yi": 0.0575 }, { "time": "13:29", "open": 21.7, "high": 21.7, "low": 21.67, "close": 21.67, "amount_yi": 0.0657 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 21.67, "ts": "2026-07-06T13:29:46", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 21.5, "bid1": 21.67, "ask1": 21.68, "bid_qty1": 16, "ask_qty1": 10 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 1400, "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": 64.0512, "price_vs_vwap_pct": -4.9823, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0507, "prev_amount_yi": 0.1035, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4899, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 60.6, "high": 60.6, "low": 60.6, "close": 60.6, "amount_yi": 0.0071 }, { "time": "13:26", "open": 60.74, "high": 61.16, "low": 60.74, "close": 61.16, "amount_yi": 0.0043 }, { "time": "13:27", "open": 60.95, "high": 61.15, "low": 60.95, "close": 61.15, "amount_yi": 0.0065 }, { "time": "13:28", "open": 60.97, "high": 60.97, "low": 60.97, "close": 60.97, "amount_yi": 0.0162 }, { "time": "13:29", "open": 61.0, "high": 61.0, "low": 60.86, "close": 60.86, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 60.86, "ts": "2026-07-06T13:29:48", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 60.0, "bid1": 60.76, "ask1": 60.8, "bid_qty1": 2, "ask_qty1": 1 }, "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": "2026-07-06T13:29:50", "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": 36.1473, "price_vs_vwap_pct": -0.8778, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1712, "prev_amount_yi": 0.1276, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3417, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 35.71, "high": 35.78, "low": 35.71, "close": 35.78, "amount_yi": 0.0418 }, { "time": "13:26", "open": 35.8, "high": 35.8, "low": 35.78, "close": 35.78, "amount_yi": 0.0599 }, { "time": "13:27", "open": 35.78, "high": 35.91, "low": 35.78, "close": 35.91, "amount_yi": 0.0275 }, { "time": "13:28", "open": 35.89, "high": 35.89, "low": 35.89, "close": 35.89, "amount_yi": 0.0238 }, { "time": "13:29", "open": 35.9, "high": 35.9, "low": 35.83, "close": 35.83, "amount_yi": 0.0182 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 35.83, "ts": "2026-07-06T13:29:48", "prev_close": 33.59, "open": 33.6, "high": 36.95, "low": 33.6, "bid1": 35.79, "ask1": 35.83, "bid_qty1": 4, "ask_qty1": 26 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 9000, "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": 9.3853, "price_vs_vwap_pct": -0.0565, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0107, "prev_amount_yi": 0.0065, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6462, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.35, "high": 9.37, "low": 9.35, "close": 9.37, "amount_yi": 0.0022 }, { "time": "13:26", "open": 9.37, "high": 9.37, "low": 9.37, "close": 9.37, "amount_yi": 0.0007 }, { "time": "13:27", "open": 9.37, "high": 9.38, "low": 9.37, "close": 9.38, "amount_yi": 0.0012 }, { "time": "13:28", "open": 9.38, "high": 9.38, "low": 9.37, "close": 9.37, "amount_yi": 0.0059 }, { "time": "13:29", "open": 9.38, "high": 9.38, "low": 9.38, "close": 9.38, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.37, "ask1": 9.38, "bid_qty1": 163, "ask_qty1": 126 }, "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": "2026-07-06T13:29:50", "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": 31.6158, "price_vs_vwap_pct": -1.758, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0404, "prev_amount_yi": 0.0434, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9309, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 30.99, "high": 31.0, "low": 30.99, "close": 31.0, "amount_yi": 0.0046 }, { "time": "13:26", "open": 31.01, "high": 31.04, "low": 31.01, "close": 31.04, "amount_yi": 0.0121 }, { "time": "13:27", "open": 31.05, "high": 31.06, "low": 31.05, "close": 31.06, "amount_yi": 0.01 }, { "time": "13:28", "open": 31.09, "high": 31.09, "low": 31.07, "close": 31.07, "amount_yi": 0.0088 }, { "time": "13:29", "open": 31.07, "high": 31.07, "low": 31.06, "close": 31.06, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 31.06, "ts": "2026-07-06T13:29:48", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 30.88, "bid1": 31.06, "ask1": 31.07, "bid_qty1": 12, "ask_qty1": 4 }, "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": "2026-07-06T13:29:50", "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": 85.679, "price_vs_vwap_pct": -2.87, "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": 0.51, "prev_amount_yi": 0.7118, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7165, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 82.74, "high": 82.75, "low": 82.74, "close": 82.75, "amount_yi": 0.1164 }, { "time": "13:26", "open": 82.92, "high": 83.0, "low": 82.92, "close": 83.0, "amount_yi": 0.1044 }, { "time": "13:27", "open": 82.93, "high": 83.0, "low": 82.93, "close": 83.0, "amount_yi": 0.1057 }, { "time": "13:28", "open": 83.09, "high": 83.2, "low": 83.09, "close": 83.2, "amount_yi": 0.0794 }, { "time": "13:29", "open": 83.3, "high": 83.3, "low": 83.22, "close": 83.22, "amount_yi": 0.1041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 83.22, "ts": "2026-07-06T13:29:47", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 82.68, "bid1": 83.22, "ask1": 83.28, "bid_qty1": 12, "ask_qty1": 30 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300065:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.300065:VWAP_RECLAIM", "symbol": "SZSE.300065", "name": "海兰信", "side": "BUY", "priority": "W100", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 22.62, "exec_low": 22.96, "exec_high": 22.96, "invalid_price": 21.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:29:50", "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": 23.3, "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": 4.234, "intraday_vwap": 22.9942, "price_vs_vwap_pct": -0.4097, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.064, "prev_amount_yi": 0.0938, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6823, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 22.9, "high": 22.92, "low": 22.9, "close": 22.92, "amount_yi": 0.0102 }, { "time": "13:26", "open": 22.93, "high": 22.93, "low": 22.92, "close": 22.92, "amount_yi": 0.0119 }, { "time": "13:27", "open": 22.88, "high": 22.89, "low": 22.88, "close": 22.89, "amount_yi": 0.0188 }, { "time": "13:28", "open": 22.89, "high": 22.89, "low": 22.88, "close": 22.88, "amount_yi": 0.0155 }, { "time": "13:29", "open": 22.88, "high": 22.9, "low": 22.88, "close": 22.9, "amount_yi": 0.0076 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 22.9, "ts": "2026-07-06T13:29:48", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.58, "bid1": 22.9, "ask1": 22.91, "bid_qty1": 3, "ask_qty1": 36 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600353:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600353:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600353", "name": "旭光电子", "side": "BUY", "priority": "W101", "status": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 1700, "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": 46.0092, "price_vs_vwap_pct": -2.9325, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1742, "prev_amount_yi": 0.3161, "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": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 44.2, "high": 44.2, "low": 44.16, "close": 44.16, "amount_yi": 0.0493 }, { "time": "13:26", "open": 44.16, "high": 44.22, "low": 44.16, "close": 44.22, "amount_yi": 0.0541 }, { "time": "13:27", "open": 44.27, "high": 44.32, "low": 44.27, "close": 44.32, "amount_yi": 0.034 }, { "time": "13:28", "open": 44.3, "high": 44.42, "low": 44.3, "close": 44.42, "amount_yi": 0.0195 }, { "time": "13:29", "open": 44.56, "high": 44.66, "low": 44.56, "close": 44.66, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "current_position_value": 8912.0, "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": 44.66, "ts": "2026-07-06T13:29:46", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 43.98, "bid1": 44.66, "ask1": 44.69, "bid_qty1": 7, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 12400, "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": 7.0176, "price_vs_vwap_pct": -2.2458, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0033, "prev_amount_yi": 0.0138, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2391, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 6.85, "high": 6.85, "low": 6.85, "close": 6.85, "amount_yi": 0.0002 }, { "time": "13:26", "open": 6.85, "high": 6.85, "low": 6.85, "close": 6.85, "amount_yi": 0.0003 }, { "time": "13:27", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0006 }, { "time": "13:28", "open": 6.86, "high": 6.86, "low": 6.85, "close": 6.85, "amount_yi": 0.0006 }, { "time": "13:29", "open": 6.85, "high": 6.86, "low": 6.85, "close": 6.86, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.86, "ts": "2026-07-06T13:29:48", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 6.85, "bid1": 6.85, "ask1": 6.86, "bid_qty1": 847, "ask_qty1": 256 }, "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": "2026-07-06T13:29:50", "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": 9.5008, "price_vs_vwap_pct": -1.1662, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0106, "prev_amount_yi": 0.0148, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7162, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 9.38, "high": 9.39, "low": 9.38, "close": 9.39, "amount_yi": 0.0052 }, { "time": "13:26", "open": 9.4, "high": 9.4, "low": 9.39, "close": 9.39, "amount_yi": 0.0011 }, { "time": "13:27", "open": 9.4, "high": 9.4, "low": 9.4, "close": 9.4, "amount_yi": 0.0005 }, { "time": "13:28", "open": 9.39, "high": 9.4, "low": 9.39, "close": 9.4, "amount_yi": 0.0019 }, { "time": "13:29", "open": 9.4, "high": 9.4, "low": 9.39, "close": 9.39, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.39, "ts": "2026-07-06T13:29:48", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.34, "bid1": 9.39, "ask1": 9.4, "bid_qty1": 178, "ask_qty1": 32 }, "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": "2026-07-06T13:29:50", "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": 62.5843, "price_vs_vwap_pct": -1.7325, "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": 0.6588, "prev_amount_yi": 0.7416, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8883, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 61.51, "high": 61.51, "low": 61.51, "close": 61.51, "amount_yi": 0.1746 }, { "time": "13:26", "open": 61.64, "high": 61.72, "low": 61.64, "close": 61.72, "amount_yi": 0.0957 }, { "time": "13:27", "open": 61.67, "high": 61.68, "low": 61.67, "close": 61.68, "amount_yi": 0.2191 }, { "time": "13:28", "open": 61.63, "high": 61.63, "low": 61.53, "close": 61.53, "amount_yi": 0.0768 }, { "time": "13:29", "open": 61.52, "high": 61.52, "low": 61.5, "close": 61.5, "amount_yi": 0.0926 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 61.5, "ts": "2026-07-06T13:29:46", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 61.5, "bid1": 61.5, "ask1": 61.52, "bid_qty1": 147, "ask_qty1": 27 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 13000, "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": 6.7149, "price_vs_vwap_pct": -3.2003, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0373, "prev_amount_yi": 0.0418, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8923, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 6.51, "high": 6.51, "low": 6.5, "close": 6.5, "amount_yi": 0.0115 }, { "time": "13:26", "open": 6.51, "high": 6.51, "low": 6.5, "close": 6.5, "amount_yi": 0.0073 }, { "time": "13:27", "open": 6.51, "high": 6.51, "low": 6.51, "close": 6.51, "amount_yi": 0.0067 }, { "time": "13:28", "open": 6.5, "high": 6.51, "low": 6.5, "close": 6.51, "amount_yi": 0.0056 }, { "time": "13:29", "open": 6.51, "high": 6.51, "low": 6.5, "close": 6.5, "amount_yi": 0.0062 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 6.5, "ts": "2026-07-06T13:29:48", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.5, "bid1": 6.5, "ask1": 6.51, "bid_qty1": 162, "ask_qty1": 647 }, "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": "2026-07-06T13:29:50", "sim_reason": "signal_contract_missing_price_fields", "qty": 5600, "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": 14.8683, "price_vs_vwap_pct": 0.8858, "energy_floor_hint_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": 0.0082, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.7439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 14.95, "high": 14.95, "low": 14.95, "close": 14.95, "amount_yi": 0.0008 }, { "time": "13:26", "open": 14.95, "high": 14.97, "low": 14.95, "close": 14.97, "amount_yi": 0.0051 }, { "time": "13:27", "open": 15.02, "high": 15.02, "low": 15.02, "close": 15.02, "amount_yi": 0.0101 }, { "time": "13:28", "open": 14.96, "high": 14.96, "low": 14.93, "close": 14.93, "amount_yi": 0.0033 }, { "time": "13:29", "open": 14.99, "high": 15.0, "low": 14.99, "close": 15.0, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 15.0, "ts": "2026-07-06T13:29:45", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 14.98, "ask1": 15.0, "bid_qty1": 21, "ask_qty1": 21 }, "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": "2026-07-06T13:29:50", "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": 10.4086, "price_vs_vwap_pct": -0.6591, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0743, "prev_amount_yi": 0.0368, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.019, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 10.3, "high": 10.3, "low": 10.3, "close": 10.3, "amount_yi": 0.0122 }, { "time": "13:26", "open": 10.33, "high": 10.33, "low": 10.33, "close": 10.33, "amount_yi": 0.0319 }, { "time": "13:27", "open": 10.35, "high": 10.35, "low": 10.35, "close": 10.35, "amount_yi": 0.0089 }, { "time": "13:28", "open": 10.35, "high": 10.35, "low": 10.34, "close": 10.34, "amount_yi": 0.0136 }, { "time": "13:29", "open": 10.34, "high": 10.34, "low": 10.34, "close": 10.34, "amount_yi": 0.0077 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 10.34, "ts": "2026-07-06T13:29:48", "prev_close": 10.24, "open": 10.17, "high": 10.73, "low": 9.91, "bid1": 10.33, "ask1": 10.34, "bid_qty1": 139, "ask_qty1": 115 }, "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": "2026-07-06T13:29:50", "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": 55.014, "price_vs_vwap_pct": -0.2981, "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": 0.2701, "prev_amount_yi": 0.3467, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7791, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:25", "open": 54.78, "high": 54.87, "low": 54.78, "close": 54.87, "amount_yi": 0.0653 }, { "time": "13:26", "open": 54.91, "high": 54.91, "low": 54.88, "close": 54.88, "amount_yi": 0.0351 }, { "time": "13:27", "open": 54.93, "high": 54.93, "low": 54.89, "close": 54.89, "amount_yi": 0.093 }, { "time": "13:28", "open": 54.89, "high": 54.89, "low": 54.84, "close": 54.84, "amount_yi": 0.0306 }, { "time": "13:29", "open": 54.85, "high": 54.85, "low": 54.85, "close": 54.85, "amount_yi": 0.0461 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 54.85, "ts": "2026-07-06T13:29:48", "prev_close": 51.96, "open": 51.82, "high": 57.16, "low": 51.66, "bid1": 54.85, "ask1": 54.86, "bid_qty1": 7, "ask_qty1": 6 }, "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": "2026-07-06T13:29:50", "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": 3.7408, "intraday_vwap": 14.8407, "price_vs_vwap_pct": 0.6691, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0037, "prev_amount_yi": 0.0032, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1562, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 15.0, "high": 15.0, "low": 14.97, "close": 14.97, "amount_yi": 0.0018 }, { "time": "13:26", "open": 15.0, "high": 15.0, "low": 14.99, "close": 14.99, "amount_yi": 0.0001 }, { "time": "13:27", "open": 14.93, "high": 14.93, "low": 14.93, "close": 14.93, "amount_yi": 0.0009 }, { "time": "13:28", "open": 14.97, "high": 14.97, "low": 14.94, "close": 14.94, "amount_yi": 0.0003 }, { "time": "13:29", "open": 14.94, "high": 14.94, "low": 14.94, "close": 14.94, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 14.94, "ts": "2026-07-06T13:29:39", "prev_close": 14.71, "open": 14.66, "high": 15.15, "low": 14.4, "bid1": 14.94, "ask1": 14.97, "bid_qty1": 1, "ask_qty1": 541 }, "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": "2026-07-06T13:29:50", "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": 16.7247, "price_vs_vwap_pct": 0.7492, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1339, "prev_amount_yi": 0.1264, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0593, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 16.87, "high": 16.87, "low": 16.87, "close": 16.87, "amount_yi": 0.0234 }, { "time": "13:26", "open": 16.88, "high": 16.92, "low": 16.88, "close": 16.92, "amount_yi": 0.0477 }, { "time": "13:27", "open": 16.88, "high": 16.88, "low": 16.88, "close": 16.88, "amount_yi": 0.0252 }, { "time": "13:28", "open": 16.86, "high": 16.87, "low": 16.86, "close": 16.87, "amount_yi": 0.0165 }, { "time": "13:29", "open": 16.86, "high": 16.86, "low": 16.85, "close": 16.85, "amount_yi": 0.0211 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 16.85, "ts": "2026-07-06T13:29:48", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.3, "bid1": 16.85, "ask1": 16.86, "bid_qty1": 620, "ask_qty1": 43 }, "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": "2026-07-06T13:29:50", "sim_reason": "invalid_price_broken", "qty": 6400, "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": 13.5542, "price_vs_vwap_pct": -1.8754, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0625, "prev_amount_yi": 0.0599, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0434, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 13.28, "high": 13.28, "low": 13.28, "close": 13.28, "amount_yi": 0.0141 }, { "time": "13:26", "open": 13.29, "high": 13.3, "low": 13.29, "close": 13.3, "amount_yi": 0.0095 }, { "time": "13:27", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0141 }, { "time": "13:28", "open": 13.3, "high": 13.3, "low": 13.3, "close": 13.3, "amount_yi": 0.0056 }, { "time": "13:29", "open": 13.32, "high": 13.32, "low": 13.3, "close": 13.3, "amount_yi": 0.0192 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 13.3, "ts": "2026-07-06T13:29:48", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.2, "bid1": 13.29, "ask1": 13.3, "bid_qty1": 134, "ask_qty1": 54 }, "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": "2026-07-06T13:29:50", "sim_reason": "waiting_trigger", "qty": 4600, "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": 18.6731, "price_vs_vwap_pct": -1.3554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0899, "prev_amount_yi": 0.0176, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.108, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 18.46, "high": 18.48, "low": 18.46, "close": 18.48, "amount_yi": 0.0075 }, { "time": "13:26", "open": 18.47, "high": 18.47, "low": 18.47, "close": 18.47, "amount_yi": 0.0017 }, { "time": "13:27", "open": 18.46, "high": 18.47, "low": 18.46, "close": 18.47, "amount_yi": 0.0017 }, { "time": "13:28", "open": 18.41, "high": 18.41, "low": 18.41, "close": 18.41, "amount_yi": 0.0761 }, { "time": "13:29", "open": 18.42, "high": 18.42, "low": 18.42, "close": 18.42, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 18.42, "ts": "2026-07-06T13:29:48", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.42, "ask1": 18.44, "bid_qty1": 58, "ask_qty1": 7 }, "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": "2026-07-06T13:29:50", "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": 9.6864, "price_vs_vwap_pct": -0.6855, "energy_floor_hint_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": 0.0025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.72, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 9.61, "high": 9.63, "low": 9.61, "close": 9.63, "amount_yi": 0.0001 }, { "time": "13:26", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0002 }, { "time": "13:27", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0006 }, { "time": "13:28", "open": 9.62, "high": 9.62, "low": 9.61, "close": 9.61, "amount_yi": 0.0007 }, { "time": "13:29", "open": 9.61, "high": 9.62, "low": 9.61, "close": 9.62, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 9.62, "ts": "2026-07-06T13:29:46", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.61, "bid1": 9.61, "ask1": 9.62, "bid_qty1": 142, "ask_qty1": 6 }, "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": "2026-07-06T13:29:50", "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": 10.2243, "price_vs_vwap_pct": -0.6289, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0157, "prev_amount_yi": 0.0233, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 10.15, "high": 10.16, "low": 10.15, "close": 10.16, "amount_yi": 0.0045 }, { "time": "13:26", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0023 }, { "time": "13:27", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0049 }, { "time": "13:28", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0027 }, { "time": "13:29", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": "2026-07-06T13:29:48", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.13, "bid1": 10.15, "ask1": 10.16, "bid_qty1": 243, "ask_qty1": 42 }, "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": "2026-07-06T13:29:50", "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": 11.7786, "price_vs_vwap_pct": -1.6012, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0069, "prev_amount_yi": 0.0286, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2413, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 11.57, "high": 11.57, "low": 11.57, "close": 11.57, "amount_yi": 0.0004 }, { "time": "13:26", "open": 11.57, "high": 11.59, "low": 11.57, "close": 11.59, "amount_yi": 0.0015 }, { "time": "13:27", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0013 }, { "time": "13:28", "open": 11.58, "high": 11.58, "low": 11.57, "close": 11.57, "amount_yi": 0.0032 }, { "time": "13:29", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 11.59, "ts": "2026-07-06T13:29:42", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.52, "bid1": 11.58, "ask1": 11.59, "bid_qty1": 109, "ask_qty1": 87 }, "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": "2026-07-06T13:29:50", "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": 14.5656, "price_vs_vwap_pct": -2.5787, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0338, "prev_amount_yi": 0.0718, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4708, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 14.19, "high": 14.19, "low": 14.19, "close": 14.19, "amount_yi": 0.0051 }, { "time": "13:26", "open": 14.2, "high": 14.21, "low": 14.2, "close": 14.21, "amount_yi": 0.0068 }, { "time": "13:27", "open": 14.22, "high": 14.22, "low": 14.21, "close": 14.21, "amount_yi": 0.0018 }, { "time": "13:28", "open": 14.21, "high": 14.21, "low": 14.2, "close": 14.2, "amount_yi": 0.0152 }, { "time": "13:29", "open": 14.2, "high": 14.2, "low": 14.19, "close": 14.19, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 14.19, "ts": "2026-07-06T13:29:48", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.17, "bid1": 14.19, "ask1": 14.2, "bid_qty1": 177, "ask_qty1": 446 }, "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": "2026-07-06T13:29:50", "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": 3.2207, "price_vs_vwap_pct": -0.3322, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0348, "prev_amount_yi": 0.0768, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4531, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:25", "open": 3.21, "high": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0055 }, { "time": "13:26", "open": 3.22, "high": 3.22, "low": 3.21, "close": 3.21, "amount_yi": 0.0066 }, { "time": "13:27", "open": 3.22, "high": 3.22, "low": 3.21, "close": 3.21, "amount_yi": 0.0092 }, { "time": "13:28", "open": 3.21, "high": 3.21, "low": 3.21, "close": 3.21, "amount_yi": 0.0062 }, { "time": "13:29", "open": 3.21, "high": 3.21, "low": 3.21, "close": 3.21, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42582.21, "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": 3.21, "ts": "2026-07-06T13:29:46", "prev_close": 3.12, "open": 3.12, "high": 3.26, "low": 3.11, "bid1": 3.21, "ask1": 3.22, "bid_qty1": 10661, "ask_qty1": 2988 }, "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": "2026-07-06T13:29:50", "sim_reason": "trigger_touched_but_above_exec_high", "qty": 6500, "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": 12.7049, "price_vs_vwap_pct": 2.0866, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1779, "prev_amount_yi": 0.1431, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2432, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 12.93, "high": 12.95, "low": 12.93, "close": 12.95, "amount_yi": 0.0233 }, { "time": "13:26", "open": 12.94, "high": 12.95, "low": 12.94, "close": 12.95, "amount_yi": 0.0104 }, { "time": "13:27", "open": 12.95, "high": 12.95, "low": 12.95, "close": 12.95, "amount_yi": 0.0204 }, { "time": "13:28", "open": 12.95, "high": 12.95, "low": 12.95, "close": 12.95, "amount_yi": 0.0471 }, { "time": "13:29", "open": 12.96, "high": 12.97, "low": 12.96, "close": 12.97, "amount_yi": 0.0767 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 12.97, "ts": "2026-07-06T13:29:47", "prev_close": 12.28, "open": 12.28, "high": 12.97, "low": 12.18, "bid1": 12.97, "ask1": 12.98, "bid_qty1": 180, "ask_qty1": 6698 }, "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": "2026-07-06T13:29:50", "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": 5.1175, "price_vs_vwap_pct": -0.5374, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.002, "prev_amount_yi": 0.0053, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3774, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:25", "open": 5.09, "high": 5.1, "low": 5.09, "close": 5.1, "amount_yi": 0.0005 }, { "time": "13:26", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0002 }, { "time": "13:27", "open": 5.09, "high": 5.1, "low": 5.09, "close": 5.1, "amount_yi": 0.0002 }, { "time": "13:28", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0004 }, { "time": "13:29", "open": 5.1, "high": 5.1, "low": 5.09, "close": 5.09, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85164.43, "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": 5.09, "ts": "2026-07-06T13:29:48", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.09, "ask1": 5.1, "bid_qty1": 378, "ask_qty1": 116 }, "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": 379121.38, "total_value": 1064138.38, "unrealized_pnl": 19520.942468547215, "unrealized_pnl_pct_of_initial": 1.9520942468547213, "realized_pnl": 44617.43753145267, "realized_pnl_pct_of_initial": 4.461743753145267, "total_pnl": 64138.37999999989, "total_pnl_pct": 6.413837999999994 }, "paper_positions": [ { "symbol": "SZSE.000536", "name": "华映科技", "quantity": 38400, "sellable_qty": 33000, "avg_cost": 3.6173972602739726, "last_price": 3.7, "market_value": 142080.0, "unrealized_pnl": 3171.94520547946, "unrealized_pnl_pct": 2.2834854394668147, "updated_at": "2026-07-06T13:29:50", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.351646991625282 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 800, "avg_cost": 61.34571428571429, "last_price": 74.67, "market_value": 82137.0, "unrealized_pnl": 14656.714285714286, "unrealized_pnl_pct": 21.71999441106609, "updated_at": "2026-07-06T13:29:50", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.718638998811415 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 503, "sellable_qty": 501, "avg_cost": 124.28448712255774, "last_price": 128.46, "market_value": 64615.380000000005, "unrealized_pnl": 2100.282977353463, "unrealized_pnl_pct": 3.3596412344887305, "updated_at": "2026-07-06T13:29:50", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 6.072084346774525 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.66, "market_value": 52723.99999999999, "unrealized_pnl": -294.0000000000012, "unrealized_pnl_pct": -0.5545286506469571, "updated_at": "2026-07-06T13:29:50", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.954618778057793 }, { "symbol": "SHSE.600547", "name": "山东黄金", "quantity": 1100, "sellable_qty": 0, "avg_cost": 26.99, "last_price": 26.03, "market_value": 28633.0, "unrealized_pnl": -1055.999999999997, "unrealized_pnl_pct": -3.556872915894771, "updated_at": "2026-07-06T13:29:50", "prev_close": 26.08, "holding_days": 0, "position_pct_of_total": 2.6907214830462185 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 44.66, "market_value": 8932.0, "unrealized_pnl": 941.9999999999987, "unrealized_pnl_pct": 11.78973717146432, "updated_at": "2026-07-06T13:29:50", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.839364519490407 } ], "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" }, { "adjusted_avg_cost": null, "amount": 0.0, "base_exec_high": null, "chase_ceiling": null, "decision": "risk_exit", "dynamic_exec_high": null, "energy_floor_hint_yi": null, "event_id": "RISK: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": 3.6657, "price": null, "price_scale_gap_pct": null, "price_vs_vwap_pct": null, "qfq_adjustment_factor": null, "qfq_adjustment_source": null, "qty": 0, "quote_ask1": 3.75, "quote_ask_qty1": 1348, "quote_bid1": 3.74, "quote_bid_qty1": 4121, "quote_high": 4.0, "quote_last": 3.75, "quote_low": 3.71, "quote_open": 3.91, "quote_prev_close": 3.98, "quote_ts": "2026-07-06T11:30:00", "raw_avg_cost": 3.99, "raw_position_pnl_pct": 3.6656947021623143, "reason": "sell_not_allowed_in_LUNCH", "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": "REJECTED", "symbol": "SZSE.000536", "template_key": "POSITION_RISK_EXIT", "theme": "显示面板链 / OLED", "trade_date": "20260706", "trigger_price": 3.89, "ts": "2026-07-06T11:30:23", "id": 56 } ], "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": 3.7, "avg_cost": 3.6173972602739726, "pnl_pct": 2.2835, "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": 26.03, "avg_cost": 26.99, "pnl_pct": -3.5569, "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_76%" ], "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": 2, "unfilled_orders": 0, "risk_exit_signals": 2, "risk_exit_orders": 7, "risk_exit_filled": 5, "risk_exit_blocked_t1": 1, "qfq_position_adjustments": 0, "preopen_sector_flow_passed": false, "preopen_strong_themes": 0 } }