{
  "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:22/22",
  "quote_stale_lock": false,
  "generated_at": "2026-06-04T14:33:57",
  "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": "2026-06-04T14:33:57",
      "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": 1270.0571,
      "price_vs_vwap_pct": 0.5782,
      "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": 2.2617,
        "prev_amount_yi": 1.0739,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.1061,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:31",
            "open": 1275.43,
            "high": 1276.98,
            "low": 1275.43,
            "close": 1276.98,
            "amount_yi": 0.9183
          },
          {
            "time": "14:32",
            "open": 1276.57,
            "high": 1276.6,
            "low": 1276.57,
            "close": 1276.6,
            "amount_yi": 0.5822
          },
          {
            "time": "14:33",
            "open": 1277.0,
            "high": 1277.4,
            "low": 1277.0,
            "close": 1277.4,
            "amount_yi": 0.7612
          }
        ]
      },
      "quote": {
        "last": 1277.4,
        "ts": "2026-06-04T14:33:54",
        "bid1": 1277.44,
        "ask1": 1277.87,
        "bid_qty1": 400,
        "ask_qty1": 800
      },
      "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": "2026-06-04T14:33:57",
      "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": 483.4644,
      "price_vs_vwap_pct": -0.4022,
      "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": 1.2866,
        "prev_amount_yi": 0.6942,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.8534,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:31",
            "open": 481.27,
            "high": 481.27,
            "low": 481.25,
            "close": 481.25,
            "amount_yi": 0.4379
          },
          {
            "time": "14:32",
            "open": 481.26,
            "high": 481.6,
            "low": 481.26,
            "close": 481.6,
            "amount_yi": 0.308
          },
          {
            "time": "14:33",
            "open": 481.53,
            "high": 481.53,
            "low": 481.52,
            "close": 481.52,
            "amount_yi": 0.5407
          }
        ]
      },
      "quote": {
        "last": 481.52,
        "ts": "2026-06-04T14:33:54",
        "bid1": 481.52,
        "ask1": 481.69,
        "bid_qty1": 9400,
        "ask_qty1": 1100
      },
      "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": "2026-06-04T14:33:57",
      "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": 166.0242,
      "price_vs_vwap_pct": -0.1892,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3594,
        "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": "14:29",
            "open": 165.57,
            "high": 165.57,
            "low": 165.57,
            "close": 165.57,
            "amount_yi": 0.0236
          },
          {
            "time": "14:30",
            "open": 165.66,
            "high": 165.66,
            "low": 165.55,
            "close": 165.55,
            "amount_yi": 0.0781
          },
          {
            "time": "14:31",
            "open": 165.54,
            "high": 165.54,
            "low": 165.5,
            "close": 165.5,
            "amount_yi": 0.1163
          },
          {
            "time": "14:32",
            "open": 165.48,
            "high": 165.6,
            "low": 165.48,
            "close": 165.6,
            "amount_yi": 0.0697
          },
          {
            "time": "14:33",
            "open": 165.74,
            "high": 165.74,
            "low": 165.71,
            "close": 165.71,
            "amount_yi": 0.0717
          }
        ]
      },
      "quote": {
        "last": 165.71,
        "ts": "2026-06-04T14:33:54",
        "bid1": 165.7,
        "ask1": 165.71,
        "bid_qty1": 3085,
        "ask_qty1": 3185
      },
      "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": "2026-06-04T14:33:57",
      "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": 98.0318,
      "price_vs_vwap_pct": 0.8448,
      "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": 0.4184,
        "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": "14:29",
            "open": 98.79,
            "high": 98.79,
            "low": 98.79,
            "close": 98.79,
            "amount_yi": 0.0233
          },
          {
            "time": "14:30",
            "open": 99.0,
            "high": 99.1,
            "low": 99.0,
            "close": 99.1,
            "amount_yi": 0.132
          },
          {
            "time": "14:31",
            "open": 98.91,
            "high": 98.91,
            "low": 98.76,
            "close": 98.76,
            "amount_yi": 0.1123
          },
          {
            "time": "14:32",
            "open": 98.78,
            "high": 98.87,
            "low": 98.78,
            "close": 98.87,
            "amount_yi": 0.0676
          },
          {
            "time": "14:33",
            "open": 98.89,
            "high": 98.89,
            "low": 98.86,
            "close": 98.86,
            "amount_yi": 0.0832
          }
        ]
      },
      "quote": {
        "last": 98.86,
        "ts": "2026-06-04T14:33:55",
        "bid1": 98.86,
        "ask1": 98.87,
        "bid_qty1": 5300,
        "ask_qty1": 400
      },
      "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": "2026-06-04T14:33:57",
      "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": 26.601,
      "price_vs_vwap_pct": -0.1917,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3455,
        "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": "14:29",
            "open": 26.5,
            "high": 26.5,
            "low": 26.5,
            "close": 26.5,
            "amount_yi": 0.0375
          },
          {
            "time": "14:30",
            "open": 26.52,
            "high": 26.52,
            "low": 26.48,
            "close": 26.48,
            "amount_yi": 0.094
          },
          {
            "time": "14:31",
            "open": 26.46,
            "high": 26.46,
            "low": 26.46,
            "close": 26.46,
            "amount_yi": 0.0713
          },
          {
            "time": "14:32",
            "open": 26.49,
            "high": 26.49,
            "low": 26.48,
            "close": 26.48,
            "amount_yi": 0.0577
          },
          {
            "time": "14:33",
            "open": 26.54,
            "high": 26.55,
            "low": 26.54,
            "close": 26.55,
            "amount_yi": 0.085
          }
        ]
      },
      "quote": {
        "last": 26.55,
        "ts": "2026-06-04T14:33:56",
        "bid1": 26.54,
        "ask1": 26.55,
        "bid_qty1": 1300,
        "ask_qty1": 2300
      },
      "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": "2026-06-04T14:33:57",
      "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": 460.0128,
      "price_vs_vwap_pct": -0.9919,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7526,
        "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": "14:29",
            "open": 454.6,
            "high": 454.6,
            "low": 454.6,
            "close": 454.6,
            "amount_yi": 0.05
          },
          {
            "time": "14:30",
            "open": 454.7,
            "high": 455.31,
            "low": 454.7,
            "close": 455.31,
            "amount_yi": 0.2603
          },
          {
            "time": "14:31",
            "open": 454.18,
            "high": 454.46,
            "low": 454.18,
            "close": 454.46,
            "amount_yi": 0.1746
          },
          {
            "time": "14:32",
            "open": 454.96,
            "high": 455.65,
            "low": 454.96,
            "close": 455.65,
            "amount_yi": 0.1183
          },
          {
            "time": "14:33",
            "open": 455.3,
            "high": 455.45,
            "low": 455.3,
            "close": 455.45,
            "amount_yi": 0.1494
          }
        ]
      },
      "quote": {
        "last": 455.45,
        "ts": "2026-06-04T14:33:54",
        "bid1": 455.44,
        "ask1": 455.45,
        "bid_qty1": 500,
        "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": "2026-06-04T14:33:57",
      "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": 28.0575,
      "price_vs_vwap_pct": 3.8225,
      "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": 0.5765,
        "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": "14:29",
            "open": 29.13,
            "high": 29.13,
            "low": 29.13,
            "close": 29.13,
            "amount_yi": 0.0592
          },
          {
            "time": "14:30",
            "open": 29.22,
            "high": 29.22,
            "low": 29.18,
            "close": 29.18,
            "amount_yi": 0.1719
          },
          {
            "time": "14:31",
            "open": 29.14,
            "high": 29.15,
            "low": 29.14,
            "close": 29.15,
            "amount_yi": 0.0734
          },
          {
            "time": "14:32",
            "open": 29.2,
            "high": 29.22,
            "low": 29.2,
            "close": 29.22,
            "amount_yi": 0.1472
          },
          {
            "time": "14:33",
            "open": 29.2,
            "high": 29.2,
            "low": 29.13,
            "close": 29.13,
            "amount_yi": 0.1248
          }
        ]
      },
      "quote": {
        "last": 29.13,
        "ts": "2026-06-04T14:33:54",
        "bid1": 29.13,
        "ask1": 29.15,
        "bid_qty1": 2000,
        "ask_qty1": 13600
      },
      "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": "2026-06-04T14:33:57",
      "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": 72.5882,
      "price_vs_vwap_pct": 2.3582,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "quote": {
        "last": 74.3,
        "ts": "2026-06-04T14:33:57",
        "bid1": 74.3,
        "ask1": 74.31,
        "bid_qty1": 1400,
        "ask_qty1": 5300
      },
      "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": "2026-06-04T14:33:57",
      "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": 13.8634,
      "price_vs_vwap_pct": 1.1296,
      "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": 0.1885,
        "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": "14:29",
            "open": 13.99,
            "high": 13.99,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0218
          },
          {
            "time": "14:30",
            "open": 13.98,
            "high": 13.98,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0432
          },
          {
            "time": "14:31",
            "open": 13.97,
            "high": 13.97,
            "low": 13.97,
            "close": 13.97,
            "amount_yi": 0.0269
          },
          {
            "time": "14:32",
            "open": 14.03,
            "high": 14.03,
            "low": 13.98,
            "close": 13.98,
            "amount_yi": 0.0479
          },
          {
            "time": "14:33",
            "open": 14.0,
            "high": 14.02,
            "low": 14.0,
            "close": 14.02,
            "amount_yi": 0.0487
          }
        ]
      },
      "quote": {
        "last": 14.02,
        "ts": "2026-06-04T14:33:55",
        "bid1": 14.02,
        "ask1": 14.03,
        "bid_qty1": 14500,
        "ask_qty1": 18600
      },
      "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": "2026-06-04T14:33:57",
      "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": 38.7881,
      "price_vs_vwap_pct": -1.6709,
      "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": 0.0611,
        "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": "14:29",
            "open": 38.08,
            "high": 38.08,
            "low": 38.08,
            "close": 38.08,
            "amount_yi": 0.0093
          },
          {
            "time": "14:30",
            "open": 38.14,
            "high": 38.14,
            "low": 38.12,
            "close": 38.12,
            "amount_yi": 0.012
          },
          {
            "time": "14:31",
            "open": 38.05,
            "high": 38.05,
            "low": 38.05,
            "close": 38.05,
            "amount_yi": 0.0179
          },
          {
            "time": "14:32",
            "open": 38.11,
            "high": 38.14,
            "low": 38.11,
            "close": 38.14,
            "amount_yi": 0.0112
          },
          {
            "time": "14:33",
            "open": 38.13,
            "high": 38.14,
            "low": 38.13,
            "close": 38.14,
            "amount_yi": 0.0107
          }
        ]
      },
      "quote": {
        "last": 38.14,
        "ts": "2026-06-04T14:33:54",
        "bid1": 38.13,
        "ask1": 38.15,
        "bid_qty1": 1289,
        "ask_qty1": 2089
      },
      "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": "ACTIONABLE",
      "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": "2026-06-04T14:33:57",
      "sim_reason": "trigger_touched",
      "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": 31.1268,
      "price_vs_vwap_pct": 2.9981,
      "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": 0.7324,
        "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": "14:29",
            "open": 31.77,
            "high": 31.77,
            "low": 31.77,
            "close": 31.77,
            "amount_yi": 0.0559
          },
          {
            "time": "14:30",
            "open": 31.77,
            "high": 31.88,
            "low": 31.77,
            "close": 31.88,
            "amount_yi": 0.1277
          },
          {
            "time": "14:31",
            "open": 31.85,
            "high": 31.85,
            "low": 31.84,
            "close": 31.84,
            "amount_yi": 0.1075
          },
          {
            "time": "14:32",
            "open": 31.86,
            "high": 31.95,
            "low": 31.86,
            "close": 31.95,
            "amount_yi": 0.168
          },
          {
            "time": "14:33",
            "open": 32.08,
            "high": 32.08,
            "low": 32.06,
            "close": 32.06,
            "amount_yi": 0.2733
          }
        ]
      },
      "quote": {
        "last": 32.06,
        "ts": "2026-06-04T14:33:54",
        "bid1": 32.06,
        "ask1": 32.08,
        "bid_qty1": 26000,
        "ask_qty1": 25500
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-04T14:33:57",
      "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": 91.346,
      "price_vs_vwap_pct": 1.4823,
      "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": 0.5228,
        "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": "14:29",
            "open": 92.41,
            "high": 92.41,
            "low": 92.41,
            "close": 92.41,
            "amount_yi": 0.0284
          },
          {
            "time": "14:30",
            "open": 92.57,
            "high": 92.6,
            "low": 92.57,
            "close": 92.6,
            "amount_yi": 0.1919
          },
          {
            "time": "14:31",
            "open": 92.53,
            "high": 92.57,
            "low": 92.53,
            "close": 92.57,
            "amount_yi": 0.1721
          },
          {
            "time": "14:32",
            "open": 92.59,
            "high": 92.59,
            "low": 92.59,
            "close": 92.59,
            "amount_yi": 0.0722
          },
          {
            "time": "14:33",
            "open": 92.68,
            "high": 92.7,
            "low": 92.68,
            "close": 92.7,
            "amount_yi": 0.0582
          }
        ]
      },
      "quote": {
        "last": 92.7,
        "ts": "2026-06-04T14:33:54",
        "bid1": 92.69,
        "ask1": 92.7,
        "bid_qty1": 100,
        "ask_qty1": 16922
      },
      "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": "2026-06-04T14:33:57",
      "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": 1375.0731,
      "price_vs_vwap_pct": -0.7166,
      "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": 1.101,
        "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": "14:29",
            "open": 1365.17,
            "high": 1365.17,
            "low": 1365.17,
            "close": 1365.17,
            "amount_yi": 0.1031
          },
          {
            "time": "14:30",
            "open": 1365.21,
            "high": 1366.1,
            "low": 1365.21,
            "close": 1366.1,
            "amount_yi": 0.2301
          },
          {
            "time": "14:31",
            "open": 1365.0,
            "high": 1365.0,
            "low": 1363.12,
            "close": 1363.12,
            "amount_yi": 0.3507
          },
          {
            "time": "14:32",
            "open": 1364.28,
            "high": 1366.08,
            "low": 1364.28,
            "close": 1366.08,
            "amount_yi": 0.2248
          },
          {
            "time": "14:33",
            "open": 1366.07,
            "high": 1366.07,
            "low": 1365.22,
            "close": 1365.22,
            "amount_yi": 0.1923
          }
        ]
      },
      "quote": {
        "last": 1365.22,
        "ts": "2026-06-04T14:33:54",
        "bid1": 1365.8,
        "ask1": 1366.0,
        "bid_qty1": 200,
        "ask_qty1": 2620
      },
      "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": "ACTIONABLE",
      "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": "2026-06-04T14:33:57",
      "sim_reason": "trigger_touched",
      "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": 63.5359,
      "price_vs_vwap_pct": 2.6821,
      "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": 0.8235,
        "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": "14:29",
            "open": 64.8,
            "high": 64.8,
            "low": 64.8,
            "close": 64.8,
            "amount_yi": 0.0942
          },
          {
            "time": "14:30",
            "open": 64.82,
            "high": 64.82,
            "low": 64.69,
            "close": 64.69,
            "amount_yi": 0.1724
          },
          {
            "time": "14:31",
            "open": 64.69,
            "high": 64.72,
            "low": 64.69,
            "close": 64.72,
            "amount_yi": 0.1294
          },
          {
            "time": "14:32",
            "open": 65.01,
            "high": 65.1,
            "low": 65.01,
            "close": 65.1,
            "amount_yi": 0.2057
          },
          {
            "time": "14:33",
            "open": 65.15,
            "high": 65.24,
            "low": 65.15,
            "close": 65.24,
            "amount_yi": 0.2218
          }
        ]
      },
      "quote": {
        "last": 65.24,
        "ts": "2026-06-04T14:33:55",
        "bid1": 65.24,
        "ask1": 65.25,
        "bid_qty1": 200,
        "ask_qty1": 5500
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-04T14:33:57",
      "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": 4.5837,
      "price_vs_vwap_pct": -0.2989,
      "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": 0.0535,
        "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": "14:29",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.0044
          },
          {
            "time": "14:30",
            "open": 4.55,
            "high": 4.55,
            "low": 4.55,
            "close": 4.55,
            "amount_yi": 0.0092
          },
          {
            "time": "14:31",
            "open": 4.55,
            "high": 4.56,
            "low": 4.55,
            "close": 4.56,
            "amount_yi": 0.0125
          },
          {
            "time": "14:32",
            "open": 4.56,
            "high": 4.56,
            "low": 4.56,
            "close": 4.56,
            "amount_yi": 0.0095
          },
          {
            "time": "14:33",
            "open": 4.57,
            "high": 4.57,
            "low": 4.57,
            "close": 4.57,
            "amount_yi": 0.0179
          }
        ]
      },
      "quote": {
        "last": 4.57,
        "ts": "2026-06-04T14:33:55",
        "bid1": 4.56,
        "ask1": 4.57,
        "bid_qty1": 63000,
        "ask_qty1": 290800
      },
      "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": "2026-06-04T14:33:57",
      "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": 43.4386,
      "price_vs_vwap_pct": 0.7629,
      "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": 0.2671,
        "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": "14:29",
            "open": 43.73,
            "high": 43.73,
            "low": 43.73,
            "close": 43.73,
            "amount_yi": 0.022
          },
          {
            "time": "14:30",
            "open": 43.72,
            "high": 43.73,
            "low": 43.72,
            "close": 43.73,
            "amount_yi": 0.0673
          },
          {
            "time": "14:31",
            "open": 43.71,
            "high": 43.71,
            "low": 43.7,
            "close": 43.7,
            "amount_yi": 0.0583
          },
          {
            "time": "14:32",
            "open": 43.76,
            "high": 43.76,
            "low": 43.76,
            "close": 43.76,
            "amount_yi": 0.0499
          },
          {
            "time": "14:33",
            "open": 43.74,
            "high": 43.77,
            "low": 43.74,
            "close": 43.77,
            "amount_yi": 0.0696
          }
        ]
      },
      "quote": {
        "last": 43.77,
        "ts": "2026-06-04T14:33:55",
        "bid1": 43.76,
        "ask1": 43.77,
        "bid_qty1": 1100,
        "ask_qty1": 500
      },
      "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": "2026-06-04T14:33:57",
      "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": 21.7803,
      "price_vs_vwap_pct": 1.4219,
      "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": 0.0161,
        "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": "14:29",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.003
          },
          {
            "time": "14:30",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0057
          },
          {
            "time": "14:31",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0036
          },
          {
            "time": "14:32",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0016
          },
          {
            "time": "14:33",
            "open": 22.09,
            "high": 22.09,
            "low": 22.09,
            "close": 22.09,
            "amount_yi": 0.0022
          }
        ]
      },
      "quote": {
        "last": 22.09,
        "ts": "2026-06-04T14:33:54",
        "bid1": 22.09,
        "ask1": 0.0,
        "bid_qty1": 17197931,
        "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": "2026-06-04T14:33:57",
      "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": 178.3302,
      "price_vs_vwap_pct": 0.9364,
      "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": 0.1046,
        "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": "14:29",
            "open": 178.75,
            "high": 178.75,
            "low": 178.75,
            "close": 178.75,
            "amount_yi": 0.0109
          },
          {
            "time": "14:30",
            "open": 178.86,
            "high": 178.91,
            "low": 178.86,
            "close": 178.91,
            "amount_yi": 0.0144
          },
          {
            "time": "14:31",
            "open": 178.8,
            "high": 178.81,
            "low": 178.8,
            "close": 178.81,
            "amount_yi": 0.0468
          },
          {
            "time": "14:32",
            "open": 178.86,
            "high": 178.97,
            "low": 178.86,
            "close": 178.97,
            "amount_yi": 0.0118
          },
          {
            "time": "14:33",
            "open": 179.34,
            "high": 180.0,
            "low": 179.34,
            "close": 180.0,
            "amount_yi": 0.0207
          }
        ]
      },
      "quote": {
        "last": 180.0,
        "ts": "2026-06-04T14:33:55",
        "bid1": 179.99,
        "ask1": 180.0,
        "bid_qty1": 400,
        "ask_qty1": 2360
      },
      "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": "2026-06-04T14:33:57",
      "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": 324.2969,
      "price_vs_vwap_pct": -1.6025,
      "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": 0.6512,
        "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": "14:29",
            "open": 319.36,
            "high": 319.36,
            "low": 319.36,
            "close": 319.36,
            "amount_yi": 0.0527
          },
          {
            "time": "14:30",
            "open": 319.05,
            "high": 319.05,
            "low": 318.88,
            "close": 318.88,
            "amount_yi": 0.1748
          },
          {
            "time": "14:31",
            "open": 318.9,
            "high": 319.07,
            "low": 318.9,
            "close": 319.07,
            "amount_yi": 0.1119
          },
          {
            "time": "14:32",
            "open": 319.35,
            "high": 319.35,
            "low": 319.3,
            "close": 319.3,
            "amount_yi": 0.1152
          },
          {
            "time": "14:33",
            "open": 319.3,
            "high": 319.3,
            "low": 319.1,
            "close": 319.1,
            "amount_yi": 0.1966
          }
        ]
      },
      "quote": {
        "last": 319.1,
        "ts": "2026-06-04T14:33:54",
        "bid1": 318.91,
        "ask1": 319.1,
        "bid_qty1": 900,
        "ask_qty1": 400
      },
      "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": "2026-06-04T14:33:57",
      "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": 383.6027,
      "price_vs_vwap_pct": 2.3455,
      "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": 0.5657,
        "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": "14:29",
            "open": 392.27,
            "high": 392.27,
            "low": 392.27,
            "close": 392.27,
            "amount_yi": 0.0676
          },
          {
            "time": "14:30",
            "open": 391.65,
            "high": 391.65,
            "low": 391.51,
            "close": 391.51,
            "amount_yi": 0.113
          },
          {
            "time": "14:31",
            "open": 391.61,
            "high": 391.61,
            "low": 391.5,
            "close": 391.5,
            "amount_yi": 0.0922
          },
          {
            "time": "14:32",
            "open": 391.94,
            "high": 392.29,
            "low": 391.94,
            "close": 392.29,
            "amount_yi": 0.0687
          },
          {
            "time": "14:33",
            "open": 392.87,
            "high": 392.87,
            "low": 392.6,
            "close": 392.6,
            "amount_yi": 0.2242
          }
        ]
      },
      "quote": {
        "last": 392.6,
        "ts": "2026-06-04T14:33:56",
        "bid1": 392.59,
        "ask1": 392.6,
        "bid_qty1": 583,
        "ask_qty1": 430
      },
      "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": "2026-06-04T14:33:57",
      "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": 96.8695,
      "price_vs_vwap_pct": 1.8277,
      "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": 4.1163,
        "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": "14:29",
            "open": 98.17,
            "high": 98.17,
            "low": 98.17,
            "close": 98.17,
            "amount_yi": 0.3232
          },
          {
            "time": "14:30",
            "open": 98.24,
            "high": 98.4,
            "low": 98.24,
            "close": 98.4,
            "amount_yi": 0.9309
          },
          {
            "time": "14:31",
            "open": 98.29,
            "high": 98.34,
            "low": 98.29,
            "close": 98.34,
            "amount_yi": 1.1564
          },
          {
            "time": "14:32",
            "open": 98.45,
            "high": 98.63,
            "low": 98.45,
            "close": 98.63,
            "amount_yi": 0.866
          },
          {
            "time": "14:33",
            "open": 98.61,
            "high": 98.64,
            "low": 98.61,
            "close": 98.64,
            "amount_yi": 0.8398
          }
        ]
      },
      "quote": {
        "last": 98.64,
        "ts": "2026-06-04T14:33:56",
        "bid1": 98.64,
        "ask1": 98.65,
        "bid_qty1": 8800,
        "ask_qty1": 600
      },
      "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": 63063.0,
    "total_value": 997609.0,
    "unrealized_pnl": -2391.0000000000027,
    "total_pnl": -2391.0,
    "total_pnl_pct": -0.2391000000000032
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300394",
      "name": "天孚通信",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 505.24,
      "last_price": 481.52,
      "market_value": 48152.0,
      "unrealized_pnl": -2372.0000000000027,
      "unrealized_pnl_pct": -4.694798511598453,
      "updated_at": "2026-06-04T14:33:57",
      "position_pct_of_total": 4.826740737102412
    },
    {
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 75.5,
      "last_price": 74.81,
      "market_value": 7481.0,
      "unrealized_pnl": -68.99999999999977,
      "unrealized_pnl_pct": -0.9139072847682117,
      "updated_at": "2026-06-04T14:33:57",
      "position_pct_of_total": 0.7498929941490102
    },
    {
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 73.8,
      "last_price": 74.3,
      "market_value": 7430.0,
      "unrealized_pnl": 50.0,
      "unrealized_pnl_pct": 0.6775067750677488,
      "updated_at": "2026-06-04T14:33:57",
      "position_pct_of_total": 0.7447807708230378
    }
  ],
  "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": 2,
    "filled_orders": 1,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 4
  }
}