{
  "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": 0.36,
    "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:25/25",
  "quote_stale_lock": false,
  "generated_at": "2026-06-05T14:22:38",
  "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": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "prev_close": 92.82,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 95.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 92.01,
      "dynamic_exec_high": null,
      "intraday_vwap": 90.963,
      "price_vs_vwap_pct": -2.6307,
      "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": 0.0619,
        "prev_amount_yi": 0.0537,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1527,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:18",
            "open": 89.03,
            "high": 89.03,
            "low": 89.01,
            "close": 89.01,
            "amount_yi": 0.0019
          },
          {
            "time": "14:19",
            "open": 88.92,
            "high": 88.92,
            "low": 88.91,
            "close": 88.91,
            "amount_yi": 0.0093
          },
          {
            "time": "14:20",
            "open": 88.91,
            "high": 88.91,
            "low": 88.9,
            "close": 88.9,
            "amount_yi": 0.0141
          },
          {
            "time": "14:21",
            "open": 88.89,
            "high": 88.89,
            "low": 88.72,
            "close": 88.72,
            "amount_yi": 0.0224
          },
          {
            "time": "14:22",
            "open": 88.61,
            "high": 88.61,
            "low": 88.57,
            "close": 88.57,
            "amount_yi": 0.0142
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 90.444,
      "quote": {
        "last": 88.57,
        "ts": "2026-06-05T14:22:36",
        "bid1": 88.54,
        "ask1": 88.57,
        "bid_qty1": 500,
        "ask_qty1": 35
      },
      "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": "2026-06-05T14:22:38",
      "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": 21.8448,
      "price_vs_vwap_pct": 1.9007,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4281,
        "prev_amount_yi": 0.2395,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.7875,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 22.45,
            "high": 22.5,
            "low": 22.45,
            "close": 22.5,
            "amount_yi": 0.0495
          },
          {
            "time": "14:19",
            "open": 22.46,
            "high": 22.46,
            "low": 22.45,
            "close": 22.45,
            "amount_yi": 0.0281
          },
          {
            "time": "14:20",
            "open": 22.41,
            "high": 22.41,
            "low": 22.37,
            "close": 22.37,
            "amount_yi": 0.0611
          },
          {
            "time": "14:21",
            "open": 22.3,
            "high": 22.3,
            "low": 22.2,
            "close": 22.2,
            "amount_yi": 0.1249
          },
          {
            "time": "14:22",
            "open": 22.22,
            "high": 22.26,
            "low": 22.22,
            "close": 22.26,
            "amount_yi": 0.1645
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.764,
      "quote": {
        "last": 22.26,
        "ts": "2026-06-05T14:22:36",
        "bid1": 22.23,
        "ask1": 22.25,
        "bid_qty1": 14300,
        "ask_qty1": 500
      },
      "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": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 1600,
      "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": 28.9512,
      "price_vs_vwap_pct": 1.3429,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3548,
        "prev_amount_yi": 0.2256,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.5727,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 29.48,
            "high": 29.51,
            "low": 29.48,
            "close": 29.51,
            "amount_yi": 0.0719
          },
          {
            "time": "14:19",
            "open": 29.49,
            "high": 29.52,
            "low": 29.49,
            "close": 29.52,
            "amount_yi": 0.0433
          },
          {
            "time": "14:20",
            "open": 29.5,
            "high": 29.5,
            "low": 29.47,
            "close": 29.47,
            "amount_yi": 0.0332
          },
          {
            "time": "14:21",
            "open": 29.41,
            "high": 29.41,
            "low": 29.35,
            "close": 29.35,
            "amount_yi": 0.1097
          },
          {
            "time": "14:22",
            "open": 29.34,
            "high": 29.34,
            "low": 29.34,
            "close": 29.34,
            "amount_yi": 0.0967
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.424,
      "quote": {
        "last": 29.34,
        "ts": "2026-06-05T14:22:36",
        "bid1": 29.33,
        "ask1": 29.34,
        "bid_qty1": 3800,
        "ask_qty1": 6400
      },
      "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": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 529.31,
      "theme": "消费电子概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 582.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 546.07,
      "dynamic_exec_high": null,
      "intraday_vwap": 507.3289,
      "price_vs_vwap_pct": -2.9229,
      "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": 6.8261,
        "prev_amount_yi": 3.4414,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.9835,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 495.57,
            "high": 495.57,
            "low": 495.01,
            "close": 495.01,
            "amount_yi": 1.0584
          },
          {
            "time": "14:19",
            "open": 495.05,
            "high": 495.06,
            "low": 495.05,
            "close": 495.06,
            "amount_yi": 1.568
          },
          {
            "time": "14:20",
            "open": 495.01,
            "high": 495.01,
            "low": 494.33,
            "close": 494.33,
            "amount_yi": 0.8067
          },
          {
            "time": "14:21",
            "open": 493.51,
            "high": 493.51,
            "low": 492.8,
            "close": 492.8,
            "amount_yi": 1.1172
          },
          {
            "time": "14:22",
            "open": 492.61,
            "high": 492.61,
            "low": 492.5,
            "close": 492.5,
            "amount_yi": 2.2758
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 486.248,
      "quote": {
        "last": 492.5,
        "ts": "2026-06-05T14:22:36",
        "bid1": 492.06,
        "ask1": 492.5,
        "bid_qty1": 400,
        "ask_qty1": 500
      },
      "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": "2026-06-05T14:22:38",
      "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": 32.383,
      "price_vs_vwap_pct": -3.962,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4132,
        "prev_amount_yi": 0.1279,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 3.2306,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 31.36,
            "high": 31.4,
            "low": 31.36,
            "close": 31.4,
            "amount_yi": 0.0245
          },
          {
            "time": "14:19",
            "open": 31.36,
            "high": 31.39,
            "low": 31.36,
            "close": 31.39,
            "amount_yi": 0.0325
          },
          {
            "time": "14:20",
            "open": 31.35,
            "high": 31.35,
            "low": 31.35,
            "close": 31.35,
            "amount_yi": 0.0735
          },
          {
            "time": "14:21",
            "open": 31.32,
            "high": 31.32,
            "low": 31.11,
            "close": 31.11,
            "amount_yi": 0.1465
          },
          {
            "time": "14:22",
            "open": 31.15,
            "high": 31.15,
            "low": 31.1,
            "close": 31.1,
            "amount_yi": 0.1362
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.34,
      "quote": {
        "last": 31.1,
        "ts": "2026-06-05T14:22:36",
        "bid1": 31.09,
        "ask1": 31.1,
        "bid_qty1": 400,
        "ask_qty1": 2282
      },
      "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": "2026-06-05T14:22:38",
      "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": 58.1461,
      "price_vs_vwap_pct": -2.4182,
      "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": 0.6946,
        "prev_amount_yi": 0.3857,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.8009,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 56.94,
            "high": 56.97,
            "low": 56.94,
            "close": 56.97,
            "amount_yi": 0.0793
          },
          {
            "time": "14:19",
            "open": 56.91,
            "high": 56.93,
            "low": 56.91,
            "close": 56.93,
            "amount_yi": 0.1164
          },
          {
            "time": "14:20",
            "open": 56.9,
            "high": 56.95,
            "low": 56.9,
            "close": 56.95,
            "amount_yi": 0.1015
          },
          {
            "time": "14:21",
            "open": 56.87,
            "high": 56.87,
            "low": 56.74,
            "close": 56.74,
            "amount_yi": 0.2724
          },
          {
            "time": "14:22",
            "open": 56.74,
            "high": 56.74,
            "low": 56.74,
            "close": 56.74,
            "amount_yi": 0.125
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 53.046,
      "quote": {
        "last": 56.74,
        "ts": "2026-06-05T14:22:35",
        "bid1": 56.74,
        "ask1": 56.75,
        "bid_qty1": 20700,
        "ask_qty1": 200
      },
      "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": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 2900,
      "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": 17.2461,
      "price_vs_vwap_pct": -1.0791,
      "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": 0.1522,
        "prev_amount_yi": 0.1118,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3614,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 17.09,
            "high": 17.1,
            "low": 17.09,
            "close": 17.1,
            "amount_yi": 0.0217
          },
          {
            "time": "14:19",
            "open": 17.09,
            "high": 17.11,
            "low": 17.09,
            "close": 17.11,
            "amount_yi": 0.0143
          },
          {
            "time": "14:20",
            "open": 17.11,
            "high": 17.11,
            "low": 17.09,
            "close": 17.09,
            "amount_yi": 0.0285
          },
          {
            "time": "14:21",
            "open": 17.06,
            "high": 17.06,
            "low": 17.05,
            "close": 17.05,
            "amount_yi": 0.0388
          },
          {
            "time": "14:22",
            "open": 17.06,
            "high": 17.06,
            "low": 17.06,
            "close": 17.06,
            "amount_yi": 0.0489
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 15.072,
      "quote": {
        "last": 17.06,
        "ts": "2026-06-05T14:22:36",
        "bid1": 17.05,
        "ask1": 17.06,
        "bid_qty1": 108900,
        "ask_qty1": 8300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600487:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600487:BREAK_PREV_HIGH",
      "symbol": "SHSE.600487",
      "name": "亨通光电",
      "side": "BUY",
      "priority": "W7",
      "status": "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": "2026-06-05T14:22:38",
      "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": 98.9212,
      "price_vs_vwap_pct": -2.67,
      "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": 3.4513,
        "prev_amount_yi": 1.6477,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.0946,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 97.15,
            "high": 97.15,
            "low": 97.04,
            "close": 97.04,
            "amount_yi": 0.2009
          },
          {
            "time": "14:19",
            "open": 96.96,
            "high": 96.96,
            "low": 96.96,
            "close": 96.96,
            "amount_yi": 0.3734
          },
          {
            "time": "14:20",
            "open": 96.78,
            "high": 96.78,
            "low": 96.58,
            "close": 96.58,
            "amount_yi": 0.3612
          },
          {
            "time": "14:21",
            "open": 96.4,
            "high": 96.4,
            "low": 96.14,
            "close": 96.14,
            "amount_yi": 1.6801
          },
          {
            "time": "14:22",
            "open": 96.32,
            "high": 96.32,
            "low": 96.28,
            "close": 96.28,
            "amount_yi": 0.8357
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.02,
      "quote": {
        "last": 96.28,
        "ts": "2026-06-05T14:22:36",
        "bid1": 96.27,
        "ask1": 96.28,
        "bid_qty1": 5100,
        "ask_qty1": 1100
      },
      "previous_state": "OBSERVE",
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 42.0,
      "exec_low": 42.0,
      "exec_high": 42.63,
      "invalid_price": 37.408,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "prev_close": 41.34,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 49.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 42.63,
      "dynamic_exec_high": null,
      "intraday_vwap": 41.5414,
      "price_vs_vwap_pct": -0.9903,
      "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": 0.2507,
        "prev_amount_yi": 0.2145,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1688,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 41.35,
            "high": 41.35,
            "low": 41.34,
            "close": 41.34,
            "amount_yi": 0.0393
          },
          {
            "time": "14:19",
            "open": 41.32,
            "high": 41.36,
            "low": 41.32,
            "close": 41.36,
            "amount_yi": 0.038
          },
          {
            "time": "14:20",
            "open": 41.34,
            "high": 41.34,
            "low": 41.25,
            "close": 41.25,
            "amount_yi": 0.0514
          },
          {
            "time": "14:21",
            "open": 41.2,
            "high": 41.2,
            "low": 41.14,
            "close": 41.14,
            "amount_yi": 0.034
          },
          {
            "time": "14:22",
            "open": 41.15,
            "high": 41.15,
            "low": 41.13,
            "close": 41.13,
            "amount_yi": 0.088
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 37.408,
      "quote": {
        "last": 41.13,
        "ts": "2026-06-05T14:22:36",
        "bid1": 41.12,
        "ask1": 41.13,
        "bid_qty1": 900,
        "ask_qty1": 400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002579:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002579:BREAK_PREV_HIGH",
      "symbol": "SZSE.002579",
      "name": "中京电子",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.0,
      "exec_low": 21.0,
      "exec_high": 21.31,
      "invalid_price": 19.368,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "invalid_price_broken",
      "qty": 2600,
      "prev_close": 20.61,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 22.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.31,
      "dynamic_exec_high": null,
      "intraday_vwap": 19.17,
      "price_vs_vwap_pct": -0.9911,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3252,
        "prev_amount_yi": 0.1934,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6815,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 19.09,
            "high": 19.12,
            "low": 19.09,
            "close": 19.12,
            "amount_yi": 0.0441
          },
          {
            "time": "14:19",
            "open": 19.12,
            "high": 19.13,
            "low": 19.12,
            "close": 19.13,
            "amount_yi": 0.035
          },
          {
            "time": "14:20",
            "open": 19.14,
            "high": 19.14,
            "low": 19.13,
            "close": 19.13,
            "amount_yi": 0.0233
          },
          {
            "time": "14:21",
            "open": 19.1,
            "high": 19.1,
            "low": 19.07,
            "close": 19.07,
            "amount_yi": 0.0583
          },
          {
            "time": "14:22",
            "open": 19.02,
            "high": 19.02,
            "low": 18.98,
            "close": 18.98,
            "amount_yi": 0.1645
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 19.368,
      "quote": {
        "last": 18.98,
        "ts": "2026-06-05T14:22:36",
        "bid1": 18.97,
        "ask1": 18.98,
        "bid_qty1": 15700,
        "ask_qty1": 7400
      },
      "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": "2026-06-05T14:22:38",
      "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": 102.542,
      "price_vs_vwap_pct": -2.5765,
      "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": 0.1129,
        "prev_amount_yi": 0.1631,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6922,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 99.98,
            "high": 100.01,
            "low": 99.98,
            "close": 100.01,
            "amount_yi": 0.0273
          },
          {
            "time": "14:19",
            "open": 100.1,
            "high": 100.22,
            "low": 100.1,
            "close": 100.22,
            "amount_yi": 0.009
          },
          {
            "time": "14:20",
            "open": 100.36,
            "high": 100.36,
            "low": 100.36,
            "close": 100.36,
            "amount_yi": 0.0221
          },
          {
            "time": "14:21",
            "open": 100.29,
            "high": 100.29,
            "low": 100.13,
            "close": 100.13,
            "amount_yi": 0.0206
          },
          {
            "time": "14:22",
            "open": 99.98,
            "high": 99.98,
            "low": 99.9,
            "close": 99.9,
            "amount_yi": 0.0339
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 99.082,
      "quote": {
        "last": 99.9,
        "ts": "2026-06-05T14:22:37",
        "bid1": 99.89,
        "ask1": 99.9,
        "bid_qty1": 100,
        "ask_qty1": 800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603267:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603267:BREAK_PREV_HIGH",
      "symbol": "SHSE.603267",
      "name": "鸿远电子",
      "side": "BUY",
      "priority": "W11",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 82.35,
      "exec_low": 82.35,
      "exec_high": 83.59,
      "invalid_price": 75.65,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "invalid_price_broken",
      "qty": 600,
      "prev_close": 81.11,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 89.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 83.59,
      "dynamic_exec_high": null,
      "intraday_vwap": 76.1794,
      "price_vs_vwap_pct": -1.0887,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2295,
        "prev_amount_yi": 0.177,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2966,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 75.98,
            "high": 75.98,
            "low": 75.9,
            "close": 75.9,
            "amount_yi": 0.0239
          },
          {
            "time": "14:19",
            "open": 75.85,
            "high": 75.85,
            "low": 75.77,
            "close": 75.77,
            "amount_yi": 0.0387
          },
          {
            "time": "14:20",
            "open": 75.75,
            "high": 75.77,
            "low": 75.75,
            "close": 75.77,
            "amount_yi": 0.0411
          },
          {
            "time": "14:21",
            "open": 75.66,
            "high": 75.66,
            "low": 75.59,
            "close": 75.59,
            "amount_yi": 0.0412
          },
          {
            "time": "14:22",
            "open": 75.48,
            "high": 75.48,
            "low": 75.35,
            "close": 75.35,
            "amount_yi": 0.0846
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 75.65,
      "quote": {
        "last": 75.35,
        "ts": "2026-06-05T14:22:36",
        "bid1": 75.35,
        "ask1": 75.4,
        "bid_qty1": 200,
        "ask_qty1": 4300
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688337:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688337:BREAK_PREV_HIGH",
      "symbol": "SHSE.688337",
      "name": "普源精电",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 67.8,
      "exec_low": 67.8,
      "exec_high": 68.82,
      "invalid_price": 60.662,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "waiting_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": 67.4135,
      "price_vs_vwap_pct": -2.0819,
      "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": 0.0504,
        "prev_amount_yi": 0.0298,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6913,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 66.15,
            "high": 66.15,
            "low": 66.14,
            "close": 66.14,
            "amount_yi": 0.0071
          },
          {
            "time": "14:19",
            "open": 66.11,
            "high": 66.14,
            "low": 66.11,
            "close": 66.14,
            "amount_yi": 0.0073
          },
          {
            "time": "14:20",
            "open": 66.14,
            "high": 66.14,
            "low": 66.08,
            "close": 66.08,
            "amount_yi": 0.0069
          },
          {
            "time": "14:21",
            "open": 66.06,
            "high": 66.06,
            "low": 65.98,
            "close": 65.98,
            "amount_yi": 0.018
          },
          {
            "time": "14:22",
            "open": 65.94,
            "high": 66.01,
            "low": 65.94,
            "close": 66.01,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 60.662,
      "quote": {
        "last": 66.01,
        "ts": "2026-06-05T14:22:36",
        "bid1": 65.97,
        "ask1": 66.09,
        "bid_qty1": 471,
        "ask_qty1": 138
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002384:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002384:BREAK_PREV_HIGH",
      "symbol": "SZSE.002384",
      "name": "东山精密",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 244.7,
      "exec_low": 244.7,
      "exec_high": 248.37,
      "invalid_price": 215.504,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "prev_close": 237.8,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 261.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 248.37,
      "dynamic_exec_high": null,
      "intraday_vwap": 233.0039,
      "price_vs_vwap_pct": -3.7098,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9842,
        "prev_amount_yi": 1.7119,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.9115,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 225.02,
            "high": 225.16,
            "low": 225.02,
            "close": 225.16,
            "amount_yi": 0.5906
          },
          {
            "time": "14:19",
            "open": 225.15,
            "high": 225.33,
            "low": 225.15,
            "close": 225.33,
            "amount_yi": 0.3745
          },
          {
            "time": "14:20",
            "open": 225.21,
            "high": 225.21,
            "low": 225.07,
            "close": 225.07,
            "amount_yi": 0.6271
          },
          {
            "time": "14:21",
            "open": 224.78,
            "high": 224.78,
            "low": 224.1,
            "close": 224.1,
            "amount_yi": 2.1931
          },
          {
            "time": "14:22",
            "open": 224.14,
            "high": 224.36,
            "low": 224.14,
            "close": 224.36,
            "amount_yi": 1.1989
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 215.504,
      "quote": {
        "last": 224.36,
        "ts": "2026-06-05T14:22:36",
        "bid1": 224.3,
        "ask1": 224.36,
        "bid_qty1": 1100,
        "ask_qty1": 800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688808:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688808:BREAK_PREV_HIGH",
      "symbol": "SHSE.688808",
      "name": "联讯仪器",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 2155.0,
      "exec_low": 2155.0,
      "exec_high": 2187.32,
      "invalid_price": 1866.542,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 2195.8379,
      "price_vs_vwap_pct": -0.7363,
      "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": 0.1937,
        "prev_amount_yi": 0.3418,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5667,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 2165.9,
            "high": 2166.0,
            "low": 2165.9,
            "close": 2166.0,
            "amount_yi": 0.0409
          },
          {
            "time": "14:19",
            "open": 2182.58,
            "high": 2182.58,
            "low": 2167.9,
            "close": 2167.9,
            "amount_yi": 0.0229
          },
          {
            "time": "14:20",
            "open": 2158.0,
            "high": 2181.98,
            "low": 2158.0,
            "close": 2181.98,
            "amount_yi": 0.0904
          },
          {
            "time": "14:21",
            "open": 2181.98,
            "high": 2181.98,
            "low": 2160.01,
            "close": 2160.01,
            "amount_yi": 0.0173
          },
          {
            "time": "14:22",
            "open": 2179.66,
            "high": 2179.67,
            "low": 2179.66,
            "close": 2179.67,
            "amount_yi": 0.0222
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 1866.542,
      "quote": {
        "last": 2179.67,
        "ts": "2026-06-05T14:22:35",
        "bid1": 2161.0,
        "ask1": 2179.67,
        "bid_qty1": 200,
        "ask_qty1": 372
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.000725:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.000725:BREAK_PREV_HIGH",
      "symbol": "SZSE.000725",
      "name": "京东方A",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 6.15,
      "exec_low": 6.15,
      "exec_high": 6.24,
      "invalid_price": 5.536,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 7600,
      "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": 6.4872,
      "price_vs_vwap_pct": -0.8817,
      "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": 3.5437,
        "prev_amount_yi": 3.8258,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9263,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 6.49,
            "high": 6.5,
            "low": 6.49,
            "close": 6.5,
            "amount_yi": 0.6012
          },
          {
            "time": "14:19",
            "open": 6.5,
            "high": 6.5,
            "low": 6.5,
            "close": 6.5,
            "amount_yi": 0.7043
          },
          {
            "time": "14:20",
            "open": 6.49,
            "high": 6.49,
            "low": 6.48,
            "close": 6.48,
            "amount_yi": 0.607
          },
          {
            "time": "14:21",
            "open": 6.48,
            "high": 6.48,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.4567
          },
          {
            "time": "14:22",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 1.1745
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 5.536,
      "quote": {
        "last": 6.43,
        "ts": "2026-06-05T14:22:36",
        "bid1": 6.43,
        "ask1": 6.44,
        "bid_qty1": 987200,
        "ask_qty1": 572900
      },
      "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": "2026-06-05T14:22:38",
      "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": 431.305,
      "price_vs_vwap_pct": 0.4556,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4095,
        "prev_amount_yi": 0.1177,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 3.4792,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 433.98,
            "high": 433.98,
            "low": 433.87,
            "close": 433.87,
            "amount_yi": 0.048
          },
          {
            "time": "14:19",
            "open": 432.69,
            "high": 434.02,
            "low": 432.69,
            "close": 434.02,
            "amount_yi": 0.0947
          },
          {
            "time": "14:20",
            "open": 434.38,
            "high": 435.71,
            "low": 434.38,
            "close": 435.71,
            "amount_yi": 0.161
          },
          {
            "time": "14:21",
            "open": 433.88,
            "high": 434.87,
            "low": 433.88,
            "close": 434.87,
            "amount_yi": 0.0847
          },
          {
            "time": "14:22",
            "open": 432.95,
            "high": 433.27,
            "low": 432.95,
            "close": 433.27,
            "amount_yi": 0.0211
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 395.98,
      "quote": {
        "last": 433.27,
        "ts": "2026-06-05T14:22:36",
        "bid1": 432.61,
        "ask1": 433.27,
        "bid_qty1": 200,
        "ask_qty1": 1854
      },
      "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": "2026-06-05T14:22:38",
      "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": 9.5546,
      "price_vs_vwap_pct": -6.1185,
      "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": 0.0855,
        "prev_amount_yi": 0.0915,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9344,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 9.04,
            "high": 9.05,
            "low": 9.04,
            "close": 9.05,
            "amount_yi": 0.0193
          },
          {
            "time": "14:19",
            "open": 9.03,
            "high": 9.03,
            "low": 9.03,
            "close": 9.03,
            "amount_yi": 0.0144
          },
          {
            "time": "14:20",
            "open": 9.04,
            "high": 9.04,
            "low": 9.02,
            "close": 9.02,
            "amount_yi": 0.0201
          },
          {
            "time": "14:21",
            "open": 8.98,
            "high": 8.98,
            "low": 8.96,
            "close": 8.96,
            "amount_yi": 0.0277
          },
          {
            "time": "14:22",
            "open": 8.96,
            "high": 8.97,
            "low": 8.96,
            "close": 8.97,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.842,
      "quote": {
        "last": 8.97,
        "ts": "2026-06-05T14:22:37",
        "bid1": 8.96,
        "ask1": 8.97,
        "bid_qty1": 24900,
        "ask_qty1": 2000
      },
      "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": "2026-06-05T14:22:38",
      "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": 21.8057,
      "price_vs_vwap_pct": -8.8312,
      "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": 19.88,
        "ts": "2026-06-05T14:22:36",
        "bid1": 0.0,
        "ask1": 19.88,
        "bid_qty1": 0,
        "ask_qty1": 13299779
      },
      "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": "2026-06-05T14:22:38",
      "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": 89.6892,
      "price_vs_vwap_pct": -0.7573,
      "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": 0.0543,
        "prev_amount_yi": 0.0556,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9766,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 89.35,
            "high": 89.37,
            "low": 89.35,
            "close": 89.37,
            "amount_yi": 0.0127
          },
          {
            "time": "14:19",
            "open": 89.32,
            "high": 89.36,
            "low": 89.32,
            "close": 89.36,
            "amount_yi": 0.0041
          },
          {
            "time": "14:20",
            "open": 89.17,
            "high": 89.19,
            "low": 89.17,
            "close": 89.19,
            "amount_yi": 0.0059
          },
          {
            "time": "14:21",
            "open": 89.13,
            "high": 89.13,
            "low": 88.91,
            "close": 88.91,
            "amount_yi": 0.0207
          },
          {
            "time": "14:22",
            "open": 88.99,
            "high": 89.01,
            "low": 88.99,
            "close": 89.01,
            "amount_yi": 0.0109
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 82.586,
      "quote": {
        "last": 89.01,
        "ts": "2026-06-05T14:22:36",
        "bid1": 88.95,
        "ask1": 89.01,
        "bid_qty1": 200,
        "ask_qty1": 1016
      },
      "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": "2026-06-05T14:22:38",
      "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": 49.7891,
      "price_vs_vwap_pct": 3.1953,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3023,
        "prev_amount_yi": 0.2182,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3854,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 51.53,
            "high": 51.63,
            "low": 51.53,
            "close": 51.63,
            "amount_yi": 0.0445
          },
          {
            "time": "14:19",
            "open": 51.54,
            "high": 51.6,
            "low": 51.54,
            "close": 51.6,
            "amount_yi": 0.0699
          },
          {
            "time": "14:20",
            "open": 51.51,
            "high": 51.51,
            "low": 51.41,
            "close": 51.41,
            "amount_yi": 0.0752
          },
          {
            "time": "14:21",
            "open": 51.29,
            "high": 51.29,
            "low": 51.29,
            "close": 51.29,
            "amount_yi": 0.0531
          },
          {
            "time": "14:22",
            "open": 51.3,
            "high": 51.38,
            "low": 51.3,
            "close": 51.38,
            "amount_yi": 0.0596
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 39.19,
      "quote": {
        "last": 51.38,
        "ts": "2026-06-05T14:22:36",
        "bid1": 51.37,
        "ask1": 51.38,
        "bid_qty1": 200,
        "ask_qty1": 3700
      },
      "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": "2026-06-05T14:22:38",
      "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": 132.6857,
      "price_vs_vwap_pct": -0.3585,
      "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": 0.863,
        "prev_amount_yi": 1.1885,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7261,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 132.61,
            "high": 132.61,
            "low": 132.23,
            "close": 132.23,
            "amount_yi": 0.1192
          },
          {
            "time": "14:19",
            "open": 132.44,
            "high": 132.75,
            "low": 132.44,
            "close": 132.75,
            "amount_yi": 0.3081
          },
          {
            "time": "14:20",
            "open": 132.86,
            "high": 132.86,
            "low": 132.8,
            "close": 132.8,
            "amount_yi": 0.1158
          },
          {
            "time": "14:21",
            "open": 132.8,
            "high": 132.8,
            "low": 132.67,
            "close": 132.67,
            "amount_yi": 0.1046
          },
          {
            "time": "14:22",
            "open": 132.1,
            "high": 132.21,
            "low": 132.1,
            "close": 132.21,
            "amount_yi": 0.2153
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 116.358,
      "quote": {
        "last": 132.21,
        "ts": "2026-06-05T14:22:35",
        "bid1": 132.2,
        "ask1": 132.3,
        "bid_qty1": 500,
        "ask_qty1": 200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.603011:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.603011:BREAK_PREV_HIGH",
      "symbol": "SHSE.603011",
      "name": "合锻智能",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.12,
      "exec_low": 33.12,
      "exec_high": 33.62,
      "invalid_price": 28.898,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "prev_close": 32.26,
      "theme": "AI光通信链",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.62,
      "dynamic_exec_high": null,
      "intraday_vwap": 32.976,
      "price_vs_vwap_pct": -1.4435,
      "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": 0.1992,
        "prev_amount_yi": 0.1706,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1676,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 32.58,
            "high": 32.58,
            "low": 32.58,
            "close": 32.58,
            "amount_yi": 0.0191
          },
          {
            "time": "14:19",
            "open": 32.58,
            "high": 32.58,
            "low": 32.55,
            "close": 32.55,
            "amount_yi": 0.0351
          },
          {
            "time": "14:20",
            "open": 32.52,
            "high": 32.52,
            "low": 32.5,
            "close": 32.5,
            "amount_yi": 0.0484
          },
          {
            "time": "14:21",
            "open": 32.5,
            "high": 32.5,
            "low": 32.48,
            "close": 32.48,
            "amount_yi": 0.0538
          },
          {
            "time": "14:22",
            "open": 32.49,
            "high": 32.5,
            "low": 32.49,
            "close": 32.5,
            "amount_yi": 0.0428
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.898,
      "quote": {
        "last": 32.5,
        "ts": "2026-06-05T14:22:34",
        "bid1": 32.5,
        "ask1": 32.52,
        "bid_qty1": 4101,
        "ask_qty1": 1600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.600105:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.600105:BREAK_PREV_HIGH",
      "symbol": "SHSE.600105",
      "name": "永鼎股份",
      "side": "BUY",
      "priority": "W23",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.95,
      "exec_low": 54.95,
      "exec_high": 55.77,
      "invalid_price": 49.75,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:22:38",
      "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": 57.612,
      "price_vs_vwap_pct": -2.9022,
      "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": 1.1798,
        "prev_amount_yi": 0.8475,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3921,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 56.07,
            "high": 56.17,
            "low": 56.07,
            "close": 56.17,
            "amount_yi": 0.1835
          },
          {
            "time": "14:19",
            "open": 56.12,
            "high": 56.14,
            "low": 56.12,
            "close": 56.14,
            "amount_yi": 0.0916
          },
          {
            "time": "14:20",
            "open": 56.08,
            "high": 56.08,
            "low": 55.93,
            "close": 55.93,
            "amount_yi": 0.3801
          },
          {
            "time": "14:21",
            "open": 55.92,
            "high": 55.92,
            "low": 55.84,
            "close": 55.84,
            "amount_yi": 0.2484
          },
          {
            "time": "14:22",
            "open": 55.82,
            "high": 55.94,
            "low": 55.82,
            "close": 55.94,
            "amount_yi": 0.2762
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.75,
      "quote": {
        "last": 55.94,
        "ts": "2026-06-05T14:22:34",
        "bid1": 55.94,
        "ask1": 55.95,
        "bid_qty1": 2400,
        "ask_qty1": 1400
      },
      "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": "OBSERVE",
      "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": "2026-06-05T14:22:38",
      "sim_reason": "waiting_trigger",
      "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": 47.3919,
      "price_vs_vwap_pct": -2.1563,
      "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": 1.5693,
        "prev_amount_yi": 1.4459,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0853,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:18",
            "open": 46.67,
            "high": 46.68,
            "low": 46.67,
            "close": 46.68,
            "amount_yi": 0.2163
          },
          {
            "time": "14:19",
            "open": 46.64,
            "high": 46.65,
            "low": 46.64,
            "close": 46.65,
            "amount_yi": 0.2859
          },
          {
            "time": "14:20",
            "open": 46.66,
            "high": 46.66,
            "low": 46.5,
            "close": 46.5,
            "amount_yi": 0.3046
          },
          {
            "time": "14:21",
            "open": 46.45,
            "high": 46.45,
            "low": 46.37,
            "close": 46.37,
            "amount_yi": 0.2453
          },
          {
            "time": "14:22",
            "open": 46.38,
            "high": 46.38,
            "low": 46.37,
            "close": 46.37,
            "amount_yi": 0.5172
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49477.55,
      "current_position_value": 0.0,
      "cash_before_order": 947803.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.102,
      "quote": {
        "last": 46.37,
        "ts": "2026-06-05T14:22:34",
        "bid1": 46.37,
        "ask1": 46.38,
        "bid_qty1": 100,
        "ask_qty1": 4500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 947803.0,
    "market_value": 41748.0,
    "total_value": 989551.0,
    "unrealized_pnl": -7791.000000000002,
    "total_pnl": -10449.0,
    "total_pnl_pct": -1.0449000000000042
  },
  "paper_positions": [
    {
      "symbol": "SZSE.001896",
      "name": "豫能控股",
      "quantity": 2100,
      "sellable_qty": 0,
      "avg_cost": 23.59,
      "last_price": 19.88,
      "market_value": 41748.0,
      "unrealized_pnl": -7791.000000000002,
      "unrealized_pnl_pct": -15.727002967359049,
      "updated_at": "2026-06-05T14:22:38",
      "position_pct_of_total": 4.218883109612339
    }
  ],
  "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
    },
    {
      "amount": 7158.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260605:SZSE.000657:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 67.674,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "中钨高新",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260604",
      "plan_id": "RISK:20260604:SZSE.000657:position_stop_loss",
      "position_pnl_pct": -3.0081300813008083,
      "price": 71.58,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 71.59,
      "quote_ask_qty1": 89900,
      "quote_bid1": 71.58,
      "quote_bid_qty1": 61600,
      "quote_last": 71.58,
      "quote_ts": "2026-06-05T13:06:36",
      "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.000657",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "小金属概念",
      "trade_date": "20260605",
      "trigger_price": -3.0,
      "ts": "2026-06-05T13:06:37",
      "id": 25
    }
  ],
  "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": 19.88,
      "avg_cost": 23.59,
      "pnl_pct": -15.727,
      "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": 0.36,
        "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": 0,
    "filled_orders": 4,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 6,
    "risk_exit_signals": 1,
    "risk_exit_orders": 3,
    "risk_exit_filled": 3,
    "risk_exit_blocked_t1": 1
  }
}