{ "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": 0.3282, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2968, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "汽车制造", "count": 2, "top_symbols": [ "SZSE.002536", "SHSE.601058" ], "top_return_pct": 5.9854 } ], "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_72%" ], "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": 9.929078014184412, "last": 10.85, "vwap": 11.089790662119253, "above_vwap": false, "amount": 245170874.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.115212860970499, "last": 35.98, "vwap": 36.140488635115844, "above_vwap": false, "amount": 2040614866.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.023029229406562, "last": 23.94, "vwap": 23.406058244092968, "above_vwap": true, "amount": 545326048.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.985373364126256, "last": 55.07, "vwap": 55.010222819753054, "above_vwap": true, "amount": 3610898531.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.863192182410426, "last": 13.0, "vwap": 12.731344086443453, "above_vwap": true, "amount": 811097381.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.0581568744408, "last": 176.13, "vwap": 177.08911093730777, "above_vwap": false, "amount": 2015167829.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.29310344827587, "last": 60.49, "vwap": 61.21338859042164, "above_vwap": false, "amount": 1464132435.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.842159916926269, "last": 30.0, "vwap": 30.196932136553617, "above_vwap": false, "amount": 2301142115.0 }, { "symbol": "SZSE.002771", "name": "真视通", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.821196827685669, "last": 14.4, "vwap": 14.117669546516371, "above_vwap": true, "amount": 342665487.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.594351732991008, "last": 8.07, "vwap": 8.202483271777595, "above_vwap": false, "amount": 424632716.0 }, { "symbol": "SZSE.002715", "name": "登云股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.258655804480659, "last": 15.21, "vwap": 14.88827001364632, "above_vwap": true, "amount": 129830181.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2205171336300196, "above_vwap": false, "amount": 442666199.0 } ] }, "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_72%" ], "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": 0.3282, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2968, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "汽车制造", "count": 2, "top_symbols": [ "SZSE.002536", "SHSE.601058" ], "top_return_pct": 5.9854 } ], "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_72%" ], "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": 9.929078014184412, "last": 10.85, "vwap": 11.089790662119253, "above_vwap": false, "amount": 245170874.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.115212860970499, "last": 35.98, "vwap": 36.140488635115844, "above_vwap": false, "amount": 2040614866.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.023029229406562, "last": 23.94, "vwap": 23.406058244092968, "above_vwap": true, "amount": 545326048.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.985373364126256, "last": 55.07, "vwap": 55.010222819753054, "above_vwap": true, "amount": 3610898531.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.863192182410426, "last": 13.0, "vwap": 12.731344086443453, "above_vwap": true, "amount": 811097381.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.0581568744408, "last": 176.13, "vwap": 177.08911093730777, "above_vwap": false, "amount": 2015167829.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.29310344827587, "last": 60.49, "vwap": 61.21338859042164, "above_vwap": false, "amount": 1464132435.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.842159916926269, "last": 30.0, "vwap": 30.196932136553617, "above_vwap": false, "amount": 2301142115.0 }, { "symbol": "SZSE.002771", "name": "真视通", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.821196827685669, "last": 14.4, "vwap": 14.117669546516371, "above_vwap": true, "amount": 342665487.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.594351732991008, "last": 8.07, "vwap": 8.202483271777595, "above_vwap": false, "amount": 424632716.0 }, { "symbol": "SZSE.002715", "name": "登云股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.258655804480659, "last": 15.21, "vwap": 14.88827001364632, "above_vwap": true, "amount": 129830181.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2205171336300196, "above_vwap": false, "amount": 442666199.0 } ] }, "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_72%" ], "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": 0.3282, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2968, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "汽车制造", "count": 2, "top_symbols": [ "SZSE.002536", "SHSE.601058" ], "top_return_pct": 5.9854 } ], "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_72%" ], "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": 9.929078014184412, "last": 10.85, "vwap": 11.089790662119253, "above_vwap": false, "amount": 245170874.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.115212860970499, "last": 35.98, "vwap": 36.140488635115844, "above_vwap": false, "amount": 2040614866.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.023029229406562, "last": 23.94, "vwap": 23.406058244092968, "above_vwap": true, "amount": 545326048.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.985373364126256, "last": 55.07, "vwap": 55.010222819753054, "above_vwap": true, "amount": 3610898531.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.863192182410426, "last": 13.0, "vwap": 12.731344086443453, "above_vwap": true, "amount": 811097381.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.0581568744408, "last": 176.13, "vwap": 177.08911093730777, "above_vwap": false, "amount": 2015167829.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.29310344827587, "last": 60.49, "vwap": 61.21338859042164, "above_vwap": false, "amount": 1464132435.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.842159916926269, "last": 30.0, "vwap": 30.196932136553617, "above_vwap": false, "amount": 2301142115.0 }, { "symbol": "SZSE.002771", "name": "真视通", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.821196827685669, "last": 14.4, "vwap": 14.117669546516371, "above_vwap": true, "amount": 342665487.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.594351732991008, "last": 8.07, "vwap": 8.202483271777595, "above_vwap": false, "amount": 424632716.0 }, { "symbol": "SZSE.002715", "name": "登云股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.258655804480659, "last": 15.21, "vwap": 14.88827001364632, "above_vwap": true, "amount": 129830181.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2205171336300196, "above_vwap": false, "amount": 442666199.0 } ] }, "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_72%" ], "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": 0.3282, "active_up_ratio": 0.1818, "active_positive": 2, "active_positive_min": 1, "active_above_vwap": 1, "active_total": 11, "sample_total": 131, "dominant_theme": "发电设备", "dominant_theme_share": 0.2968, "dominant_theme_basis": "amount", "official_symbol_whitelist": [], "structural_hot_themes": [ { "theme": "汽车制造", "count": 2, "top_symbols": [ "SZSE.002536", "SHSE.601058" ], "top_return_pct": 5.9854 } ], "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_72%" ], "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": 9.929078014184412, "last": 10.85, "vwap": 11.089790662119253, "above_vwap": false, "amount": 245170874.0 }, { "symbol": "SHSE.600482", "name": "中国动力", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 7.115212860970499, "last": 35.98, "vwap": 36.140488635115844, "above_vwap": false, "amount": 2040614866.0 }, { "symbol": "SHSE.600562", "name": "国睿科技", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 6.023029229406562, "last": 23.94, "vwap": 23.406058244092968, "above_vwap": true, "amount": 545326048.0 }, { "symbol": "SZSE.002536", "name": "飞龙股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.985373364126256, "last": 55.07, "vwap": 55.010222819753054, "above_vwap": true, "amount": 3610898531.0 }, { "symbol": "SHSE.601058", "name": "赛轮轮胎", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 5.863192182410426, "last": 13.0, "vwap": 12.731344086443453, "above_vwap": true, "amount": 811097381.0 }, { "symbol": "SZSE.002028", "name": "思源电气", "theme": "发电设备", "paper_scope": "active", "priority": 1, "ret_pct": 5.0581568744408, "last": 176.13, "vwap": 177.08911093730777, "above_vwap": false, "amount": 2015167829.0 }, { "symbol": "SHSE.601126", "name": "四方股份", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 4.29310344827587, "last": 60.49, "vwap": 61.21338859042164, "above_vwap": false, "amount": 1464132435.0 }, { "symbol": "SHSE.600875", "name": "东方电气", "theme": "发电设备", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.842159916926269, "last": 30.0, "vwap": 30.196932136553617, "above_vwap": false, "amount": 2301142115.0 }, { "symbol": "SZSE.002771", "name": "真视通", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.821196827685669, "last": 14.4, "vwap": 14.117669546516371, "above_vwap": true, "amount": 342665487.0 }, { "symbol": "SZSE.300345", "name": "华民股份", "theme": "军民融合", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.594351732991008, "last": 8.07, "vwap": 8.202483271777595, "above_vwap": false, "amount": 424632716.0 }, { "symbol": "SZSE.002715", "name": "登云股份", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.258655804480659, "last": 15.21, "vwap": 14.88827001364632, "above_vwap": true, "amount": 129830181.0 }, { "symbol": "SHSE.600166", "name": "福田汽车", "theme": "汽车制造", "paper_scope": "conditional_watch", "priority": 999, "ret_pct": 3.205128205128216, "last": 3.22, "vwap": 3.2205171336300196, "above_vwap": false, "amount": 442666199.0 } ] }, "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_72%" ], "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": "2026-07-06T13:45:37", "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": "2026-07-06T13:45:37", "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": 26.449, "price_vs_vwap_pct": -2.0757, "energy_floor_hint_yi": null, "minute_energy": null, "suggested_position_pct": 12.0, "target_position_pct": null, "target_amount": null, "current_position_value": null, "cash_before_order": null, "sizing_reason": null, "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 25.9, "ts": "2026-07-06T13:45:34", "prev_close": 26.08, "open": 25.79, "high": 27.33, "low": 25.55, "bid1": 25.9, "ask1": 25.92, "bid_qty1": 501, "ask_qty1": 95 }, "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": "2026-07-06T13:45:37", "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": 177.0891, "price_vs_vwap_pct": -0.5416, "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": 0.0453, "prev_amount_yi": 0.0874, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5183, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 176.1, "high": 176.1, "low": 176.07, "close": 176.07, "amount_yi": 0.0092 }, { "time": "13:44", "open": 176.06, "high": 176.09, "low": 176.06, "close": 176.09, "amount_yi": 0.0176 }, { "time": "13:45", "open": 176.18, "high": 176.18, "low": 176.13, "close": 176.13, "amount_yi": 0.0185 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 176.13, "ts": "2026-07-06T13:45:36", "prev_close": 167.65, "open": 169.0, "high": 179.8, "low": 168.93, "bid1": 176.11, "ask1": 176.13, "bid_qty1": 1, "ask_qty1": 3 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.300428:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.300428:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.300428", "name": "立中集团", "side": "BUY", "priority": "P2", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 19.88, "exec_low": 19.88, "exec_high": 20.48, "invalid_price": 19.28, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 19.0491, "price_vs_vwap_pct": -1.7801, "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": 0.0124, "prev_amount_yi": 0.0224, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5536, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 18.66, "high": 18.71, "low": 18.66, "close": 18.71, "amount_yi": 0.0079 }, { "time": "13:44", "open": 18.7, "high": 18.72, "low": 18.7, "close": 18.72, "amount_yi": 0.0031 }, { "time": "13:45", "open": 18.71, "high": 18.71, "low": 18.71, "close": 18.71, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 18.71, "ts": "2026-07-06T13:45:36", "prev_close": 19.38, "open": 19.38, "high": 19.46, "low": 18.66, "bid1": 18.7, "ask1": 18.72, "bid_qty1": 74, "ask_qty1": 11 }, "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": "2026-07-06T13:45:37", "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": 13.5955, "price_vs_vwap_pct": -2.3942, "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": 0.0409, "prev_amount_yi": 0.0495, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8263, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 13.23, "high": 13.23, "low": 13.23, "close": 13.23, "amount_yi": 0.0143 }, { "time": "13:44", "open": 13.24, "high": 13.25, "low": 13.24, "close": 13.25, "amount_yi": 0.0093 }, { "time": "13:45", "open": 13.28, "high": 13.28, "low": 13.27, "close": 13.27, "amount_yi": 0.0173 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 13.27, "ts": "2026-07-06T13:45:36", "prev_close": 14.22, "open": 13.92, "high": 14.07, "low": 13.18, "bid1": 13.26, "ask1": 13.27, "bid_qty1": 185, "ask_qty1": 38 }, "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": "2026-07-06T13:45:37", "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": 3.1548, "intraday_vwap": 37.6997, "price_vs_vwap_pct": 0.0538, "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": 37.72, "ts": "2026-07-06T13:45:36", "prev_close": 37.15, "open": 36.95, "high": 38.09, "low": 36.95, "bid1": 37.71, "ask1": 37.72, "bid_qty1": 53, "ask_qty1": 8 }, "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": "2026-07-06T13:45:37", "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": 29.9997, "price_vs_vwap_pct": -2.7657, "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": 0.0313, "prev_amount_yi": 0.0207, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.5121, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 29.11, "high": 29.19, "low": 29.11, "close": 29.19, "amount_yi": 0.0205 }, { "time": "13:44", "open": 29.15, "high": 29.18, "low": 29.15, "close": 29.18, "amount_yi": 0.0057 }, { "time": "13:45", "open": 29.18, "high": 29.18, "low": 29.17, "close": 29.17, "amount_yi": 0.0051 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 29.17, "ts": "2026-07-06T13:45:36", "prev_close": 30.83, "open": 30.9, "high": 30.99, "low": 29.03, "bid1": 29.17, "ask1": 29.18, "bid_qty1": 38, "ask_qty1": 1 }, "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": "2026-07-06T13:45:37", "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": 26.1016, "price_vs_vwap_pct": -2.688, "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": 0.013, "prev_amount_yi": 0.0138, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.942, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 25.36, "high": 25.38, "low": 25.36, "close": 25.38, "amount_yi": 0.0055 }, { "time": "13:44", "open": 25.39, "high": 25.42, "low": 25.39, "close": 25.42, "amount_yi": 0.004 }, { "time": "13:45", "open": 25.43, "high": 25.43, "low": 25.4, "close": 25.4, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 25.4, "ts": "2026-07-06T13:45:27", "prev_close": 27.02, "open": 26.75, "high": 27.49, "low": 25.22, "bid1": 25.39, "ask1": 25.4, "bid_qty1": 7, "ask_qty1": 20 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002031:SECOND_WAVE_BREAK_VWAP:BUY", "plan_id": "20260703:SZSE.002031:SECOND_WAVE_BREAK_VWAP", "symbol": "SZSE.002031", "name": "巨轮智能", "side": "BUY", "priority": "P7", "status": "CANCELLED", "template_key": "SECOND_WAVE_BREAK_VWAP", "trigger_price": 6.3, "exec_low": 6.3, "exec_high": 6.49, "invalid_price": 6.11, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 5.8668, "price_vs_vwap_pct": -1.9909, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 3, "bar_count": 3, "min_samples": 2, "amount_yi": 0.0416, "prev_amount_yi": 0.0321, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.296, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 5.74, "high": 5.74, "low": 5.73, "close": 5.73, "amount_yi": 0.0166 }, { "time": "13:44", "open": 5.74, "high": 5.75, "low": 5.74, "close": 5.75, "amount_yi": 0.0125 }, { "time": "13:45", "open": 5.75, "high": 5.75, "low": 5.75, "close": 5.75, "amount_yi": 0.0125 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 5.75, "ts": "2026-07-06T13:45:36", "prev_close": 6.22, "open": 5.95, "high": 6.05, "low": 5.68, "bid1": 5.74, "ask1": 5.75, "bid_qty1": 2423, "ask_qty1": 850 }, "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": "2026-07-06T13:45:37", "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": 48.1364, "price_vs_vwap_pct": -3.0879, "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": 0.0635, "prev_amount_yi": 0.0459, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3834, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 46.71, "high": 46.74, "low": 46.71, "close": 46.74, "amount_yi": 0.0206 }, { "time": "13:44", "open": 46.7, "high": 46.7, "low": 46.7, "close": 46.7, "amount_yi": 0.0212 }, { "time": "13:45", "open": 46.75, "high": 46.75, "low": 46.65, "close": 46.65, "amount_yi": 0.0217 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 46.65, "ts": "2026-07-06T13:45:36", "prev_close": 49.58, "open": 49.38, "high": 51.0, "low": 46.4, "bid1": 46.63, "ask1": 46.65, "bid_qty1": 3, "ask_qty1": 49 }, "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": "2026-07-06T13:45:37", "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": 23.288, "price_vs_vwap_pct": -1.1508, "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": 0.0559, "prev_amount_yi": 0.0634, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8817, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 22.98, "high": 22.99, "low": 22.98, "close": 22.99, "amount_yi": 0.0302 }, { "time": "13:44", "open": 23.02, "high": 23.02, "low": 23.02, "close": 23.02, "amount_yi": 0.0083 }, { "time": "13:45", "open": 23.03, "high": 23.03, "low": 23.02, "close": 23.02, "amount_yi": 0.0174 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 23.02, "ts": "2026-07-06T13:45:35", "prev_close": 23.45, "open": 23.5, "high": 23.69, "low": 22.9, "bid1": 23.02, "ask1": 23.03, "bid_qty1": 1, "ask_qty1": 8 }, "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": "2026-07-06T13:45:37", "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": 25.886, "price_vs_vwap_pct": -1.0276, "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": 0.065, "prev_amount_yi": 0.0403, "amount_floor_yi": 0.15, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6129, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "SECOND_WAVE_BREAK_VWAP", "bars": [ { "time": "13:43", "open": 25.59, "high": 25.6, "low": 25.59, "close": 25.6, "amount_yi": 0.0237 }, { "time": "13:44", "open": 25.61, "high": 25.61, "low": 25.6, "close": 25.6, "amount_yi": 0.0216 }, { "time": "13:45", "open": 25.64, "high": 25.64, "low": 25.62, "close": 25.62, "amount_yi": 0.0197 } ] }, "suggested_position_pct": 12.0, "target_position_pct": 12.0, "target_amount": 127692.03, "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": 25.62, "ts": "2026-07-06T13:45:36", "prev_close": 26.22, "open": 26.1, "high": 26.48, "low": 25.51, "bid1": 25.62, "ask1": 25.63, "bid_qty1": 34, "ask_qty1": 82 }, "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": "2026-07-06T13:45:37", "sim_reason": "signal_contract_missing_price_fields", "qty": 3300, "prev_close": null, "theme": "黄金概念", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": null, "max_chase_pct": 1.5, "base_exec_high": null, "dynamic_exec_high": null, "entry_zone_low": null, "entry_zone_high": null, "entry_risk_pct": null, "intraday_vwap": 26.5326, "price_vs_vwap_pct": -3.1003, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0695, "prev_amount_yi": 0.0659, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0546, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 25.78, "high": 25.78, "low": 25.75, "close": 25.75, "amount_yi": 0.0219 }, { "time": "13:42", "open": 25.72, "high": 25.72, "low": 25.72, "close": 25.72, "amount_yi": 0.0061 }, { "time": "13:43", "open": 25.75, "high": 25.75, "low": 25.74, "close": 25.74, "amount_yi": 0.0193 }, { "time": "13:44", "open": 25.74, "high": 25.74, "low": 25.74, "close": 25.74, "amount_yi": 0.0126 }, { "time": "13:45", "open": 25.71, "high": 25.71, "low": 25.71, "close": 25.71, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 25.71, "ts": "2026-07-06T13:45:36", "prev_close": 25.91, "open": 25.04, "high": 27.85, "low": 25.04, "bid1": 25.71, "ask1": 25.72, "bid_qty1": 13, "ask_qty1": 38 }, "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": "2026-07-06T13:45:37", "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": 20.7475, "price_vs_vwap_pct": -1.6267, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2612, "prev_amount_yi": 0.1981, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3185, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 20.43, "high": 20.43, "low": 20.4, "close": 20.4, "amount_yi": 0.049 }, { "time": "13:42", "open": 20.4, "high": 20.4, "low": 20.4, "close": 20.4, "amount_yi": 0.0195 }, { "time": "13:43", "open": 20.42, "high": 20.43, "low": 20.42, "close": 20.43, "amount_yi": 0.032 }, { "time": "13:44", "open": 20.42, "high": 20.45, "low": 20.42, "close": 20.45, "amount_yi": 0.1218 }, { "time": "13:45", "open": 20.42, "high": 20.42, "low": 20.41, "close": 20.41, "amount_yi": 0.0389 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 20.41, "ts": "2026-07-06T13:45:36", "prev_close": 19.84, "open": 19.7, "high": 21.47, "low": 19.38, "bid1": 20.41, "ask1": 20.42, "bid_qty1": 366, "ask_qty1": 101 }, "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": "2026-07-06T13:45:37", "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": 32.7711, "price_vs_vwap_pct": -1.7732, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2111, "prev_amount_yi": 0.3334, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6332, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 32.29, "high": 32.29, "low": 32.24, "close": 32.24, "amount_yi": 0.0572 }, { "time": "13:42", "open": 32.2, "high": 32.2, "low": 32.2, "close": 32.2, "amount_yi": 0.0245 }, { "time": "13:43", "open": 32.25, "high": 32.25, "low": 32.2, "close": 32.2, "amount_yi": 0.0263 }, { "time": "13:44", "open": 32.22, "high": 32.22, "low": 32.2, "close": 32.2, "amount_yi": 0.0403 }, { "time": "13:45", "open": 32.2, "high": 32.2, "low": 32.19, "close": 32.19, "amount_yi": 0.0628 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 32.19, "ts": "2026-07-06T13:45:36", "prev_close": 31.23, "open": 31.23, "high": 33.59, "low": 31.23, "bid1": 32.17, "ask1": 32.19, "bid_qty1": 244, "ask_qty1": 56 }, "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": "2026-07-06T13:45:37", "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": 10.6359, "price_vs_vwap_pct": -0.4316, "energy_floor_hint_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": 0.0324, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0741, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 10.61, "high": 10.61, "low": 10.6, "close": 10.6, "amount_yi": 0.0061 }, { "time": "13:42", "open": 10.62, "high": 10.62, "low": 10.62, "close": 10.62, "amount_yi": 0.0025 }, { "time": "13:43", "open": 10.62, "high": 10.62, "low": 10.61, "close": 10.61, "amount_yi": 0.0043 }, { "time": "13:44", "open": 10.61, "high": 10.61, "low": 10.61, "close": 10.61, "amount_yi": 0.014 }, { "time": "13:45", "open": 10.6, "high": 10.6, "low": 10.59, "close": 10.59, "amount_yi": 0.0079 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 10.59, "ts": "2026-07-06T13:45:36", "prev_close": 10.52, "open": 10.4, "high": 10.82, "low": 10.32, "bid1": 10.59, "ask1": 10.6, "bid_qty1": 2, "ask_qty1": 33 }, "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": "2026-07-06T13:45:37", "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": 20.912, "price_vs_vwap_pct": -1.4441, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1965, "prev_amount_yi": 0.1911, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0283, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 20.65, "high": 20.65, "low": 20.63, "close": 20.63, "amount_yi": 0.0427 }, { "time": "13:42", "open": 20.62, "high": 20.62, "low": 20.62, "close": 20.62, "amount_yi": 0.0112 }, { "time": "13:43", "open": 20.62, "high": 20.62, "low": 20.62, "close": 20.62, "amount_yi": 0.0414 }, { "time": "13:44", "open": 20.61, "high": 20.63, "low": 20.61, "close": 20.63, "amount_yi": 0.0709 }, { "time": "13:45", "open": 20.61, "high": 20.61, "low": 20.61, "close": 20.61, "amount_yi": 0.0303 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 20.61, "ts": "2026-07-06T13:45:35", "prev_close": 20.34, "open": 19.88, "high": 21.49, "low": 19.88, "bid1": 20.6, "ask1": 20.61, "bid_qty1": 1096, "ask_qty1": 30 }, "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": "2026-07-06T13:45:37", "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": 25.4222, "price_vs_vwap_pct": -3.7455, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1772, "prev_amount_yi": 0.163, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0871, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 24.5, "high": 24.5, "low": 24.5, "close": 24.5, "amount_yi": 0.0343 }, { "time": "13:42", "open": 24.49, "high": 24.49, "low": 24.49, "close": 24.49, "amount_yi": 0.0191 }, { "time": "13:43", "open": 24.5, "high": 24.5, "low": 24.5, "close": 24.5, "amount_yi": 0.036 }, { "time": "13:44", "open": 24.49, "high": 24.49, "low": 24.49, "close": 24.49, "amount_yi": 0.0472 }, { "time": "13:45", "open": 24.5, "high": 24.5, "low": 24.47, "close": 24.47, "amount_yi": 0.0406 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 24.47, "ts": "2026-07-06T13:45:36", "prev_close": 25.93, "open": 25.23, "high": 26.6, "low": 24.42, "bid1": 24.47, "ask1": 24.48, "bid_qty1": 116, "ask_qty1": 185 }, "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": "2026-07-06T13:45:37", "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": 3.5488, "intraday_vwap": 28.6255, "price_vs_vwap_pct": -0.6131, "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": 0.7531, "prev_amount_yi": 1.0208, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 28.49, "high": 28.49, "low": 28.49, "close": 28.49, "amount_yi": 0.1608 }, { "time": "13:42", "open": 28.47, "high": 28.47, "low": 28.47, "close": 28.47, "amount_yi": 0.1498 }, { "time": "13:43", "open": 28.47, "high": 28.47, "low": 28.46, "close": 28.46, "amount_yi": 0.1036 }, { "time": "13:44", "open": 28.48, "high": 28.48, "low": 28.47, "close": 28.47, "amount_yi": 0.1644 }, { "time": "13:45", "open": 28.47, "high": 28.47, "low": 28.45, "close": 28.45, "amount_yi": 0.1745 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 28.45, "ts": "2026-07-06T13:45:35", "prev_close": 27.82, "open": 27.64, "high": 29.19, "low": 27.62, "bid1": 28.45, "ask1": 28.46, "bid_qty1": 36, "ask_qty1": 40 }, "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": "2026-07-06T13:45:37", "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": 11.602, "price_vs_vwap_pct": -1.7411, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0596, "prev_amount_yi": 0.0369, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6152, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0143 }, { "time": "13:42", "open": 11.4, "high": 11.4, "low": 11.4, "close": 11.4, "amount_yi": 0.0039 }, { "time": "13:43", "open": 11.4, "high": 11.41, "low": 11.4, "close": 11.41, "amount_yi": 0.0108 }, { "time": "13:44", "open": 11.41, "high": 11.41, "low": 11.41, "close": 11.41, "amount_yi": 0.0093 }, { "time": "13:45", "open": 11.41, "high": 11.41, "low": 11.4, "close": 11.4, "amount_yi": 0.0213 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 11.46, "open": 11.4, "high": 11.95, "low": 11.31, "bid1": 11.4, "ask1": 11.41, "bid_qty1": 126, "ask_qty1": 23 }, "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": "2026-07-06T13:45:37", "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": 4.3367, "price_vs_vwap_pct": -1.0769, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0012, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 4.3, "high": 4.3, "low": 4.29, "close": 4.29, "amount_yi": 0.0007 }, { "time": "13:40", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0001 }, { "time": "13:41", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0002 }, { "time": "13:43", "open": 4.29, "high": 4.29, "low": 4.29, "close": 4.29, "amount_yi": 0.0001 }, { "time": "13:44", "open": 4.28, "high": 4.29, "low": 4.28, "close": 4.29, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:33", "prev_close": 4.33, "open": 4.32, "high": 4.39, "low": 4.28, "bid1": 4.28, "ask1": 4.29, "bid_qty1": 5119, "ask_qty1": 421 }, "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": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 9900, "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": 8.9188, "price_vs_vwap_pct": -4.023, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1526, "prev_amount_yi": 0.1822, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8375, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 8.59, "high": 8.59, "low": 8.59, "close": 8.59, "amount_yi": 0.0256 }, { "time": "13:42", "open": 8.58, "high": 8.58, "low": 8.58, "close": 8.58, "amount_yi": 0.0123 }, { "time": "13:43", "open": 8.55, "high": 8.56, "low": 8.55, "close": 8.56, "amount_yi": 0.0484 }, { "time": "13:44", "open": 8.56, "high": 8.57, "low": 8.56, "close": 8.57, "amount_yi": 0.0246 }, { "time": "13:45", "open": 8.56, "high": 8.56, "low": 8.56, "close": 8.56, "amount_yi": 0.0417 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 8.56, "ts": "2026-07-06T13:45:36", "prev_close": 8.44, "open": 8.41, "high": 9.28, "low": 8.31, "bid1": 8.55, "ask1": 8.56, "bid_qty1": 3759, "ask_qty1": 25 }, "previous_state": "OBSERVE", "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": "2026-07-06T13:45:37", "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": 13.7918, "price_vs_vwap_pct": -3.0583, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0248, "prev_amount_yi": 0.038, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6526, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 13.4, "high": 13.4, "low": 13.39, "close": 13.39, "amount_yi": 0.0039 }, { "time": "13:42", "open": 13.4, "high": 13.4, "low": 13.4, "close": 13.4, "amount_yi": 0.0019 }, { "time": "13:43", "open": 13.4, "high": 13.4, "low": 13.39, "close": 13.39, "amount_yi": 0.004 }, { "time": "13:44", "open": 13.39, "high": 13.39, "low": 13.39, "close": 13.39, "amount_yi": 0.0109 }, { "time": "13:45", "open": 13.39, "high": 13.39, "low": 13.37, "close": 13.37, "amount_yi": 0.0041 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.37, "ts": "2026-07-06T13:45:36", "prev_close": 13.73, "open": 13.59, "high": 14.24, "low": 13.33, "bid1": 13.37, "ask1": 13.38, "bid_qty1": 195, "ask_qty1": 104 }, "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": "2026-07-06T13:45:37", "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": 3.4433, "intraday_vwap": 34.664, "price_vs_vwap_pct": -0.3, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0111, "prev_amount_yi": 0.0023, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.8261, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 34.62, "high": 34.62, "low": 34.61, "close": 34.61, "amount_yi": 0.0016 }, { "time": "13:41", "open": 34.62, "high": 34.63, "low": 34.62, "close": 34.63, "amount_yi": 0.0007 }, { "time": "13:43", "open": 34.64, "high": 34.64, "low": 34.63, "close": 34.63, "amount_yi": 0.0003 }, { "time": "13:44", "open": 34.63, "high": 34.64, "low": 34.63, "close": 34.64, "amount_yi": 0.002 }, { "time": "13:45", "open": 34.62, "high": 34.62, "low": 34.56, "close": 34.56, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 34.56, "ts": "2026-07-06T13:45:36", "prev_close": 34.13, "open": 34.0, "high": 35.08, "low": 33.73, "bid1": 34.55, "ask1": 34.56, "bid_qty1": 4, "ask_qty1": 2 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002721:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002721:VWAP_RECLAIM", "symbol": "SZSE.002721", "name": "金一文化", "side": "BUY", "priority": "W12", "status": "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": "2026-07-06T13:45:37", "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": 2.3067, "price_vs_vwap_pct": -1.591, "energy_floor_hint_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": 0.0061, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1967, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0001 }, { "time": "13:42", "open": 2.28, "high": 2.28, "low": 2.28, "close": 2.28, "amount_yi": 0.0098 }, { "time": "13:43", "open": 2.28, "high": 2.28, "low": 2.27, "close": 2.27, "amount_yi": 0.0002 }, { "time": "13:44", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0014 }, { "time": "13:45", "open": 2.27, "high": 2.27, "low": 2.27, "close": 2.27, "amount_yi": 0.0019 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 2.27, "ts": "2026-07-06T13:45:36", "prev_close": 2.33, "open": 2.33, "high": 2.36, "low": 2.25, "bid1": 2.26, "ask1": 2.27, "bid_qty1": 5875, "ask_qty1": 502 }, "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": "2026-07-06T13:45:37", "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": 15.1761, "price_vs_vwap_pct": -3.6643, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1265, "prev_amount_yi": 0.0961, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3163, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 14.65, "high": 14.65, "low": 14.65, "close": 14.65, "amount_yi": 0.0318 }, { "time": "13:42", "open": 14.64, "high": 14.64, "low": 14.64, "close": 14.64, "amount_yi": 0.0187 }, { "time": "13:43", "open": 14.65, "high": 14.65, "low": 14.63, "close": 14.63, "amount_yi": 0.0212 }, { "time": "13:44", "open": 14.65, "high": 14.66, "low": 14.65, "close": 14.66, "amount_yi": 0.0152 }, { "time": "13:45", "open": 14.66, "high": 14.66, "low": 14.62, "close": 14.62, "amount_yi": 0.0396 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 14.62, "ts": "2026-07-06T13:45:36", "prev_close": 15.24, "open": 15.3, "high": 15.75, "low": 14.58, "bid1": 14.62, "ask1": 14.63, "bid_qty1": 687, "ask_qty1": 341 }, "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": "2026-07-06T13:45:37", "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": 2.4241, "price_vs_vwap_pct": -1.8192, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0038, "prev_amount_yi": 0.0087, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4368, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 2.38, "high": 2.38, "low": 2.38, "close": 2.38, "amount_yi": 0.0003 }, { "time": "13:41", "open": 2.37, "high": 2.37, "low": 2.37, "close": 2.37, "amount_yi": 0.0003 }, { "time": "13:43", "open": 2.37, "high": 2.38, "low": 2.37, "close": 2.38, "amount_yi": 0.0021 }, { "time": "13:44", "open": 2.38, "high": 2.39, "low": 2.38, "close": 2.39, "amount_yi": 0.001 }, { "time": "13:45", "open": 2.39, "high": 2.39, "low": 2.38, "close": 2.38, "amount_yi": 0.0001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:30", "prev_close": 2.45, "open": 2.44, "high": 2.49, "low": 2.37, "bid1": 2.38, "ask1": 2.39, "bid_qty1": 2047, "ask_qty1": 1090 }, "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": "2026-07-06T13:45:37", "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": 3.4855, "price_vs_vwap_pct": -0.1578, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0032, "prev_amount_yi": 0.0031, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0323, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0003 }, { "time": "13:41", "open": 3.47, "high": 3.48, "low": 3.47, "close": 3.48, "amount_yi": 0.0005 }, { "time": "13:42", "open": 3.48, "high": 3.48, "low": 3.48, "close": 3.48, "amount_yi": 0.0001 }, { "time": "13:44", "open": 3.47, "high": 3.47, "low": 3.47, "close": 3.47, "amount_yi": 0.0001 }, { "time": "13:45", "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": 85128.02, "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": "2026-07-06T13:45:33", "prev_close": 3.47, "open": 3.47, "high": 3.52, "low": 3.46, "bid1": 3.47, "ask1": 3.48, "bid_qty1": 307, "ask_qty1": 263 }, "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": "2026-07-06T13:45:37", "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": 4.3088, "price_vs_vwap_pct": 0.0278, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0087, "prev_amount_yi": 0.0015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 5.8, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0011 }, { "time": "13:42", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0001 }, { "time": "13:43", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0004 }, { "time": "13:44", "open": 4.31, "high": 4.32, "low": 4.31, "close": 4.32, "amount_yi": 0.0012 }, { "time": "13:45", "open": 4.31, "high": 4.31, "low": 4.31, "close": 4.31, "amount_yi": 0.0059 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:34", "prev_close": 4.28, "open": 4.29, "high": 4.34, "low": 4.26, "bid1": 4.31, "ask1": 4.32, "bid_qty1": 156, "ask_qty1": 2161 }, "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": "2026-07-06T13:45:37", "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": 14.2617, "price_vs_vwap_pct": -2.6063, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0675, "prev_amount_yi": 0.1162, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5809, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 13.87, "high": 13.87, "low": 13.86, "close": 13.86, "amount_yi": 0.02 }, { "time": "13:42", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0078 }, { "time": "13:43", "open": 13.84, "high": 13.9, "low": 13.84, "close": 13.9, "amount_yi": 0.0197 }, { "time": "13:44", "open": 13.9, "high": 13.9, "low": 13.89, "close": 13.89, "amount_yi": 0.0095 }, { "time": "13:45", "open": 13.9, "high": 13.9, "low": 13.89, "close": 13.89, "amount_yi": 0.0105 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.89, "ts": "2026-07-06T13:45:36", "prev_close": 14.65, "open": 14.52, "high": 14.77, "low": 13.62, "bid1": 13.89, "ask1": 13.9, "bid_qty1": 141, "ask_qty1": 402 }, "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": "2026-07-06T13:45:37", "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": 10.0395, "price_vs_vwap_pct": -3.5809, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.068, "prev_amount_yi": 0.0638, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0658, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 9.67, "high": 9.67, "low": 9.67, "close": 9.67, "amount_yi": 0.0128 }, { "time": "13:42", "open": 9.68, "high": 9.68, "low": 9.68, "close": 9.68, "amount_yi": 0.0043 }, { "time": "13:43", "open": 9.68, "high": 9.69, "low": 9.68, "close": 9.69, "amount_yi": 0.0157 }, { "time": "13:44", "open": 9.7, "high": 9.7, "low": 9.68, "close": 9.68, "amount_yi": 0.0214 }, { "time": "13:45", "open": 9.67, "high": 9.68, "low": 9.67, "close": 9.68, "amount_yi": 0.0138 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.68, "ts": "2026-07-06T13:45:36", "prev_close": 10.63, "open": 10.39, "high": 10.62, "low": 9.63, "bid1": 9.67, "ask1": 9.68, "bid_qty1": 825, "ask_qty1": 104 }, "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": "2026-07-06T13:45:37", "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": 38.1893, "price_vs_vwap_pct": -0.4171, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.27, "prev_amount_yi": 0.192, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4062, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 38.07, "high": 38.08, "low": 38.07, "close": 38.08, "amount_yi": 0.0382 }, { "time": "13:42", "open": 38.06, "high": 38.06, "low": 38.06, "close": 38.06, "amount_yi": 0.0587 }, { "time": "13:43", "open": 38.01, "high": 38.01, "low": 38.0, "close": 38.0, "amount_yi": 0.0613 }, { "time": "13:44", "open": 37.98, "high": 37.99, "low": 37.98, "close": 37.99, "amount_yi": 0.0426 }, { "time": "13:45", "open": 37.99, "high": 38.03, "low": 37.99, "close": 38.03, "amount_yi": 0.0692 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 38.03, "ts": "2026-07-06T13:45:36", "prev_close": 37.35, "open": 38.0, "high": 39.49, "low": 37.3, "bid1": 38.03, "ask1": 38.04, "bid_qty1": 73, "ask_qty1": 3 }, "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": "2026-07-06T13:45:37", "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": 6.2183, "price_vs_vwap_pct": -3.3498, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0813, "prev_amount_yi": 0.0834, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9748, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 6.0, "high": 6.01, "low": 6.0, "close": 6.01, "amount_yi": 0.0207 }, { "time": "13:42", "open": 6.0, "high": 6.0, "low": 6.0, "close": 6.0, "amount_yi": 0.0078 }, { "time": "13:43", "open": 6.0, "high": 6.01, "low": 6.0, "close": 6.01, "amount_yi": 0.0207 }, { "time": "13:44", "open": 6.01, "high": 6.01, "low": 6.01, "close": 6.01, "amount_yi": 0.0122 }, { "time": "13:45", "open": 6.01, "high": 6.01, "low": 6.01, "close": 6.01, "amount_yi": 0.0199 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.01, "ts": "2026-07-06T13:45:36", "prev_close": 6.51, "open": 6.36, "high": 6.54, "low": 5.97, "bid1": 6.0, "ask1": 6.01, "bid_qty1": 3249, "ask_qty1": 533 }, "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": "2026-07-06T13:45:37", "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": 10.6004, "price_vs_vwap_pct": -1.7962, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0293, "prev_amount_yi": 0.0299, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9799, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 10.41, "high": 10.41, "low": 10.4, "close": 10.4, "amount_yi": 0.0033 }, { "time": "13:42", "open": 10.4, "high": 10.4, "low": 10.4, "close": 10.4, "amount_yi": 0.0008 }, { "time": "13:43", "open": 10.4, "high": 10.4, "low": 10.4, "close": 10.4, "amount_yi": 0.0123 }, { "time": "13:44", "open": 10.4, "high": 10.4, "low": 10.4, "close": 10.4, "amount_yi": 0.0056 }, { "time": "13:45", "open": 10.41, "high": 10.41, "low": 10.41, "close": 10.41, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 10.72, "open": 10.71, "high": 10.82, "low": 10.37, "bid1": 10.41, "ask1": 10.42, "bid_qty1": 85, "ask_qty1": 74 }, "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": "2026-07-06T13:45:37", "sim_reason": "minute_energy_amount_too_low", "qty": 3800, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.52, "max_chase_pct": 1.5, "base_exec_high": 11.35, "dynamic_exec_high": null, "entry_zone_low": 11.01, "entry_zone_high": 11.35, "entry_risk_pct": 3.1278, "intraday_vwap": 11.161, "price_vs_vwap_pct": 0.2598, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0064, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7033, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 11.19, "high": 11.2, "low": 11.19, "close": 11.2, "amount_yi": 0.0022 }, { "time": "13:42", "open": 11.21, "high": 11.21, "low": 11.21, "close": 11.21, "amount_yi": 0.0006 }, { "time": "13:43", "open": 11.2, "high": 11.2, "low": 11.2, "close": 11.2, "amount_yi": 0.0004 }, { "time": "13:44", "open": 11.19, "high": 11.19, "low": 11.19, "close": 11.19, "amount_yi": 0.0021 }, { "time": "13:45", "open": 11.19, "high": 11.19, "low": 11.19, "close": 11.19, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 11.19, "ts": "2026-07-06T13:45:36", "prev_close": 11.03, "open": 11.04, "high": 11.26, "low": 10.93, "bid1": 11.18, "ask1": 11.19, "bid_qty1": 85, "ask_qty1": 8 }, "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": "2026-07-06T13:45:37", "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": 10.0527, "price_vs_vwap_pct": -1.6185, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0362, "prev_amount_yi": 0.0418, "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": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.89, "high": 9.9, "low": 9.89, "close": 9.9, "amount_yi": 0.0075 }, { "time": "13:42", "open": 9.88, "high": 9.88, "low": 9.88, "close": 9.88, "amount_yi": 0.0039 }, { "time": "13:43", "open": 9.86, "high": 9.88, "low": 9.86, "close": 9.88, "amount_yi": 0.0081 }, { "time": "13:44", "open": 9.89, "high": 9.89, "low": 9.88, "close": 9.88, "amount_yi": 0.0052 }, { "time": "13:45", "open": 9.89, "high": 9.89, "low": 9.89, "close": 9.89, "amount_yi": 0.0115 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 9.89, "ts": "2026-07-06T13:45:36", "prev_close": 9.95, "open": 10.01, "high": 10.38, "low": 9.8, "bid1": 9.89, "ask1": 9.9, "bid_qty1": 79, "ask_qty1": 155 }, "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": "2026-07-06T13:45:37", "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": 8.1631, "price_vs_vwap_pct": -2.8555, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1798, "prev_amount_yi": 0.1877, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9579, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 7.9, "high": 7.9, "low": 7.9, "close": 7.9, "amount_yi": 0.0493 }, { "time": "13:42", "open": 7.87, "high": 7.87, "low": 7.87, "close": 7.87, "amount_yi": 0.0353 }, { "time": "13:43", "open": 7.88, "high": 7.89, "low": 7.88, "close": 7.89, "amount_yi": 0.0169 }, { "time": "13:44", "open": 7.9, "high": 7.9, "low": 7.9, "close": 7.9, "amount_yi": 0.0427 }, { "time": "13:45", "open": 7.95, "high": 7.95, "low": 7.93, "close": 7.93, "amount_yi": 0.0356 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 7.93, "ts": "2026-07-06T13:45:36", "prev_close": 8.52, "open": 8.43, "high": 8.72, "low": 7.85, "bid1": 7.92, "ask1": 7.93, "bid_qty1": 204, "ask_qty1": 585 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "sim_reason": "near_trigger", "qty": 17400, "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": 4.8625, "price_vs_vwap_pct": 0.3599, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0349, "prev_amount_yi": 0.0151, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.3113, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.017 }, { "time": "13:42", "open": 4.88, "high": 4.88, "low": 4.88, "close": 4.88, "amount_yi": 0.0011 }, { "time": "13:43", "open": 4.89, "high": 4.89, "low": 4.88, "close": 4.88, "amount_yi": 0.0048 }, { "time": "13:44", "open": 4.89, "high": 4.89, "low": 4.88, "close": 4.88, "amount_yi": 0.0033 }, { "time": "13:45", "open": 4.89, "high": 4.89, "low": 4.88, "close": 4.88, "amount_yi": 0.0087 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 4.88, "ts": "2026-07-06T13:45:36", "prev_close": 4.85, "open": 4.85, "high": 5.0, "low": 4.76, "bid1": 4.88, "ask1": 4.89, "bid_qty1": 231, "ask_qty1": 327 }, "previous_state": "OBSERVE", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "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": 30.1969, "price_vs_vwap_pct": -0.6521, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1485, "prev_amount_yi": 0.1601, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 30.07, "high": 30.09, "low": 30.07, "close": 30.09, "amount_yi": 0.0609 }, { "time": "13:42", "open": 30.02, "high": 30.02, "low": 30.02, "close": 30.02, "amount_yi": 0.0152 }, { "time": "13:43", "open": 30.01, "high": 30.03, "low": 30.01, "close": 30.03, "amount_yi": 0.0094 }, { "time": "13:44", "open": 30.04, "high": 30.04, "low": 30.03, "close": 30.03, "amount_yi": 0.0253 }, { "time": "13:45", "open": 30.03, "high": 30.03, "low": 30.0, "close": 30.0, "amount_yi": 0.0377 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 30.0, "ts": "2026-07-06T13:45:36", "prev_close": 28.89, "open": 29.29, "high": 30.89, "low": 29.1, "bid1": 30.0, "ask1": 30.01, "bid_qty1": 333, "ask_qty1": 32 }, "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": "2026-07-06T13:45:37", "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": 18.7169, "price_vs_vwap_pct": -0.5177, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_accelerating", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1687, "prev_amount_yi": 0.1247, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3528, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 18.63, "high": 18.63, "low": 18.61, "close": 18.61, "amount_yi": 0.0845 }, { "time": "13:42", "open": 18.6, "high": 18.6, "low": 18.6, "close": 18.6, "amount_yi": 0.0165 }, { "time": "13:43", "open": 18.6, "high": 18.6, "low": 18.6, "close": 18.6, "amount_yi": 0.0144 }, { "time": "13:44", "open": 18.61, "high": 18.62, "low": 18.61, "close": 18.62, "amount_yi": 0.0117 }, { "time": "13:45", "open": 18.64, "high": 18.64, "low": 18.62, "close": 18.62, "amount_yi": 0.0416 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 18.62, "ts": "2026-07-06T13:45:36", "prev_close": 18.28, "open": 18.48, "high": 19.36, "low": 18.18, "bid1": 18.6, "ask1": 18.61, "bid_qty1": 396, "ask_qty1": 40 }, "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": "2026-07-06T13:45:37", "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": 24.2212, "price_vs_vwap_pct": -2.1105, "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": 0.3019, "prev_amount_yi": 0.3547, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8511, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 23.7, "high": 23.78, "low": 23.7, "close": 23.78, "amount_yi": 0.0546 }, { "time": "13:42", "open": 23.72, "high": 23.72, "low": 23.72, "close": 23.72, "amount_yi": 0.0714 }, { "time": "13:43", "open": 23.71, "high": 23.71, "low": 23.7, "close": 23.7, "amount_yi": 0.0487 }, { "time": "13:44", "open": 23.7, "high": 23.7, "low": 23.67, "close": 23.67, "amount_yi": 0.0704 }, { "time": "13:45", "open": 23.7, "high": 23.71, "low": 23.7, "close": 23.71, "amount_yi": 0.0568 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 23.71, "ts": "2026-07-06T13:45:36", "prev_close": 24.59, "open": 24.73, "high": 24.98, "low": 23.52, "bid1": 23.71, "ask1": 23.72, "bid_qty1": 47, "ask_qty1": 30 }, "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": "2026-07-06T13:45:37", "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": 35.7054, "price_vs_vwap_pct": -2.8438, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.036, "prev_amount_yi": 0.0332, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0843, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 34.79, "high": 34.79, "low": 34.77, "close": 34.77, "amount_yi": 0.0084 }, { "time": "13:42", "open": 34.75, "high": 34.75, "low": 34.75, "close": 34.75, "amount_yi": 0.0017 }, { "time": "13:43", "open": 34.71, "high": 34.75, "low": 34.71, "close": 34.75, "amount_yi": 0.0094 }, { "time": "13:44", "open": 34.79, "high": 34.79, "low": 34.77, "close": 34.77, "amount_yi": 0.0055 }, { "time": "13:45", "open": 34.82, "high": 34.82, "low": 34.69, "close": 34.69, "amount_yi": 0.011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 34.69, "ts": "2026-07-06T13:45:36", "prev_close": 38.29, "open": 38.0, "high": 38.38, "low": 34.18, "bid1": 34.68, "ask1": 34.69, "bid_qty1": 6, "ask_qty1": 3 }, "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": "2026-07-06T13:45:37", "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": 9.8163, "price_vs_vwap_pct": -1.8979, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0013, "prev_amount_yi": 0.011, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.1182, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0002 }, { "time": "13:42", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.0001 }, { "time": "13:43", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0001 }, { "time": "13:44", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0003 }, { "time": "13:45", "open": 9.63, "high": 9.63, "low": 9.63, "close": 9.63, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 9.63, "ts": "2026-07-06T13:45:36", "prev_close": 9.83, "open": 9.71, "high": 10.05, "low": 9.58, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 90, "ask_qty1": 10 }, "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": "2026-07-06T13:45:37", "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": 7.9178, "price_vs_vwap_pct": -0.3511, "energy_floor_hint_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": 0.0113, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3009, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 7.91, "high": 7.91, "low": 7.9, "close": 7.9, "amount_yi": 0.0006 }, { "time": "13:42", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.0014 }, { "time": "13:43", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.001 }, { "time": "13:44", "open": 7.89, "high": 7.89, "low": 7.89, "close": 7.89, "amount_yi": 0.0002 }, { "time": "13:45", "open": 7.9, "high": 7.9, "low": 7.89, "close": 7.89, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:35", "prev_close": 7.96, "open": 7.99, "high": 8.12, "low": 7.81, "bid1": 7.89, "ask1": 7.9, "bid_qty1": 90, "ask_qty1": 235 }, "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": "2026-07-06T13:45:37", "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": 17.7369, "price_vs_vwap_pct": -0.941, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0228, "prev_amount_yi": 0.0169, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3491, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 17.55, "high": 17.55, "low": 17.55, "close": 17.55, "amount_yi": 0.0008 }, { "time": "13:42", "open": 17.55, "high": 17.55, "low": 17.55, "close": 17.55, "amount_yi": 0.0045 }, { "time": "13:43", "open": 17.54, "high": 17.55, "low": 17.54, "close": 17.55, "amount_yi": 0.0037 }, { "time": "13:44", "open": 17.55, "high": 17.57, "low": 17.55, "close": 17.57, "amount_yi": 0.007 }, { "time": "13:45", "open": 17.58, "high": 17.58, "low": 17.57, "close": 17.57, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 17.57, "ts": "2026-07-06T13:45:34", "prev_close": 17.69, "open": 17.65, "high": 18.08, "low": 17.48, "bid1": 17.56, "ask1": 17.57, "bid_qty1": 142, "ask_qty1": 39 }, "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": "2026-07-06T13:45:37", "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": 5.566, "price_vs_vwap_pct": -1.0061, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0239, "prev_amount_yi": 0.007, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4143, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0203 }, { "time": "13:42", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0002 }, { "time": "13:43", "open": 5.5, "high": 5.51, "low": 5.5, "close": 5.51, "amount_yi": 0.0005 }, { "time": "13:44", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0013 }, { "time": "13:45", "open": 5.51, "high": 5.51, "low": 5.51, "close": 5.51, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.51, "ts": "2026-07-06T13:45:36", "prev_close": 5.62, "open": 5.62, "high": 5.68, "low": 5.48, "bid1": 5.51, "ask1": 5.52, "bid_qty1": 21, "ask_qty1": 325 }, "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": "2026-07-06T13:45:37", "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": 2.2116, "price_vs_vwap_pct": -1.881, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0024, "prev_amount_yi": 0.0015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.6, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 2.18, "high": 2.18, "low": 2.17, "close": 2.17, "amount_yi": 0.0001 }, { "time": "13:42", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0001 }, { "time": "13:43", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0003 }, { "time": "13:44", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0007 }, { "time": "13:45", "open": 2.17, "high": 2.17, "low": 2.17, "close": 2.17, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 2.19, "open": 2.2, "high": 2.26, "low": 2.16, "bid1": 2.17, "ask1": 2.18, "bid_qty1": 5713, "ask_qty1": 2591 }, "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": "2026-07-06T13:45:37", "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": 6.5374, "price_vs_vwap_pct": -1.7958, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0346, "prev_amount_yi": 0.0413, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.41, "high": 6.43, "low": 6.41, "close": 6.43, "amount_yi": 0.0165 }, { "time": "13:42", "open": 6.43, "high": 6.43, "low": 6.43, "close": 6.43, "amount_yi": 0.0036 }, { "time": "13:43", "open": 6.43, "high": 6.43, "low": 6.42, "close": 6.42, "amount_yi": 0.0015 }, { "time": "13:44", "open": 6.43, "high": 6.43, "low": 6.43, "close": 6.43, "amount_yi": 0.0024 }, { "time": "13:45", "open": 6.43, "high": 6.43, "low": 6.42, "close": 6.42, "amount_yi": 0.0106 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.42, "ts": "2026-07-06T13:45:36", "prev_close": 6.66, "open": 6.68, "high": 6.78, "low": 6.36, "bid1": 6.42, "ask1": 6.43, "bid_qty1": 681, "ask_qty1": 2 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "sim_reason": "near_trigger", "qty": 10400, "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": 8.1173, "price_vs_vwap_pct": 0.2796, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0124, "prev_amount_yi": 0.0201, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6169, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 8.14, "high": 8.14, "low": 8.12, "close": 8.12, "amount_yi": 0.0027 }, { "time": "13:41", "open": 8.13, "high": 8.14, "low": 8.13, "close": 8.14, "amount_yi": 0.0041 }, { "time": "13:43", "open": 8.14, "high": 8.14, "low": 8.13, "close": 8.13, "amount_yi": 0.0003 }, { "time": "13:44", "open": 8.14, "high": 8.14, "low": 8.13, "close": 8.13, "amount_yi": 0.0005 }, { "time": "13:45", "open": 8.14, "high": 8.14, "low": 8.14, "close": 8.14, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 8.14, "ts": "2026-07-06T13:45:36", "prev_close": 7.95, "open": 8.08, "high": 8.46, "low": 7.98, "bid1": 8.13, "ask1": 8.14, "bid_qty1": 837, "ask_qty1": 281 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "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": 5.8872, "price_vs_vwap_pct": -1.8209, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0101, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.886, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 5.77, "high": 5.77, "low": 5.76, "close": 5.76, "amount_yi": 0.0021 }, { "time": "13:42", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0019 }, { "time": "13:43", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.003 }, { "time": "13:44", "open": 5.77, "high": 5.77, "low": 5.77, "close": 5.77, "amount_yi": 0.0017 }, { "time": "13:45", "open": 5.78, "high": 5.78, "low": 5.78, "close": 5.78, "amount_yi": 0.0014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 5.78, "ts": "2026-07-06T13:45:36", "prev_close": 5.88, "open": 5.97, "high": 5.98, "low": 5.75, "bid1": 5.77, "ask1": 5.78, "bid_qty1": 1268, "ask_qty1": 501 }, "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": "2026-07-06T13:45:37", "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": 11.6892, "price_vs_vwap_pct": -1.7041, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.005, "prev_amount_yi": 0.0188, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.266, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0006 }, { "time": "13:42", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0008 }, { "time": "13:43", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.001 }, { "time": "13:44", "open": 11.48, "high": 11.5, "low": 11.48, "close": 11.5, "amount_yi": 0.001 }, { "time": "13:45", "open": 11.5, "high": 11.5, "low": 11.49, "close": 11.49, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 11.49, "ts": "2026-07-06T13:45:36", "prev_close": 11.73, "open": 11.74, "high": 11.92, "low": 11.45, "bid1": 11.49, "ask1": 11.5, "bid_qty1": 357, "ask_qty1": 280 }, "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": "2026-07-06T13:45:37", "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": 5.6658, "price_vs_vwap_pct": -1.3379, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.009, "prev_amount_yi": 0.0205, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.439, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 5.57, "high": 5.57, "low": 5.56, "close": 5.56, "amount_yi": 0.0027 }, { "time": "13:42", "open": 5.57, "high": 5.57, "low": 5.57, "close": 5.57, "amount_yi": 0.0005 }, { "time": "13:43", "open": 5.57, "high": 5.58, "low": 5.57, "close": 5.58, "amount_yi": 0.0028 }, { "time": "13:44", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.002 }, { "time": "13:45", "open": 5.58, "high": 5.59, "low": 5.58, "close": 5.59, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 5.59, "ts": "2026-07-06T13:45:36", "prev_close": 5.77, "open": 5.75, "high": 5.86, "low": 5.55, "bid1": 5.58, "ask1": 5.59, "bid_qty1": 113, "ask_qty1": 178 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 6.72, "exec_low": 6.82, "exec_high": 6.82, "invalid_price": 6.52, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "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": 6.5946, "price_vs_vwap_pct": -0.828, "energy_floor_hint_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": 0.0029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1379, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0003 }, { "time": "13:42", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0001 }, { "time": "13:43", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0009 }, { "time": "13:44", "open": 6.52, "high": 6.52, "low": 6.52, "close": 6.52, "amount_yi": 0.0013 }, { "time": "13:45", "open": 6.53, "high": 6.54, "low": 6.53, "close": 6.54, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.54, "ts": "2026-07-06T13:45:36", "prev_close": 6.66, "open": 6.66, "high": 6.75, "low": 6.5, "bid1": 6.52, "ask1": 6.54, "bid_qty1": 315, "ask_qty1": 40 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002560:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002560:VWAP_RECLAIM", "symbol": "SZSE.002560", "name": "通达股份", "side": "BUY", "priority": "W41", "status": "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": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "qty": 11500, "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": 7.4277, "price_vs_vwap_pct": -1.1807, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0116, "prev_amount_yi": 0.0222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5225, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 7.32, "high": 7.32, "low": 7.32, "close": 7.32, "amount_yi": 0.0017 }, { "time": "13:42", "open": 7.32, "high": 7.32, "low": 7.32, "close": 7.32, "amount_yi": 0.0013 }, { "time": "13:43", "open": 7.33, "high": 7.34, "low": 7.33, "close": 7.34, "amount_yi": 0.0029 }, { "time": "13:44", "open": 7.34, "high": 7.34, "low": 7.33, "close": 7.33, "amount_yi": 0.001 }, { "time": "13:45", "open": 7.35, "high": 7.35, "low": 7.34, "close": 7.34, "amount_yi": 0.0047 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 7.34, "ts": "2026-07-06T13:45:36", "prev_close": 7.58, "open": 7.6, "high": 7.65, "low": 7.28, "bid1": 7.33, "ask1": 7.34, "bid_qty1": 313, "ask_qty1": 30 }, "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": "2026-07-06T13:45:37", "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": 6.7716, "price_vs_vwap_pct": -1.0574, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0112, "prev_amount_yi": 0.0114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9825, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.65, "high": 6.66, "low": 6.65, "close": 6.66, "amount_yi": 0.0012 }, { "time": "13:42", "open": 6.65, "high": 6.65, "low": 6.65, "close": 6.65, "amount_yi": 0.0021 }, { "time": "13:43", "open": 6.66, "high": 6.66, "low": 6.66, "close": 6.66, "amount_yi": 0.0009 }, { "time": "13:44", "open": 6.68, "high": 6.68, "low": 6.68, "close": 6.68, "amount_yi": 0.0043 }, { "time": "13:45", "open": 6.69, "high": 6.7, "low": 6.69, "close": 6.7, "amount_yi": 0.0027 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.7, "ts": "2026-07-06T13:45:36", "prev_close": 6.83, "open": 6.86, "high": 6.97, "low": 6.63, "bid1": 6.68, "ask1": 6.7, "bid_qty1": 177, "ask_qty1": 154 }, "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": "2026-07-06T13:45:37", "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": 9.7787, "price_vs_vwap_pct": -1.7252, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.022, "prev_amount_yi": 0.027, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8148, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.002 }, { "time": "13:42", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0043 }, { "time": "13:43", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0032 }, { "time": "13:44", "open": 9.6, "high": 9.61, "low": 9.6, "close": 9.61, "amount_yi": 0.0045 }, { "time": "13:45", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.008 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:35", "prev_close": 9.95, "open": 9.95, "high": 10.06, "low": 9.56, "bid1": 9.61, "ask1": 9.62, "bid_qty1": 112, "ask_qty1": 278 }, "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": "2026-07-06T13:45:37", "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": 23.1023, "price_vs_vwap_pct": -1.4817, "energy_floor_hint_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": 0.0147, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7075, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 22.73, "high": 22.73, "low": 22.73, "close": 22.73, "amount_yi": 0.003 }, { "time": "13:42", "open": 22.72, "high": 22.72, "low": 22.72, "close": 22.72, "amount_yi": 0.0027 }, { "time": "13:43", "open": 22.72, "high": 22.78, "low": 22.72, "close": 22.78, "amount_yi": 0.0035 }, { "time": "13:44", "open": 22.78, "high": 22.79, "low": 22.78, "close": 22.79, "amount_yi": 0.0005 }, { "time": "13:45", "open": 22.77, "high": 22.77, "low": 22.76, "close": 22.76, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 22.76, "ts": "2026-07-06T13:45:36", "prev_close": 22.82, "open": 23.0, "high": 23.61, "low": 22.6, "bid1": 22.75, "ask1": 22.76, "bid_qty1": 13, "ask_qty1": 40 }, "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": "2026-07-06T13:45:37", "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": 12.4232, "price_vs_vwap_pct": -2.3601, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0315, "prev_amount_yi": 0.0317, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9937, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0103 }, { "time": "13:42", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0047 }, { "time": "13:43", "open": 12.11, "high": 12.11, "low": 12.11, "close": 12.11, "amount_yi": 0.0043 }, { "time": "13:44", "open": 12.12, "high": 12.13, "low": 12.12, "close": 12.13, "amount_yi": 0.0058 }, { "time": "13:45", "open": 12.14, "high": 12.14, "low": 12.13, "close": 12.13, "amount_yi": 0.0064 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 12.13, "ts": "2026-07-06T13:45:36", "prev_close": 12.34, "open": 12.36, "high": 12.95, "low": 12.03, "bid1": 12.12, "ask1": 12.13, "bid_qty1": 224, "ask_qty1": 10 }, "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": "2026-07-06T13:45:37", "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": 25.1422, "price_vs_vwap_pct": -0.0883, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0351, "prev_amount_yi": 0.046, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.763, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 25.11, "high": 25.11, "low": 25.1, "close": 25.1, "amount_yi": 0.0072 }, { "time": "13:42", "open": 25.11, "high": 25.11, "low": 25.11, "close": 25.11, "amount_yi": 0.0021 }, { "time": "13:43", "open": 25.1, "high": 25.12, "low": 25.1, "close": 25.12, "amount_yi": 0.0088 }, { "time": "13:44", "open": 25.11, "high": 25.12, "low": 25.11, "close": 25.12, "amount_yi": 0.0077 }, { "time": "13:45", "open": 25.12, "high": 25.12, "low": 25.12, "close": 25.12, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:34", "prev_close": 25.18, "open": 25.19, "high": 25.37, "low": 24.96, "bid1": 25.11, "ask1": 25.12, "bid_qty1": 56, "ask_qty1": 7 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.603618:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.603618:VWAP_RECLAIM", "symbol": "SHSE.603618", "name": "杭电股份", "side": "BUY", "priority": "W47", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 50.86, "exec_low": 51.62, "exec_high": 51.62, "invalid_price": 49.33, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 45.7697, "price_vs_vwap_pct": -3.648, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0274, "prev_amount_yi": 0.0371, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0045 }, { "time": "13:42", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0046 }, { "time": "13:43", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0056 }, { "time": "13:44", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0069 }, { "time": "13:45", "open": 44.1, "high": 44.1, "low": 44.1, "close": 44.1, "amount_yi": 0.0058 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:35", "prev_close": 49.0, "open": 51.0, "high": 51.99, "low": 44.1, "bid1": 0.0, "ask1": 44.1, "bid_qty1": 0, "ask_qty1": 18266 }, "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": "2026-07-06T13:45:37", "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": 11.615, "price_vs_vwap_pct": -1.0762, "energy_floor_hint_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": 0.0378, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5952, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 11.49, "high": 11.49, "low": 11.49, "close": 11.49, "amount_yi": 0.0081 }, { "time": "13:42", "open": 11.5, "high": 11.5, "low": 11.5, "close": 11.5, "amount_yi": 0.0029 }, { "time": "13:43", "open": 11.47, "high": 11.49, "low": 11.47, "close": 11.49, "amount_yi": 0.0064 }, { "time": "13:44", "open": 11.48, "high": 11.48, "low": 11.48, "close": 11.48, "amount_yi": 0.003 }, { "time": "13:45", "open": 11.48, "high": 11.49, "low": 11.48, "close": 11.49, "amount_yi": 0.0021 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 11.49, "ts": "2026-07-06T13:45:35", "prev_close": 11.57, "open": 11.52, "high": 11.86, "low": 11.31, "bid1": 11.48, "ask1": 11.49, "bid_qty1": 542, "ask_qty1": 224 }, "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": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 6300, "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": 13.1677, "price_vs_vwap_pct": 1.1566, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0174, "prev_amount_yi": 0.0502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3466, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 13.35, "high": 13.36, "low": 13.35, "close": 13.36, "amount_yi": 0.0062 }, { "time": "13:42", "open": 13.34, "high": 13.34, "low": 13.34, "close": 13.34, "amount_yi": 0.0031 }, { "time": "13:43", "open": 13.33, "high": 13.33, "low": 13.33, "close": 13.33, "amount_yi": 0.0042 }, { "time": "13:44", "open": 13.33, "high": 13.33, "low": 13.32, "close": 13.32, "amount_yi": 0.001 }, { "time": "13:45", "open": 13.33, "high": 13.33, "low": 13.32, "close": 13.32, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.32, "ts": "2026-07-06T13:45:33", "prev_close": 13.2, "open": 13.18, "high": 13.37, "low": 12.98, "bid1": 13.32, "ask1": 13.33, "bid_qty1": 5, "ask_qty1": 23 }, "previous_state": "OBSERVE", "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": "2026-07-06T13:45:37", "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": 7.1608, "price_vs_vwap_pct": -1.1284, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.004, "prev_amount_yi": 0.0073, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5479, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0001 }, { "time": "13:42", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0001 }, { "time": "13:43", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0002 }, { "time": "13:44", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0029 }, { "time": "13:45", "open": 7.08, "high": 7.08, "low": 7.08, "close": 7.08, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 7.08, "ts": "2026-07-06T13:45:30", "prev_close": 7.25, "open": 7.31, "high": 7.35, "low": 7.04, "bid1": 7.07, "ask1": 7.08, "bid_qty1": 259, "ask_qty1": 186 }, "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": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 16.58, "exec_low": 16.83, "exec_high": 16.83, "invalid_price": 16.08, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 5200, "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": 16.3303, "price_vs_vwap_pct": -0.6142, "energy_floor_hint_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": 0.124, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5081, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 16.26, "high": 16.26, "low": 16.24, "close": 16.24, "amount_yi": 0.0368 }, { "time": "13:42", "open": 16.25, "high": 16.25, "low": 16.25, "close": 16.25, "amount_yi": 0.0044 }, { "time": "13:43", "open": 16.23, "high": 16.23, "low": 16.2, "close": 16.2, "amount_yi": 0.0089 }, { "time": "13:44", "open": 16.18, "high": 16.18, "low": 16.15, "close": 16.15, "amount_yi": 0.0037 }, { "time": "13:45", "open": 16.18, "high": 16.23, "low": 16.18, "close": 16.23, "amount_yi": 0.0092 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 16.23, "ts": "2026-07-06T13:45:33", "prev_close": 16.43, "open": 16.48, "high": 16.93, "low": 15.86, "bid1": 16.23, "ask1": 16.24, "bid_qty1": 11, "ask_qty1": 11 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002350:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002350:VWAP_RECLAIM", "symbol": "SZSE.002350", "name": "北京科锐", "side": "BUY", "priority": "W52", "status": "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": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 6100, "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": 13.7878, "price_vs_vwap_pct": -0.2742, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0277, "prev_amount_yi": 0.0206, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.3447, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 13.62, "high": 13.7, "low": 13.62, "close": 13.7, "amount_yi": 0.0077 }, { "time": "13:42", "open": 13.7, "high": 13.7, "low": 13.7, "close": 13.7, "amount_yi": 0.0036 }, { "time": "13:43", "open": 13.69, "high": 13.7, "low": 13.69, "close": 13.7, "amount_yi": 0.0069 }, { "time": "13:44", "open": 13.73, "high": 13.73, "low": 13.7, "close": 13.7, "amount_yi": 0.0047 }, { "time": "13:45", "open": 13.74, "high": 13.75, "low": 13.74, "close": 13.75, "amount_yi": 0.0048 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.75, "ts": "2026-07-06T13:45:36", "prev_close": 13.6, "open": 13.7, "high": 14.15, "low": 13.5, "bid1": 13.75, "ask1": 13.76, "bid_qty1": 386, "ask_qty1": 190 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.601727:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.601727:VWAP_RECLAIM", "symbol": "SHSE.601727", "name": "上海电气", "side": "BUY", "priority": "W53", "status": "NEAR_TRIGGER", "template_key": "VWAP_RECLAIM", "trigger_price": 7.0, "exec_low": 7.1, "exec_high": 7.1, "invalid_price": 6.79, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "near_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": 6.9538, "price_vs_vwap_pct": -0.3423, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.032, "prev_amount_yi": 0.033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9697, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.93, "high": 6.93, "low": 6.92, "close": 6.92, "amount_yi": 0.0066 }, { "time": "13:42", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0019 }, { "time": "13:43", "open": 6.92, "high": 6.92, "low": 6.92, "close": 6.92, "amount_yi": 0.0112 }, { "time": "13:44", "open": 6.93, "high": 6.93, "low": 6.92, "close": 6.92, "amount_yi": 0.0027 }, { "time": "13:45", "open": 6.93, "high": 6.93, "low": 6.93, "close": 6.93, "amount_yi": 0.0096 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.93, "ts": "2026-07-06T13:45:34", "prev_close": 6.96, "open": 6.99, "high": 7.01, "low": 6.91, "bid1": 6.92, "ask1": 6.93, "bid_qty1": 6663, "ask_qty1": 1544 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.000400:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.000400:VWAP_RECLAIM", "symbol": "SZSE.000400", "name": "许继电气", "side": "BUY", "priority": "W54", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 21.34, "exec_low": 21.66, "exec_high": 21.66, "invalid_price": 20.7, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 21.2373, "price_vs_vwap_pct": -0.5523, "energy_floor_hint_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": 0.0385, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4883, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 21.08, "high": 21.08, "low": 21.08, "close": 21.08, "amount_yi": 0.0042 }, { "time": "13:42", "open": 21.08, "high": 21.08, "low": 21.08, "close": 21.08, "amount_yi": 0.0034 }, { "time": "13:43", "open": 21.08, "high": 21.09, "low": 21.08, "close": 21.09, "amount_yi": 0.0009 }, { "time": "13:44", "open": 21.09, "high": 21.1, "low": 21.09, "close": 21.1, "amount_yi": 0.003 }, { "time": "13:45", "open": 21.1, "high": 21.12, "low": 21.1, "close": 21.12, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 21.12, "ts": "2026-07-06T13:45:36", "prev_close": 21.17, "open": 21.2, "high": 21.5, "low": 21.0, "bid1": 21.1, "ask1": 21.12, "bid_qty1": 152, "ask_qty1": 5 }, "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": "2026-07-06T13:45:37", "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": 9.957, "price_vs_vwap_pct": -0.0703, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0261, "prev_amount_yi": 0.024, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0875, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.93, "high": 9.93, "low": 9.92, "close": 9.92, "amount_yi": 0.0035 }, { "time": "13:42", "open": 9.94, "high": 9.94, "low": 9.94, "close": 9.94, "amount_yi": 0.007 }, { "time": "13:43", "open": 9.93, "high": 9.95, "low": 9.93, "close": 9.95, "amount_yi": 0.0089 }, { "time": "13:44", "open": 9.97, "high": 9.97, "low": 9.96, "close": 9.96, "amount_yi": 0.0031 }, { "time": "13:45", "open": 9.97, "high": 9.97, "low": 9.95, "close": 9.95, "amount_yi": 0.0036 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 9.95, "ts": "2026-07-06T13:45:36", "prev_close": 10.26, "open": 10.19, "high": 10.32, "low": 9.7, "bid1": 9.95, "ask1": 9.96, "bid_qty1": 127, "ask_qty1": 93 }, "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": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "sim_reason": "near_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": 61.2134, "price_vs_vwap_pct": -1.1818, "energy_floor_hint_yi": null, "minute_energy": { "passed": true, "reason": "minute_energy_confirmed", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.3514, "prev_amount_yi": 0.1033, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.4017, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 59.97, "high": 60.02, "low": 59.97, "close": 60.02, "amount_yi": 0.0192 }, { "time": "13:42", "open": 60.09, "high": 60.09, "low": 60.09, "close": 60.09, "amount_yi": 0.0213 }, { "time": "13:43", "open": 60.02, "high": 60.12, "low": 60.02, "close": 60.12, "amount_yi": 0.0516 }, { "time": "13:44", "open": 60.8, "high": 60.8, "low": 60.54, "close": 60.54, "amount_yi": 0.215 }, { "time": "13:45", "open": 60.64, "high": 60.64, "low": 60.49, "close": 60.49, "amount_yi": 0.0443 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 60.49, "ts": "2026-07-06T13:45:36", "prev_close": 58.0, "open": 58.88, "high": 62.67, "low": 58.73, "bid1": 60.53, "ask1": 60.54, "bid_qty1": 5, "ask_qty1": 9 }, "previous_state": "NEAR_TRIGGER", "next_state": "NEAR_TRIGGER", "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": "2026-07-06T13:45:37", "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": 9.8678, "price_vs_vwap_pct": -0.8898, "energy_floor_hint_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": 0.0104, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0481, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.74, "high": 9.75, "low": 9.74, "close": 9.75, "amount_yi": 0.0026 }, { "time": "13:42", "open": 9.76, "high": 9.76, "low": 9.76, "close": 9.76, "amount_yi": 0.0028 }, { "time": "13:43", "open": 9.74, "high": 9.76, "low": 9.74, "close": 9.76, "amount_yi": 0.0042 }, { "time": "13:44", "open": 9.76, "high": 9.76, "low": 9.76, "close": 9.76, "amount_yi": 0.0007 }, { "time": "13:45", "open": 9.78, "high": 9.78, "low": 9.78, "close": 9.78, "amount_yi": 0.0006 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 9.78, "ts": "2026-07-06T13:45:33", "prev_close": 9.99, "open": 10.02, "high": 10.1, "low": 9.65, "bid1": 9.77, "ask1": 9.78, "bid_qty1": 32, "ask_qty1": 21 }, "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": "OBSERVE", "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": "2026-07-06T13:45:37", "sim_reason": "minute_energy_amount_too_low", "qty": 17600, "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": 2.9106, "intraday_vwap": 4.806, "price_vs_vwap_pct": 0.0832, "energy_floor_hint_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": 0.0028, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0357, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 4.8, "high": 4.8, "low": 4.79, "close": 4.79, "amount_yi": 0.0007 }, { "time": "13:42", "open": 4.79, "high": 4.79, "low": 4.79, "close": 4.79, "amount_yi": 0.0002 }, { "time": "13:43", "open": 4.8, "high": 4.8, "low": 4.8, "close": 4.8, "amount_yi": 0.0002 }, { "time": "13:44", "open": 4.8, "high": 4.8, "low": 4.79, "close": 4.79, "amount_yi": 0.0001 }, { "time": "13:45", "open": 4.8, "high": 4.81, "low": 4.8, "close": 4.81, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 4.81, "ts": "2026-07-06T13:45:36", "prev_close": 4.78, "open": 4.79, "high": 4.83, "low": 4.76, "bid1": 4.8, "ask1": 4.81, "bid_qty1": 423, "ask_qty1": 1678 }, "previous_state": "NEAR_TRIGGER", "next_state": "OBSERVE", "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": "2026-07-06T13:45:37", "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": 6.5524, "price_vs_vwap_pct": -1.1049, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0026, "prev_amount_yi": 0.003, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0005 }, { "time": "13:42", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0004 }, { "time": "13:43", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0002 }, { "time": "13:44", "open": 6.48, "high": 6.48, "low": 6.47, "close": 6.47, "amount_yi": 0.0008 }, { "time": "13:45", "open": 6.48, "high": 6.48, "low": 6.48, "close": 6.48, "amount_yi": 0.0007 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 6.48, "ts": "2026-07-06T13:45:36", "prev_close": 6.61, "open": 6.61, "high": 6.68, "low": 6.46, "bid1": 6.47, "ask1": 6.48, "bid_qty1": 377, "ask_qty1": 7 }, "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": "2026-07-06T13:45:37", "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": 27.3855, "price_vs_vwap_pct": -1.6998, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0326, "prev_amount_yi": 0.0745, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4376, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 26.9, "high": 26.92, "low": 26.9, "close": 26.92, "amount_yi": 0.0079 }, { "time": "13:42", "open": 26.91, "high": 26.91, "low": 26.91, "close": 26.91, "amount_yi": 0.0047 }, { "time": "13:43", "open": 26.91, "high": 26.92, "low": 26.91, "close": 26.92, "amount_yi": 0.0049 }, { "time": "13:44", "open": 26.93, "high": 26.93, "low": 26.92, "close": 26.92, "amount_yi": 0.0058 }, { "time": "13:45", "open": 26.93, "high": 26.93, "low": 26.92, "close": 26.92, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 26.92, "ts": "2026-07-06T13:45:36", "prev_close": 27.05, "open": 27.58, "high": 27.95, "low": 26.82, "bid1": 26.91, "ask1": 26.92, "bid_qty1": 64, "ask_qty1": 35 }, "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": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "qty": 19000, "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": 4.5182, "price_vs_vwap_pct": -1.5095, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0088, "prev_amount_yi": 0.0142, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6197, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 4.45, "high": 4.45, "low": 4.44, "close": 4.44, "amount_yi": 0.0002 }, { "time": "13:42", "open": 4.45, "high": 4.45, "low": 4.45, "close": 4.45, "amount_yi": 0.0001 }, { "time": "13:43", "open": 4.45, "high": 4.45, "low": 4.45, "close": 4.45, "amount_yi": 0.0082 }, { "time": "13:44", "open": 4.46, "high": 4.46, "low": 4.46, "close": 4.46, "amount_yi": 0.0001 }, { "time": "13:45", "open": 4.46, "high": 4.46, "low": 4.45, "close": 4.45, "amount_yi": 0.0002 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 4.45, "ts": "2026-07-06T13:45:36", "prev_close": 4.53, "open": 4.54, "high": 4.63, "low": 4.41, "bid1": 4.45, "ask1": 4.46, "bid_qty1": 432, "ask_qty1": 410 }, "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": "2026-07-06T13:45:37", "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": 21.5825, "price_vs_vwap_pct": -0.7066, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1063, "prev_amount_yi": 0.1358, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7828, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 21.37, "high": 21.38, "low": 21.37, "close": 21.38, "amount_yi": 0.019 }, { "time": "13:42", "open": 21.38, "high": 21.38, "low": 21.38, "close": 21.38, "amount_yi": 0.0147 }, { "time": "13:43", "open": 21.37, "high": 21.4, "low": 21.37, "close": 21.4, "amount_yi": 0.0242 }, { "time": "13:44", "open": 21.41, "high": 21.41, "low": 21.41, "close": 21.41, "amount_yi": 0.0213 }, { "time": "13:45", "open": 21.42, "high": 21.43, "low": 21.42, "close": 21.43, "amount_yi": 0.0271 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 21.43, "ts": "2026-07-06T13:45:36", "prev_close": 21.65, "open": 21.78, "high": 21.98, "low": 21.27, "bid1": 21.42, "ask1": 21.43, "bid_qty1": 50, "ask_qty1": 54 }, "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": "2026-07-06T13:45:37", "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": 14.0818, "price_vs_vwap_pct": -1.4331, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.02, "prev_amount_yi": 0.0469, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.4264, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 13.85, "high": 13.87, "low": 13.85, "close": 13.87, "amount_yi": 0.004 }, { "time": "13:42", "open": 13.86, "high": 13.86, "low": 13.86, "close": 13.86, "amount_yi": 0.0076 }, { "time": "13:43", "open": 13.86, "high": 13.88, "low": 13.86, "close": 13.88, "amount_yi": 0.0014 }, { "time": "13:44", "open": 13.87, "high": 13.88, "low": 13.87, "close": 13.88, "amount_yi": 0.0028 }, { "time": "13:45", "open": 13.88, "high": 13.88, "low": 13.88, "close": 13.88, "amount_yi": 0.0042 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.88, "ts": "2026-07-06T13:45:36", "prev_close": 13.87, "open": 13.89, "high": 14.48, "low": 13.78, "bid1": 13.88, "ask1": 13.89, "bid_qty1": 57, "ask_qty1": 160 }, "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": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 6800, "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": 12.4943, "price_vs_vwap_pct": -0.7547, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0365, "prev_amount_yi": 0.018, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.0278, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 12.29, "high": 12.33, "low": 12.29, "close": 12.33, "amount_yi": 0.0142 }, { "time": "13:42", "open": 12.32, "high": 12.32, "low": 12.32, "close": 12.32, "amount_yi": 0.0015 }, { "time": "13:43", "open": 12.33, "high": 12.34, "low": 12.33, "close": 12.34, "amount_yi": 0.001 }, { "time": "13:44", "open": 12.35, "high": 12.35, "low": 12.35, "close": 12.35, "amount_yi": 0.0036 }, { "time": "13:45", "open": 12.38, "high": 12.4, "low": 12.38, "close": 12.4, "amount_yi": 0.0162 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 12.4, "ts": "2026-07-06T13:45:36", "prev_close": 12.36, "open": 12.42, "high": 12.85, "low": 12.25, "bid1": 12.38, "ask1": 12.39, "bid_qty1": 54, "ask_qty1": 42 }, "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": "2026-07-06T13:45:37", "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": 34.9584, "price_vs_vwap_pct": -1.1396, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0572, "prev_amount_yi": 0.0502, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1394, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 34.57, "high": 34.58, "low": 34.57, "close": 34.58, "amount_yi": 0.0156 }, { "time": "13:42", "open": 34.57, "high": 34.57, "low": 34.57, "close": 34.57, "amount_yi": 0.0183 }, { "time": "13:43", "open": 34.53, "high": 34.58, "low": 34.53, "close": 34.58, "amount_yi": 0.0034 }, { "time": "13:44", "open": 34.57, "high": 34.57, "low": 34.56, "close": 34.56, "amount_yi": 0.0046 }, { "time": "13:45", "open": 34.58, "high": 34.58, "low": 34.56, "close": 34.56, "amount_yi": 0.0153 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 34.56, "ts": "2026-07-06T13:45:36", "prev_close": 33.84, "open": 34.29, "high": 35.97, "low": 34.0, "bid1": 34.54, "ask1": 34.57, "bid_qty1": 153, "ask_qty1": 125 }, "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": "2026-07-06T13:45:37", "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": 14.2724, "price_vs_vwap_pct": -1.278, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0634, "prev_amount_yi": 0.1114, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5691, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 14.09, "high": 14.09, "low": 14.09, "close": 14.09, "amount_yi": 0.0226 }, { "time": "13:42", "open": 14.09, "high": 14.09, "low": 14.09, "close": 14.09, "amount_yi": 0.007 }, { "time": "13:43", "open": 14.08, "high": 14.08, "low": 14.08, "close": 14.08, "amount_yi": 0.0115 }, { "time": "13:44", "open": 14.09, "high": 14.09, "low": 14.09, "close": 14.09, "amount_yi": 0.0077 }, { "time": "13:45", "open": 14.09, "high": 14.09, "low": 14.09, "close": 14.09, "amount_yi": 0.0146 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 14.09, "ts": "2026-07-06T13:45:35", "prev_close": 14.29, "open": 14.42, "high": 14.57, "low": 14.02, "bid1": 14.08, "ask1": 14.09, "bid_qty1": 865, "ask_qty1": 27 }, "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": "2026-07-06T13:45:37", "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": 10.2786, "price_vs_vwap_pct": -1.0566, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0626, "prev_amount_yi": 0.1091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5738, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 10.18, "high": 10.18, "low": 10.16, "close": 10.16, "amount_yi": 0.0136 }, { "time": "13:42", "open": 10.18, "high": 10.18, "low": 10.18, "close": 10.18, "amount_yi": 0.0102 }, { "time": "13:43", "open": 10.16, "high": 10.17, "low": 10.16, "close": 10.17, "amount_yi": 0.0139 }, { "time": "13:44", "open": 10.17, "high": 10.17, "low": 10.17, "close": 10.17, "amount_yi": 0.0123 }, { "time": "13:45", "open": 10.18, "high": 10.18, "low": 10.17, "close": 10.17, "amount_yi": 0.0126 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 10.17, "ts": "2026-07-06T13:45:36", "prev_close": 10.48, "open": 10.54, "high": 10.77, "low": 9.95, "bid1": 10.16, "ask1": 10.17, "bid_qty1": 63, "ask_qty1": 55 }, "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": "2026-07-06T13:45:37", "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": 5.635, "price_vs_vwap_pct": -0.976, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0067, "prev_amount_yi": 0.0181, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3702, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0016 }, { "time": "13:42", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.0007 }, { "time": "13:43", "open": 5.58, "high": 5.59, "low": 5.58, "close": 5.59, "amount_yi": 0.0021 }, { "time": "13:44", "open": 5.59, "high": 5.59, "low": 5.58, "close": 5.58, "amount_yi": 0.0013 }, { "time": "13:45", "open": 5.58, "high": 5.58, "low": 5.58, "close": 5.58, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 5.58, "ts": "2026-07-06T13:45:36", "prev_close": 5.74, "open": 5.72, "high": 5.75, "low": 5.55, "bid1": 5.58, "ask1": 5.59, "bid_qty1": 516, "ask_qty1": 489 }, "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": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "qty": 13200, "prev_close": null, "theme": "发电设备", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 6.97, "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": 6.4484, "price_vs_vwap_pct": -0.5955, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0137, "prev_amount_yi": 0.0175, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7829, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.37, "high": 6.39, "low": 6.37, "close": 6.39, "amount_yi": 0.0017 }, { "time": "13:42", "open": 6.39, "high": 6.39, "low": 6.39, "close": 6.39, "amount_yi": 0.0014 }, { "time": "13:43", "open": 6.39, "high": 6.39, "low": 6.39, "close": 6.39, "amount_yi": 0.0048 }, { "time": "13:44", "open": 6.4, "high": 6.4, "low": 6.4, "close": 6.4, "amount_yi": 0.0026 }, { "time": "13:45", "open": 6.4, "high": 6.41, "low": 6.4, "close": 6.41, "amount_yi": 0.0032 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 6.62, "open": 6.6, "high": 6.6, "low": 6.33, "bid1": 6.41, "ask1": 6.42, "bid_qty1": 174, "ask_qty1": 182 }, "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": "2026-07-06T13:45:37", "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": 53.3108, "price_vs_vwap_pct": -0.4142, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0379, "prev_amount_yi": 0.0465, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8151, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 53.18, "high": 53.18, "low": 53.14, "close": 53.14, "amount_yi": 0.0162 }, { "time": "13:42", "open": 53.18, "high": 53.18, "low": 53.18, "close": 53.18, "amount_yi": 0.0033 }, { "time": "13:43", "open": 53.14, "high": 53.14, "low": 53.12, "close": 53.12, "amount_yi": 0.0055 }, { "time": "13:44", "open": 53.1, "high": 53.11, "low": 53.1, "close": 53.11, "amount_yi": 0.004 }, { "time": "13:45", "open": 53.11, "high": 53.11, "low": 53.09, "close": 53.09, "amount_yi": 0.0089 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 53.09, "ts": "2026-07-06T13:45:34", "prev_close": 51.67, "open": 52.46, "high": 54.45, "low": 51.0, "bid1": 53.09, "ask1": 53.11, "bid_qty1": 4, "ask_qty1": 3 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002771:LIMIT_ANCHOR_NO_CHASE:BUY", "plan_id": "20260703:SZSE.002771:LIMIT_ANCHOR_NO_CHASE", "symbol": "SZSE.002771", "name": "真视通", "side": "BUY", "priority": "W71", "status": "OBSERVE", "template_key": "LIMIT_ANCHOR_NO_CHASE", "trigger_price": null, "exec_low": null, "exec_high": null, "invalid_price": null, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "signal_contract_missing_price_fields", "qty": 5900, "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": 14.1177, "price_vs_vwap_pct": 1.9996, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0668, "prev_amount_yi": 0.1876, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3561, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 14.42, "high": 14.43, "low": 14.42, "close": 14.43, "amount_yi": 0.0333 }, { "time": "13:42", "open": 14.4, "high": 14.4, "low": 14.4, "close": 14.4, "amount_yi": 0.0065 }, { "time": "13:43", "open": 14.41, "high": 14.46, "low": 14.41, "close": 14.46, "amount_yi": 0.0101 }, { "time": "13:44", "open": 14.49, "high": 14.49, "low": 14.42, "close": 14.42, "amount_yi": 0.0114 }, { "time": "13:45", "open": 14.41, "high": 14.41, "low": 14.4, "close": 14.4, "amount_yi": 0.0055 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 14.4, "ts": "2026-07-06T13:45:36", "prev_close": 13.87, "open": 13.75, "high": 14.59, "low": 13.53, "bid1": 14.4, "ask1": 14.41, "bid_qty1": 69, "ask_qty1": 192 }, "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": "2026-07-06T13:45:37", "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": 7.9248, "price_vs_vwap_pct": -1.5748, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0448, "prev_amount_yi": 0.0483, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9275, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 7.8, "high": 7.8, "low": 7.79, "close": 7.79, "amount_yi": 0.0059 }, { "time": "13:42", "open": 7.8, "high": 7.8, "low": 7.8, "close": 7.8, "amount_yi": 0.0077 }, { "time": "13:43", "open": 7.8, "high": 7.81, "low": 7.8, "close": 7.81, "amount_yi": 0.0116 }, { "time": "13:44", "open": 7.81, "high": 7.81, "low": 7.81, "close": 7.81, "amount_yi": 0.0056 }, { "time": "13:45", "open": 7.81, "high": 7.81, "low": 7.8, "close": 7.8, "amount_yi": 0.014 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 7.72, "open": 7.99, "high": 8.22, "low": 7.6, "bid1": 7.79, "ask1": 7.8, "bid_qty1": 1092, "ask_qty1": 220 }, "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": "2026-07-06T13:45:37", "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": 35.6318, "price_vs_vwap_pct": -2.7554, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0268, "prev_amount_yi": 0.0227, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1806, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 34.56, "high": 34.57, "low": 34.56, "close": 34.57, "amount_yi": 0.0087 }, { "time": "13:42", "open": 34.6, "high": 34.6, "low": 34.6, "close": 34.6, "amount_yi": 0.0018 }, { "time": "13:43", "open": 34.54, "high": 34.61, "low": 34.54, "close": 34.61, "amount_yi": 0.0049 }, { "time": "13:44", "open": 34.66, "high": 34.68, "low": 34.66, "close": 34.68, "amount_yi": 0.0049 }, { "time": "13:45", "open": 34.71, "high": 34.71, "low": 34.65, "close": 34.65, "amount_yi": 0.0065 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 34.65, "ts": "2026-07-06T13:45:33", "prev_close": 37.07, "open": 36.87, "high": 37.1, "low": 34.32, "bid1": 34.65, "ask1": 34.66, "bid_qty1": 5, "ask_qty1": 11 }, "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": "2026-07-06T13:45:37", "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": 17.7784, "price_vs_vwap_pct": -0.5535, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0245, "prev_amount_yi": 0.0455, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5385, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 17.66, "high": 17.67, "low": 17.66, "close": 17.67, "amount_yi": 0.008 }, { "time": "13:42", "open": 17.66, "high": 17.66, "low": 17.66, "close": 17.66, "amount_yi": 0.0032 }, { "time": "13:43", "open": 17.66, "high": 17.66, "low": 17.66, "close": 17.66, "amount_yi": 0.0043 }, { "time": "13:44", "open": 17.68, "high": 17.68, "low": 17.67, "close": 17.67, "amount_yi": 0.0059 }, { "time": "13:45", "open": 17.67, "high": 17.68, "low": 17.67, "close": 17.68, "amount_yi": 0.0031 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 18.18, "open": 18.03, "high": 18.07, "low": 17.62, "bid1": 17.67, "ask1": 17.68, "bid_qty1": 18, "ask_qty1": 141 }, "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": "2026-07-06T13:45:37", "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": 17.6388, "price_vs_vwap_pct": -2.4877, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0488, "prev_amount_yi": 0.1222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3993, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 17.18, "high": 17.19, "low": 17.18, "close": 17.19, "amount_yi": 0.0157 }, { "time": "13:42", "open": 17.19, "high": 17.19, "low": 17.19, "close": 17.19, "amount_yi": 0.0068 }, { "time": "13:43", "open": 17.19, "high": 17.2, "low": 17.19, "close": 17.2, "amount_yi": 0.0116 }, { "time": "13:44", "open": 17.2, "high": 17.22, "low": 17.2, "close": 17.22, "amount_yi": 0.0072 }, { "time": "13:45", "open": 17.21, "high": 17.21, "low": 17.2, "close": 17.2, "amount_yi": 0.0075 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 17.2, "ts": "2026-07-06T13:45:36", "prev_close": 18.29, "open": 18.44, "high": 18.76, "low": 17.07, "bid1": 17.2, "ask1": 17.21, "bid_qty1": 21, "ask_qty1": 31 }, "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": "2026-07-06T13:45:37", "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": 6.349, "price_vs_vwap_pct": -1.7168, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0224, "prev_amount_yi": 0.0263, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8517, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0067 }, { "time": "13:42", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0073 }, { "time": "13:43", "open": 6.25, "high": 6.25, "low": 6.24, "close": 6.24, "amount_yi": 0.0023 }, { "time": "13:44", "open": 6.26, "high": 6.26, "low": 6.24, "close": 6.24, "amount_yi": 0.005 }, { "time": "13:45", "open": 6.24, "high": 6.24, "low": 6.24, "close": 6.24, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 6.31, "open": 6.27, "high": 6.47, "low": 6.21, "bid1": 6.24, "ask1": 6.25, "bid_qty1": 801, "ask_qty1": 469 }, "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": "2026-07-06T13:45:37", "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": 7.5163, "price_vs_vwap_pct": -1.1482, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0064, "prev_amount_yi": 0.0251, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.255, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0029 }, { "time": "13:42", "open": 7.42, "high": 7.42, "low": 7.42, "close": 7.42, "amount_yi": 0.0001 }, { "time": "13:43", "open": 7.42, "high": 7.43, "low": 7.42, "close": 7.43, "amount_yi": 0.0023 }, { "time": "13:44", "open": 7.44, "high": 7.44, "low": 7.44, "close": 7.44, "amount_yi": 0.0007 }, { "time": "13:45", "open": 7.43, "high": 7.43, "low": 7.43, "close": 7.43, "amount_yi": 0.0004 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 7.43, "ts": "2026-07-06T13:45:36", "prev_close": 7.64, "open": 7.67, "high": 7.72, "low": 7.39, "bid1": 7.43, "ask1": 7.44, "bid_qty1": 44, "ask_qty1": 246 }, "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": "2026-07-06T13:45:37", "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": 8.2025, "price_vs_vwap_pct": -1.6154, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0224, "prev_amount_yi": 0.0312, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7179, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 8.07, "high": 8.07, "low": 8.07, "close": 8.07, "amount_yi": 0.0051 }, { "time": "13:42", "open": 8.06, "high": 8.06, "low": 8.06, "close": 8.06, "amount_yi": 0.0036 }, { "time": "13:43", "open": 8.07, "high": 8.09, "low": 8.07, "close": 8.09, "amount_yi": 0.0097 }, { "time": "13:44", "open": 8.08, "high": 8.08, "low": 8.07, "close": 8.07, "amount_yi": 0.0015 }, { "time": "13:45", "open": 8.09, "high": 8.09, "low": 8.07, "close": 8.07, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 8.07, "ts": "2026-07-06T13:45:36", "prev_close": 7.79, "open": 7.99, "high": 8.47, "low": 7.93, "bid1": 8.06, "ask1": 8.07, "bid_qty1": 184, "ask_qty1": 22 }, "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": "2026-07-06T13:45:37", "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": 12.7919, "price_vs_vwap_pct": -1.422, "energy_floor_hint_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": 0.02, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.67, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 12.64, "high": 12.64, "low": 12.63, "close": 12.63, "amount_yi": 0.0045 }, { "time": "13:42", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.002 }, { "time": "13:43", "open": 12.61, "high": 12.61, "low": 12.61, "close": 12.61, "amount_yi": 0.0034 }, { "time": "13:44", "open": 12.62, "high": 12.62, "low": 12.61, "close": 12.61, "amount_yi": 0.0009 }, { "time": "13:45", "open": 12.62, "high": 12.62, "low": 12.61, "close": 12.61, "amount_yi": 0.0026 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 12.61, "ts": "2026-07-06T13:45:33", "prev_close": 12.55, "open": 12.5, "high": 13.07, "low": 12.4, "bid1": 12.6, "ask1": 12.61, "bid_qty1": 30, "ask_qty1": 31 }, "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": "CANCELLED", "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": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "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": 13.1532, "price_vs_vwap_pct": -1.925, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1093, "prev_amount_yi": 0.1942, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5628, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 12.89, "high": 12.9, "low": 12.89, "close": 12.9, "amount_yi": 0.0128 }, { "time": "13:42", "open": 12.91, "high": 12.91, "low": 12.91, "close": 12.91, "amount_yi": 0.0361 }, { "time": "13:43", "open": 12.9, "high": 12.92, "low": 12.9, "close": 12.92, "amount_yi": 0.0193 }, { "time": "13:44", "open": 12.92, "high": 12.92, "low": 12.92, "close": 12.92, "amount_yi": 0.0245 }, { "time": "13:45", "open": 12.93, "high": 12.93, "low": 12.9, "close": 12.9, "amount_yi": 0.0166 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 12.9, "ts": "2026-07-06T13:45:36", "prev_close": 13.0, "open": 13.36, "high": 13.65, "low": 12.7, "bid1": 12.9, "ask1": 12.91, "bid_qty1": 192, "ask_qty1": 620 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "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": "2026-07-06T13:45:37", "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": 14.5048, "price_vs_vwap_pct": -1.9635, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1115, "prev_amount_yi": 0.1029, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0836, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 14.16, "high": 14.18, "low": 14.16, "close": 14.18, "amount_yi": 0.0253 }, { "time": "13:42", "open": 14.2, "high": 14.2, "low": 14.2, "close": 14.2, "amount_yi": 0.0267 }, { "time": "13:43", "open": 14.2, "high": 14.22, "low": 14.2, "close": 14.22, "amount_yi": 0.0182 }, { "time": "13:44", "open": 14.23, "high": 14.23, "low": 14.23, "close": 14.23, "amount_yi": 0.0188 }, { "time": "13:45", "open": 14.23, "high": 14.23, "low": 14.22, "close": 14.22, "amount_yi": 0.0225 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 14.22, "ts": "2026-07-06T13:45:34", "prev_close": 14.96, "open": 14.69, "high": 15.24, "low": 13.92, "bid1": 14.23, "ask1": 14.24, "bid_qty1": 6, "ask_qty1": 13 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600893:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600893:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600893", "name": "航发动力", "side": "BUY", "priority": "W82", "status": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 39.69, "exec_low": 39.69, "exec_high": 40.29, "invalid_price": 38.5, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 38.9236, "price_vs_vwap_pct": -0.3432, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1143, "prev_amount_yi": 0.2244, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5094, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 38.83, "high": 38.85, "low": 38.83, "close": 38.85, "amount_yi": 0.0422 }, { "time": "13:42", "open": 38.85, "high": 38.85, "low": 38.85, "close": 38.85, "amount_yi": 0.0079 }, { "time": "13:43", "open": 38.82, "high": 38.85, "low": 38.82, "close": 38.85, "amount_yi": 0.0105 }, { "time": "13:44", "open": 38.86, "high": 38.88, "low": 38.86, "close": 38.88, "amount_yi": 0.0068 }, { "time": "13:45", "open": 38.87, "high": 38.87, "low": 38.79, "close": 38.79, "amount_yi": 0.0469 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 38.79, "ts": "2026-07-06T13:45:36", "prev_close": 39.31, "open": 39.35, "high": 40.23, "low": 38.37, "bid1": 38.79, "ask1": 38.81, "bid_qty1": 14, "ask_qty1": 1 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600372:VWAP_RECLAIM:BUY", "plan_id": "20260703:SHSE.600372:VWAP_RECLAIM", "symbol": "SHSE.600372", "name": "中航机载", "side": "BUY", "priority": "W83", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 11.28, "exec_low": 11.45, "exec_high": 11.45, "invalid_price": 10.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 7600, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 11.62, "max_chase_pct": 1.5, "base_exec_high": 11.45, "dynamic_exec_high": null, "entry_zone_low": 11.11, "entry_zone_high": 11.45, "entry_risk_pct": null, "intraday_vwap": 11.0892, "price_vs_vwap_pct": -0.1731, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0417, "prev_amount_yi": 0.0436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9564, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 11.06, "high": 11.07, "low": 11.06, "close": 11.07, "amount_yi": 0.0064 }, { "time": "13:42", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0239 }, { "time": "13:43", "open": 11.06, "high": 11.06, "low": 11.06, "close": 11.06, "amount_yi": 0.0013 }, { "time": "13:44", "open": 11.05, "high": 11.06, "low": 11.05, "close": 11.06, "amount_yi": 0.0052 }, { "time": "13:45", "open": 11.07, "high": 11.07, "low": 11.07, "close": 11.07, "amount_yi": 0.0049 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 11.07, "ts": "2026-07-06T13:45:35", "prev_close": 11.24, "open": 11.2, "high": 11.32, "low": 10.96, "bid1": 11.06, "ask1": 11.07, "bid_qty1": 435, "ask_qty1": 278 }, "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": "2026-07-06T13:45:37", "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": 3.4732, "intraday_vwap": 6.9736, "price_vs_vwap_pct": -0.912, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0041, "prev_amount_yi": 0.0074, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5541, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 6.91, "high": 6.91, "low": 6.9, "close": 6.9, "amount_yi": 0.0013 }, { "time": "13:41", "open": 6.91, "high": 6.91, "low": 6.9, "close": 6.9, "amount_yi": 0.0008 }, { "time": "13:42", "open": 6.91, "high": 6.91, "low": 6.91, "close": 6.91, "amount_yi": 0.0001 }, { "time": "13:43", "open": 6.9, "high": 6.9, "low": 6.9, "close": 6.9, "amount_yi": 0.0006 }, { "time": "13:44", "open": 6.91, "high": 6.91, "low": 6.91, "close": 6.91, "amount_yi": 0.0013 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 6.91, "ts": "2026-07-06T13:45:36", "prev_close": 6.77, "open": 6.77, "high": 7.16, "low": 6.74, "bid1": 6.9, "ask1": 6.91, "bid_qty1": 216, "ask_qty1": 100 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002406:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002406:VWAP_RECLAIM", "symbol": "SZSE.002406", "name": "远东传动", "side": "BUY", "priority": "W85", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 7.07, "exec_low": 7.18, "exec_high": 7.18, "invalid_price": 6.86, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "minute_energy_amount_too_low", "qty": 6000, "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": 3.1073, "intraday_vwap": 6.9948, "price_vs_vwap_pct": 1.218, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0312, "prev_amount_yi": 0.0081, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.8519, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 7.08, "high": 7.08, "low": 7.07, "close": 7.07, "amount_yi": 0.0179 }, { "time": "13:42", "open": 7.08, "high": 7.08, "low": 7.08, "close": 7.08, "amount_yi": 0.001 }, { "time": "13:43", "open": 7.08, "high": 7.08, "low": 7.08, "close": 7.08, "amount_yi": 0.0052 }, { "time": "13:44", "open": 7.07, "high": 7.07, "low": 7.07, "close": 7.07, "amount_yi": 0.0038 }, { "time": "13:45", "open": 7.07, "high": 7.08, "low": 7.07, "close": 7.08, "amount_yi": 0.0033 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 7.08, "ts": "2026-07-06T13:45:36", "prev_close": 6.95, "open": 7.0, "high": 7.09, "low": 6.93, "bid1": 7.07, "ask1": 7.08, "bid_qty1": 44, "ask_qty1": 1228 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": true, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SHSE.600562:STRONG_WATCH_CONFIRM:BUY", "plan_id": "20260703:SHSE.600562:STRONG_WATCH_CONFIRM", "symbol": "SHSE.600562", "name": "国睿科技", "side": "BUY", "priority": "W86", "status": "TOUCHED", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 22.7, "exec_low": 22.7, "exec_high": 23.04, "invalid_price": 22.02, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 23.4061, "price_vs_vwap_pct": 2.281, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0579, "prev_amount_yi": 0.0983, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.589, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 23.88, "high": 23.88, "low": 23.85, "close": 23.85, "amount_yi": 0.0092 }, { "time": "13:42", "open": 23.84, "high": 23.84, "low": 23.84, "close": 23.84, "amount_yi": 0.017 }, { "time": "13:43", "open": 23.84, "high": 23.91, "low": 23.84, "close": 23.91, "amount_yi": 0.013 }, { "time": "13:44", "open": 23.91, "high": 23.91, "low": 23.9, "close": 23.9, "amount_yi": 0.0063 }, { "time": "13:45", "open": 23.95, "high": 23.95, "low": 23.94, "close": 23.94, "amount_yi": 0.0124 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 23.94, "ts": "2026-07-06T13:45:35", "prev_close": 22.58, "open": 23.16, "high": 24.18, "low": 22.51, "bid1": 23.93, "ask1": 23.94, "bid_qty1": 12, "ask_qty1": 45 }, "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": "2026-07-06T13:45:37", "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": 16.0653, "price_vs_vwap_pct": -1.2779, "energy_floor_hint_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": 0.0063, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4762, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 15.8, "high": 15.82, "low": 15.8, "close": 15.82, "amount_yi": 0.0013 }, { "time": "13:42", "open": 15.8, "high": 15.8, "low": 15.8, "close": 15.8, "amount_yi": 0.001 }, { "time": "13:43", "open": 15.8, "high": 15.84, "low": 15.8, "close": 15.84, "amount_yi": 0.0017 }, { "time": "13:44", "open": 15.84, "high": 15.88, "low": 15.84, "close": 15.88, "amount_yi": 0.0018 }, { "time": "13:45", "open": 15.87, "high": 15.87, "low": 15.86, "close": 15.86, "amount_yi": 0.0035 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 15.86, "ts": "2026-07-06T13:45:33", "prev_close": 16.42, "open": 16.4, "high": 16.84, "low": 15.61, "bid1": 15.85, "ask1": 15.86, "bid_qty1": 79, "ask_qty1": 1 }, "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": "2026-07-06T13:45:37", "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": 15.9029, "price_vs_vwap_pct": -1.9676, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0096, "prev_amount_yi": 0.0095, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0105, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 15.57, "high": 15.58, "low": 15.57, "close": 15.58, "amount_yi": 0.0023 }, { "time": "13:42", "open": 15.58, "high": 15.58, "low": 15.58, "close": 15.58, "amount_yi": 0.0008 }, { "time": "13:43", "open": 15.58, "high": 15.58, "low": 15.58, "close": 15.58, "amount_yi": 0.001 }, { "time": "13:44", "open": 15.57, "high": 15.58, "low": 15.57, "close": 15.58, "amount_yi": 0.0026 }, { "time": "13:45", "open": 15.58, "high": 15.59, "low": 15.58, "close": 15.59, "amount_yi": 0.0029 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 15.59, "ts": "2026-07-06T13:45:35", "prev_close": 16.33, "open": 16.33, "high": 16.49, "low": 15.5, "bid1": 15.58, "ask1": 15.59, "bid_qty1": 16, "ask_qty1": 21 }, "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": "2026-07-06T13:45:37", "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": 20.79, "price_vs_vwap_pct": -0.481, "energy_floor_hint_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": 0.1111, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2358, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 20.66, "high": 20.68, "low": 20.66, "close": 20.68, "amount_yi": 0.0061 }, { "time": "13:42", "open": 20.67, "high": 20.67, "low": 20.67, "close": 20.67, "amount_yi": 0.0035 }, { "time": "13:43", "open": 20.68, "high": 20.68, "low": 20.68, "close": 20.68, "amount_yi": 0.0032 }, { "time": "13:44", "open": 20.68, "high": 20.69, "low": 20.68, "close": 20.69, "amount_yi": 0.0053 }, { "time": "13:45", "open": 20.68, "high": 20.69, "low": 20.68, "close": 20.69, "amount_yi": 0.0081 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 20.69, "ts": "2026-07-06T13:45:36", "prev_close": 20.99, "open": 20.88, "high": 21.08, "low": 20.62, "bid1": 20.67, "ask1": 20.69, "bid_qty1": 136, "ask_qty1": 15 }, "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": "2026-07-06T13:45:37", "sim_reason": "waiting_vwap_pullback_before_reclaim", "qty": 7800, "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": 11.0898, "price_vs_vwap_pct": -2.1623, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0196, "prev_amount_yi": 0.0655, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2992, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 10.89, "high": 10.92, "low": 10.89, "close": 10.92, "amount_yi": 0.0078 }, { "time": "13:42", "open": 10.85, "high": 10.85, "low": 10.85, "close": 10.85, "amount_yi": 0.0027 }, { "time": "13:43", "open": 10.85, "high": 10.88, "low": 10.85, "close": 10.88, "amount_yi": 0.0032 }, { "time": "13:44", "open": 10.88, "high": 10.88, "low": 10.86, "close": 10.86, "amount_yi": 0.002 }, { "time": "13:45", "open": 10.86, "high": 10.86, "low": 10.85, "close": 10.85, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 10.85, "ts": "2026-07-06T13:45:33", "prev_close": 9.87, "open": 10.29, "high": 11.8, "low": 10.29, "bid1": 10.85, "ask1": 10.86, "bid_qty1": 94, "ask_qty1": 86 }, "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": "2026-07-06T13:45:37", "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": 26.091, "price_vs_vwap_pct": -0.6937, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0053, "prev_amount_yi": 0.0078, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.6795, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 25.9, "high": 25.9, "low": 25.9, "close": 25.9, "amount_yi": 0.0008 }, { "time": "13:42", "open": 25.9, "high": 25.9, "low": 25.9, "close": 25.9, "amount_yi": 0.0011 }, { "time": "13:43", "open": 25.9, "high": 25.91, "low": 25.9, "close": 25.91, "amount_yi": 0.002 }, { "time": "13:44", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0002 }, { "time": "13:45", "open": 25.91, "high": 25.91, "low": 25.91, "close": 25.91, "amount_yi": 0.0012 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 25.91, "ts": "2026-07-06T13:45:31", "prev_close": 26.21, "open": 26.21, "high": 26.51, "low": 25.87, "bid1": 25.9, "ask1": 25.91, "bid_qty1": 139, "ask_qty1": 84 }, "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": "2026-07-06T13:45:37", "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": 15.417, "price_vs_vwap_pct": -0.3049, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.007, "prev_amount_yi": 0.0015, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 4.6667, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:40", "open": 15.33, "high": 15.34, "low": 15.33, "close": 15.34, "amount_yi": 0.0017 }, { "time": "13:41", "open": 15.34, "high": 15.34, "low": 15.32, "close": 15.32, "amount_yi": 0.0001 }, { "time": "13:43", "open": 15.33, "high": 15.35, "low": 15.33, "close": 15.35, "amount_yi": 0.0003 }, { "time": "13:44", "open": 15.36, "high": 15.36, "low": 15.34, "close": 15.34, "amount_yi": 0.0004 }, { "time": "13:45", "open": 15.37, "high": 15.37, "low": 15.37, "close": 15.37, "amount_yi": 0.0045 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 15.37, "ts": "2026-07-06T13:45:32", "prev_close": 15.52, "open": 15.57, "high": 15.73, "low": 15.28, "bid1": 15.34, "ask1": 15.37, "bid_qty1": 42, "ask_qty1": 7 }, "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": "2026-07-06T13:45:37", "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": 17.2634, "price_vs_vwap_pct": -1.9892, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0212, "prev_amount_yi": 0.0235, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9021, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 16.88, "high": 16.89, "low": 16.88, "close": 16.89, "amount_yi": 0.0064 }, { "time": "13:42", "open": 16.88, "high": 16.88, "low": 16.88, "close": 16.88, "amount_yi": 0.0034 }, { "time": "13:43", "open": 16.88, "high": 16.92, "low": 16.88, "close": 16.92, "amount_yi": 0.0046 }, { "time": "13:44", "open": 16.91, "high": 16.93, "low": 16.91, "close": 16.93, "amount_yi": 0.0029 }, { "time": "13:45", "open": 16.93, "high": 16.93, "low": 16.92, "close": 16.92, "amount_yi": 0.0039 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 16.92, "ts": "2026-07-06T13:45:36", "prev_close": 17.7, "open": 17.8, "high": 18.05, "low": 16.8, "bid1": 16.91, "ask1": 16.92, "bid_qty1": 56, "ask_qty1": 21 }, "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": "2026-07-06T13:45:37", "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": 22.2253, "price_vs_vwap_pct": -2.8585, "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": 0.3565, "prev_amount_yi": 0.3771, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9454, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 21.57, "high": 21.59, "low": 21.57, "close": 21.59, "amount_yi": 0.0419 }, { "time": "13:42", "open": 21.59, "high": 21.59, "low": 21.59, "close": 21.59, "amount_yi": 0.1021 }, { "time": "13:43", "open": 21.57, "high": 21.59, "low": 21.57, "close": 21.59, "amount_yi": 0.0759 }, { "time": "13:44", "open": 21.61, "high": 21.62, "low": 21.61, "close": 21.62, "amount_yi": 0.0707 }, { "time": "13:45", "open": 21.63, "high": 21.63, "low": 21.59, "close": 21.59, "amount_yi": 0.0659 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 21.59, "ts": "2026-07-06T13:45:34", "prev_close": 22.27, "open": 22.77, "high": 23.33, "low": 21.4, "bid1": 21.58, "ask1": 21.59, "bid_qty1": 194, "ask_qty1": 2 }, "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": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "qty": 1300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 68.45, "max_chase_pct": 1.5, "base_exec_high": 67.46, "dynamic_exec_high": null, "entry_zone_low": 65.46, "entry_zone_high": 67.46, "entry_risk_pct": null, "intraday_vwap": 63.9611, "price_vs_vwap_pct": -4.1136, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0307, "prev_amount_yi": 0.0656, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.468, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 61.32, "high": 61.32, "low": 61.17, "close": 61.17, "amount_yi": 0.009 }, { "time": "13:42", "open": 61.02, "high": 61.02, "low": 61.02, "close": 61.02, "amount_yi": 0.0034 }, { "time": "13:43", "open": 61.01, "high": 61.15, "low": 61.01, "close": 61.15, "amount_yi": 0.0048 }, { "time": "13:44", "open": 61.16, "high": 61.27, "low": 61.16, "close": 61.27, "amount_yi": 0.0063 }, { "time": "13:45", "open": 61.6, "high": 61.6, "low": 61.33, "close": 61.33, "amount_yi": 0.0072 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 61.33, "ts": "2026-07-06T13:45:36", "prev_close": 65.38, "open": 66.0, "high": 68.88, "low": 60.0, "bid1": 61.24, "ask1": 61.32, "bid_qty1": 1, "ask_qty1": 3 }, "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": "2026-07-06T13:45:37", "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": 36.1405, "price_vs_vwap_pct": -0.4441, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1364, "prev_amount_yi": 0.1824, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7478, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 36.13, "high": 36.13, "low": 36.1, "close": 36.1, "amount_yi": 0.0393 }, { "time": "13:42", "open": 35.96, "high": 35.96, "low": 35.96, "close": 35.96, "amount_yi": 0.0128 }, { "time": "13:43", "open": 35.97, "high": 35.97, "low": 35.94, "close": 35.94, "amount_yi": 0.0244 }, { "time": "13:44", "open": 35.9, "high": 35.9, "low": 35.87, "close": 35.87, "amount_yi": 0.0139 }, { "time": "13:45", "open": 35.91, "high": 35.98, "low": 35.91, "close": 35.98, "amount_yi": 0.046 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 35.98, "ts": "2026-07-06T13:45:36", "prev_close": 33.59, "open": 33.6, "high": 36.95, "low": 33.6, "bid1": 35.96, "ask1": 35.98, "bid_qty1": 13, "ask_qty1": 10 }, "previous_state": "TOUCHED", "next_state": "TOUCHED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002111:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002111:VWAP_RECLAIM", "symbol": "SZSE.002111", "name": "威海广泰", "side": "BUY", "priority": "W97", "status": "OBSERVE", "template_key": "VWAP_RECLAIM", "trigger_price": 9.48, "exec_low": 9.62, "exec_high": 9.62, "invalid_price": 9.2, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 9100, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 9.76, "max_chase_pct": 1.5, "base_exec_high": 9.62, "dynamic_exec_high": null, "entry_zone_low": 9.34, "entry_zone_high": 9.62, "entry_risk_pct": null, "intraday_vwap": 9.384, "price_vs_vwap_pct": -0.4689, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0065, "prev_amount_yi": 0.0072, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9028, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.35, "high": 9.35, "low": 9.35, "close": 9.35, "amount_yi": 0.0008 }, { "time": "13:42", "open": 9.34, "high": 9.34, "low": 9.34, "close": 9.34, "amount_yi": 0.0005 }, { "time": "13:43", "open": 9.34, "high": 9.35, "low": 9.34, "close": 9.35, "amount_yi": 0.0027 }, { "time": "13:44", "open": 9.35, "high": 9.35, "low": 9.34, "close": 9.34, "amount_yi": 0.0009 }, { "time": "13:45", "open": 9.34, "high": 9.34, "low": 9.34, "close": 9.34, "amount_yi": 0.0016 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 9.34, "ts": "2026-07-06T13:45:36", "prev_close": 9.39, "open": 9.41, "high": 9.51, "low": 9.31, "bid1": 9.34, "ask1": 9.35, "bid_qty1": 17, "ask_qty1": 105 }, "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": "2026-07-06T13:45:37", "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": 31.5938, "price_vs_vwap_pct": -1.3731, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0492, "prev_amount_yi": 0.0474, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.038, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 31.04, "high": 31.05, "low": 31.04, "close": 31.05, "amount_yi": 0.0102 }, { "time": "13:42", "open": 31.07, "high": 31.07, "low": 31.07, "close": 31.07, "amount_yi": 0.0042 }, { "time": "13:43", "open": 31.06, "high": 31.1, "low": 31.06, "close": 31.1, "amount_yi": 0.0174 }, { "time": "13:44", "open": 31.15, "high": 31.18, "low": 31.15, "close": 31.18, "amount_yi": 0.0081 }, { "time": "13:45", "open": 31.2, "high": 31.2, "low": 31.16, "close": 31.16, "amount_yi": 0.0093 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 31.16, "ts": "2026-07-06T13:45:36", "prev_close": 32.45, "open": 32.51, "high": 33.24, "low": 30.88, "bid1": 31.15, "ask1": 31.16, "bid_qty1": 111, "ask_qty1": 15 }, "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": "2026-07-06T13:45:37", "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": 85.5769, "price_vs_vwap_pct": -2.5438, "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": 0.3186, "prev_amount_yi": 0.3436, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9272, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 83.22, "high": 83.43, "low": 83.22, "close": 83.43, "amount_yi": 0.0636 }, { "time": "13:42", "open": 83.33, "high": 83.33, "low": 83.33, "close": 83.33, "amount_yi": 0.0625 }, { "time": "13:43", "open": 83.25, "high": 83.25, "low": 83.25, "close": 83.25, "amount_yi": 0.0759 }, { "time": "13:44", "open": 83.27, "high": 83.3, "low": 83.27, "close": 83.3, "amount_yi": 0.0591 }, { "time": "13:45", "open": 83.43, "high": 83.43, "low": 83.4, "close": 83.4, "amount_yi": 0.0575 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 83.4, "ts": "2026-07-06T13:45:35", "prev_close": 86.3, "open": 87.85, "high": 88.87, "low": 82.45, "bid1": 83.4, "ask1": 83.41, "bid_qty1": 8, "ask_qty1": 4 }, "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": "2026-07-06T13:45:37", "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": 3.8563, "intraday_vwap": 22.9895, "price_vs_vwap_pct": -0.7808, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0594, "prev_amount_yi": 0.0709, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.8378, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 22.81, "high": 22.81, "low": 22.8, "close": 22.8, "amount_yi": 0.0116 }, { "time": "13:42", "open": 22.81, "high": 22.81, "low": 22.81, "close": 22.81, "amount_yi": 0.0075 }, { "time": "13:43", "open": 22.79, "high": 22.8, "low": 22.79, "close": 22.8, "amount_yi": 0.0174 }, { "time": "13:44", "open": 22.82, "high": 22.82, "low": 22.82, "close": 22.82, "amount_yi": 0.0161 }, { "time": "13:45", "open": 22.82, "high": 22.82, "low": 22.81, "close": 22.81, "amount_yi": 0.0068 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 22.81, "ts": "2026-07-06T13:45:36", "prev_close": 22.35, "open": 22.85, "high": 23.5, "low": 22.58, "bid1": 22.81, "ask1": 22.82, "bid_qty1": 67, "ask_qty1": 25 }, "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": "OBSERVE", "template_key": "STRONG_WATCH_CONFIRM", "trigger_price": 46.44, "exec_low": 46.44, "exec_high": 47.14, "invalid_price": 45.05, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 1600, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 47.83, "max_chase_pct": 1.5, "base_exec_high": 47.14, "dynamic_exec_high": null, "entry_zone_low": 45.74, "entry_zone_high": 47.14, "entry_risk_pct": null, "intraday_vwap": 45.9775, "price_vs_vwap_pct": -1.0168, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.2191, "prev_amount_yi": 0.2924, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7493, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 45.56, "high": 45.57, "low": 45.56, "close": 45.57, "amount_yi": 0.0519 }, { "time": "13:42", "open": 45.53, "high": 45.53, "low": 45.53, "close": 45.53, "amount_yi": 0.0539 }, { "time": "13:43", "open": 45.44, "high": 45.44, "low": 45.26, "close": 45.26, "amount_yi": 0.0604 }, { "time": "13:44", "open": 45.3, "high": 45.3, "low": 45.27, "close": 45.27, "amount_yi": 0.0204 }, { "time": "13:45", "open": 45.44, "high": 45.51, "low": 45.44, "close": 45.51, "amount_yi": 0.0325 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 9100.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 45.51, "ts": "2026-07-06T13:45:34", "prev_close": 44.53, "open": 45.46, "high": 47.9, "low": 43.98, "bid1": 45.5, "ask1": 45.51, "bid_qty1": 42, "ask_qty1": 16 }, "previous_state": "OBSERVE", "next_state": "OBSERVE", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002339:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002339:VWAP_RECLAIM", "symbol": "SZSE.002339", "name": "积成电子", "side": "BUY", "priority": "W102", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 7.2, "exec_low": 7.31, "exec_high": 7.31, "invalid_price": 6.98, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "sim_reason": "invalid_price_broken", "qty": 12300, "prev_close": null, "theme": "军民融合", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 7.42, "max_chase_pct": 1.5, "base_exec_high": 7.31, "dynamic_exec_high": null, "entry_zone_low": 7.09, "entry_zone_high": 7.31, "entry_risk_pct": null, "intraday_vwap": 7.0107, "price_vs_vwap_pct": -2.1496, "energy_floor_hint_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": 0.0064, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.5781, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0007 }, { "time": "13:42", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.001 }, { "time": "13:43", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0008 }, { "time": "13:44", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0007 }, { "time": "13:45", "open": 6.86, "high": 6.86, "low": 6.86, "close": 6.86, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:30", "prev_close": 7.11, "open": 7.11, "high": 7.23, "low": 6.83, "bid1": 6.86, "ask1": 6.87, "bid_qty1": 67, "ask_qty1": 82 }, "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": "2026-07-06T13:45:37", "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": 9.4955, "price_vs_vwap_pct": -1.0057, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0108, "prev_amount_yi": 0.0091, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.1868, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 9.39, "high": 9.39, "low": 9.39, "close": 9.39, "amount_yi": 0.0008 }, { "time": "13:42", "open": 9.39, "high": 9.39, "low": 9.39, "close": 9.39, "amount_yi": 0.0005 }, { "time": "13:43", "open": 9.39, "high": 9.4, "low": 9.39, "close": 9.4, "amount_yi": 0.0015 }, { "time": "13:44", "open": 9.4, "high": 9.4, "low": 9.39, "close": 9.39, "amount_yi": 0.0019 }, { "time": "13:45", "open": 9.41, "high": 9.41, "low": 9.4, "close": 9.4, "amount_yi": 0.0061 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 9.4, "ts": "2026-07-06T13:45:36", "prev_close": 9.66, "open": 9.65, "high": 9.69, "low": 9.34, "bid1": 9.4, "ask1": 9.41, "bid_qty1": 41, "ask_qty1": 83 }, "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": "2026-07-06T13:45:37", "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": 62.5481, "price_vs_vwap_pct": -1.3399, "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": 0.2674, "prev_amount_yi": 0.3562, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7507, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 61.66, "high": 61.66, "low": 61.63, "close": 61.63, "amount_yi": 0.0567 }, { "time": "13:42", "open": 61.62, "high": 61.62, "low": 61.62, "close": 61.62, "amount_yi": 0.0394 }, { "time": "13:43", "open": 61.56, "high": 61.68, "low": 61.56, "close": 61.68, "amount_yi": 0.0423 }, { "time": "13:44", "open": 61.7, "high": 61.7, "low": 61.63, "close": 61.63, "amount_yi": 0.0737 }, { "time": "13:45", "open": 61.76, "high": 61.76, "low": 61.71, "close": 61.71, "amount_yi": 0.0553 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 61.71, "ts": "2026-07-06T13:45:34", "prev_close": 62.43, "open": 62.92, "high": 63.97, "low": 61.2, "bid1": 61.69, "ask1": 61.71, "bid_qty1": 1, "ask_qty1": 72 }, "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": "2026-07-06T13:45:37", "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": 6.7115, "price_vs_vwap_pct": -2.7043, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0079, "prev_amount_yi": 0.022, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.3591, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 6.52, "high": 6.53, "low": 6.52, "close": 6.53, "amount_yi": 0.0022 }, { "time": "13:42", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0003 }, { "time": "13:43", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0037 }, { "time": "13:44", "open": 6.53, "high": 6.54, "low": 6.53, "close": 6.54, "amount_yi": 0.0012 }, { "time": "13:45", "open": 6.53, "high": 6.53, "low": 6.53, "close": 6.53, "amount_yi": 0.0005 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 6.53, "ts": "2026-07-06T13:45:36", "prev_close": 6.67, "open": 6.72, "high": 6.88, "low": 6.5, "bid1": 6.53, "ask1": 6.54, "bid_qty1": 540, "ask_qty1": 303 }, "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": "2026-07-06T13:45:37", "sim_reason": "signal_contract_missing_price_fields", "qty": 5500, "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": 14.8883, "price_vs_vwap_pct": 2.1608, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0161, "prev_amount_yi": 0.0663, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.2428, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 15.17, "high": 15.18, "low": 15.17, "close": 15.18, "amount_yi": 0.004 }, { "time": "13:42", "open": 15.18, "high": 15.18, "low": 15.18, "close": 15.18, "amount_yi": 0.0007 }, { "time": "13:43", "open": 15.19, "high": 15.25, "low": 15.19, "close": 15.25, "amount_yi": 0.0075 }, { "time": "13:44", "open": 15.19, "high": 15.23, "low": 15.19, "close": 15.23, "amount_yi": 0.0021 }, { "time": "13:45", "open": 15.18, "high": 15.21, "low": 15.18, "close": 15.21, "amount_yi": 0.0018 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 15.21, "ts": "2026-07-06T13:45:36", "prev_close": 14.73, "open": 14.7, "high": 15.37, "low": 14.33, "bid1": 15.21, "ask1": 15.22, "bid_qty1": 12, "ask_qty1": 54 }, "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": "2026-07-06T13:45:37", "sim_reason": "signal_contract_missing_price_fields", "qty": 8100, "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": 10.4061, "price_vs_vwap_pct": -0.1547, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0685, "prev_amount_yi": 0.0319, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.1473, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 10.35, "high": 10.36, "low": 10.35, "close": 10.36, "amount_yi": 0.0126 }, { "time": "13:42", "open": 10.34, "high": 10.34, "low": 10.34, "close": 10.34, "amount_yi": 0.0181 }, { "time": "13:43", "open": 10.34, "high": 10.36, "low": 10.34, "close": 10.36, "amount_yi": 0.0146 }, { "time": "13:44", "open": 10.35, "high": 10.35, "low": 10.34, "close": 10.34, "amount_yi": 0.0069 }, { "time": "13:45", "open": 10.39, "high": 10.39, "low": 10.39, "close": 10.39, "amount_yi": 0.0163 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 10.39, "ts": "2026-07-06T13:45:36", "prev_close": 10.24, "open": 10.17, "high": 10.73, "low": 9.91, "bid1": 10.38, "ask1": 10.39, "bid_qty1": 341, "ask_qty1": 451 }, "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": "2026-07-06T13:45:37", "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": 55.0102, "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": 0.2216, "prev_amount_yi": 0.2222, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.9973, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "LIMIT_ANCHOR_NO_CHASE", "bars": [ { "time": "13:41", "open": 54.99, "high": 55.04, "low": 54.99, "close": 55.04, "amount_yi": 0.0516 }, { "time": "13:42", "open": 55.0, "high": 55.0, "low": 55.0, "close": 55.0, "amount_yi": 0.0298 }, { "time": "13:43", "open": 55.04, "high": 55.12, "low": 55.04, "close": 55.12, "amount_yi": 0.0453 }, { "time": "13:44", "open": 55.11, "high": 55.12, "low": 55.11, "close": 55.12, "amount_yi": 0.0473 }, { "time": "13:45", "open": 55.15, "high": 55.15, "low": 55.07, "close": 55.07, "amount_yi": 0.0476 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 55.07, "ts": "2026-07-06T13:45:36", "prev_close": 51.96, "open": 51.82, "high": 57.16, "low": 51.66, "bid1": 55.06, "ask1": 55.07, "bid_qty1": 1, "ask_qty1": 18 }, "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": "2026-07-06T13:45:37", "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": 3.612, "intraday_vwap": 14.8415, "price_vs_vwap_pct": 0.7311, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0021, "prev_amount_yi": 0.0021, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:39", "open": 14.94, "high": 14.94, "low": 14.94, "close": 14.94, "amount_yi": 0.0004 }, { "time": "13:40", "open": 14.95, "high": 14.95, "low": 14.94, "close": 14.94, "amount_yi": 0.0003 }, { "time": "13:41", "open": 14.95, "high": 14.95, "low": 14.92, "close": 14.92, "amount_yi": 0.0001 }, { "time": "13:44", "open": 14.94, "high": 14.94, "low": 14.92, "close": 14.92, "amount_yi": 0.0003 }, { "time": "13:45", "open": 14.92, "high": 14.95, "low": 14.92, "close": 14.95, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "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": 14.95, "ts": "2026-07-06T13:45:36", "prev_close": 14.71, "open": 14.66, "high": 15.15, "low": 14.4, "bid1": 14.93, "ask1": 14.95, "bid_qty1": 2, "ask_qty1": 42 }, "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": "2026-07-06T13:45:37", "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": 16.728, "price_vs_vwap_pct": 1.088, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0903, "prev_amount_yi": 0.0642, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4065, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 16.93, "high": 16.93, "low": 16.9, "close": 16.9, "amount_yi": 0.037 }, { "time": "13:42", "open": 16.89, "high": 16.89, "low": 16.89, "close": 16.89, "amount_yi": 0.0066 }, { "time": "13:43", "open": 16.9, "high": 16.92, "low": 16.9, "close": 16.92, "amount_yi": 0.0179 }, { "time": "13:44", "open": 16.9, "high": 16.9, "low": 16.88, "close": 16.88, "amount_yi": 0.0132 }, { "time": "13:45", "open": 16.88, "high": 16.91, "low": 16.88, "close": 16.91, "amount_yi": 0.0156 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 16.91, "ts": "2026-07-06T13:45:36", "prev_close": 17.6, "open": 17.13, "high": 17.18, "low": 16.3, "bid1": 16.9, "ask1": 16.91, "bid_qty1": 17, "ask_qty1": 146 }, "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": "2026-07-06T13:45:37", "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": 13.5418, "price_vs_vwap_pct": -1.9333, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0565, "prev_amount_yi": 0.0515, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0971, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 13.28, "high": 13.28, "low": 13.27, "close": 13.27, "amount_yi": 0.0134 }, { "time": "13:42", "open": 13.28, "high": 13.28, "low": 13.28, "close": 13.28, "amount_yi": 0.0015 }, { "time": "13:43", "open": 13.25, "high": 13.28, "low": 13.25, "close": 13.28, "amount_yi": 0.0142 }, { "time": "13:44", "open": 13.28, "high": 13.28, "low": 13.27, "close": 13.27, "amount_yi": 0.0188 }, { "time": "13:45", "open": 13.28, "high": 13.28, "low": 13.28, "close": 13.28, "amount_yi": 0.0086 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.28, "ts": "2026-07-06T13:45:36", "prev_close": 13.69, "open": 13.87, "high": 13.94, "low": 13.2, "bid1": 13.27, "ask1": 13.28, "bid_qty1": 218, "ask_qty1": 144 }, "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": "2026-07-06T13:45:37", "sim_reason": "waiting_trigger", "qty": 4500, "prev_close": null, "theme": "汽车制造", "decision": "conditional_plan", "paper_scope": "conditional_watch", "chase_ceiling": 19.39, "max_chase_pct": 1.5, "base_exec_high": 19.11, "dynamic_exec_high": null, "entry_zone_low": 18.55, "entry_zone_high": 19.11, "entry_risk_pct": null, "intraday_vwap": 18.6629, "price_vs_vwap_pct": -0.1227, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0335, "prev_amount_yi": 0.0126, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 2.6587, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 18.46, "high": 18.48, "low": 18.46, "close": 18.48, "amount_yi": 0.0046 }, { "time": "13:42", "open": 18.47, "high": 18.47, "low": 18.47, "close": 18.47, "amount_yi": 0.0008 }, { "time": "13:43", "open": 18.46, "high": 18.47, "low": 18.46, "close": 18.47, "amount_yi": 0.0043 }, { "time": "13:44", "open": 18.46, "high": 18.48, "low": 18.46, "close": 18.48, "amount_yi": 0.0008 }, { "time": "13:45", "open": 18.5, "high": 18.64, "low": 18.5, "close": 18.64, "amount_yi": 0.023 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 18.64, "ts": "2026-07-06T13:45:36", "prev_close": 18.49, "open": 18.49, "high": 19.26, "low": 18.38, "bid1": 18.64, "ask1": 18.65, "bid_qty1": 12, "ask_qty1": 4 }, "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": "2026-07-06T13:45:37", "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": 9.6823, "price_vs_vwap_pct": -0.6434, "energy_floor_hint_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": 0.0025, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.64, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 9.62, "high": 9.62, "low": 9.61, "close": 9.61, "amount_yi": 0.0001 }, { "time": "13:42", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0001 }, { "time": "13:43", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0002 }, { "time": "13:44", "open": 9.61, "high": 9.61, "low": 9.61, "close": 9.61, "amount_yi": 0.0002 }, { "time": "13:45", "open": 9.62, "high": 9.62, "low": 9.62, "close": 9.62, "amount_yi": 0.001 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:31", "prev_close": 9.75, "open": 9.72, "high": 9.81, "low": 9.6, "bid1": 9.62, "ask1": 9.63, "bid_qty1": 18, "ask_qty1": 51 }, "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": "2026-07-06T13:45:37", "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": 10.2202, "price_vs_vwap_pct": -0.6869, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0279, "prev_amount_yi": 0.0077, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 3.6234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 10.14, "high": 10.15, "low": 10.14, "close": 10.15, "amount_yi": 0.0058 }, { "time": "13:42", "open": 10.15, "high": 10.15, "low": 10.15, "close": 10.15, "amount_yi": 0.0044 }, { "time": "13:43", "open": 10.14, "high": 10.15, "low": 10.14, "close": 10.15, "amount_yi": 0.0022 }, { "time": "13:44", "open": 10.16, "high": 10.16, "low": 10.16, "close": 10.16, "amount_yi": 0.0125 }, { "time": "13:45", "open": 10.16, "high": 10.16, "low": 10.15, "close": 10.15, "amount_yi": 0.003 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 10.15, "ts": "2026-07-06T13:45:36", "prev_close": 10.41, "open": 10.38, "high": 10.49, "low": 10.12, "bid1": 10.15, "ask1": 10.16, "bid_qty1": 135, "ask_qty1": 127 }, "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": "2026-07-06T13:45:37", "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": 11.7709, "price_vs_vwap_pct": -1.5368, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0101, "prev_amount_yi": 0.008, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.2625, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0009 }, { "time": "13:42", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0014 }, { "time": "13:43", "open": 11.58, "high": 11.58, "low": 11.58, "close": 11.58, "amount_yi": 0.0016 }, { "time": "13:44", "open": 11.57, "high": 11.58, "low": 11.57, "close": 11.58, "amount_yi": 0.0051 }, { "time": "13:45", "open": 11.59, "high": 11.59, "low": 11.59, "close": 11.59, "amount_yi": 0.0011 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": "2026-07-06T13:45:36", "prev_close": 12.01, "open": 12.0, "high": 12.12, "low": 11.52, "bid1": 11.58, "ask1": 11.59, "bid_qty1": 112, "ask_qty1": 108 }, "previous_state": "CANCELLED", "next_state": "CANCELLED", "vwap_pullback_seen": false, "quote_stale_lock": false }, { "event_id": "20260703:20260706:SZSE.002703:VWAP_RECLAIM:BUY", "plan_id": "20260703:SZSE.002703:VWAP_RECLAIM", "symbol": "SZSE.002703", "name": "浙江世宝", "side": "BUY", "priority": "W116", "status": "CANCELLED", "template_key": "VWAP_RECLAIM", "trigger_price": 15.4, "exec_low": 15.63, "exec_high": 15.63, "invalid_price": 14.94, "confirm_rule": "price_reaches_trigger_and_rules_pass", "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded", "stale_after_sec": 60, "created_at": "2026-07-06T13:45:37", "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": 14.5555, "price_vs_vwap_pct": -2.2363, "energy_floor_hint_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": 0.0246, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 0.7276, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 14.22, "high": 14.22, "low": 14.22, "close": 14.22, "amount_yi": 0.0071 }, { "time": "13:42", "open": 14.21, "high": 14.21, "low": 14.21, "close": 14.21, "amount_yi": 0.0007 }, { "time": "13:43", "open": 14.21, "high": 14.21, "low": 14.21, "close": 14.21, "amount_yi": 0.0039 }, { "time": "13:44", "open": 14.22, "high": 14.23, "low": 14.22, "close": 14.23, "amount_yi": 0.0037 }, { "time": "13:45", "open": 14.23, "high": 14.23, "low": 14.23, "close": 14.23, "amount_yi": 0.0025 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 14.23, "ts": "2026-07-06T13:45:36", "prev_close": 15.08, "open": 14.9, "high": 14.96, "low": 14.16, "bid1": 14.22, "ask1": 14.23, "bid_qty1": 84, "ask_qty1": 32 }, "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": "2026-07-06T13:45:37", "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": 3.2205, "price_vs_vwap_pct": -0.0155, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0918, "prev_amount_yi": 0.0633, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.4502, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "VWAP_RECLAIM", "bars": [ { "time": "13:41", "open": 3.21, "high": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0678 }, { "time": "13:42", "open": 3.22, "high": 3.22, "low": 3.22, "close": 3.22, "amount_yi": 0.0013 }, { "time": "13:43", "open": 3.21, "high": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0065 }, { "time": "13:44", "open": 3.21, "high": 3.22, "low": 3.21, "close": 3.22, "amount_yi": 0.0089 }, { "time": "13:45", "open": 3.22, "high": 3.22, "low": 3.22, "close": 3.22, "amount_yi": 0.0073 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 4.0, "target_amount": 42564.01, "current_position_value": 0.0, "cash_before_order": 685017.0, "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced", "sellable_qty_before_order": null, "t0_protection_qty_cap": null, "ma5": null, "quote": { "last": 3.22, "ts": "2026-07-06T13:45:34", "prev_close": 3.12, "open": 3.12, "high": 3.26, "low": 3.11, "bid1": 3.21, "ask1": 3.22, "bid_qty1": 10519, "ask_qty1": 4993 }, "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": "2026-07-06T13:45:37", "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": 12.7313, "price_vs_vwap_pct": 2.1105, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.1395, "prev_amount_yi": 0.1296, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.0764, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 13.01, "high": 13.02, "low": 13.01, "close": 13.02, "amount_yi": 0.0215 }, { "time": "13:42", "open": 13.02, "high": 13.02, "low": 13.02, "close": 13.02, "amount_yi": 0.0172 }, { "time": "13:43", "open": 13.02, "high": 13.02, "low": 13.02, "close": 13.02, "amount_yi": 0.0294 }, { "time": "13:44", "open": 13.01, "high": 13.01, "low": 13.01, "close": 13.01, "amount_yi": 0.051 }, { "time": "13:45", "open": 13.0, "high": 13.0, "low": 13.0, "close": 13.0, "amount_yi": 0.0204 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 13.0, "ts": "2026-07-06T13:45:35", "prev_close": 12.28, "open": 12.28, "high": 13.04, "low": 12.18, "bid1": 13.0, "ask1": 13.01, "bid_qty1": 843, "ask_qty1": 791 }, "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": "2026-07-06T13:45:37", "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": 5.1165, "price_vs_vwap_pct": -0.127, "energy_floor_hint_yi": null, "minute_energy": { "passed": false, "reason": "minute_energy_amount_too_low", "window_min": 5, "bar_count": 5, "min_samples": 3, "amount_yi": 0.0058, "prev_amount_yi": 0.0047, "amount_floor_yi": 0.25, "amount_base_hint_yi": 0.5, "energy_ratio": 1.234, "ratio_min": 1.05, "absolute_amount_multiple_min": 1.6, "template_key": "STRONG_WATCH_CONFIRM", "bars": [ { "time": "13:41", "open": 5.11, "high": 5.11, "low": 5.1, "close": 5.1, "amount_yi": 0.0005 }, { "time": "13:42", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0004 }, { "time": "13:43", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0012 }, { "time": "13:44", "open": 5.1, "high": 5.1, "low": 5.1, "close": 5.1, "amount_yi": 0.0022 }, { "time": "13:45", "open": 5.11, "high": 5.11, "low": 5.11, "close": 5.11, "amount_yi": 0.0015 } ] }, "suggested_position_pct": 8.0, "target_position_pct": 8.0, "target_amount": 85128.02, "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": 5.11, "ts": "2026-07-06T13:45:36", "prev_close": 5.12, "open": 5.15, "high": 5.18, "low": 5.03, "bid1": 5.09, "ask1": 5.11, "bid_qty1": 393, "ask_qty1": 444 }, "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": 379505.27, "total_value": 1064522.27, "unrealized_pnl": 19904.832468547203, "unrealized_pnl_pct_of_initial": 1.9904832468547202, "realized_pnl": 44617.437531452815, "realized_pnl_pct_of_initial": 4.4617437531452815, "total_pnl": 64522.27000000002, "total_pnl_pct": 6.45222700000001 }, "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": "2026-07-06T13:45:37", "prev_close": 3.98, "holding_days": 3, "position_pct_of_total": 13.346832095865876 }, { "symbol": "SZSE.002979", "name": "雷赛智能", "quantity": 1100, "sellable_qty": 800, "avg_cost": 61.34571428571429, "last_price": 74.63, "market_value": 82093.0, "unrealized_pnl": 14612.714285714279, "unrealized_pnl_pct": 21.654790182106076, "updated_at": "2026-07-06T13:45:37", "prev_close": 69.55, "holding_days": 3, "position_pct_of_total": 7.711722179377234 }, { "symbol": "SZSE.301696", "name": "三瑞智能", "quantity": 503, "sellable_qty": 501, "avg_cost": 124.28448712255774, "last_price": 129.09, "market_value": 64932.270000000004, "unrealized_pnl": 2417.172977353461, "unrealized_pnl_pct": 3.8665427912202066, "updated_at": "2026-07-06T13:45:37", "prev_close": 140.4, "holding_days": 3, "position_pct_of_total": 6.099662903247671 }, { "symbol": "SHSE.600150", "name": "中国船舶", "quantity": 1400, "sellable_qty": 0, "avg_cost": 37.87, "last_price": 37.72, "market_value": 52808.0, "unrealized_pnl": -209.999999999998, "unrealized_pnl_pct": -0.3960918933192503, "updated_at": "2026-07-06T13:45:37", "prev_close": 37.15, "holding_days": 0, "position_pct_of_total": 4.960722897793392 }, { "symbol": "SHSE.600547", "name": "山东黄金", "quantity": 1100, "sellable_qty": 0, "avg_cost": 26.99, "last_price": 25.9, "market_value": 28490.0, "unrealized_pnl": -1198.9999999999998, "unrealized_pnl_pct": -4.038532789922189, "updated_at": "2026-07-06T13:45:37", "prev_close": 26.08, "holding_days": 0, "position_pct_of_total": 2.6763178942231054 }, { "symbol": "SHSE.600353", "name": "旭光电子", "quantity": 200, "sellable_qty": 200, "avg_cost": 39.95, "last_price": 45.51, "market_value": 9102.0, "unrealized_pnl": 1111.999999999999, "unrealized_pnl_pct": 13.917396745932397, "updated_at": "2026-07-06T13:45:37", "prev_close": 44.53, "holding_days": 9, "position_pct_of_total": 0.8550314311414077 } ], "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": 25.9, "avg_cost": 26.99, "pnl_pct": -4.0385, "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_72%" ], "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 } }