{
  "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": 0.52,
    "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": "2026-06-05T10:50:06",
  "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": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 91.4965,
      "price_vs_vwap_pct": 0.3973,
      "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": 0.0268,
        "prev_amount_yi": 0.072,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3722,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:46",
            "open": 91.74,
            "high": 92.22,
            "low": 91.74,
            "close": 92.22,
            "amount_yi": 0.0028
          },
          {
            "time": "10:47",
            "open": 91.82,
            "high": 92.2,
            "low": 91.82,
            "close": 92.2,
            "amount_yi": 0.0074
          },
          {
            "time": "10:48",
            "open": 92.2,
            "high": 92.27,
            "low": 92.2,
            "close": 92.27,
            "amount_yi": 0.0036
          },
          {
            "time": "10:49",
            "open": 92.2,
            "high": 92.2,
            "low": 92.2,
            "close": 92.2,
            "amount_yi": 0.0078
          },
          {
            "time": "10:50",
            "open": 91.86,
            "high": 91.86,
            "low": 91.86,
            "close": 91.86,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 90.444,
      "quote": {
        "last": 91.86,
        "ts": "2026-06-05T10:50:03",
        "bid1": 91.86,
        "ask1": 92.1,
        "bid_qty1": 262,
        "ask_qty1": 200
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2100,
      "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": 21.5002,
      "price_vs_vwap_pct": 8.6502,
      "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": 1.8395,
        "prev_amount_yi": 1.102,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6692,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 23.33,
            "high": 23.33,
            "low": 23.33,
            "close": 23.33,
            "amount_yi": 0.3415
          },
          {
            "time": "10:47",
            "open": 23.3,
            "high": 23.36,
            "low": 23.3,
            "close": 23.36,
            "amount_yi": 0.3898
          },
          {
            "time": "10:48",
            "open": 23.33,
            "high": 23.35,
            "low": 23.33,
            "close": 23.35,
            "amount_yi": 0.3099
          },
          {
            "time": "10:49",
            "open": 23.36,
            "high": 23.36,
            "low": 23.36,
            "close": 23.36,
            "amount_yi": 0.618
          },
          {
            "time": "10:50",
            "open": 23.36,
            "high": 23.36,
            "low": 23.36,
            "close": 23.36,
            "amount_yi": 0.1803
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.764,
      "quote": {
        "last": 23.36,
        "ts": "2026-06-05T10:50:03",
        "bid1": 23.36,
        "ask1": 0.0,
        "bid_qty1": 13273100,
        "ask_qty1": 0
      },
      "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": "2026-06-05T10:50:06",
      "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": 28.4798,
      "price_vs_vwap_pct": 1.8968,
      "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": 0.3615,
        "prev_amount_yi": 0.3357,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0769,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 28.8,
            "high": 28.83,
            "low": 28.8,
            "close": 28.83,
            "amount_yi": 0.0539
          },
          {
            "time": "10:47",
            "open": 28.88,
            "high": 28.96,
            "low": 28.88,
            "close": 28.96,
            "amount_yi": 0.1041
          },
          {
            "time": "10:48",
            "open": 28.95,
            "high": 28.95,
            "low": 28.94,
            "close": 28.94,
            "amount_yi": 0.0765
          },
          {
            "time": "10:49",
            "open": 29.0,
            "high": 29.02,
            "low": 29.0,
            "close": 29.02,
            "amount_yi": 0.0855
          },
          {
            "time": "10:50",
            "open": 29.02,
            "high": 29.02,
            "low": 29.02,
            "close": 29.02,
            "amount_yi": 0.0415
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.424,
      "quote": {
        "last": 29.02,
        "ts": "2026-06-05T10:50:03",
        "bid1": 29.02,
        "ask1": 29.03,
        "bid_qty1": 7600,
        "ask_qty1": 8800
      },
      "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": "2026-06-05T10:50:06",
      "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": 510.5913,
      "price_vs_vwap_pct": 0.7264,
      "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": 1.814,
        "prev_amount_yi": 4.1394,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4382,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 514.19,
            "high": 514.89,
            "low": 514.19,
            "close": 514.89,
            "amount_yi": 0.3523
          },
          {
            "time": "10:47",
            "open": 515.01,
            "high": 515.07,
            "low": 515.01,
            "close": 515.07,
            "amount_yi": 0.3457
          },
          {
            "time": "10:48",
            "open": 515.05,
            "high": 515.05,
            "low": 515.0,
            "close": 515.0,
            "amount_yi": 0.5613
          },
          {
            "time": "10:49",
            "open": 514.99,
            "high": 514.99,
            "low": 513.98,
            "close": 513.98,
            "amount_yi": 0.3892
          },
          {
            "time": "10:50",
            "open": 514.3,
            "high": 514.3,
            "low": 514.3,
            "close": 514.3,
            "amount_yi": 0.1655
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 486.248,
      "quote": {
        "last": 514.3,
        "ts": "2026-06-05T10:50:02",
        "bid1": 514.07,
        "ask1": 514.39,
        "bid_qty1": 3000,
        "ask_qty1": 800
      },
      "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": "2026-06-05T10:50:06",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "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": 32.5364,
      "price_vs_vwap_pct": 2.4084,
      "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": 0.2067,
        "prev_amount_yi": 0.1868,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1065,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 33.21,
            "high": 33.32,
            "low": 33.21,
            "close": 33.32,
            "amount_yi": 0.0362
          },
          {
            "time": "10:47",
            "open": 33.29,
            "high": 33.45,
            "low": 33.29,
            "close": 33.45,
            "amount_yi": 0.0554
          },
          {
            "time": "10:48",
            "open": 33.38,
            "high": 33.43,
            "low": 33.38,
            "close": 33.43,
            "amount_yi": 0.0594
          },
          {
            "time": "10:49",
            "open": 33.28,
            "high": 33.28,
            "low": 33.22,
            "close": 33.22,
            "amount_yi": 0.034
          },
          {
            "time": "10:50",
            "open": 33.32,
            "high": 33.32,
            "low": 33.32,
            "close": 33.32,
            "amount_yi": 0.0217
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.34,
      "quote": {
        "last": 33.32,
        "ts": "2026-06-05T10:50:03",
        "bid1": 33.31,
        "ask1": 33.32,
        "bid_qty1": 2627,
        "ask_qty1": 2828
      },
      "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": "2026-06-05T10:50:06",
      "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": 58.5438,
      "price_vs_vwap_pct": -0.0748,
      "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": 0.4032,
        "prev_amount_yi": 0.6847,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5889,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 58.4,
            "high": 58.47,
            "low": 58.4,
            "close": 58.47,
            "amount_yi": 0.082
          },
          {
            "time": "10:47",
            "open": 58.31,
            "high": 58.45,
            "low": 58.31,
            "close": 58.45,
            "amount_yi": 0.078
          },
          {
            "time": "10:48",
            "open": 58.49,
            "high": 58.55,
            "low": 58.49,
            "close": 58.55,
            "amount_yi": 0.1289
          },
          {
            "time": "10:49",
            "open": 58.58,
            "high": 58.58,
            "low": 58.49,
            "close": 58.49,
            "amount_yi": 0.0782
          },
          {
            "time": "10:50",
            "open": 58.5,
            "high": 58.5,
            "low": 58.5,
            "close": 58.5,
            "amount_yi": 0.0361
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 53.046,
      "quote": {
        "last": 58.5,
        "ts": "2026-06-05T10:50:02",
        "bid1": 58.49,
        "ask1": 58.5,
        "bid_qty1": 20400,
        "ask_qty1": 22400
      },
      "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": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 17.2539,
      "price_vs_vwap_pct": 0.9047,
      "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": 0.2133,
        "prev_amount_yi": 0.2069,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0309,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 17.43,
            "high": 17.46,
            "low": 17.43,
            "close": 17.46,
            "amount_yi": 0.0772
          },
          {
            "time": "10:47",
            "open": 17.45,
            "high": 17.45,
            "low": 17.45,
            "close": 17.45,
            "amount_yi": 0.0661
          },
          {
            "time": "10:48",
            "open": 17.44,
            "high": 17.44,
            "low": 17.43,
            "close": 17.43,
            "amount_yi": 0.0277
          },
          {
            "time": "10:49",
            "open": 17.43,
            "high": 17.43,
            "low": 17.39,
            "close": 17.39,
            "amount_yi": 0.0345
          },
          {
            "time": "10:50",
            "open": 17.41,
            "high": 17.41,
            "low": 17.41,
            "close": 17.41,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 15.072,
      "quote": {
        "last": 17.41,
        "ts": "2026-06-05T10:50:03",
        "bid1": 17.4,
        "ask1": 17.41,
        "bid_qty1": 1700,
        "ask_qty1": 24200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "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": 99.6656,
      "price_vs_vwap_pct": 0.1951,
      "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": 2.4524,
        "prev_amount_yi": 4.7598,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5152,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 100.5,
            "high": 100.5,
            "low": 100.32,
            "close": 100.32,
            "amount_yi": 0.6657
          },
          {
            "time": "10:47",
            "open": 99.96,
            "high": 100.36,
            "low": 99.96,
            "close": 100.36,
            "amount_yi": 0.5346
          },
          {
            "time": "10:48",
            "open": 100.0,
            "high": 100.0,
            "low": 99.98,
            "close": 99.98,
            "amount_yi": 0.6235
          },
          {
            "time": "10:49",
            "open": 99.77,
            "high": 99.77,
            "low": 99.74,
            "close": 99.74,
            "amount_yi": 0.3705
          },
          {
            "time": "10:50",
            "open": 99.86,
            "high": 99.86,
            "low": 99.86,
            "close": 99.86,
            "amount_yi": 0.2581
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.02,
      "quote": {
        "last": 99.86,
        "ts": "2026-06-05T10:50:03",
        "bid1": 99.74,
        "ask1": 99.86,
        "bid_qty1": 3300,
        "ask_qty1": 300
      },
      "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": "2026-06-05T10:50:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1100,
      "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": 41.5062,
      "price_vs_vwap_pct": 2.0811,
      "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": 0.3657,
        "prev_amount_yi": 0.4695,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7789,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 42.23,
            "high": 42.31,
            "low": 42.23,
            "close": 42.31,
            "amount_yi": 0.0878
          },
          {
            "time": "10:47",
            "open": 42.24,
            "high": 42.25,
            "low": 42.24,
            "close": 42.25,
            "amount_yi": 0.0612
          },
          {
            "time": "10:48",
            "open": 42.27,
            "high": 42.34,
            "low": 42.27,
            "close": 42.34,
            "amount_yi": 0.0921
          },
          {
            "time": "10:49",
            "open": 42.41,
            "high": 42.41,
            "low": 42.37,
            "close": 42.37,
            "amount_yi": 0.0919
          },
          {
            "time": "10:50",
            "open": 42.37,
            "high": 42.37,
            "low": 42.37,
            "close": 42.37,
            "amount_yi": 0.0327
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 37.408,
      "quote": {
        "last": 42.37,
        "ts": "2026-06-05T10:50:03",
        "bid1": 42.35,
        "ask1": 42.38,
        "bid_qty1": 100,
        "ask_qty1": 200
      },
      "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": "2026-06-05T10:50:06",
      "sim_reason": "invalid_price_broken",
      "qty": 2500,
      "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": 19.1177,
      "price_vs_vwap_pct": 0.7443,
      "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": 0.326,
        "prev_amount_yi": 0.4433,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7354,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 19.33,
            "high": 19.33,
            "low": 19.31,
            "close": 19.31,
            "amount_yi": 0.0572
          },
          {
            "time": "10:47",
            "open": 19.22,
            "high": 19.25,
            "low": 19.22,
            "close": 19.25,
            "amount_yi": 0.0732
          },
          {
            "time": "10:48",
            "open": 19.25,
            "high": 19.3,
            "low": 19.25,
            "close": 19.3,
            "amount_yi": 0.0897
          },
          {
            "time": "10:49",
            "open": 19.33,
            "high": 19.33,
            "low": 19.29,
            "close": 19.29,
            "amount_yi": 0.0845
          },
          {
            "time": "10:50",
            "open": 19.26,
            "high": 19.26,
            "low": 19.26,
            "close": 19.26,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 19.368,
      "quote": {
        "last": 19.26,
        "ts": "2026-06-05T10:50:03",
        "bid1": 19.26,
        "ask1": 19.27,
        "bid_qty1": 2800,
        "ask_qty1": 6500
      },
      "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": "2026-06-05T10:50:06",
      "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": 103.1837,
      "price_vs_vwap_pct": -0.3331,
      "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": 0.156,
        "prev_amount_yi": 0.1825,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8548,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 102.67,
            "high": 102.67,
            "low": 102.66,
            "close": 102.66,
            "amount_yi": 0.0525
          },
          {
            "time": "10:47",
            "open": 102.81,
            "high": 102.81,
            "low": 102.71,
            "close": 102.71,
            "amount_yi": 0.0325
          },
          {
            "time": "10:48",
            "open": 102.79,
            "high": 102.79,
            "low": 102.79,
            "close": 102.79,
            "amount_yi": 0.0261
          },
          {
            "time": "10:49",
            "open": 102.8,
            "high": 102.84,
            "low": 102.8,
            "close": 102.84,
            "amount_yi": 0.0342
          },
          {
            "time": "10:50",
            "open": 102.84,
            "high": 102.84,
            "low": 102.84,
            "close": 102.84,
            "amount_yi": 0.0107
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 99.082,
      "quote": {
        "last": 102.84,
        "ts": "2026-06-05T10:50:04",
        "bid1": 102.84,
        "ask1": 102.91,
        "bid_qty1": 800,
        "ask_qty1": 300
      },
      "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": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "waiting_trigger",
      "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": 76.0281,
      "price_vs_vwap_pct": 1.0547,
      "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": 0.1686,
        "prev_amount_yi": 0.2012,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.838,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 76.74,
            "high": 76.92,
            "low": 76.74,
            "close": 76.92,
            "amount_yi": 0.0171
          },
          {
            "time": "10:47",
            "open": 76.99,
            "high": 77.03,
            "low": 76.99,
            "close": 77.03,
            "amount_yi": 0.0353
          },
          {
            "time": "10:48",
            "open": 77.0,
            "high": 77.12,
            "low": 77.0,
            "close": 77.12,
            "amount_yi": 0.053
          },
          {
            "time": "10:49",
            "open": 77.19,
            "high": 77.19,
            "low": 76.97,
            "close": 76.97,
            "amount_yi": 0.0463
          },
          {
            "time": "10:50",
            "open": 76.83,
            "high": 76.83,
            "low": 76.83,
            "close": 76.83,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 75.65,
      "quote": {
        "last": 76.83,
        "ts": "2026-06-05T10:50:03",
        "bid1": 76.83,
        "ask1": 76.84,
        "bid_qty1": 800,
        "ask_qty1": 800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 67.6337,
      "price_vs_vwap_pct": 1.0887,
      "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": 0.076,
        "prev_amount_yi": 0.0539,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.41,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 68.26,
            "high": 68.44,
            "low": 68.26,
            "close": 68.44,
            "amount_yi": 0.0159
          },
          {
            "time": "10:47",
            "open": 68.27,
            "high": 68.31,
            "low": 68.27,
            "close": 68.31,
            "amount_yi": 0.0275
          },
          {
            "time": "10:48",
            "open": 68.58,
            "high": 68.65,
            "low": 68.58,
            "close": 68.65,
            "amount_yi": 0.0177
          },
          {
            "time": "10:49",
            "open": 68.65,
            "high": 68.65,
            "low": 68.52,
            "close": 68.52,
            "amount_yi": 0.011
          },
          {
            "time": "10:50",
            "open": 68.37,
            "high": 68.37,
            "low": 68.37,
            "close": 68.37,
            "amount_yi": 0.0039
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 60.662,
      "quote": {
        "last": 68.37,
        "ts": "2026-06-05T10:50:03",
        "bid1": 68.37,
        "ask1": 68.42,
        "bid_qty1": 235,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "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": 235.721,
      "price_vs_vwap_pct": 0.3559,
      "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": 1.4782,
        "prev_amount_yi": 2.0362,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.726,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 235.96,
            "high": 236.4,
            "low": 235.96,
            "close": 236.4,
            "amount_yi": 0.3444
          },
          {
            "time": "10:47",
            "open": 236.34,
            "high": 236.44,
            "low": 236.34,
            "close": 236.44,
            "amount_yi": 0.3595
          },
          {
            "time": "10:48",
            "open": 236.59,
            "high": 236.59,
            "low": 236.47,
            "close": 236.47,
            "amount_yi": 0.3378
          },
          {
            "time": "10:49",
            "open": 236.46,
            "high": 236.46,
            "low": 236.25,
            "close": 236.25,
            "amount_yi": 0.3329
          },
          {
            "time": "10:50",
            "open": 236.56,
            "high": 236.56,
            "low": 236.56,
            "close": 236.56,
            "amount_yi": 0.1036
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 215.504,
      "quote": {
        "last": 236.56,
        "ts": "2026-06-05T10:50:03",
        "bid1": 236.5,
        "ask1": 236.56,
        "bid_qty1": 2500,
        "ask_qty1": 200
      },
      "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": "TOUCHED",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 2196.183,
      "price_vs_vwap_pct": 3.8165,
      "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": 0.7794,
        "prev_amount_yi": 0.6447,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2089,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 2298.0,
            "high": 2298.0,
            "low": 2275.0,
            "close": 2275.0,
            "amount_yi": 0.3257
          },
          {
            "time": "10:47",
            "open": 2283.01,
            "high": 2283.04,
            "low": 2283.01,
            "close": 2283.04,
            "amount_yi": 0.1049
          },
          {
            "time": "10:48",
            "open": 2295.05,
            "high": 2295.05,
            "low": 2292.0,
            "close": 2292.0,
            "amount_yi": 0.1306
          },
          {
            "time": "10:49",
            "open": 2296.0,
            "high": 2296.0,
            "low": 2288.03,
            "close": 2288.03,
            "amount_yi": 0.1088
          },
          {
            "time": "10:50",
            "open": 2280.0,
            "high": 2280.0,
            "low": 2280.0,
            "close": 2280.0,
            "amount_yi": 0.1094
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 1866.542,
      "quote": {
        "last": 2280.0,
        "ts": "2026-06-05T10:50:05",
        "bid1": 2277.0,
        "ask1": 2280.0,
        "bid_qty1": 205,
        "ask_qty1": 79
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 7300,
      "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": 6.3841,
      "price_vs_vwap_pct": 5.4181,
      "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": 4.635,
        "prev_amount_yi": 3.8508,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2036,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 6.7,
            "high": 6.7,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.602
          },
          {
            "time": "10:47",
            "open": 6.69,
            "high": 6.69,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.7371
          },
          {
            "time": "10:48",
            "open": 6.7,
            "high": 6.7,
            "low": 6.69,
            "close": 6.69,
            "amount_yi": 0.7744
          },
          {
            "time": "10:49",
            "open": 6.7,
            "high": 6.71,
            "low": 6.7,
            "close": 6.71,
            "amount_yi": 1.8322
          },
          {
            "time": "10:50",
            "open": 6.73,
            "high": 6.73,
            "low": 6.73,
            "close": 6.73,
            "amount_yi": 0.6893
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 5.536,
      "quote": {
        "last": 6.73,
        "ts": "2026-06-05T10:50:06",
        "bid1": 6.73,
        "ask1": 6.74,
        "bid_qty1": 262600,
        "ask_qty1": 5914100
      },
      "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": "2026-06-05T10:50:06",
      "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": 429.7161,
      "price_vs_vwap_pct": -0.3156,
      "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": 0.1299,
        "prev_amount_yi": 0.1566,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8295,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 427.67,
            "high": 429.83,
            "low": 427.67,
            "close": 429.83,
            "amount_yi": 0.0369
          },
          {
            "time": "10:47",
            "open": 429.7,
            "high": 430.01,
            "low": 429.7,
            "close": 430.01,
            "amount_yi": 0.02
          },
          {
            "time": "10:48",
            "open": 430.09,
            "high": 430.98,
            "low": 430.09,
            "close": 430.98,
            "amount_yi": 0.0423
          },
          {
            "time": "10:49",
            "open": 429.71,
            "high": 430.0,
            "low": 429.71,
            "close": 430.0,
            "amount_yi": 0.0171
          },
          {
            "time": "10:50",
            "open": 428.36,
            "high": 428.36,
            "low": 428.36,
            "close": 428.36,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 395.98,
      "quote": {
        "last": 428.36,
        "ts": "2026-06-05T10:50:03",
        "bid1": 428.36,
        "ask1": 429.99,
        "bid_qty1": 178,
        "ask_qty1": 468
      },
      "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": "2026-06-05T10:50:06",
      "sim_reason": "waiting_trigger",
      "qty": 5500,
      "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": 9.7553,
      "price_vs_vwap_pct": -8.8701,
      "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": 0.1428,
        "prev_amount_yi": 0.1041,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3718,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 8.93,
            "high": 8.94,
            "low": 8.93,
            "close": 8.94,
            "amount_yi": 0.0106
          },
          {
            "time": "10:47",
            "open": 8.95,
            "high": 8.96,
            "low": 8.95,
            "close": 8.96,
            "amount_yi": 0.0099
          },
          {
            "time": "10:48",
            "open": 8.95,
            "high": 8.95,
            "low": 8.91,
            "close": 8.91,
            "amount_yi": 0.0422
          },
          {
            "time": "10:49",
            "open": 8.91,
            "high": 8.91,
            "low": 8.88,
            "close": 8.88,
            "amount_yi": 0.0656
          },
          {
            "time": "10:50",
            "open": 8.89,
            "high": 8.89,
            "low": 8.89,
            "close": 8.89,
            "amount_yi": 0.0145
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.842,
      "quote": {
        "last": 8.89,
        "ts": "2026-06-05T10:50:04",
        "bid1": 8.89,
        "ask1": 8.9,
        "bid_qty1": 5100,
        "ask_qty1": 155000
      },
      "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": "2026-06-05T10:50:06",
      "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": 22.3737,
      "price_vs_vwap_pct": -5.4694,
      "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": 21.15,
        "ts": "2026-06-05T10:50:03",
        "bid1": 21.15,
        "ask1": 21.16,
        "bid_qty1": 3300,
        "ask_qty1": 10800
      },
      "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": "2026-06-05T10:50:06",
      "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": 89.4734,
      "price_vs_vwap_pct": 1.2591,
      "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": 0.0936,
        "prev_amount_yi": 0.0794,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1788,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 90.89,
            "high": 90.99,
            "low": 90.89,
            "close": 90.99,
            "amount_yi": 0.044
          },
          {
            "time": "10:47",
            "open": 90.72,
            "high": 90.72,
            "low": 90.56,
            "close": 90.56,
            "amount_yi": 0.0176
          },
          {
            "time": "10:48",
            "open": 90.47,
            "high": 90.71,
            "low": 90.47,
            "close": 90.71,
            "amount_yi": 0.0174
          },
          {
            "time": "10:49",
            "open": 90.71,
            "high": 90.71,
            "low": 90.64,
            "close": 90.64,
            "amount_yi": 0.0105
          },
          {
            "time": "10:50",
            "open": 90.6,
            "high": 90.6,
            "low": 90.6,
            "close": 90.6,
            "amount_yi": 0.0041
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 82.586,
      "quote": {
        "last": 90.6,
        "ts": "2026-06-05T10:50:03",
        "bid1": 90.38,
        "ask1": 90.6,
        "bid_qty1": 846,
        "ask_qty1": 15305
      },
      "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": "2026-06-05T10:50:06",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 900,
      "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": 49.1217,
      "price_vs_vwap_pct": 3.2945,
      "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": 0.5572,
        "prev_amount_yi": 0.2162,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.5772,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 50.71,
            "high": 50.71,
            "low": 50.5,
            "close": 50.5,
            "amount_yi": 0.06
          },
          {
            "time": "10:47",
            "open": 50.77,
            "high": 51.01,
            "low": 50.77,
            "close": 51.01,
            "amount_yi": 0.14
          },
          {
            "time": "10:48",
            "open": 50.92,
            "high": 50.95,
            "low": 50.92,
            "close": 50.95,
            "amount_yi": 0.2218
          },
          {
            "time": "10:49",
            "open": 50.86,
            "high": 50.86,
            "low": 50.82,
            "close": 50.82,
            "amount_yi": 0.1105
          },
          {
            "time": "10:50",
            "open": 50.74,
            "high": 50.74,
            "low": 50.74,
            "close": 50.74,
            "amount_yi": 0.0249
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 39.19,
      "quote": {
        "last": 50.74,
        "ts": "2026-06-05T10:50:03",
        "bid1": 50.74,
        "ask1": 50.78,
        "bid_qty1": 400,
        "ask_qty1": 5300
      },
      "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": "2026-06-05T10:50:06",
      "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": 131.9278,
      "price_vs_vwap_pct": 2.0558,
      "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": 0.0361,
        "prev_amount_yi": 0.058,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6224,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0055
          },
          {
            "time": "10:47",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0108
          },
          {
            "time": "10:48",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0051
          },
          {
            "time": "10:49",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0078
          },
          {
            "time": "10:50",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0069
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 116.358,
      "quote": {
        "last": 134.64,
        "ts": "2026-06-05T10:50:02",
        "bid1": 134.64,
        "ask1": 0.0,
        "bid_qty1": 3986731,
        "ask_qty1": 0
      },
      "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": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 1400,
      "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": 32.9138,
      "price_vs_vwap_pct": 1.9025,
      "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": 0.1879,
        "prev_amount_yi": 0.3013,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6236,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 33.43,
            "high": 33.48,
            "low": 33.43,
            "close": 33.48,
            "amount_yi": 0.0439
          },
          {
            "time": "10:47",
            "open": 33.42,
            "high": 33.52,
            "low": 33.42,
            "close": 33.52,
            "amount_yi": 0.0548
          },
          {
            "time": "10:48",
            "open": 33.52,
            "high": 33.52,
            "low": 33.5,
            "close": 33.5,
            "amount_yi": 0.0268
          },
          {
            "time": "10:49",
            "open": 33.5,
            "high": 33.52,
            "low": 33.5,
            "close": 33.52,
            "amount_yi": 0.0309
          },
          {
            "time": "10:50",
            "open": 33.54,
            "high": 33.54,
            "low": 33.54,
            "close": 33.54,
            "amount_yi": 0.0315
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.898,
      "quote": {
        "last": 33.54,
        "ts": "2026-06-05T10:50:04",
        "bid1": 33.53,
        "ask1": 33.55,
        "bid_qty1": 100,
        "ask_qty1": 2400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-05T10:50:06",
      "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": 57.9735,
      "price_vs_vwap_pct": 0.4769,
      "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": 2.4322,
        "prev_amount_yi": 3.1202,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7795,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 58.44,
            "high": 58.81,
            "low": 58.44,
            "close": 58.81,
            "amount_yi": 0.5239
          },
          {
            "time": "10:47",
            "open": 58.68,
            "high": 58.72,
            "low": 58.68,
            "close": 58.72,
            "amount_yi": 0.4643
          },
          {
            "time": "10:48",
            "open": 58.7,
            "high": 58.7,
            "low": 58.6,
            "close": 58.6,
            "amount_yi": 0.3723
          },
          {
            "time": "10:49",
            "open": 58.5,
            "high": 58.5,
            "low": 58.28,
            "close": 58.28,
            "amount_yi": 0.6731
          },
          {
            "time": "10:50",
            "open": 58.25,
            "high": 58.25,
            "low": 58.25,
            "close": 58.25,
            "amount_yi": 0.3986
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.75,
      "quote": {
        "last": 58.25,
        "ts": "2026-06-05T10:50:04",
        "bid1": 58.22,
        "ask1": 58.25,
        "bid_qty1": 100,
        "ask_qty1": 1200
      },
      "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": "2026-06-05T10:50:06",
      "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": 47.6177,
      "price_vs_vwap_pct": 0.8239,
      "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": 1.8008,
        "prev_amount_yi": 3.3243,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5417,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:46",
            "open": 47.99,
            "high": 48.2,
            "low": 47.99,
            "close": 48.2,
            "amount_yi": 0.2601
          },
          {
            "time": "10:47",
            "open": 48.16,
            "high": 48.16,
            "low": 48.08,
            "close": 48.08,
            "amount_yi": 0.55
          },
          {
            "time": "10:48",
            "open": 48.06,
            "high": 48.07,
            "low": 48.06,
            "close": 48.07,
            "amount_yi": 0.2732
          },
          {
            "time": "10:49",
            "open": 48.05,
            "high": 48.05,
            "low": 47.9,
            "close": 47.9,
            "amount_yi": 0.476
          },
          {
            "time": "10:50",
            "open": 48.01,
            "high": 48.01,
            "low": 48.01,
            "close": 48.01,
            "amount_yi": 0.2415
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49617.55,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.102,
      "quote": {
        "last": 48.01,
        "ts": "2026-06-05T10:50:04",
        "bid1": 48.01,
        "ask1": 48.03,
        "bid_qty1": 100,
        "ask_qty1": 3400
      },
      "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": 51684.0,
    "total_value": 992329.0,
    "unrealized_pnl": -5235.000000000003,
    "total_pnl": -7671.0,
    "total_pnl_pct": -0.7670999999999983
  },
  "paper_positions": [
    {
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "quantity": 2100,
      "sellable_qty": 0,
      "avg_cost": 23.59,
      "last_price": 21.15,
      "market_value": 44415.0,
      "unrealized_pnl": -5124.000000000003,
      "unrealized_pnl_pct": -10.343365832980078,
      "updated_at": "2026-06-05T10:50:06",
      "position_pct_of_total": 4.475834123561842
    },
    {
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 73.8,
      "last_price": 72.69,
      "market_value": 7269.0,
      "unrealized_pnl": -110.99999999999994,
      "unrealized_pnl_pct": -1.5040650406504041,
      "updated_at": "2026-06-05T10:50:06",
      "position_pct_of_total": 0.7325191544336607
    }
  ],
  "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": 21.15,
      "avg_cost": 23.59,
      "pnl_pct": -10.3434,
      "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": 0.52,
        "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": 1,
    "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
  }
}