{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260603",
  "trade_date": "20260604",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "quote_source": "public_http_sina:21/21",
  "quote_stale_lock": false,
  "generated_at": "2026-06-04T14:28:47",
  "signals": [
    {
      "event_id": "20260603:20260604:SZSE.300308:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.300308:BREAK_PREV_HIGH",
      "symbol": "SZSE.300308",
      "name": "中际旭创",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 1320.0,
      "exec_low": 1320.0,
      "exec_high": 1359.6,
      "invalid_price": 1191.192,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 1275.0,
      "theme": "AI光通信链",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 1530.0,
      "max_chase_pct": 3.0,
      "base_exec_high": 1359.6,
      "dynamic_exec_high": null,
      "intraday_vwap": 1269.9635,
      "price_vs_vwap_pct": 0.458,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.799,
        "prev_amount_yi": 2.3434,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1944,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:26",
            "open": 1274.73,
            "high": 1274.73,
            "low": 1273.5,
            "close": 1273.5,
            "amount_yi": 0.7767
          },
          {
            "time": "14:27",
            "open": 1273.94,
            "high": 1276.93,
            "low": 1273.94,
            "close": 1276.93,
            "amount_yi": 0.8107
          },
          {
            "time": "14:28",
            "open": 1274.98,
            "high": 1275.78,
            "low": 1274.98,
            "close": 1275.78,
            "amount_yi": 1.2116
          }
        ]
      },
      "quote": {
        "last": 1275.78,
        "ts": "2026-06-04T14:28:45",
        "bid1": 1275.7,
        "ask1": 1275.78,
        "bid_qty1": 1100,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.300394:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.300394:BREAK_PREV_HIGH",
      "symbol": "SZSE.300394",
      "name": "天孚通信",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 525.0,
      "exec_low": 525.0,
      "exec_high": 540.75,
      "invalid_price": 457.204,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 497.38,
      "theme": "光纤概念",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 596.86,
      "max_chase_pct": 3.0,
      "base_exec_high": 540.75,
      "dynamic_exec_high": null,
      "intraday_vwap": 483.4902,
      "price_vs_vwap_pct": -0.2524,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.5196,
        "prev_amount_yi": 1.1373,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3361,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:26",
            "open": 481.78,
            "high": 481.78,
            "low": 481.51,
            "close": 481.51,
            "amount_yi": 0.6258
          },
          {
            "time": "14:27",
            "open": 481.91,
            "high": 482.38,
            "low": 481.91,
            "close": 482.38,
            "amount_yi": 0.3932
          },
          {
            "time": "14:28",
            "open": 482.05,
            "high": 482.27,
            "low": 482.05,
            "close": 482.27,
            "amount_yi": 0.5006
          }
        ]
      },
      "quote": {
        "last": 482.27,
        "ts": "2026-06-04T14:28:45",
        "bid1": 482.26,
        "ask1": 482.27,
        "bid_qty1": 3200,
        "ask_qty1": 1500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.688313:VWAP_RECLAIM:BUY",
      "plan_id": "20260603:SHSE.688313:VWAP_RECLAIM",
      "symbol": "SHSE.688313",
      "name": "仕佳光子",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 168.37,
      "exec_low": 170.86,
      "exec_high": 170.9,
      "invalid_price": 162.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 173.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 170.9,
      "dynamic_exec_high": null,
      "intraday_vwap": 166.0281,
      "price_vs_vwap_pct": -0.3602,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4319,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:24",
            "open": 164.85,
            "high": 164.85,
            "low": 164.84,
            "close": 164.84,
            "amount_yi": 0.1207
          },
          {
            "time": "14:25",
            "open": 165.01,
            "high": 165.45,
            "low": 165.01,
            "close": 165.45,
            "amount_yi": 0.0718
          },
          {
            "time": "14:26",
            "open": 165.22,
            "high": 165.24,
            "low": 165.22,
            "close": 165.24,
            "amount_yi": 0.1222
          },
          {
            "time": "14:27",
            "open": 165.61,
            "high": 165.77,
            "low": 165.61,
            "close": 165.77,
            "amount_yi": 0.0341
          },
          {
            "time": "14:28",
            "open": 165.54,
            "high": 165.54,
            "low": 165.43,
            "close": 165.43,
            "amount_yi": 0.0831
          }
        ]
      },
      "quote": {
        "last": 165.43,
        "ts": "2026-06-04T14:28:45",
        "bid1": 165.44,
        "ask1": 165.45,
        "bid_qty1": 200,
        "ask_qty1": 201
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.603501:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.603501:BREAK_PREV_HIGH",
      "symbol": "SHSE.603501",
      "name": "豪威集团",
      "side": "BUY",
      "priority": "W1",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": null,
      "exec_low": null,
      "exec_high": 104.44,
      "invalid_price": 100.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "prev_close": null,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 104.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 98.0214,
      "price_vs_vwap_pct": 0.7637,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4812,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 98.58,
            "high": 98.63,
            "low": 98.58,
            "close": 98.63,
            "amount_yi": 0.1566
          },
          {
            "time": "14:25",
            "open": 98.57,
            "high": 98.71,
            "low": 98.57,
            "close": 98.71,
            "amount_yi": 0.0964
          },
          {
            "time": "14:26",
            "open": 98.64,
            "high": 98.64,
            "low": 98.57,
            "close": 98.57,
            "amount_yi": 0.0781
          },
          {
            "time": "14:27",
            "open": 98.68,
            "high": 98.76,
            "low": 98.68,
            "close": 98.76,
            "amount_yi": 0.0556
          },
          {
            "time": "14:28",
            "open": 98.77,
            "high": 98.77,
            "low": 98.77,
            "close": 98.77,
            "amount_yi": 0.0945
          }
        ]
      },
      "quote": {
        "last": 98.77,
        "ts": "2026-06-04T14:28:46",
        "bid1": 98.75,
        "ask1": 98.78,
        "bid_qty1": 100,
        "ask_qty1": 100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.600869:VWAP_RECLAIM:BUY",
      "plan_id": "20260603:SHSE.600869:VWAP_RECLAIM",
      "symbol": "SHSE.600869",
      "name": "远东股份",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 26.82,
      "exec_low": 27.07,
      "exec_high": 27.22,
      "invalid_price": 26.22,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": null,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 27.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.22,
      "dynamic_exec_high": null,
      "intraday_vwap": 26.6025,
      "price_vs_vwap_pct": -0.5733,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4141,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:24",
            "open": 26.4,
            "high": 26.43,
            "low": 26.4,
            "close": 26.43,
            "amount_yi": 0.0776
          },
          {
            "time": "14:25",
            "open": 26.42,
            "high": 26.45,
            "low": 26.42,
            "close": 26.45,
            "amount_yi": 0.0667
          },
          {
            "time": "14:26",
            "open": 26.38,
            "high": 26.42,
            "low": 26.38,
            "close": 26.42,
            "amount_yi": 0.1183
          },
          {
            "time": "14:27",
            "open": 26.43,
            "high": 26.49,
            "low": 26.43,
            "close": 26.49,
            "amount_yi": 0.0438
          },
          {
            "time": "14:28",
            "open": 26.48,
            "high": 26.48,
            "low": 26.45,
            "close": 26.45,
            "amount_yi": 0.1077
          }
        ]
      },
      "quote": {
        "last": 26.45,
        "ts": "2026-06-04T14:28:47",
        "bid1": 26.44,
        "ask1": 26.45,
        "bid_qty1": 5600,
        "ask_qty1": 51300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.601869:VWAP_RECLAIM:BUY",
      "plan_id": "20260603:SHSE.601869:VWAP_RECLAIM",
      "symbol": "SHSE.601869",
      "name": "长飞光纤",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 443.11,
      "exec_low": 447.35,
      "exec_high": 449.76,
      "invalid_price": 433.2,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 100,
      "prev_close": null,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 458.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 449.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 460.0658,
      "price_vs_vwap_pct": -1.1533,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1662,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:24",
            "open": 453.04,
            "high": 453.7,
            "low": 453.04,
            "close": 453.7,
            "amount_yi": 0.2225
          },
          {
            "time": "14:25",
            "open": 454.01,
            "high": 454.53,
            "low": 454.01,
            "close": 454.53,
            "amount_yi": 0.1576
          },
          {
            "time": "14:26",
            "open": 454.22,
            "high": 454.22,
            "low": 454.2,
            "close": 454.2,
            "amount_yi": 0.3617
          },
          {
            "time": "14:27",
            "open": 454.08,
            "high": 454.71,
            "low": 454.08,
            "close": 454.71,
            "amount_yi": 0.2802
          },
          {
            "time": "14:28",
            "open": 454.7,
            "high": 454.76,
            "low": 454.7,
            "close": 454.76,
            "amount_yi": 0.1442
          }
        ]
      },
      "quote": {
        "last": 454.76,
        "ts": "2026-06-04T14:28:45",
        "bid1": 454.76,
        "ask1": 454.78,
        "bid_qty1": 200,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.002056:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.002056:BREAK_PREV_HIGH",
      "symbol": "SZSE.002056",
      "name": "横店东磁",
      "side": "BUY",
      "priority": "W4",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 28.23,
      "exec_low": 28.23,
      "exec_high": 28.65,
      "invalid_price": 25.934,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": 27.5,
      "theme": "小金属概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 30.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.65,
      "dynamic_exec_high": null,
      "intraday_vwap": 28.0351,
      "price_vs_vwap_pct": 4.1908,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4628,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 29.25,
            "high": 29.26,
            "low": 29.25,
            "close": 29.26,
            "amount_yi": 0.1419
          },
          {
            "time": "14:25",
            "open": 29.26,
            "high": 29.26,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.0604
          },
          {
            "time": "14:26",
            "open": 29.28,
            "high": 29.28,
            "low": 29.25,
            "close": 29.25,
            "amount_yi": 0.0949
          },
          {
            "time": "14:27",
            "open": 29.31,
            "high": 29.32,
            "low": 29.31,
            "close": 29.32,
            "amount_yi": 0.0865
          },
          {
            "time": "14:28",
            "open": 29.3,
            "high": 29.3,
            "low": 29.21,
            "close": 29.21,
            "amount_yi": 0.0791
          }
        ]
      },
      "quote": {
        "last": 29.21,
        "ts": "2026-06-04T14:28:45",
        "bid1": 29.2,
        "ask1": 29.21,
        "bid_qty1": 3500,
        "ask_qty1": 4300
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.000657:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.000657:BREAK_PREV_HIGH",
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "side": "BUY",
      "priority": "W5",
      "status": "FILLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 73.16,
      "exec_low": 73.16,
      "exec_high": 74.26,
      "invalid_price": 67.674,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 71.71,
      "theme": "小金属概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 74.26,
      "dynamic_exec_high": null,
      "intraday_vwap": 72.565,
      "price_vs_vwap_pct": 1.9224,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "quote": {
        "last": 73.96,
        "ts": "2026-06-04T14:28:45",
        "bid1": 73.96,
        "ask1": 73.98,
        "bid_qty1": 1100,
        "ask_qty1": 400
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.601101:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.601101:BREAK_PREV_HIGH",
      "symbol": "SHSE.601101",
      "name": "昊华能源",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 14.65,
      "exec_low": 14.65,
      "exec_high": 14.87,
      "invalid_price": 12.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 14.01,
      "theme": "稀缺资源",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.41,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.87,
      "dynamic_exec_high": null,
      "intraday_vwap": 13.8611,
      "price_vs_vwap_pct": 0.7857,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.234,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 13.91,
            "high": 13.94,
            "low": 13.91,
            "close": 13.94,
            "amount_yi": 0.0419
          },
          {
            "time": "14:25",
            "open": 13.95,
            "high": 14.05,
            "low": 13.95,
            "close": 14.05,
            "amount_yi": 0.0992
          },
          {
            "time": "14:26",
            "open": 14.07,
            "high": 14.07,
            "low": 14.07,
            "close": 14.07,
            "amount_yi": 0.0407
          },
          {
            "time": "14:27",
            "open": 14.04,
            "high": 14.04,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0369
          },
          {
            "time": "14:28",
            "open": 13.92,
            "high": 13.97,
            "low": 13.92,
            "close": 13.97,
            "amount_yi": 0.0153
          }
        ]
      },
      "quote": {
        "last": 13.97,
        "ts": "2026-06-04T14:28:46",
        "bid1": 13.97,
        "ask1": 13.98,
        "bid_qty1": 900,
        "ask_qty1": 7300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.688595:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.688595:BREAK_PREV_HIGH",
      "symbol": "SHSE.688595",
      "name": "芯海科技",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 40.99,
      "exec_low": 40.99,
      "exec_high": 41.6,
      "invalid_price": 35.866,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 39.47,
      "theme": "传感器",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 47.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 41.6,
      "dynamic_exec_high": null,
      "intraday_vwap": 38.8003,
      "price_vs_vwap_pct": -1.8822,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0725,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 37.98,
            "high": 38.01,
            "low": 37.98,
            "close": 38.01,
            "amount_yi": 0.0353
          },
          {
            "time": "14:25",
            "open": 38.01,
            "high": 38.06,
            "low": 38.01,
            "close": 38.06,
            "amount_yi": 0.0093
          },
          {
            "time": "14:26",
            "open": 38.03,
            "high": 38.04,
            "low": 38.03,
            "close": 38.04,
            "amount_yi": 0.0085
          },
          {
            "time": "14:27",
            "open": 38.07,
            "high": 38.09,
            "low": 38.07,
            "close": 38.09,
            "amount_yi": 0.0136
          },
          {
            "time": "14:28",
            "open": 38.09,
            "high": 38.09,
            "low": 38.07,
            "close": 38.07,
            "amount_yi": 0.0058
          }
        ]
      },
      "quote": {
        "last": 38.07,
        "ts": "2026-06-04T14:28:45",
        "bid1": 38.05,
        "ask1": 38.07,
        "bid_qty1": 200,
        "ask_qty1": 13535
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.603011:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.603011:BREAK_PREV_HIGH",
      "symbol": "SHSE.603011",
      "name": "合锻智能",
      "side": "BUY",
      "priority": "W8",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 31.89,
      "exec_low": 31.89,
      "exec_high": 32.37,
      "invalid_price": 26.976,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "near_trigger",
      "qty": 100,
      "prev_close": 30.91,
      "theme": "可控核聚变",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.37,
      "dynamic_exec_high": null,
      "intraday_vwap": 31.0999,
      "price_vs_vwap_pct": 1.9296,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3568,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 31.41,
            "high": 31.45,
            "low": 31.41,
            "close": 31.45,
            "amount_yi": 0.0609
          },
          {
            "time": "14:25",
            "open": 31.5,
            "high": 31.5,
            "low": 31.46,
            "close": 31.46,
            "amount_yi": 0.0503
          },
          {
            "time": "14:26",
            "open": 31.45,
            "high": 31.6,
            "low": 31.45,
            "close": 31.6,
            "amount_yi": 0.1005
          },
          {
            "time": "14:27",
            "open": 31.63,
            "high": 31.66,
            "low": 31.63,
            "close": 31.66,
            "amount_yi": 0.0611
          },
          {
            "time": "14:28",
            "open": 31.74,
            "high": 31.74,
            "low": 31.7,
            "close": 31.7,
            "amount_yi": 0.084
          }
        ]
      },
      "quote": {
        "last": 31.7,
        "ts": "2026-06-04T14:28:45",
        "bid1": 31.72,
        "ask1": 31.74,
        "bid_qty1": 600,
        "ask_qty1": 2100
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.002859:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.002859:BREAK_PREV_HIGH",
      "symbol": "SZSE.002859",
      "name": "洁美科技",
      "side": "BUY",
      "priority": "W9",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 87.86,
      "exec_low": 87.86,
      "exec_high": 89.18,
      "invalid_price": 76.238,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": 86.72,
      "theme": "可控核聚变",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 95.39,
      "max_chase_pct": 1.5,
      "base_exec_high": 89.18,
      "dynamic_exec_high": null,
      "intraday_vwap": 91.3197,
      "price_vs_vwap_pct": 1.183,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4606,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 92.12,
            "high": 92.19,
            "low": 92.12,
            "close": 92.19,
            "amount_yi": 0.0843
          },
          {
            "time": "14:25",
            "open": 92.25,
            "high": 92.4,
            "low": 92.25,
            "close": 92.4,
            "amount_yi": 0.0976
          },
          {
            "time": "14:26",
            "open": 92.5,
            "high": 92.55,
            "low": 92.5,
            "close": 92.55,
            "amount_yi": 0.0906
          },
          {
            "time": "14:27",
            "open": 92.57,
            "high": 92.57,
            "low": 92.46,
            "close": 92.46,
            "amount_yi": 0.1135
          },
          {
            "time": "14:28",
            "open": 92.44,
            "high": 92.44,
            "low": 92.4,
            "close": 92.4,
            "amount_yi": 0.0746
          }
        ]
      },
      "quote": {
        "last": 92.4,
        "ts": "2026-06-04T14:28:45",
        "bid1": 92.39,
        "ask1": 92.4,
        "bid_qty1": 1400,
        "ask_qty1": 10300
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.688498:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.688498:BREAK_PREV_HIGH",
      "symbol": "SHSE.688498",
      "name": "源杰科技",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 1437.77,
      "exec_low": 1437.77,
      "exec_high": 1459.34,
      "invalid_price": 1192.064,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 1405.0,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1686.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 1459.34,
      "dynamic_exec_high": null,
      "intraday_vwap": 1375.3327,
      "price_vs_vwap_pct": -0.744,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.421,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 1365.14,
            "high": 1365.14,
            "low": 1365.01,
            "close": 1365.01,
            "amount_yi": 0.3022
          },
          {
            "time": "14:25",
            "open": 1365.01,
            "high": 1365.01,
            "low": 1363.86,
            "close": 1363.86,
            "amount_yi": 0.2733
          },
          {
            "time": "14:26",
            "open": 1364.67,
            "high": 1365.28,
            "low": 1364.67,
            "close": 1365.28,
            "amount_yi": 0.3522
          },
          {
            "time": "14:27",
            "open": 1364.8,
            "high": 1365.06,
            "low": 1364.8,
            "close": 1365.06,
            "amount_yi": 0.2686
          },
          {
            "time": "14:28",
            "open": 1366.42,
            "high": 1366.42,
            "low": 1365.1,
            "close": 1365.1,
            "amount_yi": 0.2247
          }
        ]
      },
      "quote": {
        "last": 1365.1,
        "ts": "2026-06-04T14:28:45",
        "bid1": 1365.1,
        "ask1": 1365.2,
        "bid_qty1": 130,
        "ask_qty1": 421
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.603678:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.603678:BREAK_PREV_HIGH",
      "symbol": "SHSE.603678",
      "name": "火炬电子",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 64.47,
      "exec_low": 64.47,
      "exec_high": 65.44,
      "invalid_price": 54.314,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "prev_close": 63.93,
      "theme": "核能核电",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 70.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 65.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 63.4991,
      "price_vs_vwap_pct": 1.655,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3327,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 64.08,
            "high": 64.3,
            "low": 64.08,
            "close": 64.3,
            "amount_yi": 0.0689
          },
          {
            "time": "14:25",
            "open": 64.28,
            "high": 64.28,
            "low": 64.27,
            "close": 64.27,
            "amount_yi": 0.0646
          },
          {
            "time": "14:26",
            "open": 64.11,
            "high": 64.22,
            "low": 64.11,
            "close": 64.22,
            "amount_yi": 0.0525
          },
          {
            "time": "14:27",
            "open": 64.24,
            "high": 64.27,
            "low": 64.24,
            "close": 64.27,
            "amount_yi": 0.039
          },
          {
            "time": "14:28",
            "open": 64.28,
            "high": 64.55,
            "low": 64.28,
            "close": 64.55,
            "amount_yi": 0.1077
          }
        ]
      },
      "quote": {
        "last": 64.55,
        "ts": "2026-06-04T14:28:46",
        "bid1": 64.55,
        "ask1": 64.58,
        "bid_qty1": 700,
        "ask_qty1": 6500
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.600792:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.600792:BREAK_PREV_HIGH",
      "symbol": "SHSE.600792",
      "name": "云煤能源",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 4.63,
      "exec_low": 4.63,
      "exec_high": 4.7,
      "invalid_price": 4.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 4.51,
      "theme": "稀缺资源",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 4.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 4.7,
      "dynamic_exec_high": null,
      "intraday_vwap": 4.5843,
      "price_vs_vwap_pct": -0.9663,
      "energy_floor_hint_yi": 1.0,
      "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,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 4.53,
            "high": 4.53,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0088
          },
          {
            "time": "14:25",
            "open": 4.54,
            "high": 4.54,
            "low": 4.53,
            "close": 4.53,
            "amount_yi": 0.0012
          },
          {
            "time": "14:26",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0045
          },
          {
            "time": "14:27",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0063
          },
          {
            "time": "14:28",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0016
          }
        ]
      },
      "quote": {
        "last": 4.54,
        "ts": "2026-06-04T14:28:46",
        "bid1": 4.53,
        "ask1": 4.54,
        "bid_qty1": 163100,
        "ask_qty1": 9300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.603618:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.603618:BREAK_PREV_HIGH",
      "symbol": "SHSE.603618",
      "name": "杭电股份",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 45.2,
      "exec_low": 45.2,
      "exec_high": 45.88,
      "invalid_price": 41.194,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 43.75,
      "theme": "抽水蓄能",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 48.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 45.88,
      "dynamic_exec_high": null,
      "intraday_vwap": 43.436,
      "price_vs_vwap_pct": 0.4466,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.334,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 43.63,
            "high": 43.63,
            "low": 43.62,
            "close": 43.62,
            "amount_yi": 0.0793
          },
          {
            "time": "14:25",
            "open": 43.66,
            "high": 43.67,
            "low": 43.66,
            "close": 43.67,
            "amount_yi": 0.0789
          },
          {
            "time": "14:26",
            "open": 43.73,
            "high": 43.73,
            "low": 43.72,
            "close": 43.72,
            "amount_yi": 0.0611
          },
          {
            "time": "14:27",
            "open": 43.72,
            "high": 43.73,
            "low": 43.72,
            "close": 43.73,
            "amount_yi": 0.0624
          },
          {
            "time": "14:28",
            "open": 43.69,
            "high": 43.69,
            "low": 43.63,
            "close": 43.63,
            "amount_yi": 0.0523
          }
        ]
      },
      "quote": {
        "last": 43.63,
        "ts": "2026-06-04T14:28:46",
        "bid1": 43.63,
        "ask1": 43.64,
        "bid_qty1": 500,
        "ask_qty1": 30000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.001896:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.001896:BREAK_PREV_HIGH",
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "side": "BUY",
      "priority": "W14",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 20.08,
      "exec_low": 20.08,
      "exec_high": 20.38,
      "invalid_price": 17.608,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": 20.08,
      "theme": "抽水蓄能",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.38,
      "dynamic_exec_high": null,
      "intraday_vwap": 21.7802,
      "price_vs_vwap_pct": 1.4224,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0233,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0046
          },
          {
            "time": "14:25",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.004
          },
          {
            "time": "14:26",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.003
          },
          {
            "time": "14:27",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0066
          },
          {
            "time": "14:28",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0051
          }
        ]
      },
      "quote": {
        "last": 22.09,
        "ts": "2026-06-04T14:28:45",
        "bid1": 22.09,
        "ask1": 0.0,
        "bid_qty1": 17388731,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.688143:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.688143:BREAK_PREV_HIGH",
      "symbol": "SHSE.688143",
      "name": "长盈通",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 195.53,
      "exec_low": 195.53,
      "exec_high": 198.46,
      "invalid_price": 170.864,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 185.79,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 222.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 198.46,
      "dynamic_exec_high": null,
      "intraday_vwap": 178.3254,
      "price_vs_vwap_pct": 0.1876,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1996,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 178.99,
            "high": 178.99,
            "low": 178.5,
            "close": 178.5,
            "amount_yi": 0.0282
          },
          {
            "time": "14:25",
            "open": 178.8,
            "high": 178.8,
            "low": 178.51,
            "close": 178.51,
            "amount_yi": 0.0457
          },
          {
            "time": "14:26",
            "open": 178.3,
            "high": 178.38,
            "low": 178.3,
            "close": 178.38,
            "amount_yi": 0.0411
          },
          {
            "time": "14:27",
            "open": 178.4,
            "high": 178.5,
            "low": 178.4,
            "close": 178.5,
            "amount_yi": 0.0235
          },
          {
            "time": "14:28",
            "open": 178.5,
            "high": 178.66,
            "low": 178.5,
            "close": 178.66,
            "amount_yi": 0.0611
          }
        ]
      },
      "quote": {
        "last": 178.66,
        "ts": "2026-06-04T14:28:46",
        "bid1": 178.53,
        "ask1": 178.66,
        "bid_qty1": 699,
        "ask_qty1": 7558
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SZSE.300620:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SZSE.300620:BREAK_PREV_HIGH",
      "symbol": "SZSE.300620",
      "name": "光库科技",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 351.0,
      "exec_low": 351.0,
      "exec_high": 356.26,
      "invalid_price": 301.5,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 337.06,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 404.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 356.26,
      "dynamic_exec_high": null,
      "intraday_vwap": 324.3705,
      "price_vs_vwap_pct": -1.6618,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8292,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 318.03,
            "high": 318.58,
            "low": 318.03,
            "close": 318.58,
            "amount_yi": 0.2721
          },
          {
            "time": "14:25",
            "open": 318.85,
            "high": 319.28,
            "low": 318.85,
            "close": 319.28,
            "amount_yi": 0.0988
          },
          {
            "time": "14:26",
            "open": 319.12,
            "high": 319.12,
            "low": 318.82,
            "close": 318.82,
            "amount_yi": 0.1812
          },
          {
            "time": "14:27",
            "open": 318.95,
            "high": 319.2,
            "low": 318.95,
            "close": 319.2,
            "amount_yi": 0.1247
          },
          {
            "time": "14:28",
            "open": 318.77,
            "high": 318.98,
            "low": 318.77,
            "close": 318.98,
            "amount_yi": 0.1524
          }
        ]
      },
      "quote": {
        "last": 318.98,
        "ts": "2026-06-04T14:28:45",
        "bid1": 318.97,
        "ask1": 319.02,
        "bid_qty1": 300,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.688048:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.688048:BREAK_PREV_HIGH",
      "symbol": "SHSE.688048",
      "name": "长光华芯",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 407.56,
      "exec_low": 407.56,
      "exec_high": 413.67,
      "invalid_price": 373.006,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 381.01,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 457.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 413.67,
      "dynamic_exec_high": null,
      "intraday_vwap": 383.5012,
      "price_vs_vwap_pct": 2.1196,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7525,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 389.68,
            "high": 389.68,
            "low": 389.61,
            "close": 389.61,
            "amount_yi": 0.3088
          },
          {
            "time": "14:25",
            "open": 390.18,
            "high": 390.18,
            "low": 390.06,
            "close": 390.06,
            "amount_yi": 0.1186
          },
          {
            "time": "14:26",
            "open": 390.19,
            "high": 390.98,
            "low": 390.19,
            "close": 390.98,
            "amount_yi": 0.1233
          },
          {
            "time": "14:27",
            "open": 391.48,
            "high": 391.96,
            "low": 391.48,
            "close": 391.96,
            "amount_yi": 0.0865
          },
          {
            "time": "14:28",
            "open": 392.27,
            "high": 392.27,
            "low": 391.63,
            "close": 391.63,
            "amount_yi": 0.1153
          }
        ]
      },
      "quote": {
        "last": 391.63,
        "ts": "2026-06-04T14:28:46",
        "bid1": 391.63,
        "ask1": 391.95,
        "bid_qty1": 190,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260603:20260604:SHSE.600487:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260603:SHSE.600487:BREAK_PREV_HIGH",
      "symbol": "SHSE.600487",
      "name": "亨通光电",
      "side": "BUY",
      "priority": "W18",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 91.43,
      "exec_low": 91.43,
      "exec_high": 92.8,
      "invalid_price": 79.542,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-04T14:28:47",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": 91.43,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.57,
      "max_chase_pct": 1.5,
      "base_exec_high": 92.8,
      "dynamic_exec_high": null,
      "intraday_vwap": 96.8406,
      "price_vs_vwap_pct": 1.2902,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.8659,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:24",
            "open": 97.43,
            "high": 97.63,
            "low": 97.43,
            "close": 97.63,
            "amount_yi": 0.7283
          },
          {
            "time": "14:25",
            "open": 97.64,
            "high": 97.87,
            "low": 97.64,
            "close": 97.87,
            "amount_yi": 0.4305
          },
          {
            "time": "14:26",
            "open": 98.02,
            "high": 98.02,
            "low": 97.96,
            "close": 97.96,
            "amount_yi": 0.7442
          },
          {
            "time": "14:27",
            "open": 98.0,
            "high": 98.0,
            "low": 98.0,
            "close": 98.0,
            "amount_yi": 0.3936
          },
          {
            "time": "14:28",
            "open": 98.03,
            "high": 98.09,
            "low": 98.03,
            "close": 98.09,
            "amount_yi": 0.5693
          }
        ]
      },
      "quote": {
        "last": 98.09,
        "ts": "2026-06-04T14:28:47",
        "bid1": 98.09,
        "ask1": 98.1,
        "bid_qty1": 2000,
        "ask_qty1": 10021
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 934546.0,
    "market_value": 63103.0,
    "total_value": 997649.0,
    "unrealized_pnl": -2351.0000000000036,
    "total_pnl": -2351.0,
    "total_pnl_pct": -0.2350999999999992
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300394",
      "name": "天孚通信",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 505.24,
      "last_price": 482.27,
      "market_value": 48227.0,
      "unrealized_pnl": -2297.0000000000027,
      "unrealized_pnl_pct": -4.546354207901205,
      "updated_at": "2026-06-04T14:28:47",
      "position_pct_of_total": 4.8340648865482745
    },
    {
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 75.5,
      "last_price": 74.8,
      "market_value": 7480.0,
      "unrealized_pnl": -70.00000000000028,
      "unrealized_pnl_pct": -0.9271523178807972,
      "updated_at": "2026-06-03T14:55:09",
      "position_pct_of_total": 0.7497626920891015
    },
    {
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 73.8,
      "last_price": 73.96,
      "market_value": 7395.999999999999,
      "unrealized_pnl": 15.999999999999659,
      "unrealized_pnl_pct": 0.21680216802166807,
      "updated_at": "2026-06-04T14:28:47",
      "position_pct_of_total": 0.7413428971512024
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 28.65,
      "chase_ceiling": 30.25,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260603:20260604:SZSE.002056:BREAK_PREV_HIGH:BUY",
      "exec_high": 28.65,
      "exec_low": 28.23,
      "intraday_vwap": 28.0183,
      "invalid_price": 25.934,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "横店东磁",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260603",
      "plan_id": "20260603:SZSE.002056:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 4.6816,
      "qty": 0,
      "quote_ask1": 29.38,
      "quote_ask_qty1": 6800,
      "quote_bid1": 29.33,
      "quote_bid_qty1": 5500,
      "quote_last": 29.33,
      "quote_ts": "2026-06-04T14:23:39",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "slippage_bps": null,
      "status": "UNFILLED",
      "symbol": "SZSE.002056",
      "template_key": "BREAK_PREV_HIGH",
      "theme": "小金属概念",
      "trade_date": "20260604",
      "trigger_price": 28.23,
      "ts": "2026-06-04T14:23:41",
      "id": 11
    },
    {
      "amount": 0.0,
      "base_exec_high": 89.18,
      "chase_ceiling": 95.39,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260603:20260604:SZSE.002859:BREAK_PREV_HIGH:BUY",
      "exec_high": 89.18,
      "exec_low": 87.86,
      "intraday_vwap": 91.3002,
      "invalid_price": 76.238,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "洁美科技",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260603",
      "plan_id": "20260603:SZSE.002859:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.0513,
      "qty": 0,
      "quote_ask1": 92.26,
      "quote_ask_qty1": 2261,
      "quote_bid1": 92.25,
      "quote_bid_qty1": 800,
      "quote_last": 92.26,
      "quote_ts": "2026-06-04T14:23:39",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "slippage_bps": null,
      "status": "UNFILLED",
      "symbol": "SZSE.002859",
      "template_key": "BREAK_PREV_HIGH",
      "theme": "可控核聚变",
      "trade_date": "20260604",
      "trigger_price": 87.86,
      "ts": "2026-06-04T14:23:41",
      "id": 12
    },
    {
      "amount": 0.0,
      "base_exec_high": 20.38,
      "chase_ceiling": 22.09,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260603:20260604:SZSE.001896:BREAK_PREV_HIGH:BUY",
      "exec_high": 20.38,
      "exec_low": 20.08,
      "intraday_vwap": 21.78,
      "invalid_price": 17.608,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "豫能控股",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260603",
      "plan_id": "20260603:SZSE.001896:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.4233,
      "qty": 0,
      "quote_ask1": 0.0,
      "quote_ask_qty1": 0,
      "quote_bid1": 22.09,
      "quote_bid_qty1": 17498331,
      "quote_last": 22.09,
      "quote_ts": "2026-06-04T14:23:39",
      "reason": "limit_up_locked_no_ask",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "slippage_bps": null,
      "status": "UNFILLED",
      "symbol": "SZSE.001896",
      "template_key": "BREAK_PREV_HIGH",
      "theme": "抽水蓄能",
      "trade_date": "20260604",
      "trigger_price": 20.08,
      "ts": "2026-06-04T14:23:41",
      "id": 13
    },
    {
      "amount": 0.0,
      "base_exec_high": 92.8,
      "chase_ceiling": 100.57,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260603:20260604:SHSE.600487:BREAK_PREV_HIGH:BUY",
      "exec_high": 92.8,
      "exec_low": 91.43,
      "intraday_vwap": 96.8283,
      "invalid_price": 79.542,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "亨通光电",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260603",
      "plan_id": "20260603:SHSE.600487:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.6008,
      "qty": 0,
      "quote_ask1": 97.41,
      "quote_ask_qty1": 4900,
      "quote_bid1": 97.4,
      "quote_bid_qty1": 7000,
      "quote_last": 97.41,
      "quote_ts": "2026-06-04T14:23:38",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "slippage_bps": null,
      "status": "UNFILLED",
      "symbol": "SHSE.600487",
      "template_key": "BREAK_PREV_HIGH",
      "theme": "光纤概念",
      "trade_date": "20260604",
      "trigger_price": 91.43,
      "ts": "2026-06-04T14:23:41",
      "id": 14
    },
    {
      "amount": 7380.0,
      "base_exec_high": 74.26,
      "chase_ceiling": 78.88,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260603:20260604:SZSE.000657:BREAK_PREV_HIGH:BUY",
      "exec_high": 74.26,
      "exec_low": 73.16,
      "intraday_vwap": 72.5442,
      "invalid_price": 67.674,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 1.2391,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.2578,
            "close": 73.84,
            "high": 73.84,
            "low": 73.79,
            "open": 73.79,
            "time": "14:24"
          },
          {
            "amount_yi": 0.8246,
            "close": 73.83,
            "high": 73.83,
            "low": 73.7,
            "open": 73.7,
            "time": "14:25"
          },
          {
            "amount_yi": 0.1567,
            "close": 73.8,
            "high": 73.8,
            "low": 73.8,
            "open": 73.8,
            "time": "14:26"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "中钨高新",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260603",
      "plan_id": "20260603:SZSE.000657:BREAK_PREV_HIGH",
      "price": 73.8,
      "price_vs_vwap_pct": 1.7311,
      "qty": 100,
      "quote_ask1": 73.8,
      "quote_ask_qty1": 157200,
      "quote_bid1": 73.78,
      "quote_bid_qty1": 300,
      "quote_last": 73.8,
      "quote_ts": "2026-06-04T14:26:12",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "slippage_bps": 87.48,
      "status": "FILLED",
      "symbol": "SZSE.000657",
      "template_key": "BREAK_PREV_HIGH",
      "theme": "小金属概念",
      "trade_date": "20260604",
      "trigger_price": 73.16,
      "ts": "2026-06-04T14:26:14",
      "id": 15
    }
  ],
  "orders_this_tick": [],
  "summary": {
    "active_contracts": 21,
    "active_plan_contracts": 2,
    "watch_candidate_contracts": 19,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 1,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 4
  }
}