{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260604",
  "trade_date": "20260605",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.48,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 25,
    "active_samples": []
  },
  "quote_source": "public_http_sina:26/26",
  "quote_stale_lock": false,
  "generated_at": "2026-06-05T09:48:28",
  "signals": [
    {
      "event_id": "20260604:20260605:SHSE.688662:VWAP_RECLAIM:BUY",
      "plan_id": "20260604:SHSE.688662:VWAP_RECLAIM",
      "symbol": "SHSE.688662",
      "name": "富信科技",
      "side": "BUY",
      "priority": "W0",
      "status": "NEAR_TRIGGER",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 90.65,
      "exec_low": 92.05,
      "exec_high": 92.01,
      "invalid_price": 87.38,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "near_trigger",
      "qty": 500,
      "prev_close": 92.82,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 95.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 92.01,
      "dynamic_exec_high": null,
      "intraday_vwap": 91.4393,
      "price_vs_vwap_pct": -1.5084,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2442,
        "prev_amount_yi": 0.4007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6094,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:44",
            "open": 89.91,
            "high": 90.3,
            "low": 89.91,
            "close": 90.3,
            "amount_yi": 0.0419
          },
          {
            "time": "09:45",
            "open": 90.46,
            "high": 90.46,
            "low": 89.88,
            "close": 89.88,
            "amount_yi": 0.0713
          },
          {
            "time": "09:46",
            "open": 89.83,
            "high": 89.83,
            "low": 89.63,
            "close": 89.63,
            "amount_yi": 0.0474
          },
          {
            "time": "09:47",
            "open": 89.95,
            "high": 90.0,
            "low": 89.95,
            "close": 90.0,
            "amount_yi": 0.0682
          },
          {
            "time": "09:48",
            "open": 90.06,
            "high": 90.06,
            "low": 90.06,
            "close": 90.06,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 90.444,
      "quote": {
        "last": 90.06,
        "ts": "2026-06-05T09:48:27",
        "bid1": 89.93,
        "ask1": 90.17,
        "bid_qty1": 400,
        "ask_qty1": 400
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.300319:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.300319:BREAK_PREV_HIGH",
      "symbol": "SZSE.300319",
      "name": "麦捷科技",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 19.66,
      "exec_low": 19.66,
      "exec_high": 19.95,
      "invalid_price": 16.764,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2400,
      "prev_close": 19.47,
      "theme": "通信技术",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.95,
      "dynamic_exec_high": null,
      "intraday_vwap": 20.2432,
      "price_vs_vwap_pct": 0.4782,
      "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": 2.0653,
        "prev_amount_yi": 2.8203,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7323,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 19.87,
            "high": 19.87,
            "low": 19.77,
            "close": 19.77,
            "amount_yi": 0.3646
          },
          {
            "time": "09:45",
            "open": 19.66,
            "high": 19.73,
            "low": 19.66,
            "close": 19.73,
            "amount_yi": 0.4149
          },
          {
            "time": "09:46",
            "open": 20.05,
            "high": 20.16,
            "low": 20.05,
            "close": 20.16,
            "amount_yi": 0.5998
          },
          {
            "time": "09:47",
            "open": 20.25,
            "high": 20.43,
            "low": 20.25,
            "close": 20.43,
            "amount_yi": 0.403
          },
          {
            "time": "09:48",
            "open": 20.34,
            "high": 20.34,
            "low": 20.34,
            "close": 20.34,
            "amount_yi": 0.283
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.764,
      "quote": {
        "last": 20.34,
        "ts": "2026-06-05T09:48:24",
        "bid1": 20.34,
        "ask1": 20.37,
        "bid_qty1": 4500,
        "ask_qty1": 5000
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002056:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002056:BREAK_PREV_HIGH",
      "symbol": "SZSE.002056",
      "name": "横店东磁",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 30.24,
      "exec_low": 30.24,
      "exec_high": 30.69,
      "invalid_price": 26.424,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "prev_close": 29.42,
      "theme": "消费电子概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.69,
      "dynamic_exec_high": null,
      "intraday_vwap": 28.3319,
      "price_vs_vwap_pct": 0.6639,
      "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": 1.1574,
        "prev_amount_yi": 1.5468,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7483,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 28.12,
            "high": 28.2,
            "low": 28.12,
            "close": 28.2,
            "amount_yi": 0.2902
          },
          {
            "time": "09:45",
            "open": 28.1,
            "high": 28.28,
            "low": 28.1,
            "close": 28.28,
            "amount_yi": 0.1382
          },
          {
            "time": "09:46",
            "open": 28.45,
            "high": 28.45,
            "low": 28.45,
            "close": 28.45,
            "amount_yi": 0.3375
          },
          {
            "time": "09:47",
            "open": 28.55,
            "high": 28.55,
            "low": 28.55,
            "close": 28.55,
            "amount_yi": 0.2794
          },
          {
            "time": "09:48",
            "open": 28.52,
            "high": 28.52,
            "low": 28.52,
            "close": 28.52,
            "amount_yi": 0.1121
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.424,
      "quote": {
        "last": 28.52,
        "ts": "2026-06-05T09:48:27",
        "bid1": 28.51,
        "ask1": 28.52,
        "bid_qty1": 2500,
        "ask_qty1": 8000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603986:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603986:BREAK_PREV_HIGH",
      "symbol": "SHSE.603986",
      "name": "兆易创新",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 538.0,
      "exec_low": 538.0,
      "exec_high": 546.07,
      "invalid_price": 486.248,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 529.31,
      "theme": "消费电子概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 582.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 546.07,
      "dynamic_exec_high": null,
      "intraday_vwap": 507.2102,
      "price_vs_vwap_pct": 0.4337,
      "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": 7.0095,
        "prev_amount_yi": 11.9881,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5847,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 510.0,
            "high": 510.88,
            "low": 510.0,
            "close": 510.88,
            "amount_yi": 1.2804
          },
          {
            "time": "09:45",
            "open": 508.01,
            "high": 508.01,
            "low": 507.73,
            "close": 507.73,
            "amount_yi": 2.0443
          },
          {
            "time": "09:46",
            "open": 505.05,
            "high": 506.23,
            "low": 505.05,
            "close": 506.23,
            "amount_yi": 1.7799
          },
          {
            "time": "09:47",
            "open": 508.62,
            "high": 508.85,
            "low": 508.62,
            "close": 508.85,
            "amount_yi": 1.4155
          },
          {
            "time": "09:48",
            "open": 509.41,
            "high": 509.41,
            "low": 509.41,
            "close": 509.41,
            "amount_yi": 0.4894
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 486.248,
      "quote": {
        "last": 509.41,
        "ts": "2026-06-05T09:48:27",
        "bid1": 509.41,
        "ask1": 509.43,
        "bid_qty1": 2300,
        "ask_qty1": 5600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688079:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688079:BREAK_PREV_HIGH",
      "symbol": "SHSE.688079",
      "name": "美迪凯",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.85,
      "exec_low": 33.85,
      "exec_high": 34.36,
      "invalid_price": 26.34,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "prev_close": 31.85,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 38.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.36,
      "dynamic_exec_high": null,
      "intraday_vwap": 32.4332,
      "price_vs_vwap_pct": -1.9523,
      "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": 0.6541,
        "prev_amount_yi": 0.6108,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0709,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 31.6,
            "high": 31.6,
            "low": 31.51,
            "close": 31.51,
            "amount_yi": 0.1568
          },
          {
            "time": "09:45",
            "open": 31.34,
            "high": 31.34,
            "low": 31.25,
            "close": 31.25,
            "amount_yi": 0.2245
          },
          {
            "time": "09:46",
            "open": 31.4,
            "high": 31.55,
            "low": 31.4,
            "close": 31.55,
            "amount_yi": 0.1199
          },
          {
            "time": "09:47",
            "open": 31.83,
            "high": 31.83,
            "low": 31.8,
            "close": 31.8,
            "amount_yi": 0.0824
          },
          {
            "time": "09:48",
            "open": 31.8,
            "high": 31.8,
            "low": 31.8,
            "close": 31.8,
            "amount_yi": 0.0705
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.34,
      "quote": {
        "last": 31.8,
        "ts": "2026-06-05T09:48:27",
        "bid1": 31.76,
        "ask1": 31.81,
        "bid_qty1": 929,
        "ask_qty1": 10004
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.601208:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.601208:BREAK_PREV_HIGH",
      "symbol": "SHSE.601208",
      "name": "东材科技",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 60.5,
      "exec_low": 60.5,
      "exec_high": 61.41,
      "invalid_price": 53.046,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "prev_close": 59.6,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.41,
      "dynamic_exec_high": null,
      "intraday_vwap": 58.6217,
      "price_vs_vwap_pct": -0.8558,
      "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": 1.3477,
        "prev_amount_yi": 2.7742,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4858,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 58.03,
            "high": 58.29,
            "low": 58.03,
            "close": 58.29,
            "amount_yi": 0.3304
          },
          {
            "time": "09:45",
            "open": 58.21,
            "high": 58.33,
            "low": 58.21,
            "close": 58.33,
            "amount_yi": 0.3198
          },
          {
            "time": "09:46",
            "open": 58.34,
            "high": 58.35,
            "low": 58.34,
            "close": 58.35,
            "amount_yi": 0.2271
          },
          {
            "time": "09:47",
            "open": 58.55,
            "high": 58.55,
            "low": 58.27,
            "close": 58.27,
            "amount_yi": 0.3242
          },
          {
            "time": "09:48",
            "open": 58.12,
            "high": 58.12,
            "low": 58.12,
            "close": 58.12,
            "amount_yi": 0.1462
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 53.046,
      "quote": {
        "last": 58.12,
        "ts": "2026-06-05T09:48:26",
        "bid1": 58.12,
        "ask1": 58.18,
        "bid_qty1": 1700,
        "ask_qty1": 500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.300252:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.300252:BREAK_PREV_HIGH",
      "symbol": "SZSE.300252",
      "name": "金信诺",
      "side": "BUY",
      "priority": "W6",
      "status": "ACTIONABLE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.38,
      "exec_low": 17.38,
      "exec_high": 17.64,
      "invalid_price": 15.072,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched",
      "qty": 2800,
      "prev_close": 16.63,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.96,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.64,
      "dynamic_exec_high": null,
      "intraday_vwap": 16.9895,
      "price_vs_vwap_pct": 3.8288,
      "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": 0.9594,
        "prev_amount_yi": 0.949,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.011,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 17.07,
            "high": 17.09,
            "low": 17.07,
            "close": 17.09,
            "amount_yi": 0.123
          },
          {
            "time": "09:45",
            "open": 17.11,
            "high": 17.11,
            "low": 17.08,
            "close": 17.08,
            "amount_yi": 0.16
          },
          {
            "time": "09:46",
            "open": 16.99,
            "high": 17.05,
            "low": 16.99,
            "close": 17.05,
            "amount_yi": 0.1191
          },
          {
            "time": "09:47",
            "open": 17.1,
            "high": 17.29,
            "low": 17.1,
            "close": 17.29,
            "amount_yi": 0.2865
          },
          {
            "time": "09:48",
            "open": 17.64,
            "high": 17.64,
            "low": 17.64,
            "close": 17.64,
            "amount_yi": 0.2708
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 15.072,
      "quote": {
        "last": 17.64,
        "ts": "2026-06-05T09:48:24",
        "bid1": 17.62,
        "ask1": 17.64,
        "bid_qty1": 39400,
        "ask_qty1": 17600
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600487:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600487:BREAK_PREV_HIGH",
      "symbol": "SHSE.600487",
      "name": "亨通光电",
      "side": "BUY",
      "priority": "W7",
      "status": "ACTIONABLE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 98.99,
      "exec_low": 98.99,
      "exec_high": 100.47,
      "invalid_price": 85.02,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched",
      "qty": 400,
      "prev_close": 97.87,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 107.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 100.47,
      "dynamic_exec_high": null,
      "intraday_vwap": 98.4087,
      "price_vs_vwap_pct": 1.8406,
      "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": 12.3803,
        "prev_amount_yi": 16.2635,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7612,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 99.85,
            "high": 99.85,
            "low": 99.81,
            "close": 99.81,
            "amount_yi": 3.6754
          },
          {
            "time": "09:45",
            "open": 99.9,
            "high": 100.06,
            "low": 99.9,
            "close": 100.06,
            "amount_yi": 3.6779
          },
          {
            "time": "09:46",
            "open": 99.45,
            "high": 99.45,
            "low": 99.29,
            "close": 99.29,
            "amount_yi": 2.0629
          },
          {
            "time": "09:47",
            "open": 99.86,
            "high": 100.04,
            "low": 99.86,
            "close": 100.04,
            "amount_yi": 1.7495
          },
          {
            "time": "09:48",
            "open": 100.22,
            "high": 100.22,
            "low": 100.22,
            "close": 100.22,
            "amount_yi": 1.2146
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.02,
      "quote": {
        "last": 100.22,
        "ts": "2026-06-05T09:48:27",
        "bid1": 100.22,
        "ask1": 100.24,
        "bid_qty1": 100,
        "ask_qty1": 11100
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.300398:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.300398:BREAK_PREV_HIGH",
      "symbol": "SZSE.300398",
      "name": "飞凯材料",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 37.408,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "prev_close": 41.34,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "intraday_vwap": 40.5297,
      "price_vs_vwap_pct": 1.6045,
      "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": 0.8363,
        "prev_amount_yi": 1.1805,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7084,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 40.85,
            "high": 40.85,
            "low": 40.79,
            "close": 40.79,
            "amount_yi": 0.2275
          },
          {
            "time": "09:45",
            "open": 40.7,
            "high": 40.72,
            "low": 40.7,
            "close": 40.72,
            "amount_yi": 0.1514
          },
          {
            "time": "09:46",
            "open": 40.64,
            "high": 40.79,
            "low": 40.64,
            "close": 40.79,
            "amount_yi": 0.1419
          },
          {
            "time": "09:47",
            "open": 40.98,
            "high": 41.07,
            "low": 40.98,
            "close": 41.07,
            "amount_yi": 0.1678
          },
          {
            "time": "09:48",
            "open": 41.18,
            "high": 41.18,
            "low": 41.18,
            "close": 41.18,
            "amount_yi": 0.1477
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 37.408,
      "quote": {
        "last": 41.18,
        "ts": "2026-06-05T09:48:24",
        "bid1": 41.17,
        "ask1": 41.18,
        "bid_qty1": 6900,
        "ask_qty1": 1300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.0,
      "exec_low": 21.0,
      "exec_high": 21.31,
      "invalid_price": 19.368,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "invalid_price_broken",
      "qty": 2600,
      "prev_close": 20.61,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.31,
      "dynamic_exec_high": null,
      "intraday_vwap": 19.0535,
      "price_vs_vwap_pct": -0.2808,
      "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": 0.9549,
        "prev_amount_yi": 2.9707,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3214,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 18.91,
            "high": 18.94,
            "low": 18.91,
            "close": 18.94,
            "amount_yi": 0.2237
          },
          {
            "time": "09:45",
            "open": 18.92,
            "high": 18.92,
            "low": 18.85,
            "close": 18.85,
            "amount_yi": 0.2732
          },
          {
            "time": "09:46",
            "open": 18.83,
            "high": 18.85,
            "low": 18.83,
            "close": 18.85,
            "amount_yi": 0.1544
          },
          {
            "time": "09:47",
            "open": 18.9,
            "high": 19.01,
            "low": 18.9,
            "close": 19.01,
            "amount_yi": 0.1376
          },
          {
            "time": "09:48",
            "open": 19.0,
            "high": 19.0,
            "low": 19.0,
            "close": 19.0,
            "amount_yi": 0.166
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 19.368,
      "quote": {
        "last": 19.0,
        "ts": "2026-06-05T09:48:27",
        "bid1": 19.0,
        "ask1": 19.02,
        "bid_qty1": 4400,
        "ask_qty1": 2100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603459:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603459:BREAK_PREV_HIGH",
      "symbol": "SHSE.603459",
      "name": "红板科技",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 107.49,
      "exec_low": 107.49,
      "exec_high": 109.1,
      "invalid_price": 99.082,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "prev_close": 106.99,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 117.69,
      "max_chase_pct": 1.5,
      "base_exec_high": 109.1,
      "dynamic_exec_high": null,
      "intraday_vwap": 103.596,
      "price_vs_vwap_pct": -1.7819,
      "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": 0.9518,
        "prev_amount_yi": 1.5097,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6305,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 103.31,
            "high": 103.31,
            "low": 103.11,
            "close": 103.11,
            "amount_yi": 0.2787
          },
          {
            "time": "09:45",
            "open": 103.13,
            "high": 103.13,
            "low": 102.91,
            "close": 102.91,
            "amount_yi": 0.1513
          },
          {
            "time": "09:46",
            "open": 102.58,
            "high": 102.58,
            "low": 102.4,
            "close": 102.4,
            "amount_yi": 0.1081
          },
          {
            "time": "09:47",
            "open": 102.12,
            "high": 102.12,
            "low": 102.0,
            "close": 102.0,
            "amount_yi": 0.283
          },
          {
            "time": "09:48",
            "open": 101.75,
            "high": 101.75,
            "low": 101.75,
            "close": 101.75,
            "amount_yi": 0.1307
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 99.082,
      "quote": {
        "last": 101.75,
        "ts": "2026-06-05T09:48:25",
        "bid1": 101.69,
        "ask1": 101.74,
        "bid_qty1": 1300,
        "ask_qty1": 1500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603267:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603267:BREAK_PREV_HIGH",
      "symbol": "SHSE.603267",
      "name": "鸿远电子",
      "side": "BUY",
      "priority": "W11",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 82.35,
      "exec_low": 82.35,
      "exec_high": 83.59,
      "invalid_price": 75.65,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "prev_close": 81.11,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 89.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 83.59,
      "dynamic_exec_high": null,
      "intraday_vwap": 75.8653,
      "price_vs_vwap_pct": -0.4024,
      "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": 0.8002,
        "prev_amount_yi": 1.6989,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.471,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 74.7,
            "high": 74.7,
            "low": 74.69,
            "close": 74.69,
            "amount_yi": 0.2068
          },
          {
            "time": "09:45",
            "open": 74.65,
            "high": 74.66,
            "low": 74.65,
            "close": 74.66,
            "amount_yi": 0.1736
          },
          {
            "time": "09:46",
            "open": 74.68,
            "high": 75.18,
            "low": 74.68,
            "close": 75.18,
            "amount_yi": 0.1729
          },
          {
            "time": "09:47",
            "open": 75.41,
            "high": 75.49,
            "low": 75.41,
            "close": 75.49,
            "amount_yi": 0.1738
          },
          {
            "time": "09:48",
            "open": 75.56,
            "high": 75.56,
            "low": 75.56,
            "close": 75.56,
            "amount_yi": 0.0731
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 75.65,
      "quote": {
        "last": 75.56,
        "ts": "2026-06-05T09:48:27",
        "bid1": 75.56,
        "ask1": 75.57,
        "bid_qty1": 10300,
        "ask_qty1": 3300
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688337:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688337:BREAK_PREV_HIGH",
      "symbol": "SHSE.688337",
      "name": "普源精电",
      "side": "BUY",
      "priority": "W12",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 67.8,
      "exec_low": 67.8,
      "exec_high": 68.82,
      "invalid_price": 60.662,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "near_trigger",
      "qty": 700,
      "prev_close": 66.38,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 68.82,
      "dynamic_exec_high": null,
      "intraday_vwap": 66.5381,
      "price_vs_vwap_pct": 1.626,
      "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": 0.1539,
        "prev_amount_yi": 0.4116,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3739,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 67.55,
            "high": 67.63,
            "low": 67.55,
            "close": 67.63,
            "amount_yi": 0.0403
          },
          {
            "time": "09:45",
            "open": 67.11,
            "high": 67.11,
            "low": 66.87,
            "close": 66.87,
            "amount_yi": 0.0431
          },
          {
            "time": "09:46",
            "open": 66.85,
            "high": 66.85,
            "low": 66.83,
            "close": 66.83,
            "amount_yi": 0.0275
          },
          {
            "time": "09:47",
            "open": 67.5,
            "high": 67.5,
            "low": 67.23,
            "close": 67.23,
            "amount_yi": 0.0283
          },
          {
            "time": "09:48",
            "open": 67.62,
            "high": 67.62,
            "low": 67.62,
            "close": 67.62,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 60.662,
      "quote": {
        "last": 67.62,
        "ts": "2026-06-05T09:48:27",
        "bid1": 67.58,
        "ask1": 67.64,
        "bid_qty1": 800,
        "ask_qty1": 1606
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002384:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002384:BREAK_PREV_HIGH",
      "symbol": "SZSE.002384",
      "name": "东山精密",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 244.7,
      "exec_low": 244.7,
      "exec_high": 248.37,
      "invalid_price": 215.504,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "prev_close": 237.8,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 261.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 248.37,
      "dynamic_exec_high": null,
      "intraday_vwap": 233.049,
      "price_vs_vwap_pct": 0.8372,
      "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": 4.7399,
        "prev_amount_yi": 6.2789,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7549,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 234.36,
            "high": 234.56,
            "low": 234.36,
            "close": 234.56,
            "amount_yi": 0.9242
          },
          {
            "time": "09:45",
            "open": 233.21,
            "high": 233.65,
            "low": 233.21,
            "close": 233.65,
            "amount_yi": 1.1016
          },
          {
            "time": "09:46",
            "open": 234.45,
            "high": 234.45,
            "low": 233.88,
            "close": 233.88,
            "amount_yi": 0.8371
          },
          {
            "time": "09:47",
            "open": 234.81,
            "high": 234.81,
            "low": 234.57,
            "close": 234.57,
            "amount_yi": 0.9858
          },
          {
            "time": "09:48",
            "open": 235.0,
            "high": 235.0,
            "low": 235.0,
            "close": 235.0,
            "amount_yi": 0.8912
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 215.504,
      "quote": {
        "last": 235.0,
        "ts": "2026-06-05T09:48:27",
        "bid1": 234.97,
        "ask1": 235.0,
        "bid_qty1": 500,
        "ask_qty1": 40600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688808:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688808:BREAK_PREV_HIGH",
      "symbol": "SHSE.688808",
      "name": "联讯仪器",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 2155.0,
      "exec_low": 2155.0,
      "exec_high": 2187.32,
      "invalid_price": 1866.542,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "position_sizing_no_room_or_cash",
      "qty": 0,
      "prev_close": 2119.99,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 2543.99,
      "max_chase_pct": 1.5,
      "base_exec_high": 2187.32,
      "dynamic_exec_high": null,
      "intraday_vwap": 2131.3292,
      "price_vs_vwap_pct": 1.8243,
      "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": 1.0268,
        "prev_amount_yi": 1.5998,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6418,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 2140.0,
            "high": 2148.0,
            "low": 2140.0,
            "close": 2148.0,
            "amount_yi": 0.2055
          },
          {
            "time": "09:45",
            "open": 2137.17,
            "high": 2137.91,
            "low": 2137.17,
            "close": 2137.91,
            "amount_yi": 0.1022
          },
          {
            "time": "09:46",
            "open": 2148.0,
            "high": 2150.0,
            "low": 2148.0,
            "close": 2150.0,
            "amount_yi": 0.1964
          },
          {
            "time": "09:47",
            "open": 2162.01,
            "high": 2165.0,
            "low": 2162.01,
            "close": 2165.0,
            "amount_yi": 0.1942
          },
          {
            "time": "09:48",
            "open": 2170.21,
            "high": 2170.21,
            "low": 2170.21,
            "close": 2170.21,
            "amount_yi": 0.3285
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 1866.542,
      "quote": {
        "last": 2170.21,
        "ts": "2026-06-05T09:48:26",
        "bid1": 2170.21,
        "ask1": 2172.22,
        "bid_qty1": 107,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.000725:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.000725:BREAK_PREV_HIGH",
      "symbol": "SZSE.000725",
      "name": "京东方A",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 6.15,
      "exec_low": 6.15,
      "exec_high": 6.24,
      "invalid_price": 5.536,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 7800,
      "prev_close": 6.15,
      "theme": "OLED",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 6.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 6.24,
      "dynamic_exec_high": null,
      "intraday_vwap": 6.2653,
      "price_vs_vwap_pct": 0.8731,
      "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": 8.8749,
        "prev_amount_yi": 19.6267,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4522,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 6.31,
            "high": 6.31,
            "low": 6.3,
            "close": 6.3,
            "amount_yi": 2.0149
          },
          {
            "time": "09:45",
            "open": 6.27,
            "high": 6.34,
            "low": 6.27,
            "close": 6.34,
            "amount_yi": 2.1165
          },
          {
            "time": "09:46",
            "open": 6.33,
            "high": 6.34,
            "low": 6.33,
            "close": 6.34,
            "amount_yi": 1.8693
          },
          {
            "time": "09:47",
            "open": 6.33,
            "high": 6.35,
            "low": 6.33,
            "close": 6.35,
            "amount_yi": 1.9499
          },
          {
            "time": "09:48",
            "open": 6.32,
            "high": 6.32,
            "low": 6.32,
            "close": 6.32,
            "amount_yi": 0.9243
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 5.536,
      "quote": {
        "last": 6.32,
        "ts": "2026-06-05T09:48:27",
        "bid1": 6.32,
        "ask1": 6.33,
        "bid_qty1": 74400,
        "ask_qty1": 60100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688200:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688200:BREAK_PREV_HIGH",
      "symbol": "SHSE.688200",
      "name": "华峰测控",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 444.44,
      "exec_low": 444.44,
      "exec_high": 451.11,
      "invalid_price": 395.98,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 441.0,
      "theme": "半导体材料设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 529.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 451.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 427.0023,
      "price_vs_vwap_pct": -0.586,
      "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": 0.7586,
        "prev_amount_yi": 0.6087,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2463,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 425.0,
            "high": 425.0,
            "low": 424.91,
            "close": 424.91,
            "amount_yi": 0.348
          },
          {
            "time": "09:45",
            "open": 425.9,
            "high": 425.9,
            "low": 423.52,
            "close": 423.52,
            "amount_yi": 0.1646
          },
          {
            "time": "09:46",
            "open": 423.3,
            "high": 423.33,
            "low": 423.3,
            "close": 423.33,
            "amount_yi": 0.0921
          },
          {
            "time": "09:47",
            "open": 425.66,
            "high": 425.66,
            "low": 425.66,
            "close": 425.66,
            "amount_yi": 0.1204
          },
          {
            "time": "09:48",
            "open": 424.5,
            "high": 424.5,
            "low": 424.5,
            "close": 424.5,
            "amount_yi": 0.0335
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 395.98,
      "quote": {
        "last": 424.5,
        "ts": "2026-06-05T09:48:27",
        "bid1": 424.49,
        "ask1": 426.44,
        "bid_qty1": 200,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH",
      "symbol": "SHSE.603330",
      "name": "天洋新材",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 9.41,
      "exec_low": 9.41,
      "exec_high": 9.55,
      "invalid_price": 7.842,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 5400,
      "prev_close": 9.41,
      "theme": "消费电子概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 9.55,
      "dynamic_exec_high": null,
      "intraday_vwap": 9.9567,
      "price_vs_vwap_pct": -7.9012,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7569,
        "prev_amount_yi": 0.9898,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7647,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 9.43,
            "high": 9.43,
            "low": 9.43,
            "close": 9.43,
            "amount_yi": 0.1274
          },
          {
            "time": "09:45",
            "open": 9.42,
            "high": 9.42,
            "low": 9.3,
            "close": 9.3,
            "amount_yi": 0.1366
          },
          {
            "time": "09:46",
            "open": 9.19,
            "high": 9.28,
            "low": 9.19,
            "close": 9.28,
            "amount_yi": 0.2535
          },
          {
            "time": "09:47",
            "open": 9.15,
            "high": 9.15,
            "low": 9.12,
            "close": 9.12,
            "amount_yi": 0.1715
          },
          {
            "time": "09:48",
            "open": 9.17,
            "high": 9.17,
            "low": 9.17,
            "close": 9.17,
            "amount_yi": 0.0679
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.842,
      "quote": {
        "last": 9.17,
        "ts": "2026-06-05T09:48:25",
        "bid1": 9.17,
        "ask1": 9.18,
        "bid_qty1": 16030,
        "ask_qty1": 23800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH",
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "side": "BUY",
      "priority": "W18",
      "status": "FILLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.09,
      "exec_low": 22.09,
      "exec_high": 22.42,
      "invalid_price": 18.888,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 22.09,
      "theme": "新能源电力链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 22.9476,
      "price_vs_vwap_pct": -3.6936,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "suggested_position_pct": 6.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 18.888,
      "quote": {
        "last": 22.1,
        "ts": "2026-06-05T09:48:27",
        "bid1": 22.09,
        "ask1": 22.1,
        "bid_qty1": 700,
        "ask_qty1": 1200
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688456:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688456:BREAK_PREV_HIGH",
      "symbol": "SHSE.688456",
      "name": "有研粉材",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 95.26,
      "exec_low": 95.26,
      "exec_high": 96.69,
      "invalid_price": 82.586,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "prev_close": 93.44,
      "theme": "新能源电力链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 96.69,
      "dynamic_exec_high": null,
      "intraday_vwap": 88.9592,
      "price_vs_vwap_pct": -0.6736,
      "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": 0.2744,
        "prev_amount_yi": 0.3257,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8425,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 87.66,
            "high": 87.89,
            "low": 87.66,
            "close": 87.89,
            "amount_yi": 0.0867
          },
          {
            "time": "09:45",
            "open": 88.01,
            "high": 88.01,
            "low": 87.43,
            "close": 87.43,
            "amount_yi": 0.0546
          },
          {
            "time": "09:46",
            "open": 87.28,
            "high": 87.28,
            "low": 87.26,
            "close": 87.26,
            "amount_yi": 0.0557
          },
          {
            "time": "09:47",
            "open": 87.88,
            "high": 88.0,
            "low": 87.88,
            "close": 88.0,
            "amount_yi": 0.0572
          },
          {
            "time": "09:48",
            "open": 88.36,
            "high": 88.36,
            "low": 88.36,
            "close": 88.36,
            "amount_yi": 0.0202
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 82.586,
      "quote": {
        "last": 88.36,
        "ts": "2026-06-05T09:48:27",
        "bid1": 88.14,
        "ask1": 88.36,
        "bid_qty1": 1000,
        "ask_qty1": 798
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600367:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600367:BREAK_PREV_HIGH",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "W20",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 46.98,
      "exec_low": 46.98,
      "exec_high": 47.68,
      "invalid_price": 39.19,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1000,
      "prev_close": 46.98,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 51.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.68,
      "dynamic_exec_high": null,
      "intraday_vwap": 48.3074,
      "price_vs_vwap_pct": 0.5229,
      "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": 0.921,
        "prev_amount_yi": 1.778,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.518,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 47.77,
            "high": 48.01,
            "low": 47.77,
            "close": 48.01,
            "amount_yi": 0.2276
          },
          {
            "time": "09:45",
            "open": 48.05,
            "high": 48.05,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.1904
          },
          {
            "time": "09:46",
            "open": 47.85,
            "high": 47.93,
            "low": 47.85,
            "close": 47.93,
            "amount_yi": 0.1588
          },
          {
            "time": "09:47",
            "open": 48.41,
            "high": 48.74,
            "low": 48.41,
            "close": 48.74,
            "amount_yi": 0.2116
          },
          {
            "time": "09:48",
            "open": 48.56,
            "high": 48.56,
            "low": 48.56,
            "close": 48.56,
            "amount_yi": 0.1326
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 39.19,
      "quote": {
        "last": 48.56,
        "ts": "2026-06-05T09:48:27",
        "bid1": 48.49,
        "ask1": 48.56,
        "bid_qty1": 1300,
        "ask_qty1": 5000
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603773:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603773:BREAK_PREV_HIGH",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W21",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 126.66,
      "exec_low": 126.66,
      "exec_high": 128.56,
      "invalid_price": 116.358,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 300,
      "prev_close": 122.4,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 134.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 128.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 129.6758,
      "price_vs_vwap_pct": 3.1804,
      "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": 2.604,
        "prev_amount_yi": 2.2218,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.172,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 129.14,
            "high": 130.48,
            "low": 129.14,
            "close": 130.48,
            "amount_yi": 0.5749
          },
          {
            "time": "09:45",
            "open": 131.0,
            "high": 131.46,
            "low": 131.0,
            "close": 131.46,
            "amount_yi": 0.4039
          },
          {
            "time": "09:46",
            "open": 131.17,
            "high": 132.09,
            "low": 131.17,
            "close": 132.09,
            "amount_yi": 0.6491
          },
          {
            "time": "09:47",
            "open": 133.0,
            "high": 133.0,
            "low": 132.85,
            "close": 132.85,
            "amount_yi": 0.6603
          },
          {
            "time": "09:48",
            "open": 133.8,
            "high": 133.8,
            "low": 133.8,
            "close": 133.8,
            "amount_yi": 0.3158
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 116.358,
      "quote": {
        "last": 133.8,
        "ts": "2026-06-05T09:48:26",
        "bid1": 133.8,
        "ask1": 133.82,
        "bid_qty1": 300,
        "ask_qty1": 11500
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603011:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603011:BREAK_PREV_HIGH",
      "symbol": "SHSE.603011",
      "name": "合锻智能",
      "side": "BUY",
      "priority": "W22",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.12,
      "exec_low": 33.12,
      "exec_high": 33.62,
      "invalid_price": 28.898,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "near_trigger",
      "qty": 1500,
      "prev_close": 32.26,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.62,
      "dynamic_exec_high": null,
      "intraday_vwap": 32.4352,
      "price_vs_vwap_pct": 1.8955,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7437,
        "prev_amount_yi": 1.5283,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4866,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 32.75,
            "high": 32.88,
            "low": 32.75,
            "close": 32.88,
            "amount_yi": 0.1523
          },
          {
            "time": "09:45",
            "open": 32.62,
            "high": 32.62,
            "low": 32.55,
            "close": 32.55,
            "amount_yi": 0.168
          },
          {
            "time": "09:46",
            "open": 32.47,
            "high": 32.82,
            "low": 32.47,
            "close": 32.82,
            "amount_yi": 0.1504
          },
          {
            "time": "09:47",
            "open": 32.88,
            "high": 32.88,
            "low": 32.83,
            "close": 32.83,
            "amount_yi": 0.1424
          },
          {
            "time": "09:48",
            "open": 33.05,
            "high": 33.05,
            "low": 33.05,
            "close": 33.05,
            "amount_yi": 0.1306
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.898,
      "quote": {
        "last": 33.05,
        "ts": "2026-06-05T09:48:25",
        "bid1": 33.05,
        "ask1": 33.08,
        "bid_qty1": 600,
        "ask_qty1": 7300
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600105:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600105:BREAK_PREV_HIGH",
      "symbol": "SHSE.600105",
      "name": "永鼎股份",
      "side": "BUY",
      "priority": "W23",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.95,
      "exec_low": 54.95,
      "exec_high": 55.77,
      "invalid_price": 49.75,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 800,
      "prev_close": 54.29,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 59.72,
      "max_chase_pct": 1.5,
      "base_exec_high": 55.77,
      "dynamic_exec_high": null,
      "intraday_vwap": 56.073,
      "price_vs_vwap_pct": 2.4736,
      "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": 4.961,
        "prev_amount_yi": 5.6025,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8855,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 56.65,
            "high": 56.87,
            "low": 56.65,
            "close": 56.87,
            "amount_yi": 0.9812
          },
          {
            "time": "09:45",
            "open": 56.72,
            "high": 56.92,
            "low": 56.72,
            "close": 56.92,
            "amount_yi": 1.6889
          },
          {
            "time": "09:46",
            "open": 56.54,
            "high": 56.79,
            "low": 56.54,
            "close": 56.79,
            "amount_yi": 0.7903
          },
          {
            "time": "09:47",
            "open": 57.09,
            "high": 57.09,
            "low": 56.89,
            "close": 56.89,
            "amount_yi": 0.8912
          },
          {
            "time": "09:48",
            "open": 57.46,
            "high": 57.46,
            "low": 57.46,
            "close": 57.46,
            "amount_yi": 0.6094
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.75,
      "quote": {
        "last": 57.46,
        "ts": "2026-06-05T09:48:25",
        "bid1": 57.45,
        "ask1": 57.46,
        "bid_qty1": 2900,
        "ask_qty1": 1700
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600522:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600522:BREAK_PREV_HIGH",
      "symbol": "SHSE.600522",
      "name": "中天科技",
      "side": "BUY",
      "priority": "W24",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 47.18,
      "exec_low": 47.18,
      "exec_high": 47.89,
      "invalid_price": 43.102,
      "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": "2026-06-05T09:48:28",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1000,
      "prev_close": 46.06,
      "theme": "超级电容",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 50.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.89,
      "dynamic_exec_high": null,
      "intraday_vwap": 46.4485,
      "price_vs_vwap_pct": 3.4048,
      "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": 17.333,
        "prev_amount_yi": 9.9072,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.7495,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:44",
            "open": 47.28,
            "high": 47.54,
            "low": 47.28,
            "close": 47.54,
            "amount_yi": 3.295
          },
          {
            "time": "09:45",
            "open": 47.68,
            "high": 47.95,
            "low": 47.68,
            "close": 47.95,
            "amount_yi": 5.9247
          },
          {
            "time": "09:46",
            "open": 47.5,
            "high": 47.67,
            "low": 47.5,
            "close": 47.67,
            "amount_yi": 3.1635
          },
          {
            "time": "09:47",
            "open": 47.89,
            "high": 47.99,
            "low": 47.89,
            "close": 47.99,
            "amount_yi": 2.9129
          },
          {
            "time": "09:48",
            "open": 48.03,
            "high": 48.03,
            "low": 48.03,
            "close": 48.03,
            "amount_yi": 2.0369
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49713.65,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.102,
      "quote": {
        "last": 48.03,
        "ts": "2026-06-05T09:48:25",
        "bid1": 48.03,
        "ask1": 48.08,
        "bid_qty1": 32200,
        "ask_qty1": 2200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 940645.0,
    "market_value": 53626.0,
    "total_value": 994271.0,
    "unrealized_pnl": -3292.999999999997,
    "total_pnl": -5729.0,
    "total_pnl_pct": -0.5728999999999984
  },
  "paper_positions": [
    {
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "quantity": 2100,
      "sellable_qty": 0,
      "avg_cost": 23.59,
      "last_price": 22.1,
      "market_value": 46410.0,
      "unrealized_pnl": -3128.999999999997,
      "unrealized_pnl_pct": -6.316235693090288,
      "updated_at": "2026-06-05T09:48:28",
      "position_pct_of_total": 4.667741491001951
    },
    {
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 73.8,
      "last_price": 72.16,
      "market_value": 7216.0,
      "unrealized_pnl": -164.00000000000006,
      "unrealized_pnl_pct": -2.2222222222222254,
      "updated_at": "2026-06-05T09:48:28",
      "position_pct_of_total": 0.7257578668190061
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 9.55,
      "cash_before_order": 934546.0,
      "chase_ceiling": 10.35,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY",
      "exec_high": 9.55,
      "exec_low": 9.41,
      "intraday_vwap": 10.1587,
      "invalid_price": 7.842,
      "ma5": 7.842,
      "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": "天洋新材",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.3909,
      "qty": 0,
      "quote_ask1": 10.3,
      "quote_ask_qty1": 197700,
      "quote_bid1": 10.19,
      "quote_bid_qty1": 18100,
      "quote_last": 10.3,
      "quote_ts": "2026-06-05T09:30:04",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.603330",
      "target_amount": 49874.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "消费电子概念",
      "trade_date": "20260605",
      "trigger_price": 9.41,
      "ts": "2026-06-05T09:30:05",
      "id": 16
    },
    {
      "amount": 0.0,
      "base_exec_high": 22.42,
      "cash_before_order": 934546.0,
      "chase_ceiling": 24.3,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY",
      "exec_high": 22.42,
      "exec_low": 22.09,
      "intraday_vwap": 23.1089,
      "invalid_price": 18.888,
      "ma5": 18.888,
      "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": "20260604",
      "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.6059,
      "qty": 0,
      "quote_ask1": 23.55,
      "quote_ask_qty1": 4700,
      "quote_bid1": 23.48,
      "quote_bid_qty1": 12500,
      "quote_last": 23.48,
      "quote_ts": "2026-06-05T09:30:03",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.001896",
      "target_amount": 49874.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "新能源电力链",
      "trade_date": "20260605",
      "trigger_price": 22.09,
      "ts": "2026-06-05T09:30:05",
      "id": 17
    },
    {
      "amount": 48350.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260605:SZSE.300394:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 443.45,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "天孚通信",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "RISK:20260604:SZSE.300394:position_stop_loss",
      "position_pnl_pct": -4.243527828358795,
      "price": 483.5,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 483.8,
      "quote_ask_qty1": 1800,
      "quote_bid1": 483.5,
      "quote_bid_qty1": 200,
      "quote_last": 483.8,
      "quote_ts": "2026-06-05T09:30:03",
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 100,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.300394",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "光纤概念",
      "trade_date": "20260605",
      "trigger_price": -3.0,
      "ts": "2026-06-05T09:30:05",
      "id": 18
    },
    {
      "amount": 7288.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260605:SZSE.002475:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 72.478,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "立讯精密",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "RISK:20260604:SZSE.002475:position_stop_loss",
      "position_pnl_pct": -3.3245033112582867,
      "price": 72.88,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 72.9,
      "quote_ask_qty1": 200,
      "quote_bid1": 72.88,
      "quote_bid_qty1": 8100,
      "quote_last": 72.99,
      "quote_ts": "2026-06-05T09:30:03",
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 100,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.002475",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "AI算力基础设施",
      "trade_date": "20260605",
      "trigger_price": -3.0,
      "ts": "2026-06-05T09:30:05",
      "id": 19
    },
    {
      "amount": 0.0,
      "base_exec_high": 19.95,
      "cash_before_order": 990184.0,
      "chase_ceiling": 23.36,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SZSE.300319:BREAK_PREV_HIGH:BUY",
      "exec_high": 19.95,
      "exec_low": 19.66,
      "intraday_vwap": 19.627,
      "invalid_price": 16.764,
      "ma5": 16.764,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0.7228,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.7228,
            "close": 20.19,
            "high": 20.19,
            "low": 20.19,
            "open": 20.19,
            "time": "09:30"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_1/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "麦捷科技",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SZSE.300319:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.8685,
      "qty": 0,
      "quote_ask1": 20.2,
      "quote_ask_qty1": 32600,
      "quote_bid1": 20.19,
      "quote_bid_qty1": 9400,
      "quote_last": 20.19,
      "quote_ts": "2026-06-05T09:30:33",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.300319",
      "target_amount": 49874.7,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "通信技术",
      "trade_date": "20260605",
      "trigger_price": 19.66,
      "ts": "2026-06-05T09:30:38",
      "id": 20
    },
    {
      "amount": 0.0,
      "base_exec_high": 9.55,
      "cash_before_order": 990184.0,
      "chase_ceiling": 10.35,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SHSE.603330:BREAK_PREV_HIGH:BUY",
      "exec_high": 9.55,
      "exec_low": 9.41,
      "intraday_vwap": 10.2633,
      "invalid_price": 7.842,
      "ma5": 7.842,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 1.6006,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 1.6006,
            "close": 10.35,
            "high": 10.35,
            "low": 10.35,
            "open": 10.35,
            "time": "09:30"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_1/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "天洋新材",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SHSE.603330:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.8448,
      "qty": 0,
      "quote_ask1": 0.0,
      "quote_ask_qty1": 0,
      "quote_bid1": 10.35,
      "quote_bid_qty1": 9777296,
      "quote_last": 10.35,
      "quote_ts": "2026-06-05T09:30:37",
      "reason": "limit_up_locked_no_ask",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.603330",
      "target_amount": 49874.7,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "消费电子概念",
      "trade_date": "20260605",
      "trigger_price": 9.41,
      "ts": "2026-06-05T09:30:38",
      "id": 21
    },
    {
      "amount": 0.0,
      "base_exec_high": 6.24,
      "cash_before_order": 990184.0,
      "chase_ceiling": 6.77,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SZSE.000725:BREAK_PREV_HIGH:BUY",
      "exec_high": 6.24,
      "exec_low": 6.15,
      "intraday_vwap": 6.1337,
      "invalid_price": 5.536,
      "ma5": 5.536,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 16.3038,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 6.1727,
            "close": 6.15,
            "high": 6.15,
            "low": 6.15,
            "open": 6.15,
            "time": "09:30"
          },
          {
            "amount_yi": 10.1311,
            "close": 6.25,
            "high": 6.25,
            "low": 6.19,
            "open": 6.19,
            "time": "09:31"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_2/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "京东方A",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SZSE.000725:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.8961,
      "qty": 0,
      "quote_ask1": 6.25,
      "quote_ask_qty1": 36100,
      "quote_bid1": 6.24,
      "quote_bid_qty1": 115300,
      "quote_last": 6.25,
      "quote_ts": "2026-06-05T09:31:36",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.000725",
      "target_amount": 49871.25,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "OLED",
      "trade_date": "20260605",
      "trigger_price": 6.15,
      "ts": "2026-06-05T09:31:39",
      "id": 22
    },
    {
      "amount": 0.0,
      "base_exec_high": 47.68,
      "cash_before_order": 990184.0,
      "chase_ceiling": 51.68,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SHSE.600367:BREAK_PREV_HIGH:BUY",
      "exec_high": 47.68,
      "exec_low": 46.98,
      "intraday_vwap": 47.9566,
      "invalid_price": 39.19,
      "ma5": 39.19,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 2.1917,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 1.0221,
            "close": 47.21,
            "high": 47.21,
            "low": 47.21,
            "open": 47.21,
            "time": "09:30"
          },
          {
            "amount_yi": 1.1696,
            "close": 47.8,
            "high": 47.8,
            "low": 46.53,
            "open": 46.53,
            "time": "09:31"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_2/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "红星发展",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SHSE.600367:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.3265,
      "qty": 0,
      "quote_ask1": 47.8,
      "quote_ask_qty1": 18400,
      "quote_bid1": 47.78,
      "quote_bid_qty1": 100,
      "quote_last": 47.8,
      "quote_ts": "2026-06-05T09:31:36",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.600367",
      "target_amount": 49871.25,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "玻璃基板",
      "trade_date": "20260605",
      "trigger_price": 46.98,
      "ts": "2026-06-05T09:31:39",
      "id": 23
    },
    {
      "amount": 49539.0,
      "base_exec_high": 22.42,
      "cash_before_order": 990184.0,
      "chase_ceiling": 24.3,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": 23.66,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY",
      "exec_high": 23.66,
      "exec_low": 23.55,
      "intraday_vwap": 23.5496,
      "invalid_price": 18.888,
      "ma5": 18.888,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 8.7607,
        "bar_count": 5,
        "bars": [
          {
            "amount_yi": 2.9294,
            "close": 23.7,
            "high": 23.7,
            "low": 23.43,
            "open": 23.43,
            "time": "09:31"
          },
          {
            "amount_yi": 2.3525,
            "close": 23.77,
            "high": 23.77,
            "low": 23.74,
            "open": 23.74,
            "time": "09:32"
          },
          {
            "amount_yi": 1.6971,
            "close": 23.86,
            "high": 23.94,
            "low": 23.86,
            "open": 23.94,
            "time": "09:33"
          },
          {
            "amount_yi": 1.2204,
            "close": 23.97,
            "high": 23.97,
            "low": 23.87,
            "open": 23.87,
            "time": "09:34"
          },
          {
            "amount_yi": 0.5613,
            "close": 23.59,
            "high": 23.59,
            "low": 23.59,
            "open": 23.59,
            "time": "09:35"
          }
        ],
        "energy_ratio": 4.9856,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 1.7572,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "豫能控股",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "20260604:SZSE.001896:BREAK_PREV_HIGH",
      "price": 23.59,
      "price_vs_vwap_pct": 0.1716,
      "qty": 2100,
      "quote_ask1": 23.59,
      "quote_ask_qty1": 6000,
      "quote_bid1": 23.53,
      "quote_bid_qty1": 4700,
      "quote_last": 23.59,
      "quote_ts": "2026-06-05T09:35:12",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 679.04,
      "status": "FILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.001896",
      "target_amount": 49877.45,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "新能源电力链",
      "trade_date": "20260605",
      "trigger_price": 22.09,
      "ts": "2026-06-05T09:35:13",
      "id": 24
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 22.1,
      "avg_cost": 23.59,
      "pnl_pct": -6.3162,
      "threshold": -3.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 24,
      "source_event_id": "20260604:20260605:SZSE.001896:BREAK_PREV_HIGH:BUY"
    }
  ],
  "risk_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 30.0,
    "max_shadow_total_position_pct": 20.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "信号池或 active 龙头承接不足，总仓降到防守档",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 30.0,
      "effective_shadow_total_position_pct": 20.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.48,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 25,
        "market_gate_passed": false,
        "market_gate_reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
  },
  "summary": {
    "active_contracts": 25,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 25,
    "watch_only_contracts": 0,
    "actionable": 2,
    "filled_orders": 3,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 6,
    "risk_exit_signals": 1,
    "risk_exit_orders": 2,
    "risk_exit_filled": 2,
    "risk_exit_blocked_t1": 1
  }
}