{
  "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": "after_14:30_no_new_upgrade,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.32,
    "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": "2026-06-05T14:42:59",
  "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": "2026-06-05T14:42:59",
      "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": 90.7598,
      "price_vs_vwap_pct": -3.1399,
      "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": 0.0724,
        "prev_amount_yi": 0.048,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5083,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:38",
            "open": 88.23,
            "high": 88.23,
            "low": 88.2,
            "close": 88.2,
            "amount_yi": 0.0139
          },
          {
            "time": "14:39",
            "open": 88.06,
            "high": 88.06,
            "low": 88.0,
            "close": 88.0,
            "amount_yi": 0.0115
          },
          {
            "time": "14:40",
            "open": 88.0,
            "high": 88.08,
            "low": 88.0,
            "close": 88.08,
            "amount_yi": 0.0173
          },
          {
            "time": "14:41",
            "open": 88.04,
            "high": 88.04,
            "low": 88.0,
            "close": 88.0,
            "amount_yi": 0.013
          },
          {
            "time": "14:42",
            "open": 87.95,
            "high": 87.95,
            "low": 87.91,
            "close": 87.91,
            "amount_yi": 0.0167
          }
        ]
      },
      "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": 87.91,
        "ts": "2026-06-05T14:42:57",
        "bid1": 87.9,
        "ask1": 87.91,
        "bid_qty1": 200,
        "ask_qty1": 1587
      },
      "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": "2026-06-05T14:42:59",
      "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": 21.8565,
      "price_vs_vwap_pct": 2.2579,
      "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": 0.3946,
        "prev_amount_yi": 0.462,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8541,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 22.49,
            "high": 22.49,
            "low": 22.46,
            "close": 22.46,
            "amount_yi": 0.0982
          },
          {
            "time": "14:39",
            "open": 22.35,
            "high": 22.35,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.0589
          },
          {
            "time": "14:40",
            "open": 22.19,
            "high": 22.19,
            "low": 22.19,
            "close": 22.19,
            "amount_yi": 0.072
          },
          {
            "time": "14:41",
            "open": 22.28,
            "high": 22.37,
            "low": 22.28,
            "close": 22.37,
            "amount_yi": 0.0853
          },
          {
            "time": "14:42",
            "open": 22.39,
            "high": 22.39,
            "low": 22.35,
            "close": 22.35,
            "amount_yi": 0.0802
          }
        ]
      },
      "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": 22.35,
        "ts": "2026-06-05T14:42:57",
        "bid1": 22.35,
        "ask1": 22.38,
        "bid_qty1": 2400,
        "ask_qty1": 2900
      },
      "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": "2026-06-05T14:42:59",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "prev_close": 29.42,
      "theme": "消费电子概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.69,
      "dynamic_exec_high": null,
      "intraday_vwap": 28.9653,
      "price_vs_vwap_pct": -0.0183,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5374,
        "prev_amount_yi": 0.9114,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5896,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 29.07,
            "high": 29.11,
            "low": 29.07,
            "close": 29.11,
            "amount_yi": 0.1317
          },
          {
            "time": "14:39",
            "open": 29.0,
            "high": 29.0,
            "low": 29.0,
            "close": 29.0,
            "amount_yi": 0.0984
          },
          {
            "time": "14:40",
            "open": 29.06,
            "high": 29.06,
            "low": 29.05,
            "close": 29.05,
            "amount_yi": 0.1175
          },
          {
            "time": "14:41",
            "open": 29.0,
            "high": 29.0,
            "low": 28.99,
            "close": 28.99,
            "amount_yi": 0.0677
          },
          {
            "time": "14:42",
            "open": 28.98,
            "high": 28.98,
            "low": 28.96,
            "close": 28.96,
            "amount_yi": 0.1221
          }
        ]
      },
      "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": 28.96,
        "ts": "2026-06-05T14:42:57",
        "bid1": 28.96,
        "ask1": 28.97,
        "bid_qty1": 2600,
        "ask_qty1": 100
      },
      "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": "CANCELLED",
      "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": "2026-06-05T14:42:59",
      "sim_reason": "invalid_price_broken",
      "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": 505.3405,
      "price_vs_vwap_pct": -3.8272,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.3742,
        "prev_amount_yi": 5.3948,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3669,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 490.5,
            "high": 490.74,
            "low": 490.5,
            "close": 490.74,
            "amount_yi": 1.072
          },
          {
            "time": "14:39",
            "open": 488.9,
            "high": 488.9,
            "low": 487.73,
            "close": 487.73,
            "amount_yi": 2.348
          },
          {
            "time": "14:40",
            "open": 486.0,
            "high": 488.0,
            "low": 486.0,
            "close": 488.0,
            "amount_yi": 1.7569
          },
          {
            "time": "14:41",
            "open": 487.05,
            "high": 487.05,
            "low": 487.0,
            "close": 487.0,
            "amount_yi": 0.9407
          },
          {
            "time": "14:42",
            "open": 486.66,
            "high": 486.66,
            "low": 486.0,
            "close": 486.0,
            "amount_yi": 1.2566
          }
        ]
      },
      "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": 486.0,
        "ts": "2026-06-05T14:42:56",
        "bid1": 485.91,
        "ask1": 486.0,
        "bid_qty1": 2363,
        "ask_qty1": 1500
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-05T14:42:59",
      "sim_reason": "waiting_trigger",
      "qty": 1600,
      "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": 32.2834,
      "price_vs_vwap_pct": -4.5949,
      "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": 0.3793,
        "prev_amount_yi": 0.1869,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.0294,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 31.01,
            "high": 31.01,
            "low": 31.01,
            "close": 31.01,
            "amount_yi": 0.0804
          },
          {
            "time": "14:39",
            "open": 30.96,
            "high": 30.96,
            "low": 30.84,
            "close": 30.84,
            "amount_yi": 0.083
          },
          {
            "time": "14:40",
            "open": 30.86,
            "high": 30.88,
            "low": 30.86,
            "close": 30.88,
            "amount_yi": 0.0885
          },
          {
            "time": "14:41",
            "open": 30.84,
            "high": 30.84,
            "low": 30.82,
            "close": 30.82,
            "amount_yi": 0.0584
          },
          {
            "time": "14:42",
            "open": 30.8,
            "high": 30.8,
            "low": 30.8,
            "close": 30.8,
            "amount_yi": 0.069
          }
        ]
      },
      "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": 30.8,
        "ts": "2026-06-05T14:42:57",
        "bid1": 30.79,
        "ask1": 30.8,
        "bid_qty1": 339,
        "ask_qty1": 10707
      },
      "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": "2026-06-05T14:42:59",
      "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": 58.0146,
      "price_vs_vwap_pct": -3.1795,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7695,
        "prev_amount_yi": 0.7602,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0122,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 56.37,
            "high": 56.37,
            "low": 56.36,
            "close": 56.36,
            "amount_yi": 0.1784
          },
          {
            "time": "14:39",
            "open": 56.2,
            "high": 56.2,
            "low": 56.14,
            "close": 56.14,
            "amount_yi": 0.118
          },
          {
            "time": "14:40",
            "open": 56.23,
            "high": 56.24,
            "low": 56.23,
            "close": 56.24,
            "amount_yi": 0.2244
          },
          {
            "time": "14:41",
            "open": 56.2,
            "high": 56.2,
            "low": 56.15,
            "close": 56.15,
            "amount_yi": 0.0967
          },
          {
            "time": "14:42",
            "open": 56.1,
            "high": 56.17,
            "low": 56.1,
            "close": 56.17,
            "amount_yi": 0.152
          }
        ]
      },
      "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": 56.17,
        "ts": "2026-06-05T14:42:56",
        "bid1": 56.17,
        "ask1": 56.19,
        "bid_qty1": 100,
        "ask_qty1": 2000
      },
      "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": "2026-06-05T14:42:59",
      "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": 17.2316,
      "price_vs_vwap_pct": -1.1699,
      "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": 0.1657,
        "prev_amount_yi": 0.2535,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6536,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 17.07,
            "high": 17.07,
            "low": 17.07,
            "close": 17.07,
            "amount_yi": 0.0416
          },
          {
            "time": "14:39",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0247
          },
          {
            "time": "14:40",
            "open": 17.04,
            "high": 17.07,
            "low": 17.04,
            "close": 17.07,
            "amount_yi": 0.0353
          },
          {
            "time": "14:41",
            "open": 17.06,
            "high": 17.06,
            "low": 17.04,
            "close": 17.04,
            "amount_yi": 0.0342
          },
          {
            "time": "14:42",
            "open": 17.03,
            "high": 17.03,
            "low": 17.03,
            "close": 17.03,
            "amount_yi": 0.0299
          }
        ]
      },
      "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": 17.03,
        "ts": "2026-06-05T14:42:57",
        "bid1": 17.02,
        "ask1": 17.03,
        "bid_qty1": 32800,
        "ask_qty1": 1700
      },
      "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": "2026-06-05T14:42:59",
      "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": 98.728,
      "price_vs_vwap_pct": -3.1278,
      "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": 3.1904,
        "prev_amount_yi": 4.3705,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.73,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 96.28,
            "high": 96.38,
            "low": 96.28,
            "close": 96.38,
            "amount_yi": 0.48
          },
          {
            "time": "14:39",
            "open": 96.01,
            "high": 96.01,
            "low": 95.98,
            "close": 95.98,
            "amount_yi": 0.7069
          },
          {
            "time": "14:40",
            "open": 96.23,
            "high": 96.29,
            "low": 96.23,
            "close": 96.29,
            "amount_yi": 0.9162
          },
          {
            "time": "14:41",
            "open": 96.08,
            "high": 96.08,
            "low": 95.96,
            "close": 95.96,
            "amount_yi": 0.4404
          },
          {
            "time": "14:42",
            "open": 95.88,
            "high": 95.88,
            "low": 95.64,
            "close": 95.64,
            "amount_yi": 0.6469
          }
        ]
      },
      "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": 95.64,
        "ts": "2026-06-05T14:42:57",
        "bid1": 95.6,
        "ask1": 95.63,
        "bid_qty1": 14600,
        "ask_qty1": 200
      },
      "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": "2026-06-05T14:42:59",
      "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": 41.516,
      "price_vs_vwap_pct": -1.5319,
      "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": 0.3312,
        "prev_amount_yi": 0.303,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0931,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 41.12,
            "high": 41.12,
            "low": 41.09,
            "close": 41.09,
            "amount_yi": 0.0468
          },
          {
            "time": "14:39",
            "open": 40.96,
            "high": 40.97,
            "low": 40.96,
            "close": 40.97,
            "amount_yi": 0.0918
          },
          {
            "time": "14:40",
            "open": 40.94,
            "high": 40.96,
            "low": 40.94,
            "close": 40.96,
            "amount_yi": 0.0643
          },
          {
            "time": "14:41",
            "open": 40.93,
            "high": 40.93,
            "low": 40.92,
            "close": 40.92,
            "amount_yi": 0.0629
          },
          {
            "time": "14:42",
            "open": 40.93,
            "high": 40.93,
            "low": 40.88,
            "close": 40.88,
            "amount_yi": 0.0654
          }
        ]
      },
      "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": 40.88,
        "ts": "2026-06-05T14:42:57",
        "bid1": 40.88,
        "ask1": 40.89,
        "bid_qty1": 25100,
        "ask_qty1": 10200
      },
      "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": "2026-06-05T14:42:59",
      "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": 19.1506,
      "price_vs_vwap_pct": -1.3608,
      "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": 0.5056,
        "prev_amount_yi": 0.3741,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3515,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 18.96,
            "high": 18.97,
            "low": 18.96,
            "close": 18.97,
            "amount_yi": 0.0877
          },
          {
            "time": "14:39",
            "open": 19.0,
            "high": 19.0,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0737
          },
          {
            "time": "14:40",
            "open": 18.9,
            "high": 18.91,
            "low": 18.9,
            "close": 18.91,
            "amount_yi": 0.1092
          },
          {
            "time": "14:41",
            "open": 18.9,
            "high": 18.9,
            "low": 18.88,
            "close": 18.88,
            "amount_yi": 0.1431
          },
          {
            "time": "14:42",
            "open": 18.91,
            "high": 18.91,
            "low": 18.89,
            "close": 18.89,
            "amount_yi": 0.0919
          }
        ]
      },
      "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": 18.89,
        "ts": "2026-06-05T14:42:57",
        "bid1": 18.89,
        "ask1": 18.9,
        "bid_qty1": 39900,
        "ask_qty1": 14300
      },
      "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": "2026-06-05T14:42:59",
      "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": 102.3495,
      "price_vs_vwap_pct": -2.7157,
      "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": 0.2895,
        "prev_amount_yi": 0.3358,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8621,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 99.32,
            "high": 99.7,
            "low": 99.32,
            "close": 99.7,
            "amount_yi": 0.0418
          },
          {
            "time": "14:39",
            "open": 100.0,
            "high": 100.28,
            "low": 100.0,
            "close": 100.28,
            "amount_yi": 0.0531
          },
          {
            "time": "14:40",
            "open": 100.28,
            "high": 100.28,
            "low": 99.99,
            "close": 99.99,
            "amount_yi": 0.0982
          },
          {
            "time": "14:41",
            "open": 99.82,
            "high": 99.82,
            "low": 99.46,
            "close": 99.46,
            "amount_yi": 0.0627
          },
          {
            "time": "14:42",
            "open": 99.4,
            "high": 99.57,
            "low": 99.4,
            "close": 99.57,
            "amount_yi": 0.0337
          }
        ]
      },
      "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": 99.57,
        "ts": "2026-06-05T14:42:58",
        "bid1": 99.55,
        "ask1": 99.57,
        "bid_qty1": 2700,
        "ask_qty1": 1700
      },
      "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": "2026-06-05T14:42:59",
      "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": 76.0807,
      "price_vs_vwap_pct": -1.8279,
      "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": 0.2355,
        "prev_amount_yi": 0.5074,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4641,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 75.26,
            "high": 75.29,
            "low": 75.26,
            "close": 75.29,
            "amount_yi": 0.0555
          },
          {
            "time": "14:39",
            "open": 75.12,
            "high": 75.12,
            "low": 74.93,
            "close": 74.93,
            "amount_yi": 0.0528
          },
          {
            "time": "14:40",
            "open": 74.7,
            "high": 74.78,
            "low": 74.7,
            "close": 74.78,
            "amount_yi": 0.0475
          },
          {
            "time": "14:41",
            "open": 74.78,
            "high": 74.78,
            "low": 74.73,
            "close": 74.73,
            "amount_yi": 0.0347
          },
          {
            "time": "14:42",
            "open": 74.72,
            "high": 74.72,
            "low": 74.69,
            "close": 74.69,
            "amount_yi": 0.045
          }
        ]
      },
      "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": 74.69,
        "ts": "2026-06-05T14:42:57",
        "bid1": 74.68,
        "ask1": 74.69,
        "bid_qty1": 2200,
        "ask_qty1": 1300
      },
      "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": "2026-06-05T14:42:59",
      "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": 67.3235,
      "price_vs_vwap_pct": -2.7383,
      "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": 0.0835,
        "prev_amount_yi": 0.0585,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4274,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 65.81,
            "high": 66.0,
            "low": 65.81,
            "close": 66.0,
            "amount_yi": 0.017
          },
          {
            "time": "14:39",
            "open": 65.7,
            "high": 65.7,
            "low": 65.62,
            "close": 65.62,
            "amount_yi": 0.0331
          },
          {
            "time": "14:40",
            "open": 65.68,
            "high": 65.68,
            "low": 65.65,
            "close": 65.65,
            "amount_yi": 0.0072
          },
          {
            "time": "14:41",
            "open": 65.6,
            "high": 65.6,
            "low": 65.56,
            "close": 65.56,
            "amount_yi": 0.0099
          },
          {
            "time": "14:42",
            "open": 65.51,
            "high": 65.51,
            "low": 65.48,
            "close": 65.48,
            "amount_yi": 0.0163
          }
        ]
      },
      "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": 65.48,
        "ts": "2026-06-05T14:42:57",
        "bid1": 65.45,
        "ask1": 65.49,
        "bid_qty1": 315,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SZSE.002384:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SZSE.002384:BREAK_PREV_HIGH",
      "symbol": "SZSE.002384",
      "name": "东山精密",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 244.7,
      "exec_low": 244.7,
      "exec_high": 248.37,
      "invalid_price": 215.504,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-05T14:42:59",
      "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": 231.3856,
      "price_vs_vwap_pct": -4.9854,
      "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": 6.5443,
        "prev_amount_yi": 6.3083,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0374,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 221.63,
            "high": 221.86,
            "low": 221.63,
            "close": 221.86,
            "amount_yi": 1.0681
          },
          {
            "time": "14:39",
            "open": 220.49,
            "high": 220.49,
            "low": 219.28,
            "close": 219.28,
            "amount_yi": 2.3049
          },
          {
            "time": "14:40",
            "open": 221.01,
            "high": 221.01,
            "low": 220.98,
            "close": 220.98,
            "amount_yi": 1.3381
          },
          {
            "time": "14:41",
            "open": 220.87,
            "high": 220.87,
            "low": 220.0,
            "close": 220.0,
            "amount_yi": 0.9568
          },
          {
            "time": "14:42",
            "open": 219.98,
            "high": 219.98,
            "low": 219.85,
            "close": 219.85,
            "amount_yi": 0.8764
          }
        ]
      },
      "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": 219.85,
        "ts": "2026-06-05T14:42:57",
        "bid1": 219.85,
        "ask1": 219.93,
        "bid_qty1": 3900,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260604:20260605:SHSE.688808:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260604:SHSE.688808:BREAK_PREV_HIGH",
      "symbol": "SHSE.688808",
      "name": "联讯仪器",
      "side": "BUY",
      "priority": "W14",
      "status": "NEAR_TRIGGER",
      "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": "2026-06-05T14:42:59",
      "sim_reason": "near_trigger",
      "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": 2193.1672,
      "price_vs_vwap_pct": -2.4197,
      "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": 0.4304,
        "prev_amount_yi": 0.2647,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.626,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 2174.98,
            "high": 2174.98,
            "low": 2160.0,
            "close": 2160.0,
            "amount_yi": 0.0638
          },
          {
            "time": "14:39",
            "open": 2177.0,
            "high": 2177.0,
            "low": 2161.17,
            "close": 2161.17,
            "amount_yi": 0.068
          },
          {
            "time": "14:40",
            "open": 2152.08,
            "high": 2152.09,
            "low": 2152.08,
            "close": 2152.09,
            "amount_yi": 0.1314
          },
          {
            "time": "14:41",
            "open": 2174.74,
            "high": 2174.74,
            "low": 2153.2,
            "close": 2153.2,
            "amount_yi": 0.013
          },
          {
            "time": "14:42",
            "open": 2144.93,
            "high": 2144.93,
            "low": 2140.1,
            "close": 2140.1,
            "amount_yi": 0.1542
          }
        ]
      },
      "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": 2140.1,
        "ts": "2026-06-05T14:42:56",
        "bid1": 2140.1,
        "ask1": 2145.98,
        "bid_qty1": 212,
        "ask_qty1": 200
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-05T14:42:59",
      "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": 6.4853,
      "price_vs_vwap_pct": -0.6985,
      "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": 3.1754,
        "prev_amount_yi": 4.027,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7885,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 6.46,
            "high": 6.46,
            "low": 6.46,
            "close": 6.46,
            "amount_yi": 0.5871
          },
          {
            "time": "14:39",
            "open": 6.45,
            "high": 6.45,
            "low": 6.44,
            "close": 6.44,
            "amount_yi": 0.5974
          },
          {
            "time": "14:40",
            "open": 6.43,
            "high": 6.45,
            "low": 6.43,
            "close": 6.45,
            "amount_yi": 0.7512
          },
          {
            "time": "14:41",
            "open": 6.44,
            "high": 6.44,
            "low": 6.43,
            "close": 6.43,
            "amount_yi": 0.5199
          },
          {
            "time": "14:42",
            "open": 6.43,
            "high": 6.44,
            "low": 6.43,
            "close": 6.44,
            "amount_yi": 0.7198
          }
        ]
      },
      "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": 6.44,
        "ts": "2026-06-05T14:42:57",
        "bid1": 6.44,
        "ask1": 6.45,
        "bid_qty1": 323736,
        "ask_qty1": 2489500
      },
      "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": "2026-06-05T14:42:59",
      "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": 431.2665,
      "price_vs_vwap_pct": -0.5255,
      "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": 0.3559,
        "prev_amount_yi": 0.2277,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.563,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 432.43,
            "high": 432.43,
            "low": 431.09,
            "close": 431.09,
            "amount_yi": 0.0513
          },
          {
            "time": "14:39",
            "open": 430.01,
            "high": 430.01,
            "low": 429.6,
            "close": 429.6,
            "amount_yi": 0.0486
          },
          {
            "time": "14:40",
            "open": 431.05,
            "high": 431.92,
            "low": 431.05,
            "close": 431.92,
            "amount_yi": 0.0602
          },
          {
            "time": "14:41",
            "open": 430.0,
            "high": 431.0,
            "low": 430.0,
            "close": 431.0,
            "amount_yi": 0.086
          },
          {
            "time": "14:42",
            "open": 430.84,
            "high": 430.84,
            "low": 429.0,
            "close": 429.0,
            "amount_yi": 0.1098
          }
        ]
      },
      "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": 429.0,
        "ts": "2026-06-05T14:42:57",
        "bid1": 429.0,
        "ask1": 430.74,
        "bid_qty1": 505,
        "ask_qty1": 400
      },
      "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": "2026-06-05T14:42:59",
      "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": 9.5433,
      "price_vs_vwap_pct": -7.2648,
      "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": 0.0705,
        "prev_amount_yi": 0.0464,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.5194,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 8.91,
            "high": 8.91,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.0054
          },
          {
            "time": "14:39",
            "open": 8.91,
            "high": 8.92,
            "low": 8.91,
            "close": 8.92,
            "amount_yi": 0.0086
          },
          {
            "time": "14:40",
            "open": 8.93,
            "high": 8.93,
            "low": 8.92,
            "close": 8.92,
            "amount_yi": 0.0073
          },
          {
            "time": "14:41",
            "open": 8.93,
            "high": 8.93,
            "low": 8.9,
            "close": 8.9,
            "amount_yi": 0.0147
          },
          {
            "time": "14:42",
            "open": 8.86,
            "high": 8.86,
            "low": 8.85,
            "close": 8.85,
            "amount_yi": 0.0345
          }
        ]
      },
      "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": 8.85,
        "ts": "2026-06-05T14:42:58",
        "bid1": 8.84,
        "ask1": 8.85,
        "bid_qty1": 500,
        "ask_qty1": 1500
      },
      "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": "2026-06-05T14:42:59",
      "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": 21.7778,
      "price_vs_vwap_pct": -8.7144,
      "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": "2026-06-05T14:42:57",
        "bid1": 0.0,
        "ask1": 19.88,
        "bid_qty1": 0,
        "ask_qty1": 13153479
      },
      "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": "2026-06-05T14:42:59",
      "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": 89.5921,
      "price_vs_vwap_pct": -1.2971,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1537,
        "prev_amount_yi": 0.0812,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.8929,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 88.6,
            "high": 88.76,
            "low": 88.6,
            "close": 88.76,
            "amount_yi": 0.0418
          },
          {
            "time": "14:39",
            "open": 88.2,
            "high": 88.23,
            "low": 88.2,
            "close": 88.23,
            "amount_yi": 0.0267
          },
          {
            "time": "14:40",
            "open": 88.3,
            "high": 88.4,
            "low": 88.3,
            "close": 88.4,
            "amount_yi": 0.0337
          },
          {
            "time": "14:41",
            "open": 88.5,
            "high": 88.5,
            "low": 88.43,
            "close": 88.43,
            "amount_yi": 0.0316
          },
          {
            "time": "14:42",
            "open": 88.5,
            "high": 88.5,
            "low": 88.43,
            "close": 88.43,
            "amount_yi": 0.0199
          }
        ]
      },
      "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": 88.43,
        "ts": "2026-06-05T14:42:57",
        "bid1": 88.43,
        "ask1": 88.44,
        "bid_qty1": 5060,
        "ask_qty1": 400
      },
      "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": "2026-06-05T14:42:59",
      "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": 49.8571,
      "price_vs_vwap_pct": -0.295,
      "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": 0.9645,
        "prev_amount_yi": 0.5318,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.8137,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 51.15,
            "high": 51.15,
            "low": 50.88,
            "close": 50.88,
            "amount_yi": 0.0832
          },
          {
            "time": "14:39",
            "open": 50.51,
            "high": 50.51,
            "low": 50.38,
            "close": 50.38,
            "amount_yi": 0.2509
          },
          {
            "time": "14:40",
            "open": 50.44,
            "high": 50.44,
            "low": 50.39,
            "close": 50.39,
            "amount_yi": 0.185
          },
          {
            "time": "14:41",
            "open": 50.51,
            "high": 50.51,
            "low": 50.48,
            "close": 50.48,
            "amount_yi": 0.0805
          },
          {
            "time": "14:42",
            "open": 50.31,
            "high": 50.31,
            "low": 49.71,
            "close": 49.71,
            "amount_yi": 0.3649
          }
        ]
      },
      "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": 49.71,
        "ts": "2026-06-05T14:42:57",
        "bid1": 49.71,
        "ask1": 49.88,
        "bid_qty1": 1900,
        "ask_qty1": 600
      },
      "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": "2026-06-05T14:42:59",
      "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": 132.6623,
      "price_vs_vwap_pct": -0.6801,
      "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": 0.8256,
        "prev_amount_yi": 0.8802,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.938,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 133.33,
            "high": 133.39,
            "low": 133.33,
            "close": 133.39,
            "amount_yi": 0.31
          },
          {
            "time": "14:39",
            "open": 132.76,
            "high": 132.76,
            "low": 132.23,
            "close": 132.23,
            "amount_yi": 0.1556
          },
          {
            "time": "14:40",
            "open": 131.99,
            "high": 132.3,
            "low": 131.99,
            "close": 132.3,
            "amount_yi": 0.1064
          },
          {
            "time": "14:41",
            "open": 132.12,
            "high": 132.2,
            "low": 132.12,
            "close": 132.2,
            "amount_yi": 0.0942
          },
          {
            "time": "14:42",
            "open": 131.9,
            "high": 131.9,
            "low": 131.76,
            "close": 131.76,
            "amount_yi": 0.1594
          }
        ]
      },
      "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": 131.76,
        "ts": "2026-06-05T14:42:56",
        "bid1": 131.73,
        "ask1": 131.76,
        "bid_qty1": 700,
        "ask_qty1": 600
      },
      "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": "2026-06-05T14:42:59",
      "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": 32.9534,
      "price_vs_vwap_pct": -1.4669,
      "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": 0.3108,
        "prev_amount_yi": 0.3667,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8476,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 32.72,
            "high": 32.73,
            "low": 32.72,
            "close": 32.73,
            "amount_yi": 0.0611
          },
          {
            "time": "14:39",
            "open": 32.64,
            "high": 32.64,
            "low": 32.62,
            "close": 32.62,
            "amount_yi": 0.055
          },
          {
            "time": "14:40",
            "open": 32.61,
            "high": 32.62,
            "low": 32.61,
            "close": 32.62,
            "amount_yi": 0.0579
          },
          {
            "time": "14:41",
            "open": 32.53,
            "high": 32.53,
            "low": 32.51,
            "close": 32.51,
            "amount_yi": 0.0819
          },
          {
            "time": "14:42",
            "open": 32.51,
            "high": 32.51,
            "low": 32.47,
            "close": 32.47,
            "amount_yi": 0.0549
          }
        ]
      },
      "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": 32.47,
        "ts": "2026-06-05T14:42:55",
        "bid1": 32.47,
        "ask1": 32.48,
        "bid_qty1": 3300,
        "ask_qty1": 10000
      },
      "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": "ACTIONABLE",
      "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": "2026-06-05T14:42:59",
      "sim_reason": "trigger_touched",
      "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": 57.5028,
      "price_vs_vwap_pct": -4.196,
      "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": 1.6454,
        "prev_amount_yi": 1.6702,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9852,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 55.7,
            "high": 55.7,
            "low": 55.66,
            "close": 55.66,
            "amount_yi": 0.3878
          },
          {
            "time": "14:39",
            "open": 55.43,
            "high": 55.43,
            "low": 55.33,
            "close": 55.33,
            "amount_yi": 0.3764
          },
          {
            "time": "14:40",
            "open": 55.28,
            "high": 55.3,
            "low": 55.28,
            "close": 55.3,
            "amount_yi": 0.3503
          },
          {
            "time": "14:41",
            "open": 55.26,
            "high": 55.26,
            "low": 55.19,
            "close": 55.19,
            "amount_yi": 0.2639
          },
          {
            "time": "14:42",
            "open": 55.14,
            "high": 55.14,
            "low": 55.09,
            "close": 55.09,
            "amount_yi": 0.267
          }
        ]
      },
      "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": 55.09,
        "ts": "2026-06-05T14:42:55",
        "bid1": 55.09,
        "ask1": 55.11,
        "bid_qty1": 1000,
        "ask_qty1": 6364
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-05T14:42:59",
      "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": 47.3054,
      "price_vs_vwap_pct": -3.3514,
      "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": 3.5674,
        "prev_amount_yi": 2.5253,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4127,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:38",
            "open": 46.19,
            "high": 46.19,
            "low": 46.17,
            "close": 46.17,
            "amount_yi": 0.555
          },
          {
            "time": "14:39",
            "open": 46.05,
            "high": 46.05,
            "low": 46.0,
            "close": 46.0,
            "amount_yi": 0.6946
          },
          {
            "time": "14:40",
            "open": 45.9,
            "high": 45.99,
            "low": 45.9,
            "close": 45.99,
            "amount_yi": 1.2186
          },
          {
            "time": "14:41",
            "open": 45.94,
            "high": 45.94,
            "low": 45.88,
            "close": 45.88,
            "amount_yi": 0.4141
          },
          {
            "time": "14:42",
            "open": 45.8,
            "high": 45.8,
            "low": 45.72,
            "close": 45.72,
            "amount_yi": 0.6851
          }
        ]
      },
      "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": 45.72,
        "ts": "2026-06-05T14:42:55",
        "bid1": 45.72,
        "ask1": 45.73,
        "bid_qty1": 16100,
        "ask_qty1": 13800
      },
      "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": "2026-06-05T14:42:59",
      "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": 60.0,
    "max_shadow_total_position_pct": 35.0,
    "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": "NEUTRAL",
    "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "NEUTRAL",
      "reason": "盘中确认时间窗未满足，保持中性总仓",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 60.0,
      "effective_shadow_total_position_pct": 35.0,
      "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": 0.32,
        "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": "after_14:30_no_new_upgrade,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
  },
  "summary": {
    "active_contracts": 25,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 25,
    "watch_only_contracts": 0,
    "actionable": 1,
    "filled_orders": 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
  }
}