{
  "schema_version": "v13_source_eod_review_2",
  "plan_date": "20260630",
  "trade_date": "20260701",
  "source_paths": {
    "paper_runtime_snapshot": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/reports/trading/paper_runtime_snapshot.json",
    "latest_signals": "local_paper_runtime/reports/trading/local_paper_latest_signals.json",
    "portfolio_state": "local_paper_runtime/reports/trading/local_paper_portfolio_state.json",
    "trading_log": "local_paper_runtime/reports/trading/local_paper_trading_log_20260630.json",
    "risk_overlay": "local_paper_runtime/reports/trading/local_paper_risk_overlay_20260701.json",
    "sqlite_portfolio": "/Users/tonyyu/sector_wave_agent/local_paper_runtime/runtime/state/local_paper.sqlite"
  },
  "status": "PAPER_RUNNING",
  "mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "account": {
    "initial_capital": 1000000.0,
    "cash": 415036.0,
    "market_value": 675071.0,
    "total_value": 1090107.0,
    "unrealized_pnl": 69247.88888888886,
    "realized_pnl": 8762.11111111111,
    "daily_pnl": 2839.99999999998,
    "total_pnl": 90107.0,
    "total_pnl_pct": 9.0107,
    "realized_pnl_source": "order_realized_pnl_delta",
    "account_integrity_warning": "equity_pnl=90107.00 与 realized+unrealized=78010.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。"
  },
  "summary": {
    "total_assets": 1090107.0,
    "total_pnl": 90107.0,
    "total_pnl_pct": 9.0107,
    "unrealized_pnl": 69247.88888888886,
    "realized_pnl": 8762.11111111111,
    "daily_pnl": 2839.99999999998,
    "filled_orders": 9,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "waiting_orders": 0,
    "official_buy_filled": 4,
    "shadow_buy_filled": 1,
    "risk_sell_filled": 3,
    "normal_sell_filled": 0,
    "position_add_filled": 1,
    "positions": 7,
    "signals": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "preopen_sector_flow_passed": false,
    "integrity_warning": null,
    "account_integrity_warning": "equity_pnl=90107.00 与 realized+unrealized=78010.00 不一致；说明恢复库缺少完整买入现金流水，账户收益率仍以现金+市值为准。",
    "realized_pnl_source": "order_realized_pnl_delta"
  },
  "positions": [
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 39.95,
      "last_price": 43.0,
      "prev_close": 45.6,
      "holding_days": 9,
      "daily_pnl": -2080.000000000001,
      "daily_return_pct": -5.701754385964915,
      "unrealized_pnl": 2439.9999999999977,
      "unrealized_pnl_pct": 7.634543178973718,
      "position_pct_of_total": 3.1556535275894935,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 34400.0
    },
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 1600,
      "sellable_qty": 1400,
      "avg_cost": 83.20444444444445,
      "last_price": 106.8,
      "prev_close": 103.55,
      "holding_days": 6,
      "daily_pnl": 5200.0,
      "daily_return_pct": 3.1385803959439884,
      "unrealized_pnl": 37752.888888888876,
      "unrealized_pnl_pct": 28.358527856417926,
      "position_pct_of_total": 15.67552543007246,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 170880.0
    },
    {
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "quantity": 900,
      "sellable_qty": 0,
      "avg_cost": 70.8,
      "last_price": 69.33,
      "prev_close": 68.62,
      "holding_days": null,
      "daily_pnl": 638.9999999999943,
      "daily_return_pct": 1.0346837656659775,
      "unrealized_pnl": -1322.999999999999,
      "unrealized_pnl_pct": -2.0762711864406813,
      "position_pct_of_total": 5.723933522122141,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 62397.0
    },
    {
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "quantity": 19200,
      "sellable_qty": 0,
      "avg_cost": 3.42,
      "last_price": 3.69,
      "prev_close": 3.35,
      "holding_days": null,
      "daily_pnl": 6527.999999999997,
      "daily_return_pct": 10.14925373134328,
      "unrealized_pnl": 5184.0,
      "unrealized_pnl_pct": 7.8947368421052655,
      "position_pct_of_total": 6.49917852100757,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 70848.0
    },
    {
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "quantity": 1100,
      "sellable_qty": 0,
      "avg_cost": 57.27,
      "last_price": 57.46,
      "prev_close": 55.78,
      "holding_days": null,
      "daily_pnl": 1847.9999999999998,
      "daily_return_pct": 3.011832197920401,
      "unrealized_pnl": 208.9999999999975,
      "unrealized_pnl_pct": 0.33176182992840086,
      "position_pct_of_total": 5.798146420488997,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 63206.0
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 110.65,
      "last_price": 126.1,
      "prev_close": 131.5,
      "holding_days": 10,
      "daily_pnl": -9180.00000000001,
      "daily_return_pct": -4.106463878327,
      "unrealized_pnl": 26264.99999999998,
      "unrealized_pnl_pct": 13.962946226841378,
      "position_pct_of_total": 19.665042055504642,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 214370.0
    },
    {
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 120.5,
      "last_price": 117.94,
      "prev_close": 118.17,
      "holding_days": null,
      "daily_pnl": -115.00000000000199,
      "daily_return_pct": -0.19463484810019802,
      "unrealized_pnl": -1280.0000000000011,
      "unrealized_pnl_pct": -2.124481327800831,
      "position_pct_of_total": 5.409560712847455,
      "over_cap": false,
      "over_cap_policy": null,
      "risk_flag": null,
      "updated_at": "2026-07-01T14:55:23",
      "market_value": 58970.0
    }
  ],
  "orders": [
    {
      "event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
      "ts": "2026-07-01T09:30:26",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "POSITION_ADD",
      "kind_inferred": true,
      "qty": 200,
      "price": 106.44,
      "amount": 21288.0,
      "reason": "paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "verified_profit_trend_add",
      "trigger_price": 106.16,
      "raw_status": "FILLED",
      "raw": {
        "amount": 21288.0,
        "base_exec_high": 107.29,
        "cash_before_order": 630357.0,
        "chase_ceiling": null,
        "current_position_value": 169856.0,
        "decision": "position_add",
        "dynamic_exec_high": 107.29,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 2.5,
        "entry_zone_high": 107.29,
        "entry_zone_low": 105.65,
        "event_id": "20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY",
        "exec_high": 107.29,
        "exec_low": 105.65,
        "intraday_vwap": 105.6491,
        "invalid_price": 103.51,
        "ma5": null,
        "max_chase_pct": 0.8,
        "minute_energy": null,
        "name": "长电科技",
        "paper_scope": "position_add",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SHSE.600584:POSITION_TREND_ADD",
        "price": 106.44,
        "price_vs_vwap_pct": 0.4836,
        "qty": 200,
        "quote_ask1": 106.44,
        "quote_ask_qty1": 3,
        "quote_bid1": 106.16,
        "quote_bid_qty1": 20,
        "quote_high": 106.5,
        "quote_last": 106.16,
        "quote_low": 105.36,
        "quote_open": 105.5,
        "quote_prev_close": 103.55,
        "quote_ts": "2026-07-01T09:30:25",
        "reason": "paper_fill_at_ask1",
        "sellable_qty_before_order": 1600,
        "side": "BUY",
        "sim_reason": "verified_profit_trend_add",
        "sizing_reason": "position_sized_by_target_pct",
        "slippage_bps": 26.38,
        "status": "FILLED",
        "suggested_position_pct": 20.0,
        "symbol": "SHSE.600584",
        "t0_protection_qty_cap": 1600,
        "target_amount": 218118.6,
        "target_position_pct": 20.0,
        "template_key": "POSITION_TREND_ADD",
        "theme": null,
        "trade_date": "20260701",
        "trigger_price": 106.16,
        "ts": "2026-07-01T09:30:26",
        "raw_json": "{\"amount\": 21288.0, \"base_exec_high\": 107.29, \"cash_before_order\": 630357.0, \"chase_ceiling\": null, \"current_position_value\": 169856.0, \"decision\": \"position_add\", \"dynamic_exec_high\": 107.29, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 2.5, \"entry_zone_high\": 107.29, \"entry_zone_low\": 105.65, \"event_id\": \"20260630:20260701:SHSE.600584:POSITION_TREND_ADD:BUY\", \"exec_high\": 107.29, \"exec_low\": 105.65, \"intraday_vwap\": 105.6491, \"invalid_price\": 103.51, \"ma5\": null, \"max_chase_pct\": 0.8, \"minute_energy\": null, \"name\": \"长电科技\", \"paper_scope\": \"position_add\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SHSE.600584:POSITION_TREND_ADD\", \"price\": 106.44, \"price_vs_vwap_pct\": 0.4836, \"qty\": 200, \"quote_ask1\": 106.44, \"quote_ask_qty1\": 3, \"quote_bid1\": 106.16, \"quote_bid_qty1\": 20, \"quote_high\": 106.5, \"quote_last\": 106.16, \"quote_low\": 105.36, \"quote_open\": 105.5, \"quote_prev_close\": 103.55, \"quote_ts\": \"2026-07-01T09:30:25\", \"reason\": \"paper_fill_at_ask1\", \"sellable_qty_before_order\": 1600, \"side\": \"BUY\", \"sim_reason\": \"verified_profit_trend_add\", \"sizing_reason\": \"position_sized_by_target_pct\", \"slippage_bps\": 26.38, \"status\": \"FILLED\", \"suggested_position_pct\": 20.0, \"symbol\": \"SHSE.600584\", \"t0_protection_qty_cap\": 1600, \"target_amount\": 218118.6, \"target_position_pct\": 20.0, \"template_key\": \"POSITION_TREND_ADD\", \"theme\": null, \"trade_date\": \"20260701\", \"trigger_price\": 106.16, \"ts\": \"2026-07-01T09:30:26\"}",
        "id": 11
      }
    },
    {
      "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
      "ts": "2026-07-01T09:32:00",
      "symbol": "SZSE.002979",
      "name": "雷赛智能",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "OFFICIAL_BUY",
      "kind_inferred": true,
      "qty": 1100,
      "price": 57.27,
      "amount": 62997.0,
      "reason": "paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "trigger_touched",
      "trigger_price": 56.11,
      "raw_status": "FILLED",
      "raw": {
        "amount": 62997.0,
        "base_exec_high": 57.79,
        "cash_before_order": 609069.0,
        "chase_ceiling": 57.79,
        "current_position_value": 0.0,
        "decision": "active_plan",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 4.959,
        "entry_zone_high": 56.95,
        "entry_zone_low": 55.27,
        "event_id": "20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY",
        "exec_high": 57.79,
        "exec_low": 56.11,
        "intraday_vwap": 56.3658,
        "invalid_price": 54.43,
        "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": 0.4217,
          "bar_count": 3,
          "bars": [
            {
              "amount_yi": 0.2146,
              "close": 56.42,
              "high": 56.42,
              "low": 56.4,
              "open": 56.4,
              "time": "09:30"
            },
            {
              "amount_yi": 0.0832,
              "close": 56.41,
              "high": 56.41,
              "low": 56.41,
              "open": 56.41,
              "time": "09:31"
            },
            {
              "amount_yi": 0.1239,
              "close": 57.17,
              "high": 57.17,
              "low": 57.17,
              "open": 57.17,
              "time": "09:32"
            }
          ],
          "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": "雷赛智能",
        "paper_scope": "active",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP",
        "price": 57.27,
        "price_vs_vwap_pct": 1.4268,
        "qty": 1100,
        "quote_ask1": 57.27,
        "quote_ask_qty1": 1,
        "quote_bid1": 57.15,
        "quote_bid_qty1": 2,
        "quote_high": 57.3,
        "quote_last": 57.17,
        "quote_low": 55.82,
        "quote_open": 55.82,
        "quote_prev_close": 55.78,
        "quote_ts": "2026-07-01T09:31:57",
        "reason": "paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 206.74,
        "status": "FILLED",
        "suggested_position_pct": 12.0,
        "symbol": "SZSE.002979",
        "target_amount": 65921.94,
        "target_position_pct": 6.0,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "theme": "机器人链 / 机器人概念",
        "trade_date": "20260701",
        "trigger_price": 56.11,
        "ts": "2026-07-01T09:32:00",
        "raw_json": "{\"amount\": 62997.0, \"base_exec_high\": 57.79, \"cash_before_order\": 609069.0, \"chase_ceiling\": 57.79, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 4.959, \"entry_zone_high\": 56.95, \"entry_zone_low\": 55.27, \"event_id\": \"20260630:20260701:SZSE.002979:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 57.79, \"exec_low\": 56.11, \"intraday_vwap\": 56.3658, \"invalid_price\": 54.43, \"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\": 0.4217, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.2146, \"close\": 56.42, \"high\": 56.42, \"low\": 56.4, \"open\": 56.4, \"time\": \"09:30\"}, {\"amount_yi\": 0.0832, \"close\": 56.41, \"high\": 56.41, \"low\": 56.41, \"open\": 56.41, \"time\": \"09:31\"}, {\"amount_yi\": 0.1239, \"close\": 57.17, \"high\": 57.17, \"low\": 57.17, \"open\": 57.17, \"time\": \"09:32\"}], \"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\": \"雷赛智能\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SZSE.002979:SECOND_WAVE_BREAK_VWAP\", \"price\": 57.27, \"price_vs_vwap_pct\": 1.4268, \"qty\": 1100, \"quote_ask1\": 57.27, \"quote_ask_qty1\": 1, \"quote_bid1\": 57.15, \"quote_bid_qty1\": 2, \"quote_high\": 57.3, \"quote_last\": 57.17, \"quote_low\": 55.82, \"quote_open\": 55.82, \"quote_prev_close\": 55.78, \"quote_ts\": \"2026-07-01T09:31:57\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 206.74, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.002979\", \"target_amount\": 65921.94, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"机器人链 / 机器人概念\", \"trade_date\": \"20260701\", \"trigger_price\": 56.11, \"ts\": \"2026-07-01T09:32:00\"}",
        "id": 12
      }
    },
    {
      "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
      "ts": "2026-07-01T09:32:00",
      "symbol": "SHSE.688322",
      "name": "奥比中光-W",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "SHADOW_BUY",
      "kind_inferred": true,
      "qty": 300,
      "price": 134.44,
      "amount": 40332.0,
      "reason": "shadow_paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "trigger_touched",
      "trigger_price": 132.88,
      "raw_status": "SHADOW_FILLED",
      "raw": {
        "amount": 40332.0,
        "base_exec_high": 134.87,
        "cash_before_order": 546072.0,
        "chase_ceiling": 136.87,
        "current_position_value": 0.0,
        "decision": "conditional_plan",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 4.1282,
        "entry_zone_high": 134.87,
        "entry_zone_low": 130.89,
        "event_id": "20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY",
        "exec_high": 134.87,
        "exec_low": 132.88,
        "intraday_vwap": null,
        "invalid_price": 128.89,
        "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": 1.4792,
          "bar_count": 3,
          "bars": [
            {
              "amount_yi": 0.7929,
              "close": 132.5,
              "high": 132.63,
              "low": 132.5,
              "open": 132.63,
              "time": "09:30"
            },
            {
              "amount_yi": 0.4435,
              "close": 132.6,
              "high": 132.6,
              "low": 132.6,
              "open": 132.6,
              "time": "09:31"
            },
            {
              "amount_yi": 0.2428,
              "close": 134.36,
              "high": 134.36,
              "low": 134.36,
              "open": 134.36,
              "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": "SECOND_WAVE_BREAK_VWAP",
          "window_min": 5
        },
        "name": "奥比中光-W",
        "paper_scope": "conditional_watch",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP",
        "price": 134.44,
        "price_vs_vwap_pct": null,
        "qty": 300,
        "quote_ask1": 134.44,
        "quote_ask_qty1": 3,
        "quote_bid1": 134.36,
        "quote_bid_qty1": 3,
        "quote_high": 134.36,
        "quote_last": 134.36,
        "quote_low": 131.81,
        "quote_open": 132.5,
        "quote_prev_close": 130.55,
        "quote_ts": "2026-07-01T09:31:58",
        "reason": "shadow_paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 117.4,
        "status": "SHADOW_FILLED",
        "suggested_position_pct": 8.0,
        "symbol": "SHSE.688322",
        "target_amount": 43947.96,
        "target_position_pct": 4.0,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "theme": "机器人链 / 人形机器人",
        "trade_date": "20260701",
        "trigger_price": 132.88,
        "ts": "2026-07-01T09:32:00",
        "raw_json": "{\"amount\": 40332.0, \"base_exec_high\": 134.87, \"cash_before_order\": 546072.0, \"chase_ceiling\": 136.87, \"current_position_value\": 0.0, \"decision\": \"conditional_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 4.1282, \"entry_zone_high\": 134.87, \"entry_zone_low\": 130.89, \"event_id\": \"20260630:20260701:SHSE.688322:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 134.87, \"exec_low\": 132.88, \"intraday_vwap\": null, \"invalid_price\": 128.89, \"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\": 1.4792, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.7929, \"close\": 132.5, \"high\": 132.63, \"low\": 132.5, \"open\": 132.63, \"time\": \"09:30\"}, {\"amount_yi\": 0.4435, \"close\": 132.6, \"high\": 132.6, \"low\": 132.6, \"open\": 132.6, \"time\": \"09:31\"}, {\"amount_yi\": 0.2428, \"close\": 134.36, \"high\": 134.36, \"low\": 134.36, \"open\": 134.36, \"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\": \"SECOND_WAVE_BREAK_VWAP\", \"window_min\": 5}, \"name\": \"奥比中光-W\", \"paper_scope\": \"conditional_watch\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SHSE.688322:SECOND_WAVE_BREAK_VWAP\", \"price\": 134.44, \"price_vs_vwap_pct\": null, \"qty\": 300, \"quote_ask1\": 134.44, \"quote_ask_qty1\": 3, \"quote_bid1\": 134.36, \"quote_bid_qty1\": 3, \"quote_high\": 134.36, \"quote_last\": 134.36, \"quote_low\": 131.81, \"quote_open\": 132.5, \"quote_prev_close\": 130.55, \"quote_ts\": \"2026-07-01T09:31:58\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 117.4, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SHSE.688322\", \"target_amount\": 43947.96, \"target_position_pct\": 4.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"机器人链 / 人形机器人\", \"trade_date\": \"20260701\", \"trigger_price\": 132.88, \"ts\": \"2026-07-01T09:32:00\"}",
        "id": 13
      }
    },
    {
      "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
      "ts": "2026-07-01T09:32:33",
      "symbol": "SZSE.000536",
      "name": "华映科技",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "OFFICIAL_BUY",
      "kind_inferred": true,
      "qty": 19200,
      "price": 3.42,
      "amount": 65664.0,
      "reason": "paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "trigger_touched",
      "trigger_price": 3.39,
      "raw_status": "FILLED",
      "raw": {
        "amount": 65664.0,
        "base_exec_high": 3.49,
        "cash_before_order": 546072.0,
        "chase_ceiling": 3.49,
        "current_position_value": 0.0,
        "decision": "active_plan",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 3.8012,
        "entry_zone_high": 3.44,
        "entry_zone_low": 3.34,
        "event_id": "20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY",
        "exec_high": 3.49,
        "exec_low": 3.39,
        "intraday_vwap": 3.3334,
        "invalid_price": 3.29,
        "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": 0.3622,
          "bar_count": 3,
          "bars": [
            {
              "amount_yi": 0.1503,
              "close": 3.33,
              "high": 3.33,
              "low": 3.29,
              "open": 3.29,
              "time": "09:30"
            },
            {
              "amount_yi": 0.0877,
              "close": 3.39,
              "high": 3.39,
              "low": 3.39,
              "open": 3.39,
              "time": "09:31"
            },
            {
              "amount_yi": 0.1242,
              "close": 3.41,
              "high": 3.41,
              "low": 3.38,
              "open": 3.38,
              "time": "09:32"
            }
          ],
          "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": "华映科技",
        "paper_scope": "active",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP",
        "price": 3.42,
        "price_vs_vwap_pct": 2.298,
        "qty": 19200,
        "quote_ask1": 3.42,
        "quote_ask_qty1": 952,
        "quote_bid1": 3.41,
        "quote_bid_qty1": 146,
        "quote_high": 3.43,
        "quote_last": 3.41,
        "quote_low": 3.26,
        "quote_open": 3.3,
        "quote_prev_close": 3.35,
        "quote_ts": "2026-07-01T09:32:30",
        "reason": "paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 88.5,
        "status": "FILLED",
        "suggested_position_pct": 12.0,
        "symbol": "SZSE.000536",
        "target_amount": 65908.02,
        "target_position_pct": 6.0,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "theme": "显示面板链 / OLED",
        "trade_date": "20260701",
        "trigger_price": 3.39,
        "ts": "2026-07-01T09:32:33",
        "raw_json": "{\"amount\": 65664.0, \"base_exec_high\": 3.49, \"cash_before_order\": 546072.0, \"chase_ceiling\": 3.49, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.8012, \"entry_zone_high\": 3.44, \"entry_zone_low\": 3.34, \"event_id\": \"20260630:20260701:SZSE.000536:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 3.49, \"exec_low\": 3.39, \"intraday_vwap\": 3.3334, \"invalid_price\": 3.29, \"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\": 0.3622, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.1503, \"close\": 3.33, \"high\": 3.33, \"low\": 3.29, \"open\": 3.29, \"time\": \"09:30\"}, {\"amount_yi\": 0.0877, \"close\": 3.39, \"high\": 3.39, \"low\": 3.39, \"open\": 3.39, \"time\": \"09:31\"}, {\"amount_yi\": 0.1242, \"close\": 3.41, \"high\": 3.41, \"low\": 3.38, \"open\": 3.38, \"time\": \"09:32\"}], \"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\": \"华映科技\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SZSE.000536:SECOND_WAVE_BREAK_VWAP\", \"price\": 3.42, \"price_vs_vwap_pct\": 2.298, \"qty\": 19200, \"quote_ask1\": 3.42, \"quote_ask_qty1\": 952, \"quote_bid1\": 3.41, \"quote_bid_qty1\": 146, \"quote_high\": 3.43, \"quote_last\": 3.41, \"quote_low\": 3.26, \"quote_open\": 3.3, \"quote_prev_close\": 3.35, \"quote_ts\": \"2026-07-01T09:32:30\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 88.5, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.000536\", \"target_amount\": 65908.02, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"显示面板链 / OLED\", \"trade_date\": \"20260701\", \"trigger_price\": 3.39, \"ts\": \"2026-07-01T09:32:33\"}",
        "id": 14
      }
    },
    {
      "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
      "ts": "2026-07-01T09:32:33",
      "symbol": "SZSE.301696",
      "name": "三瑞智能",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "OFFICIAL_BUY",
      "kind_inferred": true,
      "qty": 500,
      "price": 120.5,
      "amount": 60250.0,
      "reason": "paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "trigger_touched",
      "trigger_price": 120.5,
      "raw_status": "FILLED",
      "raw": {
        "amount": 60250.0,
        "base_exec_high": 124.12,
        "cash_before_order": 480408.0,
        "chase_ceiling": 124.12,
        "current_position_value": 0.0,
        "decision": "active_plan",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 3.0041,
        "entry_zone_high": 122.31,
        "entry_zone_low": 118.69,
        "event_id": "20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY",
        "exec_high": 124.12,
        "exec_low": 120.5,
        "intraday_vwap": 119.1848,
        "invalid_price": 116.88,
        "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": 0.3503,
          "bar_count": 3,
          "bars": [
            {
              "amount_yi": 0.1767,
              "close": 119.0,
              "high": 119.0,
              "low": 118.56,
              "open": 118.56,
              "time": "09:30"
            },
            {
              "amount_yi": 0.0433,
              "close": 118.58,
              "high": 118.58,
              "low": 118.58,
              "open": 118.58,
              "time": "09:31"
            },
            {
              "amount_yi": 0.1303,
              "close": 120.66,
              "high": 120.66,
              "low": 120.25,
              "open": 120.25,
              "time": "09:32"
            }
          ],
          "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": "三瑞智能",
        "paper_scope": "active",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP",
        "price": 120.5,
        "price_vs_vwap_pct": 1.2377,
        "qty": 500,
        "quote_ask1": 120.5,
        "quote_ask_qty1": 4,
        "quote_bid1": 120.43,
        "quote_bid_qty1": 6,
        "quote_high": 121.5,
        "quote_last": 120.66,
        "quote_low": 117.39,
        "quote_open": 118.35,
        "quote_prev_close": 118.17,
        "quote_ts": "2026-07-01T09:32:30",
        "reason": "paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 0.0,
        "status": "FILLED",
        "suggested_position_pct": 12.0,
        "symbol": "SZSE.301696",
        "target_amount": 65908.02,
        "target_position_pct": 6.0,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "theme": "机器人链 / 减速器",
        "trade_date": "20260701",
        "trigger_price": 120.5,
        "ts": "2026-07-01T09:32:33",
        "raw_json": "{\"amount\": 60250.0, \"base_exec_high\": 124.12, \"cash_before_order\": 480408.0, \"chase_ceiling\": 124.12, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.0041, \"entry_zone_high\": 122.31, \"entry_zone_low\": 118.69, \"event_id\": \"20260630:20260701:SZSE.301696:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 124.12, \"exec_low\": 120.5, \"intraday_vwap\": 119.1848, \"invalid_price\": 116.88, \"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\": 0.3503, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.1767, \"close\": 119.0, \"high\": 119.0, \"low\": 118.56, \"open\": 118.56, \"time\": \"09:30\"}, {\"amount_yi\": 0.0433, \"close\": 118.58, \"high\": 118.58, \"low\": 118.58, \"open\": 118.58, \"time\": \"09:31\"}, {\"amount_yi\": 0.1303, \"close\": 120.66, \"high\": 120.66, \"low\": 120.25, \"open\": 120.25, \"time\": \"09:32\"}], \"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\": \"三瑞智能\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SZSE.301696:SECOND_WAVE_BREAK_VWAP\", \"price\": 120.5, \"price_vs_vwap_pct\": 1.2377, \"qty\": 500, \"quote_ask1\": 120.5, \"quote_ask_qty1\": 4, \"quote_bid1\": 120.43, \"quote_bid_qty1\": 6, \"quote_high\": 121.5, \"quote_last\": 120.66, \"quote_low\": 117.39, \"quote_open\": 118.35, \"quote_prev_close\": 118.17, \"quote_ts\": \"2026-07-01T09:32:30\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 0.0, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SZSE.301696\", \"target_amount\": 65908.02, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"机器人链 / 减速器\", \"trade_date\": \"20260701\", \"trigger_price\": 120.5, \"ts\": \"2026-07-01T09:32:33\"}",
        "id": 15
      }
    },
    {
      "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
      "ts": "2026-07-01T09:32:33",
      "symbol": "SHSE.688150",
      "name": "莱特光电",
      "side": "BUY",
      "status": "FILLED",
      "order_kind": "OFFICIAL_BUY",
      "kind_inferred": true,
      "qty": 900,
      "price": 70.8,
      "amount": 63720.0,
      "reason": "paper_fill_at_ask1",
      "realized_pnl_delta": null,
      "rule_id": null,
      "sim_reason": "trigger_touched",
      "trigger_price": 69.58,
      "raw_status": "FILLED",
      "raw": {
        "amount": 63720.0,
        "base_exec_high": 71.67,
        "cash_before_order": 420158.0,
        "chase_ceiling": 71.67,
        "current_position_value": 0.0,
        "decision": "active_plan",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "entry_risk_pct": 4.6751,
        "entry_zone_high": 70.62,
        "entry_zone_low": 68.54,
        "event_id": "20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY",
        "exec_high": 71.67,
        "exec_low": 69.58,
        "intraday_vwap": null,
        "invalid_price": 67.49,
        "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": 0.7563,
          "bar_count": 3,
          "bars": [
            {
              "amount_yi": 0.3024,
              "close": 68.86,
              "high": 69.68,
              "low": 68.86,
              "open": 69.68,
              "time": "09:30"
            },
            {
              "amount_yi": 0.0982,
              "close": 69.1,
              "high": 69.1,
              "low": 69.1,
              "open": 69.1,
              "time": "09:31"
            },
            {
              "amount_yi": 0.3557,
              "close": 70.8,
              "high": 70.8,
              "low": 69.57,
              "open": 69.57,
              "time": "09:32"
            }
          ],
          "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": "莱特光电",
        "paper_scope": "active",
        "participation_rate": null,
        "plan_date": "20260630",
        "plan_id": "20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP",
        "price": 70.8,
        "price_vs_vwap_pct": null,
        "qty": 900,
        "quote_ask1": 70.8,
        "quote_ask_qty1": 34,
        "quote_bid1": 70.79,
        "quote_bid_qty1": 10,
        "quote_high": 71.3,
        "quote_last": 70.8,
        "quote_low": 68.78,
        "quote_open": 71.01,
        "quote_prev_close": 68.62,
        "quote_ts": "2026-07-01T09:32:32",
        "reason": "paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 175.34,
        "status": "FILLED",
        "suggested_position_pct": 12.0,
        "symbol": "SHSE.688150",
        "target_amount": 65977.68,
        "target_position_pct": 6.0,
        "template_key": "SECOND_WAVE_BREAK_VWAP",
        "theme": "显示面板链 / 柔性屏(折叠屏)",
        "trade_date": "20260701",
        "trigger_price": 69.58,
        "ts": "2026-07-01T09:32:33",
        "raw_json": "{\"amount\": 63720.0, \"base_exec_high\": 71.67, \"cash_before_order\": 420158.0, \"chase_ceiling\": 71.67, \"current_position_value\": 0.0, \"decision\": \"active_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 4.6751, \"entry_zone_high\": 70.62, \"entry_zone_low\": 68.54, \"event_id\": \"20260630:20260701:SHSE.688150:SECOND_WAVE_BREAK_VWAP:BUY\", \"exec_high\": 71.67, \"exec_low\": 69.58, \"intraday_vwap\": null, \"invalid_price\": 67.49, \"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\": 0.7563, \"bar_count\": 3, \"bars\": [{\"amount_yi\": 0.3024, \"close\": 68.86, \"high\": 69.68, \"low\": 68.86, \"open\": 69.68, \"time\": \"09:30\"}, {\"amount_yi\": 0.0982, \"close\": 69.1, \"high\": 69.1, \"low\": 69.1, \"open\": 69.1, \"time\": \"09:31\"}, {\"amount_yi\": 0.3557, \"close\": 70.8, \"high\": 70.8, \"low\": 69.57, \"open\": 69.57, \"time\": \"09:32\"}], \"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\": \"莱特光电\", \"paper_scope\": \"active\", \"participation_rate\": null, \"plan_date\": \"20260630\", \"plan_id\": \"20260630:SHSE.688150:SECOND_WAVE_BREAK_VWAP\", \"price\": 70.8, \"price_vs_vwap_pct\": null, \"qty\": 900, \"quote_ask1\": 70.8, \"quote_ask_qty1\": 34, \"quote_bid1\": 70.79, \"quote_bid_qty1\": 10, \"quote_high\": 71.3, \"quote_last\": 70.8, \"quote_low\": 68.78, \"quote_open\": 71.01, \"quote_prev_close\": 68.62, \"quote_ts\": \"2026-07-01T09:32:32\", \"reason\": \"paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 175.34, \"status\": \"FILLED\", \"suggested_position_pct\": 12.0, \"symbol\": \"SHSE.688150\", \"target_amount\": 65977.68, \"target_position_pct\": 6.0, \"template_key\": \"SECOND_WAVE_BREAK_VWAP\", \"theme\": \"显示面板链 / 柔性屏(折叠屏)\", \"trade_date\": \"20260701\", \"trigger_price\": 69.58, \"ts\": \"2026-07-01T09:32:33\"}",
        "id": 16
      }
    },
    {
      "event_id": "RISK:20260701:SHSE.600584:position_invalid_price:SELL",
      "ts": "2026-07-01T13:11:06",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "kind_inferred": true,
      "qty": 200,
      "price": 103.0,
      "amount": 20600.0,
      "reason": "paper_sell_at_bid1",
      "realized_pnl_delta": 3959.1111111111104,
      "rule_id": null,
      "sim_reason": "position_add_invalid_t_exit",
      "trigger_price": 103.51,
      "raw_status": "FILLED",
      "raw": {
        "adjusted_avg_cost": null,
        "amount": 20600.0,
        "base_exec_high": null,
        "chase_ceiling": null,
        "decision": "risk_exit",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "event_id": "RISK:20260701:SHSE.600584:position_invalid_price: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": "20260630",
        "plan_id": "RISK:20260630:SHSE.600584:position_invalid_price",
        "position_pnl_pct": 23.8035,
        "price": 103.0,
        "price_scale_gap_pct": null,
        "price_vs_vwap_pct": null,
        "qfq_adjustment_factor": null,
        "qfq_adjustment_source": null,
        "qty": 200,
        "quote_ask1": 103.01,
        "quote_ask_qty1": 89,
        "quote_bid1": 103.0,
        "quote_bid_qty1": 3897,
        "quote_high": 111.11,
        "quote_last": 103.01,
        "quote_low": 103.0,
        "quote_open": 105.5,
        "quote_prev_close": 103.55,
        "quote_ts": "2026-07-01T13:11:04",
        "raw_avg_cost": 106.44,
        "raw_position_pnl_pct": 23.80348271994017,
        "reason": "paper_sell_at_bid1",
        "risk_rule": "position_invalid_price",
        "risk_threshold": 103.51,
        "sellable_qty": 200,
        "side": "SELL",
        "sim_reason": "position_add_invalid_t_exit",
        "slippage_bps": null,
        "status": "FILLED",
        "symbol": "SHSE.600584",
        "template_key": "POSITION_RISK_EXIT",
        "theme": null,
        "trade_date": "20260701",
        "trigger_price": 103.51,
        "ts": "2026-07-01T13:11:06",
        "cost_basis": 16640.88888888889,
        "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 20600.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260701:SHSE.600584:position_invalid_price: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\": \"20260630\", \"plan_id\": \"RISK:20260630:SHSE.600584:position_invalid_price\", \"position_pnl_pct\": 23.8035, \"price\": 103.0, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 200, \"quote_ask1\": 103.01, \"quote_ask_qty1\": 89, \"quote_bid1\": 103.0, \"quote_bid_qty1\": 3897, \"quote_high\": 111.11, \"quote_last\": 103.01, \"quote_low\": 103.0, \"quote_open\": 105.5, \"quote_prev_close\": 103.55, \"quote_ts\": \"2026-07-01T13:11:04\", \"raw_avg_cost\": 106.44, \"raw_position_pnl_pct\": 23.80348271994017, \"reason\": \"paper_sell_at_bid1\", \"risk_rule\": \"position_invalid_price\", \"risk_threshold\": 103.51, \"sellable_qty\": 200, \"side\": \"SELL\", \"sim_reason\": \"position_add_invalid_t_exit\", \"slippage_bps\": null, \"status\": \"FILLED\", \"symbol\": \"SHSE.600584\", \"template_key\": \"POSITION_RISK_EXIT\", \"theme\": null, \"trade_date\": \"20260701\", \"trigger_price\": 103.51, \"ts\": \"2026-07-01T13:11:06\"}",
        "id": 17,
        "realized_pnl_delta": 3959.1111111111104,
        "realized_pnl_source": "position_avg_cost_fallback"
      }
    },
    {
      "event_id": "RISK:20260701:SZSE.300236:position_invalid_price:SELL",
      "ts": "2026-07-01T13:15:18",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "INVALIDATION_SELL",
      "kind_inferred": true,
      "qty": 200,
      "price": 126.28,
      "amount": 25256.0,
      "reason": "paper_sell_at_bid1",
      "realized_pnl_delta": 3125.999999999999,
      "rule_id": null,
      "sim_reason": "position_add_invalid_t_exit",
      "trigger_price": 126.4,
      "raw_status": "FILLED",
      "raw": {
        "adjusted_avg_cost": null,
        "amount": 25256.0,
        "base_exec_high": null,
        "chase_ceiling": null,
        "decision": "risk_exit",
        "dynamic_exec_high": null,
        "energy_floor_hint_yi": null,
        "event_id": "RISK:20260701: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": "20260630",
        "plan_id": "RISK:20260630:SZSE.300236:position_invalid_price",
        "position_pnl_pct": 14.1437,
        "price": 126.28,
        "price_scale_gap_pct": null,
        "price_vs_vwap_pct": null,
        "qfq_adjustment_factor": null,
        "qfq_adjustment_source": null,
        "qty": 200,
        "quote_ask1": 126.3,
        "quote_ask_qty1": 26,
        "quote_bid1": 126.28,
        "quote_bid_qty1": 10,
        "quote_high": 136.98,
        "quote_last": 126.3,
        "quote_low": 126.3,
        "quote_open": 128.59,
        "quote_prev_close": 131.5,
        "quote_ts": "2026-07-01T13:15:15",
        "raw_avg_cost": 129.64,
        "raw_position_pnl_pct": 14.143696339810209,
        "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": "20260701",
        "trigger_price": 126.4,
        "ts": "2026-07-01T13:15:18",
        "cost_basis": 22130.0,
        "raw_json": "{\"adjusted_avg_cost\": null, \"amount\": 25256.0, \"base_exec_high\": null, \"chase_ceiling\": null, \"decision\": \"risk_exit\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"event_id\": \"RISK:20260701: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\": \"20260630\", \"plan_id\": \"RISK:20260630:SZSE.300236:position_invalid_price\", \"position_pnl_pct\": 14.1437, \"price\": 126.28, \"price_scale_gap_pct\": null, \"price_vs_vwap_pct\": null, \"qfq_adjustment_factor\": null, \"qfq_adjustment_source\": null, \"qty\": 200, \"quote_ask1\": 126.3, \"quote_ask_qty1\": 26, \"quote_bid1\": 126.28, \"quote_bid_qty1\": 10, \"quote_high\": 136.98, \"quote_last\": 126.3, \"quote_low\": 126.3, \"quote_open\": 128.59, \"quote_prev_close\": 131.5, \"quote_ts\": \"2026-07-01T13:15:15\", \"raw_avg_cost\": 129.64, \"raw_position_pnl_pct\": 14.143696339810209, \"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\": \"20260701\", \"trigger_price\": 126.4, \"ts\": \"2026-07-01T13:15:18\"}",
        "id": 18,
        "realized_pnl_delta": 3125.999999999999,
        "realized_pnl_source": "position_avg_cost_fallback"
      }
    },
    {
      "event_id": "20260701:SZSE.300236:overcap_intraday_profit_giveback_v1:overcap_giveback_step1",
      "ts": "2026-07-01T14:02:57",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "SELL",
      "status": "FILLED",
      "order_kind": "RISK_SELL",
      "kind_inferred": false,
      "qty": 100,
      "price": 127.42,
      "amount": 12742.0,
      "reason": "大仓位利润回吐保护：仓位超过20%，仍有10%以上浮盈，但从日内高点回撤超过6%，且当日跌幅超过3%，先小比例降仓并把仓位压回常规上限附近。",
      "realized_pnl_delta": 1676.9999999999995,
      "rule_id": "overcap_intraday_profit_giveback_v1",
      "sim_reason": "overcap_intraday_profit_giveback_v1",
      "trigger_price": 127.42,
      "raw_status": "FILLED",
      "raw": {
        "event_id": "20260701:SZSE.300236:overcap_intraday_profit_giveback_v1:overcap_giveback_step1",
        "rule_id": "overcap_intraday_profit_giveback_v1",
        "tier": "overcap_giveback_step1",
        "symbol": "SZSE.300236",
        "name": "上海新阳",
        "side": "SELL",
        "status": "FILLED",
        "order_kind": "RISK_SELL",
        "qty": 100,
        "quantity": 100,
        "price": 127.42,
        "amount": 12742.0,
        "reason": "大仓位利润回吐保护：仓位超过20%，仍有10%以上浮盈，但从日内高点回撤超过6%，且当日跌幅超过3%，先小比例降仓并把仓位压回常规上限附近。",
        "trigger_price": 127.42,
        "day_return_pct": -3.1027,
        "unrealized_profit_pct": 15.1559,
        "quantity_before": 1800,
        "sellable_qty_before": 1800,
        "avg_cost": 110.65,
        "reduce_ratio": 0.1,
        "day_high": 136.98,
        "high_giveback_pct": -6.9791,
        "position_pct_of_total": 21.0924,
        "position_cap_pct": 20.0,
        "realized_pnl_delta": 1676.9999999999995,
        "cost_basis": 11065.0,
        "realized_pnl_source": "order_raw_cost",
        "sim_reason": "overcap_intraday_profit_giveback_v1",
        "raw_json": "{\"event_id\": \"20260701:SZSE.300236:overcap_intraday_profit_giveback_v1:overcap_giveback_step1\", \"rule_id\": \"overcap_intraday_profit_giveback_v1\", \"tier\": \"overcap_giveback_step1\", \"symbol\": \"SZSE.300236\", \"name\": \"上海新阳\", \"side\": \"SELL\", \"status\": \"FILLED\", \"order_kind\": \"RISK_SELL\", \"qty\": 100, \"quantity\": 100, \"price\": 127.42, \"amount\": 12742.0, \"reason\": \"大仓位利润回吐保护：仓位超过20%，仍有10%以上浮盈，但从日内高点回撤超过6%，且当日跌幅超过3%，先小比例降仓并把仓位压回常规上限附近。\", \"trigger_price\": 127.42, \"day_return_pct\": -3.1027, \"unrealized_profit_pct\": 15.1559, \"quantity_before\": 1800, \"sellable_qty_before\": 1800, \"avg_cost\": 110.65, \"reduce_ratio\": 0.1, \"day_high\": 136.98, \"high_giveback_pct\": -6.9791, \"position_pct_of_total\": 21.0924, \"position_cap_pct\": 20.0, \"realized_pnl_delta\": 1677.0, \"cost_basis\": 11065.0, \"realized_pnl_source\": \"position_avg_cost_fallback\"}",
        "id": 19,
        "trade_date": "20260701",
        "ts": "2026-07-01T14:02:57",
        "plan_date": "20260630"
      }
    }
  ],
  "intended_but_blocked": [],
  "risk_flags": {
    "coverage": "not_covered",
    "note": "风险旗标源未覆盖；不得把缺失静默视作无风险。",
    "sources": [],
    "items": {}
  },
  "auction": {
    "used_as_standalone_gate": false,
    "usage_note": "集合竞价只做板块/个股预确认与早盘择时加权，不单独触发买入。",
    "preopen_gate_legacy": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "NORMAL_THREE_RESONANCE",
        "label": "常规三振共振",
        "entry_policy": "strict_gate",
        "official_buy_allowed": true,
        "reason": "market_sector_stock_resonance_confirmed",
        "pool_up_ratio": 0.5639,
        "active_up_ratio": 0.5385,
        "active_positive": 7,
        "active_positive_min": 1,
        "active_above_vwap": 6,
        "active_total": 13,
        "sample_total": 133,
        "dominant_theme": "显示面板链 / MiniLED",
        "dominant_theme_share": 0.3582,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.300812"
        ],
        "structural_hot_themes": [
          {
            "theme": "显示面板链 / OLED",
            "count": 4,
            "top_symbols": [
              "SZSE.300566",
              "SZSE.000536",
              "SHSE.603212",
              "SZSE.000990"
            ],
            "top_return_pct": 14.2896
          },
          {
            "theme": "机器人链 / 人形机器人",
            "count": 4,
            "top_symbols": [
              "SHSE.688160",
              "SHSE.688165",
              "SZSE.003021",
              "SZSE.300403"
            ],
            "top_return_pct": 13.9652
          },
          {
            "theme": "机器人链 / 机器人概念",
            "count": 3,
            "top_symbols": [
              "SZSE.002403",
              "SZSE.300503",
              "SHSE.688580"
            ],
            "top_return_pct": 9.9776
          }
        ],
        "structural_symbol_whitelist": [
          "SZSE.000536",
          "SHSE.688017",
          "SHSE.688165"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SZSE.300566",
            "name": "激智科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 10,
            "ret_pct": 14.289580514208367,
            "last": 42.23,
            "vwap": 40.89576491162509,
            "above_vwap": true,
            "amount": 1947959343.0
          },
          {
            "symbol": "SHSE.688160",
            "name": "步科股份",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 13.965247770524968,
            "last": 123.96,
            "vwap": 119.98698674493397,
            "above_vwap": true,
            "amount": 821709881.0
          },
          {
            "symbol": "SZSE.300269",
            "name": "联建光电",
            "theme": "显示面板链 / MiniLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 11.615245009074426,
            "last": 6.15,
            "vwap": 5.902701888247491,
            "above_vwap": true,
            "amount": 737866069.0
          },
          {
            "symbol": "SZSE.000536",
            "name": "华映科技",
            "theme": "显示面板链 / OLED",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 10.149253731343277,
            "last": 3.69,
            "vwap": 3.595652295643436,
            "above_vwap": true,
            "amount": 375002084.0
          },
          {
            "symbol": "SZSE.002273",
            "name": "水晶光电",
            "theme": "显示面板链 / 显示技术",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 10.005636978579503,
            "last": 39.03,
            "vwap": 39.030126793183314,
            "above_vwap": false,
            "amount": 564551269.0
          },
          {
            "symbol": "SZSE.002403",
            "name": "爱仕达",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.977578475336335,
            "last": 9.81,
            "vwap": 9.539918404967498,
            "above_vwap": true,
            "amount": 98327939.0
          },
          {
            "symbol": "SHSE.603212",
            "name": "赛伍技术",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.967320261437917,
            "last": 13.46,
            "vwap": 13.111483507216345,
            "above_vwap": true,
            "amount": 489749310.0
          },
          {
            "symbol": "SZSE.300503",
            "name": "昊志机电",
            "theme": "机器人链 / 机器人概念",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 9.534127843986994,
            "last": 101.1,
            "vwap": 99.63850263378133,
            "above_vwap": true,
            "amount": 5059892260.0
          },
          {
            "symbol": "SZSE.002921",
            "name": "联诚精密",
            "theme": "机器人链 / 减速器",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.9246525237747,
            "last": 29.78,
            "vwap": 28.677773807774802,
            "above_vwap": true,
            "amount": 487995338.0
          },
          {
            "symbol": "SZSE.000990",
            "name": "诚志股份",
            "theme": "显示面板链 / OLED",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 8.068459657701709,
            "last": 8.84,
            "vwap": 8.7746804307717,
            "above_vwap": true,
            "amount": 525048798.0
          },
          {
            "symbol": "SHSE.688165",
            "name": "埃夫特-U",
            "theme": "机器人链 / 人形机器人",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 7.450980392156881,
            "last": 21.92,
            "vwap": 21.805385452910482,
            "above_vwap": true,
            "amount": 715194554.0
          },
          {
            "symbol": "SZSE.300115",
            "name": "长盈精密",
            "theme": "显示面板链 / 柔性屏(折叠屏)",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 6.513958482462412,
            "last": 29.76,
            "vwap": 30.31669320412551,
            "above_vwap": false,
            "amount": 2724270178.0
          }
        ]
      },
      "style_code": "NORMAL_THREE_RESONANCE",
      "style_label": "常规三振共振",
      "entry_policy": "strict_gate"
    },
    "auction_board_confirm_score": 30,
    "auction_stock_accept_score": 34.59,
    "auction_liquidity_score": 57.48,
    "covered_signal_count": 133,
    "covered_holding_count": 7,
    "holding_symbols": [
      "SHSE.600353",
      "SHSE.600584",
      "SHSE.688150",
      "SZSE.000536",
      "SZSE.002979",
      "SZSE.300236",
      "SZSE.301696"
    ],
    "reason": "expired_after_09:45"
  },
  "gate_funnel": {
    "evaluated_count": 133,
    "passed_count": 0,
    "policy_blocked_observe_only": 0,
    "market_gate_blocked": 133,
    "minute_energy_blocked": 0,
    "vwap_blocked": 0,
    "chase_ceiling_blocked": 0,
    "capital_blocked": 0,
    "quote_stale_blocked": 0,
    "data_source": "first_fail_runtime_signals",
    "degraded_reason": null,
    "diagnostic_counts": {
      "market_gate_blocked": 133,
      "minute_energy_blocked": 83,
      "vwap_blocked": 77,
      "chase_ceiling_blocked": 13,
      "capital_blocked": 109,
      "quote_stale_blocked": 0
    }
  },
  "signals_snapshot": {
    "total": 133,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 120,
    "actionable": 0
  }
}