{
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  "trade_date": "20260709",
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    "latest_signals": "local_paper_runtime/reports/trading/local_paper_latest_signals.json",
    "portfolio_state": "local_paper_runtime/reports/trading/local_paper_portfolio_state.json",
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  "status": "PAPER_RUNNING",
  "mode": "SIMULATION_READY",
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    "market_value": 0.0,
    "total_value": 1045662.51,
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    "realized_pnl": 916.2857142857156,
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    "realized_pnl_scope": "trade_date",
    "cumulative_realized_pnl_estimate": 45662.51000000001,
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        "ts": "2026-07-09T09:30:08",
        "id": 77,
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      "event_id": "20260708:20260709:SZSE.300157:VWAP_RECLAIM:BUY",
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      "symbol": "SZSE.300157",
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              "open": 3.65,
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              "high": 3.76,
              "low": 3.69,
              "open": 3.69,
              "time": "09:32"
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              "amount_yi": 0.0827,
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              "low": 3.75,
              "open": 3.77,
              "time": "09:33"
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              "amount_yi": 0.055,
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              "high": 3.77,
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              "open": 3.77,
              "time": "09:34"
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          "reason": "minute_energy_confirmed",
          "template_key": "VWAP_RECLAIM",
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        "name": "新锦动力",
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        "participation_rate": null,
        "plan_date": "20260708",
        "plan_id": "20260708:SZSE.300157:VWAP_RECLAIM",
        "price": 3.78,
        "price_vs_vwap_pct": 1.0778,
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        "quote_ask1": 3.78,
        "quote_ask_qty1": 381,
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        "quote_bid_qty1": 251,
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        "quote_low": 3.6,
        "quote_open": 3.66,
        "quote_prev_close": 3.61,
        "quote_ts": "2026-07-09T09:34:18",
        "reason": "shadow_paper_fill_at_ask1",
        "side": "BUY",
        "sim_reason": "trigger_touched",
        "sizing_reason": "position_sized_by_target_pct_entry_risk_reduced",
        "slippage_bps": 80.0,
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        "suggested_position_pct": 8.0,
        "symbol": "SZSE.300157",
        "target_amount": 41826.5,
        "target_position_pct": 4.0,
        "template_key": "VWAP_RECLAIM",
        "theme": "油气开采及服务 / 石油行业",
        "trade_date": "20260709",
        "trigger_price": 3.75,
        "ts": "2026-07-09T09:34:20",
        "id": 78,
        "raw_json": "{\"amount\": 41580.0, \"base_exec_high\": 3.81, \"cash_before_order\": 1045662.51, \"chase_ceiling\": 3.86, \"current_position_value\": 0.0, \"decision\": \"conditional_plan\", \"dynamic_exec_high\": null, \"energy_floor_hint_yi\": null, \"entry_risk_pct\": 3.7037, \"entry_zone_high\": 3.81, \"entry_zone_low\": 3.69, \"event_id\": \"20260708:20260709:SZSE.300157:VWAP_RECLAIM:BUY\", \"exec_high\": 3.81, \"exec_low\": 3.81, \"intraday_vwap\": 3.7298, \"invalid_price\": 3.64, \"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\": 0.2773, \"bar_count\": 5, \"bars\": [{\"amount_yi\": 0.0187, \"close\": 3.61, \"high\": 3.63, \"low\": 3.61, \"open\": 3.63, \"time\": \"09:30\"}, {\"amount_yi\": 0.0434, \"close\": 3.66, \"high\": 3.66, \"low\": 3.65, \"open\": 3.65, \"time\": \"09:31\"}, {\"amount_yi\": 0.0775, \"close\": 3.76, \"high\": 3.76, \"low\": 3.69, \"open\": 3.69, \"time\": \"09:32\"}, {\"amount_yi\": 0.0827, \"close\": 3.75, \"high\": 3.77, \"low\": 3.75, \"open\": 3.77, \"time\": \"09:33\"}, {\"amount_yi\": 0.055, \"close\": 3.77, \"high\": 3.77, \"low\": 3.77, \"open\": 3.77, \"time\": \"09:34\"}], \"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\": \"新锦动力\", \"paper_scope\": \"conditional_watch\", \"participation_rate\": null, \"plan_date\": \"20260708\", \"plan_id\": \"20260708:SZSE.300157:VWAP_RECLAIM\", \"price\": 3.78, \"price_vs_vwap_pct\": 1.0778, \"qty\": 11000, \"quote_ask1\": 3.78, \"quote_ask_qty1\": 381, \"quote_bid1\": 3.76, \"quote_bid_qty1\": 251, \"quote_high\": 3.82, \"quote_last\": 3.77, \"quote_low\": 3.6, \"quote_open\": 3.66, \"quote_prev_close\": 3.61, \"quote_ts\": \"2026-07-09T09:34:18\", \"reason\": \"shadow_paper_fill_at_ask1\", \"side\": \"BUY\", \"sim_reason\": \"trigger_touched\", \"sizing_reason\": \"position_sized_by_target_pct_entry_risk_reduced\", \"slippage_bps\": 80.0, \"status\": \"SHADOW_FILLED\", \"suggested_position_pct\": 8.0, \"symbol\": \"SZSE.300157\", \"target_amount\": 41826.5, \"target_position_pct\": 4.0, \"template_key\": \"VWAP_RECLAIM\", \"theme\": \"油气开采及服务 / 石油行业\", \"trade_date\": \"20260709\", \"trigger_price\": 3.75, \"ts\": \"2026-07-09T09:34:20\"}"
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      "day_return_pct": 4.0206,
      "reason": "宝信软件，position_sized_by_target_pct，现价 20.18，触发 19.50，失效 18.91"
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    {
      "symbol": "SZSE.002123",
      "rule": "SECOND_WAVE_BREAK_VWAP",
      "wanted_qty": null,
      "blocked_by": "entry_risk",
      "day_return_pct": 2.2432,
      "reason": "梦网科技，entry_risk_too_wide_over_5pct，现价 8.66，触发 8.47，失效 8.22，入场风险 5.08%"
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    {
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      "day_return_pct": 13.1611,
      "reason": "通源石油，position_sized_by_target_pct，现价 9.20，触发 8.64，失效 8.38"
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    {
      "symbol": "SZSE.000554",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": 13500,
      "blocked_by": "chase_ceiling",
      "day_return_pct": 4.5763,
      "reason": "泰山石油，position_sized_by_target_pct，现价 6.17，触发 6.00，失效 5.82"
    },
    {
      "symbol": "SZSE.300157",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": 21600,
      "blocked_by": "chase_ceiling",
      "day_return_pct": 6.6482,
      "reason": "新锦动力，position_sized_by_target_pct，现价 3.85，触发 3.75，失效 3.64"
    },
    {
      "symbol": "SHSE.688609",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": 8000,
      "blocked_by": "chase_ceiling",
      "day_return_pct": 6.5306,
      "reason": "九联科技，position_sized_by_target_pct，现价 10.44，触发 10.08，失效 9.78"
    },
    {
      "symbol": "SZSE.300634",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": null,
      "blocked_by": "entry_risk",
      "day_return_pct": 3.3155,
      "reason": "彩讯股份，entry_risk_too_wide_over_5pct，现价 19.32，触发 18.88，失效 18.31，入场风险 5.28%"
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    {
      "symbol": "SZSE.300364",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": 3400,
      "blocked_by": "chase_ceiling",
      "day_return_pct": 7.4746,
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    {
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      "rule": "VWAP_RECLAIM",
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      "reason": "万兴科技，position_sized_by_target_pct，现价 50.83，触发 49.48，失效 48.00"
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    {
      "symbol": "SZSE.301236",
      "rule": "VWAP_RECLAIM",
      "wanted_qty": 2000,
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      "day_return_pct": 6.7318,
      "reason": "软通动力，position_sized_by_target_pct，现价 40.43，触发 39.38，失效 38.20"
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      "fill_price": 3.78,
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      "executed_within_chase_ceiling": true,
      "entry_risk_within_5pct": true,
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      "later_signal_quote_exceeded_after_fill": true,
      "conclusion": "execution_time_gate_passed_later_quote_exceeded"
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    "note": "风险旗标源未覆盖；不得把缺失静默视作无风险。",
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  "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": {
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      "passed": false,
      "reason": "expired_after_09:45",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "STRUCTURAL_HOTSPOT",
        "label": "结构性热点确认：热点内 Strict Gate",
        "entry_policy": "hot_theme_strict_gate",
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        "reason": "structural_hotspot_confirmed_hot_theme_only",
        "pool_up_ratio": 0.4779,
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        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": 55.0,
        "external_tech_shock_gate": {
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          "level": "LOW",
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          "label": "外部科技冲击低",
          "entry_policy": "normal",
          "tech_new_buy_allowed": true,
          "earliest_entry_time": "09:35",
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          "reasons": [
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          "source_file": "reports/external_checks/external_tech_shock_20260709.json",
          "source_status": "ok",
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            "ret_pct": 10.526315789473673,
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