{
  "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": "2026-06-05T11:23:13",
  "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": "2026-06-05T11:23:13",
      "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": 91.5314,
      "price_vs_vwap_pct": -0.6898,
      "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": 0.0648,
        "prev_amount_yi": 0.063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0286,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:19",
            "open": 91.39,
            "high": 91.67,
            "low": 91.39,
            "close": 91.67,
            "amount_yi": 0.0017
          },
          {
            "time": "11:20",
            "open": 91.68,
            "high": 91.68,
            "low": 91.66,
            "close": 91.66,
            "amount_yi": 0.0047
          },
          {
            "time": "11:21",
            "open": 91.48,
            "high": 91.48,
            "low": 91.4,
            "close": 91.4,
            "amount_yi": 0.0097
          },
          {
            "time": "11:22",
            "open": 91.3,
            "high": 91.3,
            "low": 91.0,
            "close": 91.0,
            "amount_yi": 0.0473
          },
          {
            "time": "11:23",
            "open": 90.9,
            "high": 90.9,
            "low": 90.9,
            "close": 90.9,
            "amount_yi": 0.0014
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 90.444,
      "quote": {
        "last": 90.9,
        "ts": "2026-06-05T11:23:12",
        "bid1": 90.9,
        "ask1": 90.99,
        "bid_qty1": 500,
        "ask_qty1": 281
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-05T11:23:13",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2200,
      "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": 21.667,
      "price_vs_vwap_pct": 3.8446,
      "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": 0.8087,
        "prev_amount_yi": 0.86,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9403,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 22.85,
            "high": 22.86,
            "low": 22.85,
            "close": 22.86,
            "amount_yi": 0.0969
          },
          {
            "time": "11:20",
            "open": 22.74,
            "high": 22.78,
            "low": 22.74,
            "close": 22.78,
            "amount_yi": 0.1276
          },
          {
            "time": "11:21",
            "open": 22.66,
            "high": 22.66,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.2346
          },
          {
            "time": "11:22",
            "open": 22.54,
            "high": 22.54,
            "low": 22.42,
            "close": 22.42,
            "amount_yi": 0.2454
          },
          {
            "time": "11:23",
            "open": 22.5,
            "high": 22.5,
            "low": 22.5,
            "close": 22.5,
            "amount_yi": 0.1042
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.764,
      "quote": {
        "last": 22.5,
        "ts": "2026-06-05T11:23:12",
        "bid1": 22.5,
        "ask1": 22.51,
        "bid_qty1": 5400,
        "ask_qty1": 4000
      },
      "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": "2026-06-05T11:23:13",
      "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": 28.5201,
      "price_vs_vwap_pct": 0.6308,
      "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": 0.2468,
        "prev_amount_yi": 0.2645,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9331,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 28.92,
            "high": 28.94,
            "low": 28.92,
            "close": 28.94,
            "amount_yi": 0.0618
          },
          {
            "time": "11:20",
            "open": 28.83,
            "high": 28.83,
            "low": 28.83,
            "close": 28.83,
            "amount_yi": 0.0562
          },
          {
            "time": "11:21",
            "open": 28.85,
            "high": 28.85,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.0399
          },
          {
            "time": "11:22",
            "open": 28.77,
            "high": 28.77,
            "low": 28.7,
            "close": 28.7,
            "amount_yi": 0.0542
          },
          {
            "time": "11:23",
            "open": 28.7,
            "high": 28.7,
            "low": 28.7,
            "close": 28.7,
            "amount_yi": 0.0347
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.424,
      "quote": {
        "last": 28.7,
        "ts": "2026-06-05T11:23:12",
        "bid1": 28.7,
        "ask1": 28.71,
        "bid_qty1": 6600,
        "ask_qty1": 1100
      },
      "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": "2026-06-05T11:23:13",
      "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": 510.5461,
      "price_vs_vwap_pct": -0.6221,
      "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": 3.7136,
        "prev_amount_yi": 1.7483,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.1241,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 511.02,
            "high": 511.02,
            "low": 511.0,
            "close": 511.0,
            "amount_yi": 0.2397
          },
          {
            "time": "11:20",
            "open": 510.2,
            "high": 510.2,
            "low": 510.0,
            "close": 510.0,
            "amount_yi": 0.7467
          },
          {
            "time": "11:21",
            "open": 510.0,
            "high": 510.0,
            "low": 508.24,
            "close": 508.24,
            "amount_yi": 0.6913
          },
          {
            "time": "11:22",
            "open": 508.0,
            "high": 508.0,
            "low": 507.05,
            "close": 507.05,
            "amount_yi": 1.6135
          },
          {
            "time": "11:23",
            "open": 507.37,
            "high": 507.37,
            "low": 507.37,
            "close": 507.37,
            "amount_yi": 0.4224
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 486.248,
      "quote": {
        "last": 507.37,
        "ts": "2026-06-05T11:23:11",
        "bid1": 507.37,
        "ask1": 507.76,
        "bid_qty1": 1100,
        "ask_qty1": 100
      },
      "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": "2026-06-05T11:23:13",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "prev_close": 31.85,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 38.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.36,
      "dynamic_exec_high": null,
      "intraday_vwap": 32.6024,
      "price_vs_vwap_pct": -1.1116,
      "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": 0.3254,
        "prev_amount_yi": 0.4473,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7275,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 32.6,
            "high": 32.8,
            "low": 32.6,
            "close": 32.8,
            "amount_yi": 0.0931
          },
          {
            "time": "11:20",
            "open": 32.62,
            "high": 32.62,
            "low": 32.53,
            "close": 32.53,
            "amount_yi": 0.0499
          },
          {
            "time": "11:21",
            "open": 32.4,
            "high": 32.47,
            "low": 32.4,
            "close": 32.47,
            "amount_yi": 0.094
          },
          {
            "time": "11:22",
            "open": 32.2,
            "high": 32.22,
            "low": 32.2,
            "close": 32.22,
            "amount_yi": 0.0475
          },
          {
            "time": "11:23",
            "open": 32.24,
            "high": 32.24,
            "low": 32.24,
            "close": 32.24,
            "amount_yi": 0.0409
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.34,
      "quote": {
        "last": 32.24,
        "ts": "2026-06-05T11:23:12",
        "bid1": 32.32,
        "ask1": 32.34,
        "bid_qty1": 200,
        "ask_qty1": 236
      },
      "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": "2026-06-05T11:23:13",
      "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": 58.4999,
      "price_vs_vwap_pct": -0.7349,
      "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": 0.395,
        "prev_amount_yi": 0.548,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7208,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 58.07,
            "high": 58.11,
            "low": 58.07,
            "close": 58.11,
            "amount_yi": 0.077
          },
          {
            "time": "11:20",
            "open": 58.09,
            "high": 58.12,
            "low": 58.09,
            "close": 58.12,
            "amount_yi": 0.0697
          },
          {
            "time": "11:21",
            "open": 58.11,
            "high": 58.26,
            "low": 58.11,
            "close": 58.26,
            "amount_yi": 0.0914
          },
          {
            "time": "11:22",
            "open": 58.18,
            "high": 58.18,
            "low": 58.09,
            "close": 58.09,
            "amount_yi": 0.1122
          },
          {
            "time": "11:23",
            "open": 58.07,
            "high": 58.07,
            "low": 58.07,
            "close": 58.07,
            "amount_yi": 0.0447
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 53.046,
      "quote": {
        "last": 58.07,
        "ts": "2026-06-05T11:23:11",
        "bid1": 58.04,
        "ask1": 58.09,
        "bid_qty1": 900,
        "ask_qty1": 1000
      },
      "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": "2026-06-05T11:23:13",
      "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": 17.2627,
      "price_vs_vwap_pct": 0.7954,
      "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": 0.1537,
        "prev_amount_yi": 0.179,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8587,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 17.41,
            "high": 17.44,
            "low": 17.41,
            "close": 17.44,
            "amount_yi": 0.0402
          },
          {
            "time": "11:20",
            "open": 17.41,
            "high": 17.41,
            "low": 17.38,
            "close": 17.38,
            "amount_yi": 0.0292
          },
          {
            "time": "11:21",
            "open": 17.38,
            "high": 17.38,
            "low": 17.34,
            "close": 17.34,
            "amount_yi": 0.0222
          },
          {
            "time": "11:22",
            "open": 17.35,
            "high": 17.37,
            "low": 17.35,
            "close": 17.37,
            "amount_yi": 0.037
          },
          {
            "time": "11:23",
            "open": 17.4,
            "high": 17.4,
            "low": 17.4,
            "close": 17.4,
            "amount_yi": 0.0251
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 15.072,
      "quote": {
        "last": 17.4,
        "ts": "2026-06-05T11:23:12",
        "bid1": 17.4,
        "ask1": 17.41,
        "bid_qty1": 4500,
        "ask_qty1": 23200
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-05T11:23:13",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 99.5539,
      "price_vs_vwap_pct": -1.5709,
      "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": 2.326,
        "prev_amount_yi": 2.9419,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7906,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 98.86,
            "high": 98.86,
            "low": 98.8,
            "close": 98.8,
            "amount_yi": 0.312
          },
          {
            "time": "11:20",
            "open": 98.45,
            "high": 98.68,
            "low": 98.45,
            "close": 98.68,
            "amount_yi": 0.4323
          },
          {
            "time": "11:21",
            "open": 98.83,
            "high": 98.83,
            "low": 98.58,
            "close": 98.58,
            "amount_yi": 0.3719
          },
          {
            "time": "11:22",
            "open": 98.14,
            "high": 98.14,
            "low": 98.09,
            "close": 98.09,
            "amount_yi": 0.6556
          },
          {
            "time": "11:23",
            "open": 97.99,
            "high": 97.99,
            "low": 97.99,
            "close": 97.99,
            "amount_yi": 0.5542
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.02,
      "quote": {
        "last": 97.99,
        "ts": "2026-06-05T11:23:12",
        "bid1": 97.97,
        "ask1": 97.99,
        "bid_qty1": 11200,
        "ask_qty1": 4200
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-05T11:23:13",
      "sim_reason": "near_trigger",
      "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": 41.5796,
      "price_vs_vwap_pct": 0.3617,
      "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": 0.4235,
        "prev_amount_yi": 0.4126,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0264,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 41.88,
            "high": 41.93,
            "low": 41.88,
            "close": 41.93,
            "amount_yi": 0.0466
          },
          {
            "time": "11:20",
            "open": 41.8,
            "high": 41.83,
            "low": 41.8,
            "close": 41.83,
            "amount_yi": 0.0834
          },
          {
            "time": "11:21",
            "open": 41.78,
            "high": 41.78,
            "low": 41.75,
            "close": 41.75,
            "amount_yi": 0.0908
          },
          {
            "time": "11:22",
            "open": 41.7,
            "high": 41.72,
            "low": 41.7,
            "close": 41.72,
            "amount_yi": 0.1767
          },
          {
            "time": "11:23",
            "open": 41.73,
            "high": 41.73,
            "low": 41.73,
            "close": 41.73,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 37.408,
      "quote": {
        "last": 41.73,
        "ts": "2026-06-05T11:23:12",
        "bid1": 41.73,
        "ask1": 41.74,
        "bid_qty1": 2000,
        "ask_qty1": 2700
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-05T11:23:13",
      "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": 19.1264,
      "price_vs_vwap_pct": 0.0188,
      "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": 0.2296,
        "prev_amount_yi": 0.2422,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.948,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 19.22,
            "high": 19.24,
            "low": 19.22,
            "close": 19.24,
            "amount_yi": 0.023
          },
          {
            "time": "11:20",
            "open": 19.25,
            "high": 19.25,
            "low": 19.24,
            "close": 19.24,
            "amount_yi": 0.0353
          },
          {
            "time": "11:21",
            "open": 19.23,
            "high": 19.23,
            "low": 19.2,
            "close": 19.2,
            "amount_yi": 0.0499
          },
          {
            "time": "11:22",
            "open": 19.2,
            "high": 19.2,
            "low": 19.15,
            "close": 19.15,
            "amount_yi": 0.0869
          },
          {
            "time": "11:23",
            "open": 19.13,
            "high": 19.13,
            "low": 19.13,
            "close": 19.13,
            "amount_yi": 0.0345
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 19.368,
      "quote": {
        "last": 19.13,
        "ts": "2026-06-05T11:23:12",
        "bid1": 19.12,
        "ask1": 19.13,
        "bid_qty1": 9500,
        "ask_qty1": 14800
      },
      "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": "2026-06-05T11:23:13",
      "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": 103.155,
      "price_vs_vwap_pct": -0.7222,
      "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": 0.1656,
        "prev_amount_yi": 0.179,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9251,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 103.0,
            "high": 103.0,
            "low": 103.0,
            "close": 103.0,
            "amount_yi": 0.0194
          },
          {
            "time": "11:20",
            "open": 102.86,
            "high": 102.86,
            "low": 102.81,
            "close": 102.81,
            "amount_yi": 0.0257
          },
          {
            "time": "11:21",
            "open": 102.92,
            "high": 102.92,
            "low": 102.9,
            "close": 102.9,
            "amount_yi": 0.0199
          },
          {
            "time": "11:22",
            "open": 102.83,
            "high": 102.83,
            "low": 102.52,
            "close": 102.52,
            "amount_yi": 0.0885
          },
          {
            "time": "11:23",
            "open": 102.41,
            "high": 102.41,
            "low": 102.41,
            "close": 102.41,
            "amount_yi": 0.0121
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 99.082,
      "quote": {
        "last": 102.41,
        "ts": "2026-06-05T11:23:10",
        "bid1": 102.4,
        "ask1": 102.41,
        "bid_qty1": 3000,
        "ask_qty1": 100
      },
      "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": "2026-06-05T11:23:13",
      "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": 76.107,
      "price_vs_vwap_pct": 1.042,
      "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": 0.1621,
        "prev_amount_yi": 0.2268,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7147,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 77.3,
            "high": 77.45,
            "low": 77.3,
            "close": 77.45,
            "amount_yi": 0.0471
          },
          {
            "time": "11:20",
            "open": 77.54,
            "high": 77.59,
            "low": 77.54,
            "close": 77.59,
            "amount_yi": 0.0234
          },
          {
            "time": "11:21",
            "open": 77.6,
            "high": 77.6,
            "low": 77.3,
            "close": 77.3,
            "amount_yi": 0.0478
          },
          {
            "time": "11:22",
            "open": 77.1,
            "high": 77.1,
            "low": 76.84,
            "close": 76.84,
            "amount_yi": 0.0347
          },
          {
            "time": "11:23",
            "open": 76.9,
            "high": 76.9,
            "low": 76.9,
            "close": 76.9,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 75.65,
      "quote": {
        "last": 76.9,
        "ts": "2026-06-05T11:23:12",
        "bid1": 76.82,
        "ask1": 76.9,
        "bid_qty1": 1700,
        "ask_qty1": 7349
      },
      "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": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 67.8,
      "exec_low": 67.8,
      "exec_high": 68.82,
      "invalid_price": 60.662,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T11:23:13",
      "sim_reason": "near_trigger",
      "qty": 700,
      "prev_close": 66.38,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 68.82,
      "dynamic_exec_high": null,
      "intraday_vwap": 67.6985,
      "price_vs_vwap_pct": -0.1455,
      "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": 0.035,
        "prev_amount_yi": 0.0373,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9383,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 67.74,
            "high": 67.74,
            "low": 67.72,
            "close": 67.72,
            "amount_yi": 0.0073
          },
          {
            "time": "11:20",
            "open": 67.71,
            "high": 67.71,
            "low": 67.68,
            "close": 67.68,
            "amount_yi": 0.0082
          },
          {
            "time": "11:21",
            "open": 67.71,
            "high": 67.71,
            "low": 67.66,
            "close": 67.66,
            "amount_yi": 0.0112
          },
          {
            "time": "11:22",
            "open": 67.65,
            "high": 67.65,
            "low": 67.63,
            "close": 67.63,
            "amount_yi": 0.004
          },
          {
            "time": "11:23",
            "open": 67.6,
            "high": 67.6,
            "low": 67.6,
            "close": 67.6,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 60.662,
      "quote": {
        "last": 67.6,
        "ts": "2026-06-05T11:23:12",
        "bid1": 67.5,
        "ask1": 67.61,
        "bid_qty1": 7001,
        "ask_qty1": 800
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002384:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002384:BREAK_PREV_HIGH",
      "symbol": "SZSE.002384",
      "name": "东山精密",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 244.7,
      "exec_low": 244.7,
      "exec_high": 248.37,
      "invalid_price": 215.504,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T11:23:13",
      "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": 235.6443,
      "price_vs_vwap_pct": -0.7996,
      "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": 2.3234,
        "prev_amount_yi": 1.6799,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3831,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 235.49,
            "high": 235.49,
            "low": 235.3,
            "close": 235.3,
            "amount_yi": 0.117
          },
          {
            "time": "11:20",
            "open": 235.2,
            "high": 235.2,
            "low": 234.86,
            "close": 234.86,
            "amount_yi": 0.408
          },
          {
            "time": "11:21",
            "open": 234.66,
            "high": 234.66,
            "low": 234.25,
            "close": 234.25,
            "amount_yi": 0.3511
          },
          {
            "time": "11:22",
            "open": 233.9,
            "high": 233.9,
            "low": 233.47,
            "close": 233.47,
            "amount_yi": 0.9546
          },
          {
            "time": "11:23",
            "open": 233.76,
            "high": 233.76,
            "low": 233.76,
            "close": 233.76,
            "amount_yi": 0.4927
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 215.504,
      "quote": {
        "last": 233.76,
        "ts": "2026-06-05T11:23:12",
        "bid1": 233.79,
        "ask1": 233.97,
        "bid_qty1": 100,
        "ask_qty1": 400
      },
      "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": "2026-06-05T11:23:13",
      "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": 2205.4884,
      "price_vs_vwap_pct": -0.6129,
      "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": 0.4297,
        "prev_amount_yi": 1.046,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4108,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 2176.12,
            "high": 2185.01,
            "low": 2176.12,
            "close": 2185.01,
            "amount_yi": 0.0753
          },
          {
            "time": "11:20",
            "open": 2185.0,
            "high": 2185.0,
            "low": 2180.6,
            "close": 2180.6,
            "amount_yi": 0.0738
          },
          {
            "time": "11:21",
            "open": 2180.6,
            "high": 2185.0,
            "low": 2180.6,
            "close": 2185.0,
            "amount_yi": 0.1383
          },
          {
            "time": "11:22",
            "open": 2184.96,
            "high": 2184.96,
            "low": 2181.0,
            "close": 2181.0,
            "amount_yi": 0.1037
          },
          {
            "time": "11:23",
            "open": 2191.97,
            "high": 2191.97,
            "low": 2191.97,
            "close": 2191.97,
            "amount_yi": 0.0386
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 1866.542,
      "quote": {
        "last": 2191.97,
        "ts": "2026-06-05T11:23:10",
        "bid1": 2191.97,
        "ask1": 2191.99,
        "bid_qty1": 211,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-05T11:23:13",
      "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": 6.4545,
      "price_vs_vwap_pct": 4.8881,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7636,
        "prev_amount_yi": 7.2055,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.106,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.1953
          },
          {
            "time": "11:20",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.1382
          },
          {
            "time": "11:21",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.1722
          },
          {
            "time": "11:22",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.1634
          },
          {
            "time": "11:23",
            "open": 6.77,
            "high": 6.77,
            "low": 6.77,
            "close": 6.77,
            "amount_yi": 0.0945
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 5.536,
      "quote": {
        "last": 6.77,
        "ts": "2026-06-05T11:23:12",
        "bid1": 6.77,
        "ask1": 0.0,
        "bid_qty1": 245342160,
        "ask_qty1": 0
      },
      "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": "2026-06-05T11:23:13",
      "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": 431.5226,
      "price_vs_vwap_pct": 1.1303,
      "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": 0.3107,
        "prev_amount_yi": 0.6699,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4638,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 438.71,
            "high": 439.0,
            "low": 438.71,
            "close": 439.0,
            "amount_yi": 0.0467
          },
          {
            "time": "11:20",
            "open": 436.97,
            "high": 437.56,
            "low": 436.97,
            "close": 437.56,
            "amount_yi": 0.0567
          },
          {
            "time": "11:21",
            "open": 436.14,
            "high": 436.14,
            "low": 435.0,
            "close": 435.0,
            "amount_yi": 0.0587
          },
          {
            "time": "11:22",
            "open": 436.0,
            "high": 437.05,
            "low": 436.0,
            "close": 437.05,
            "amount_yi": 0.1043
          },
          {
            "time": "11:23",
            "open": 436.4,
            "high": 436.4,
            "low": 436.4,
            "close": 436.4,
            "amount_yi": 0.0443
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 395.98,
      "quote": {
        "last": 436.4,
        "ts": "2026-06-05T11:23:12",
        "bid1": 436.0,
        "ask1": 436.66,
        "bid_qty1": 1800,
        "ask_qty1": 181
      },
      "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": "2026-06-05T11:23:13",
      "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": 9.7029,
      "price_vs_vwap_pct": -8.584,
      "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": 0.0834,
        "prev_amount_yi": 0.1018,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8193,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 8.82,
            "high": 8.82,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0234
          },
          {
            "time": "11:20",
            "open": 8.82,
            "high": 8.82,
            "low": 8.81,
            "close": 8.81,
            "amount_yi": 0.0141
          },
          {
            "time": "11:21",
            "open": 8.81,
            "high": 8.82,
            "low": 8.81,
            "close": 8.82,
            "amount_yi": 0.0124
          },
          {
            "time": "11:22",
            "open": 8.82,
            "high": 8.82,
            "low": 8.82,
            "close": 8.82,
            "amount_yi": 0.0203
          },
          {
            "time": "11:23",
            "open": 8.87,
            "high": 8.87,
            "low": 8.87,
            "close": 8.87,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.842,
      "quote": {
        "last": 8.87,
        "ts": "2026-06-05T11:23:10",
        "bid1": 8.86,
        "ask1": 8.87,
        "bid_qty1": 11900,
        "ask_qty1": 7000
      },
      "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": "2026-06-05T11:23:13",
      "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": 22.2002,
      "price_vs_vwap_pct": -5.136,
      "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": 21.06,
        "ts": "2026-06-05T11:23:12",
        "bid1": 21.06,
        "ask1": 21.07,
        "bid_qty1": 1100,
        "ask_qty1": 10600
      },
      "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": "2026-06-05T11:23:13",
      "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": 89.5528,
      "price_vs_vwap_pct": 0.1644,
      "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": 0.0465,
        "prev_amount_yi": 0.0476,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9769,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 90.04,
            "high": 90.24,
            "low": 90.04,
            "close": 90.24,
            "amount_yi": 0.0056
          },
          {
            "time": "11:20",
            "open": 90.01,
            "high": 90.01,
            "low": 90.01,
            "close": 90.01,
            "amount_yi": 0.0052
          },
          {
            "time": "11:21",
            "open": 90.01,
            "high": 90.01,
            "low": 90.01,
            "close": 90.01,
            "amount_yi": 0.0193
          },
          {
            "time": "11:22",
            "open": 89.98,
            "high": 89.98,
            "low": 89.85,
            "close": 89.85,
            "amount_yi": 0.0119
          },
          {
            "time": "11:23",
            "open": 89.7,
            "high": 89.7,
            "low": 89.7,
            "close": 89.7,
            "amount_yi": 0.0045
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 82.586,
      "quote": {
        "last": 89.7,
        "ts": "2026-06-05T11:23:12",
        "bid1": 89.65,
        "ask1": 89.7,
        "bid_qty1": 228,
        "ask_qty1": 188
      },
      "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": "2026-06-05T11:23:13",
      "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": 49.3036,
      "price_vs_vwap_pct": 2.9742,
      "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": 0.3602,
        "prev_amount_yi": 0.6229,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5783,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 51.21,
            "high": 51.35,
            "low": 51.21,
            "close": 51.35,
            "amount_yi": 0.0542
          },
          {
            "time": "11:20",
            "open": 51.33,
            "high": 51.33,
            "low": 51.27,
            "close": 51.27,
            "amount_yi": 0.1299
          },
          {
            "time": "11:21",
            "open": 51.34,
            "high": 51.34,
            "low": 51.2,
            "close": 51.2,
            "amount_yi": 0.0533
          },
          {
            "time": "11:22",
            "open": 51.23,
            "high": 51.23,
            "low": 50.96,
            "close": 50.96,
            "amount_yi": 0.07
          },
          {
            "time": "11:23",
            "open": 50.77,
            "high": 50.77,
            "low": 50.77,
            "close": 50.77,
            "amount_yi": 0.0528
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 39.19,
      "quote": {
        "last": 50.77,
        "ts": "2026-06-05T11:23:12",
        "bid1": 50.77,
        "ask1": 50.8,
        "bid_qty1": 100,
        "ask_qty1": 8500
      },
      "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": "2026-06-05T11:23:13",
      "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": 131.9539,
      "price_vs_vwap_pct": 2.0356,
      "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": 0.0455,
        "prev_amount_yi": 0.0309,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4725,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0057
          },
          {
            "time": "11:20",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0053
          },
          {
            "time": "11:21",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0046
          },
          {
            "time": "11:22",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0085
          },
          {
            "time": "11:23",
            "open": 134.64,
            "high": 134.64,
            "low": 134.64,
            "close": 134.64,
            "amount_yi": 0.0214
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "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": "2026-06-05T11:23:11",
        "bid1": 134.64,
        "ask1": 0.0,
        "bid_qty1": 2629331,
        "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": "TOUCHED",
      "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": "2026-06-05T11:23:13",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 33.0157,
      "price_vs_vwap_pct": 2.4058,
      "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": 0.525,
        "prev_amount_yi": 0.3643,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4411,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 33.79,
            "high": 33.97,
            "low": 33.79,
            "close": 33.97,
            "amount_yi": 0.149
          },
          {
            "time": "11:20",
            "open": 33.98,
            "high": 34.0,
            "low": 33.98,
            "close": 34.0,
            "amount_yi": 0.2291
          },
          {
            "time": "11:21",
            "open": 33.97,
            "high": 33.97,
            "low": 33.79,
            "close": 33.79,
            "amount_yi": 0.071
          },
          {
            "time": "11:22",
            "open": 33.82,
            "high": 33.82,
            "low": 33.76,
            "close": 33.76,
            "amount_yi": 0.0576
          },
          {
            "time": "11:23",
            "open": 33.81,
            "high": 33.81,
            "low": 33.81,
            "close": 33.81,
            "amount_yi": 0.0183
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.898,
      "quote": {
        "last": 33.81,
        "ts": "2026-06-05T11:23:10",
        "bid1": 33.8,
        "ask1": 33.81,
        "bid_qty1": 200,
        "ask_qty1": 1200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-05T11:23:13",
      "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": 57.966,
      "price_vs_vwap_pct": -0.2864,
      "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": 1.0459,
        "prev_amount_yi": 1.549,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6752,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 58.25,
            "high": 58.37,
            "low": 58.25,
            "close": 58.37,
            "amount_yi": 0.2684
          },
          {
            "time": "11:20",
            "open": 58.21,
            "high": 58.24,
            "low": 58.21,
            "close": 58.24,
            "amount_yi": 0.3169
          },
          {
            "time": "11:21",
            "open": 58.33,
            "high": 58.33,
            "low": 58.24,
            "close": 58.24,
            "amount_yi": 0.2393
          },
          {
            "time": "11:22",
            "open": 57.88,
            "high": 57.88,
            "low": 57.84,
            "close": 57.84,
            "amount_yi": 0.1558
          },
          {
            "time": "11:23",
            "open": 57.8,
            "high": 57.8,
            "low": 57.8,
            "close": 57.8,
            "amount_yi": 0.0655
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.75,
      "quote": {
        "last": 57.8,
        "ts": "2026-06-05T11:23:10",
        "bid1": 57.8,
        "ask1": 57.81,
        "bid_qty1": 2600,
        "ask_qty1": 800
      },
      "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": "ACTIONABLE",
      "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": "2026-06-05T11:23:13",
      "sim_reason": "trigger_touched",
      "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": 47.614,
      "price_vs_vwap_pct": 0.0546,
      "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": 1.9538,
        "prev_amount_yi": 1.8637,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0483,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:19",
            "open": 47.59,
            "high": 47.65,
            "low": 47.59,
            "close": 47.65,
            "amount_yi": 0.2177
          },
          {
            "time": "11:20",
            "open": 47.58,
            "high": 47.99,
            "low": 47.58,
            "close": 47.99,
            "amount_yi": 0.7407
          },
          {
            "time": "11:21",
            "open": 48.0,
            "high": 48.0,
            "low": 47.93,
            "close": 47.93,
            "amount_yi": 0.6121
          },
          {
            "time": "11:22",
            "open": 47.85,
            "high": 47.85,
            "low": 47.72,
            "close": 47.72,
            "amount_yi": 0.2757
          },
          {
            "time": "11:23",
            "open": 47.64,
            "high": 47.64,
            "low": 47.64,
            "close": 47.64,
            "amount_yi": 0.1076
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49598.85,
      "current_position_value": 0.0,
      "cash_before_order": 940645.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.102,
      "quote": {
        "last": 47.64,
        "ts": "2026-06-05T11:23:10",
        "bid1": 47.63,
        "ask1": 47.64,
        "bid_qty1": 19500,
        "ask_qty1": 200
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 940645.0,
    "market_value": 51433.0,
    "total_value": 992078.0,
    "unrealized_pnl": -5486.000000000003,
    "total_pnl": -7922.0,
    "total_pnl_pct": -0.7921999999999985
  },
  "paper_positions": [
    {
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "quantity": 2100,
      "sellable_qty": 0,
      "avg_cost": 23.59,
      "last_price": 21.06,
      "market_value": 44226.0,
      "unrealized_pnl": -5313.000000000003,
      "unrealized_pnl_pct": -10.724883425180165,
      "updated_at": "2026-06-05T11:23:13",
      "position_pct_of_total": 4.457915607442157
    },
    {
      "symbol": "SZSE.000657",
      "name": "中钨高新",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 73.8,
      "last_price": 72.07,
      "market_value": 7206.999999999999,
      "unrealized_pnl": -173.0000000000004,
      "unrealized_pnl_pct": -2.3441734417344207,
      "updated_at": "2026-06-05T11:23:13",
      "position_pct_of_total": 0.7264549763224262
    }
  ],
  "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": 21.06,
      "avg_cost": 23.59,
      "pnl_pct": -10.7249,
      "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
  }
}