{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260605",
  "trade_date": "20260608",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.5294,
    "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": 17,
    "active_samples": []
  },
  "quote_source": "public_http_sina:17/17",
  "quote_stale_lock": false,
  "generated_at": "2026-06-08T09:55:33",
  "signals": [
    {
      "event_id": "20260605:20260608:SZSE.300134:VWAP_RECLAIM:BUY",
      "plan_id": "20260605:SZSE.300134:VWAP_RECLAIM",
      "symbol": "SZSE.300134",
      "name": "大富科技",
      "side": "BUY",
      "priority": "W0",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 10.62,
      "exec_low": 10.71,
      "exec_high": 10.78,
      "invalid_price": 10.41,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "invalid_price_broken",
      "qty": 4700,
      "prev_close": 10.69,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 11.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.78,
      "dynamic_exec_high": null,
      "intraday_vwap": 10.468,
      "price_vs_vwap_pct": -0.6496,
      "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": 0.0599,
        "prev_amount_yi": 0.0768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7799,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:51",
            "open": 10.45,
            "high": 10.45,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0068
          },
          {
            "time": "09:52",
            "open": 10.45,
            "high": 10.45,
            "low": 10.45,
            "close": 10.45,
            "amount_yi": 0.0056
          },
          {
            "time": "09:53",
            "open": 10.47,
            "high": 10.47,
            "low": 10.43,
            "close": 10.43,
            "amount_yi": 0.0084
          },
          {
            "time": "09:54",
            "open": 10.4,
            "high": 10.42,
            "low": 10.4,
            "close": 10.42,
            "amount_yi": 0.0117
          },
          {
            "time": "09:55",
            "open": 10.39,
            "high": 10.4,
            "low": 10.39,
            "close": 10.4,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 10.31,
      "quote": {
        "last": 10.4,
        "ts": "2026-06-08T09:55:30",
        "bid1": 10.4,
        "ask1": 10.41,
        "bid_qty1": 4700,
        "ask_qty1": 5200
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.300545:VWAP_RECLAIM:BUY",
      "plan_id": "20260605:SZSE.300545:VWAP_RECLAIM",
      "symbol": "SZSE.300545",
      "name": "联得装备",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 35.71,
      "exec_low": 36.12,
      "exec_high": 36.25,
      "invalid_price": 34.77,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1300,
      "prev_close": 36.12,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.25,
      "dynamic_exec_high": null,
      "intraday_vwap": 36.8386,
      "price_vs_vwap_pct": 0.411,
      "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": 0.1714,
        "prev_amount_yi": 0.174,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9851,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:51",
            "open": 37.08,
            "high": 37.08,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.0212
          },
          {
            "time": "09:52",
            "open": 37.19,
            "high": 37.19,
            "low": 37.19,
            "close": 37.19,
            "amount_yi": 0.0218
          },
          {
            "time": "09:53",
            "open": 37.12,
            "high": 37.22,
            "low": 37.12,
            "close": 37.22,
            "amount_yi": 0.0503
          },
          {
            "time": "09:54",
            "open": 37.12,
            "high": 37.2,
            "low": 37.12,
            "close": 37.2,
            "amount_yi": 0.0377
          },
          {
            "time": "09:55",
            "open": 37.13,
            "high": 37.13,
            "low": 36.99,
            "close": 36.99,
            "amount_yi": 0.0404
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 34.428,
      "quote": {
        "last": 36.99,
        "ts": "2026-06-08T09:55:30",
        "bid1": 36.99,
        "ask1": 37.02,
        "bid_qty1": 600,
        "ask_qty1": 800
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.002962:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.002962:BREAK_PREV_HIGH",
      "symbol": "SZSE.002962",
      "name": "五方光电",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.39,
      "exec_low": 22.39,
      "exec_high": 22.73,
      "invalid_price": 20.468,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 2300,
      "prev_close": 21.65,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.73,
      "dynamic_exec_high": null,
      "intraday_vwap": 21.1708,
      "price_vs_vwap_pct": 0.7047,
      "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": 0.2044,
        "prev_amount_yi": 0.3842,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.532,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 21.44,
            "high": 21.51,
            "low": 21.44,
            "close": 21.51,
            "amount_yi": 0.0216
          },
          {
            "time": "09:52",
            "open": 21.47,
            "high": 21.47,
            "low": 21.47,
            "close": 21.47,
            "amount_yi": 0.0329
          },
          {
            "time": "09:53",
            "open": 21.45,
            "high": 21.47,
            "low": 21.45,
            "close": 21.47,
            "amount_yi": 0.0387
          },
          {
            "time": "09:54",
            "open": 21.52,
            "high": 21.52,
            "low": 21.42,
            "close": 21.42,
            "amount_yi": 0.0619
          },
          {
            "time": "09:55",
            "open": 21.4,
            "high": 21.4,
            "low": 21.32,
            "close": 21.32,
            "amount_yi": 0.0493
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 20.468,
      "quote": {
        "last": 21.32,
        "ts": "2026-06-08T09:55:30",
        "bid1": 21.31,
        "ask1": 21.32,
        "bid_qty1": 2800,
        "ask_qty1": 700
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.600869:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.600869:BREAK_PREV_HIGH",
      "symbol": "SHSE.600869",
      "name": "远东股份",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 29.15,
      "exec_low": 29.15,
      "exec_high": 29.59,
      "invalid_price": 26.034,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "prev_close": 28.51,
      "theme": "机器人智能制造",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 31.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 29.59,
      "dynamic_exec_high": null,
      "intraday_vwap": 27.568,
      "price_vs_vwap_pct": 0.5151,
      "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": 0.6275,
        "prev_amount_yi": 0.8536,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7351,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 27.5,
            "high": 27.59,
            "low": 27.5,
            "close": 27.59,
            "amount_yi": 0.114
          },
          {
            "time": "09:52",
            "open": 27.58,
            "high": 27.58,
            "low": 27.58,
            "close": 27.58,
            "amount_yi": 0.1035
          },
          {
            "time": "09:53",
            "open": 27.54,
            "high": 27.54,
            "low": 27.48,
            "close": 27.48,
            "amount_yi": 0.1204
          },
          {
            "time": "09:54",
            "open": 27.48,
            "high": 27.55,
            "low": 27.48,
            "close": 27.55,
            "amount_yi": 0.1133
          },
          {
            "time": "09:55",
            "open": 27.62,
            "high": 27.71,
            "low": 27.62,
            "close": 27.71,
            "amount_yi": 0.1763
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.034,
      "quote": {
        "last": 27.71,
        "ts": "2026-06-08T09:55:31",
        "bid1": 27.69,
        "ask1": 27.71,
        "bid_qty1": 1600,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.603890:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.603890:BREAK_PREV_HIGH",
      "symbol": "SHSE.603890",
      "name": "春秋电子",
      "side": "BUY",
      "priority": "W4",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 32.3,
      "exec_low": 32.3,
      "exec_high": 32.78,
      "invalid_price": 29.848,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "invalid_price_broken",
      "qty": 1700,
      "prev_close": 31.24,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.78,
      "dynamic_exec_high": null,
      "intraday_vwap": 28.3792,
      "price_vs_vwap_pct": -0.8781,
      "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": 0.942,
        "prev_amount_yi": 1.3092,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7195,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 28.13,
            "high": 28.17,
            "low": 28.13,
            "close": 28.17,
            "amount_yi": 0.3082
          },
          {
            "time": "09:52",
            "open": 28.24,
            "high": 28.24,
            "low": 28.24,
            "close": 28.24,
            "amount_yi": 0.0614
          },
          {
            "time": "09:53",
            "open": 28.39,
            "high": 28.41,
            "low": 28.39,
            "close": 28.41,
            "amount_yi": 0.1182
          },
          {
            "time": "09:54",
            "open": 28.23,
            "high": 28.23,
            "low": 28.2,
            "close": 28.2,
            "amount_yi": 0.185
          },
          {
            "time": "09:55",
            "open": 28.13,
            "high": 28.13,
            "low": 28.13,
            "close": 28.13,
            "amount_yi": 0.2692
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 29.848,
      "quote": {
        "last": 28.13,
        "ts": "2026-06-08T09:55:29",
        "bid1": 28.13,
        "ask1": 28.14,
        "bid_qty1": 16500,
        "ask_qty1": 8000
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.002747:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.002747:BREAK_PREV_HIGH",
      "symbol": "SZSE.002747",
      "name": "埃斯顿",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 32.0,
      "exec_low": 32.0,
      "exec_high": 32.48,
      "invalid_price": 28.656,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "prev_close": 31.02,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.12,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.48,
      "dynamic_exec_high": null,
      "intraday_vwap": 31.4254,
      "price_vs_vwap_pct": -0.4627,
      "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": 1.4235,
        "prev_amount_yi": 1.576,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9032,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 31.31,
            "high": 31.31,
            "low": 31.24,
            "close": 31.24,
            "amount_yi": 0.3908
          },
          {
            "time": "09:52",
            "open": 31.39,
            "high": 31.39,
            "low": 31.39,
            "close": 31.39,
            "amount_yi": 0.1899
          },
          {
            "time": "09:53",
            "open": 31.43,
            "high": 31.43,
            "low": 31.39,
            "close": 31.39,
            "amount_yi": 0.2759
          },
          {
            "time": "09:54",
            "open": 31.35,
            "high": 31.36,
            "low": 31.35,
            "close": 31.36,
            "amount_yi": 0.1564
          },
          {
            "time": "09:55",
            "open": 31.2,
            "high": 31.28,
            "low": 31.2,
            "close": 31.28,
            "amount_yi": 0.4105
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.656,
      "quote": {
        "last": 31.28,
        "ts": "2026-06-08T09:55:30",
        "bid1": 31.27,
        "ask1": 31.28,
        "bid_qty1": 100,
        "ask_qty1": 3800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.603683:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.603683:BREAK_PREV_HIGH",
      "symbol": "SHSE.603683",
      "name": "晶华新材",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 34.45,
      "exec_low": 34.45,
      "exec_high": 34.97,
      "invalid_price": 31.048,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 1400,
      "prev_close": 33.86,
      "theme": "柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.97,
      "dynamic_exec_high": null,
      "intraday_vwap": 33.8921,
      "price_vs_vwap_pct": -0.2127,
      "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": 0.1527,
        "prev_amount_yi": 0.1943,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7859,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 33.88,
            "high": 33.88,
            "low": 33.85,
            "close": 33.85,
            "amount_yi": 0.0232
          },
          {
            "time": "09:52",
            "open": 33.91,
            "high": 33.91,
            "low": 33.91,
            "close": 33.91,
            "amount_yi": 0.043
          },
          {
            "time": "09:53",
            "open": 33.91,
            "high": 33.91,
            "low": 33.86,
            "close": 33.86,
            "amount_yi": 0.0418
          },
          {
            "time": "09:54",
            "open": 33.85,
            "high": 33.91,
            "low": 33.85,
            "close": 33.91,
            "amount_yi": 0.0176
          },
          {
            "time": "09:55",
            "open": 33.86,
            "high": 33.86,
            "low": 33.82,
            "close": 33.82,
            "amount_yi": 0.0271
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 31.048,
      "quote": {
        "last": 33.82,
        "ts": "2026-06-08T09:55:31",
        "bid1": 33.82,
        "ask1": 33.85,
        "bid_qty1": 400,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.300976:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.300976:BREAK_PREV_HIGH",
      "symbol": "SZSE.300976",
      "name": "达瑞电子",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 68.79,
      "exec_low": 68.79,
      "exec_high": 69.82,
      "invalid_price": 63.03,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 700,
      "prev_close": 66.87,
      "theme": "柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 80.24,
      "max_chase_pct": 1.5,
      "base_exec_high": 69.82,
      "dynamic_exec_high": null,
      "intraday_vwap": 64.7371,
      "price_vs_vwap_pct": 1.5337,
      "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": 0.1114,
        "prev_amount_yi": 0.1801,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6185,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 65.81,
            "high": 65.98,
            "low": 65.81,
            "close": 65.98,
            "amount_yi": 0.0165
          },
          {
            "time": "09:52",
            "open": 66.0,
            "high": 66.0,
            "low": 66.0,
            "close": 66.0,
            "amount_yi": 0.0196
          },
          {
            "time": "09:53",
            "open": 66.13,
            "high": 66.13,
            "low": 65.8,
            "close": 65.8,
            "amount_yi": 0.0328
          },
          {
            "time": "09:54",
            "open": 65.79,
            "high": 65.99,
            "low": 65.79,
            "close": 65.99,
            "amount_yi": 0.0222
          },
          {
            "time": "09:55",
            "open": 65.94,
            "high": 65.94,
            "low": 65.73,
            "close": 65.73,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 63.03,
      "quote": {
        "last": 65.73,
        "ts": "2026-06-08T09:55:30",
        "bid1": 65.73,
        "ask1": 65.76,
        "bid_qty1": 5200,
        "ask_qty1": 1100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.300136:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.300136:BREAK_PREV_HIGH",
      "symbol": "SZSE.300136",
      "name": "信维通信",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 108.98,
      "exec_low": 108.98,
      "exec_high": 110.61,
      "invalid_price": 96.686,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 400,
      "prev_close": 106.33,
      "theme": "柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 127.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 110.61,
      "dynamic_exec_high": null,
      "intraday_vwap": 107.5981,
      "price_vs_vwap_pct": -0.0912,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.7164,
        "prev_amount_yi": 4.55,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.597,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 108.4,
            "high": 108.88,
            "low": 108.4,
            "close": 108.88,
            "amount_yi": 0.4573
          },
          {
            "time": "09:52",
            "open": 108.64,
            "high": 108.64,
            "low": 108.64,
            "close": 108.64,
            "amount_yi": 0.1982
          },
          {
            "time": "09:53",
            "open": 108.96,
            "high": 108.96,
            "low": 108.77,
            "close": 108.77,
            "amount_yi": 0.5193
          },
          {
            "time": "09:54",
            "open": 108.24,
            "high": 108.3,
            "low": 108.24,
            "close": 108.3,
            "amount_yi": 0.5095
          },
          {
            "time": "09:55",
            "open": 107.85,
            "high": 107.85,
            "low": 107.5,
            "close": 107.5,
            "amount_yi": 1.0321
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 96.686,
      "quote": {
        "last": 107.5,
        "ts": "2026-06-08T09:55:30",
        "bid1": 107.48,
        "ask1": 107.5,
        "bid_qty1": 3500,
        "ask_qty1": 6900
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.300752:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.300752:BREAK_PREV_HIGH",
      "symbol": "SZSE.300752",
      "name": "隆利科技",
      "side": "BUY",
      "priority": "W9",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.64,
      "exec_low": 15.64,
      "exec_high": 15.87,
      "invalid_price": 14.782,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "near_trigger",
      "qty": 3100,
      "prev_close": 15.38,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.87,
      "dynamic_exec_high": null,
      "intraday_vwap": 15.4494,
      "price_vs_vwap_pct": 0.457,
      "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": 0.099,
        "prev_amount_yi": 0.1676,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5907,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 15.49,
            "high": 15.53,
            "low": 15.49,
            "close": 15.53,
            "amount_yi": 0.0146
          },
          {
            "time": "09:52",
            "open": 15.52,
            "high": 15.52,
            "low": 15.52,
            "close": 15.52,
            "amount_yi": 0.0151
          },
          {
            "time": "09:53",
            "open": 15.54,
            "high": 15.54,
            "low": 15.52,
            "close": 15.52,
            "amount_yi": 0.026
          },
          {
            "time": "09:54",
            "open": 15.51,
            "high": 15.51,
            "low": 15.51,
            "close": 15.51,
            "amount_yi": 0.0173
          },
          {
            "time": "09:55",
            "open": 15.48,
            "high": 15.52,
            "low": 15.48,
            "close": 15.52,
            "amount_yi": 0.026
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.782,
      "quote": {
        "last": 15.52,
        "ts": "2026-06-08T09:55:30",
        "bid1": 15.52,
        "ask1": 15.53,
        "bid_qty1": 200,
        "ask_qty1": 2900
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.688170:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.688170:BREAK_PREV_HIGH",
      "symbol": "SHSE.688170",
      "name": "德龙激光",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 83.22,
      "exec_low": 83.22,
      "exec_high": 84.47,
      "invalid_price": 73.798,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 600,
      "prev_close": 80.15,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 96.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.47,
      "dynamic_exec_high": null,
      "intraday_vwap": 77.6515,
      "price_vs_vwap_pct": 2.007,
      "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": 0.2564,
        "prev_amount_yi": 0.2318,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1061,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 79.22,
            "high": 79.25,
            "low": 79.22,
            "close": 79.25,
            "amount_yi": 0.0791
          },
          {
            "time": "09:52",
            "open": 79.05,
            "high": 79.05,
            "low": 79.05,
            "close": 79.05,
            "amount_yi": 0.0334
          },
          {
            "time": "09:53",
            "open": 79.0,
            "high": 79.0,
            "low": 78.99,
            "close": 78.99,
            "amount_yi": 0.027
          },
          {
            "time": "09:54",
            "open": 79.0,
            "high": 79.75,
            "low": 79.0,
            "close": 79.75,
            "amount_yi": 0.0628
          },
          {
            "time": "09:55",
            "open": 79.5,
            "high": 79.5,
            "low": 79.21,
            "close": 79.21,
            "amount_yi": 0.0541
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 73.798,
      "quote": {
        "last": 79.21,
        "ts": "2026-06-08T09:55:31",
        "bid1": 79.0,
        "ask1": 79.21,
        "bid_qty1": 21178,
        "ask_qty1": 67
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.688017:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.688017:BREAK_PREV_HIGH",
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "side": "BUY",
      "priority": "W11",
      "status": "FILLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 393.0,
      "exec_low": 393.0,
      "exec_high": 398.89,
      "invalid_price": 325.736,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 393.0,
      "theme": "机器人智能制造",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 471.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 398.89,
      "dynamic_exec_high": null,
      "intraday_vwap": 394.5879,
      "price_vs_vwap_pct": 0.6138,
      "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": 325.736,
      "quote": {
        "last": 397.01,
        "ts": "2026-06-08T09:55:30",
        "bid1": 397.01,
        "ask1": 397.42,
        "bid_qty1": 1068,
        "ask_qty1": 252
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.300319:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.300319:BREAK_PREV_HIGH",
      "symbol": "SZSE.300319",
      "name": "麦捷科技",
      "side": "BUY",
      "priority": "W12",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.36,
      "exec_low": 23.36,
      "exec_high": 23.71,
      "invalid_price": 18.302,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 2000,
      "prev_close": 22.28,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.71,
      "dynamic_exec_high": null,
      "intraday_vwap": 24.3451,
      "price_vs_vwap_pct": -1.4997,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0592,
        "prev_amount_yi": 3.4111,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6037,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 23.63,
            "high": 23.67,
            "low": 23.63,
            "close": 23.67,
            "amount_yi": 0.6695
          },
          {
            "time": "09:52",
            "open": 23.6,
            "high": 23.6,
            "low": 23.6,
            "close": 23.6,
            "amount_yi": 0.248
          },
          {
            "time": "09:53",
            "open": 23.63,
            "high": 23.63,
            "low": 23.58,
            "close": 23.58,
            "amount_yi": 0.3525
          },
          {
            "time": "09:54",
            "open": 23.61,
            "high": 23.82,
            "low": 23.61,
            "close": 23.82,
            "amount_yi": 0.3965
          },
          {
            "time": "09:55",
            "open": 23.76,
            "high": 23.98,
            "low": 23.76,
            "close": 23.98,
            "amount_yi": 0.3927
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 18.302,
      "quote": {
        "last": 23.98,
        "ts": "2026-06-08T09:55:30",
        "bid1": 23.97,
        "ask1": 23.98,
        "bid_qty1": 7100,
        "ask_qty1": 12200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.002138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.002138:BREAK_PREV_HIGH",
      "symbol": "SZSE.002138",
      "name": "顺络电子",
      "side": "BUY",
      "priority": "W13",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 55.61,
      "exec_low": 55.61,
      "exec_high": 56.44,
      "invalid_price": 49.862,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 800,
      "prev_close": 55.61,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 61.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 56.5727,
      "price_vs_vwap_pct": 1.9043,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.157,
        "prev_amount_yi": 3.4157,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6315,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 56.81,
            "high": 57.0,
            "low": 56.81,
            "close": 57.0,
            "amount_yi": 0.5744
          },
          {
            "time": "09:52",
            "open": 56.91,
            "high": 56.91,
            "low": 56.91,
            "close": 56.91,
            "amount_yi": 0.2827
          },
          {
            "time": "09:53",
            "open": 57.04,
            "high": 57.4,
            "low": 57.04,
            "close": 57.4,
            "amount_yi": 0.2579
          },
          {
            "time": "09:54",
            "open": 57.28,
            "high": 57.62,
            "low": 57.28,
            "close": 57.62,
            "amount_yi": 0.5248
          },
          {
            "time": "09:55",
            "open": 57.81,
            "high": 57.81,
            "low": 57.65,
            "close": 57.65,
            "amount_yi": 0.5172
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.862,
      "quote": {
        "last": 57.65,
        "ts": "2026-06-08T09:55:30",
        "bid1": 57.6,
        "ask1": 57.65,
        "bid_qty1": 3400,
        "ask_qty1": 5300
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.301458:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.301458:BREAK_PREV_HIGH",
      "symbol": "SZSE.301458",
      "name": "钧崴电子",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 65.82,
      "exec_low": 65.82,
      "exec_high": 66.81,
      "invalid_price": 54.024,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "prev_close": 63.52,
      "theme": "无人机",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 76.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.81,
      "dynamic_exec_high": null,
      "intraday_vwap": 61.6024,
      "price_vs_vwap_pct": -2.6824,
      "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": 0.5494,
        "prev_amount_yi": 0.5994,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9166,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 60.48,
            "high": 60.48,
            "low": 60.42,
            "close": 60.42,
            "amount_yi": 0.1357
          },
          {
            "time": "09:52",
            "open": 60.3,
            "high": 60.3,
            "low": 60.3,
            "close": 60.3,
            "amount_yi": 0.0352
          },
          {
            "time": "09:53",
            "open": 60.36,
            "high": 60.36,
            "low": 60.3,
            "close": 60.3,
            "amount_yi": 0.0913
          },
          {
            "time": "09:54",
            "open": 60.16,
            "high": 60.16,
            "low": 59.88,
            "close": 59.88,
            "amount_yi": 0.1925
          },
          {
            "time": "09:55",
            "open": 60.01,
            "high": 60.01,
            "low": 59.95,
            "close": 59.95,
            "amount_yi": 0.0947
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 54.024,
      "quote": {
        "last": 59.95,
        "ts": "2026-06-08T09:55:30",
        "bid1": 59.9,
        "ask1": 59.95,
        "bid_qty1": 100,
        "ask_qty1": 1500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SHSE.600378:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SHSE.600378:BREAK_PREV_HIGH",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 47.92,
      "exec_low": 47.92,
      "exec_high": 48.64,
      "invalid_price": 43.22,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 900,
      "prev_close": 46.6,
      "theme": "大飞机",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 51.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 48.64,
      "dynamic_exec_high": null,
      "intraday_vwap": 49.187,
      "price_vs_vwap_pct": 4.2145,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.2058,
        "prev_amount_yi": 3.6107,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6109,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 50.65,
            "high": 51.0,
            "low": 50.65,
            "close": 51.0,
            "amount_yi": 0.401
          },
          {
            "time": "09:52",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.9859
          },
          {
            "time": "09:53",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.6319
          },
          {
            "time": "09:54",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.125
          },
          {
            "time": "09:55",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.062
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.22,
      "quote": {
        "last": 51.26,
        "ts": "2026-06-08T09:55:29",
        "bid1": 51.26,
        "ask1": 0.0,
        "bid_qty1": 19651080,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260605:20260608:SZSE.002229:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260605:SZSE.002229:BREAK_PREV_HIGH",
      "symbol": "SZSE.002229",
      "name": "鸿博股份",
      "side": "BUY",
      "priority": "W16",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 14.3,
      "exec_low": 14.3,
      "exec_high": 14.51,
      "invalid_price": 14.078,
      "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": "2026-06-08T09:55:33",
      "sim_reason": "waiting_trigger",
      "qty": 3500,
      "prev_close": 14.1,
      "theme": "文娱消费",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 15.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.51,
      "dynamic_exec_high": null,
      "intraday_vwap": 14.0324,
      "price_vs_vwap_pct": 0.553,
      "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": 0.1028,
        "prev_amount_yi": 0.1703,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6036,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:51",
            "open": 14.08,
            "high": 14.08,
            "low": 14.08,
            "close": 14.08,
            "amount_yi": 0.0154
          },
          {
            "time": "09:52",
            "open": 14.09,
            "high": 14.09,
            "low": 14.09,
            "close": 14.09,
            "amount_yi": 0.0106
          },
          {
            "time": "09:53",
            "open": 14.09,
            "high": 14.09,
            "low": 14.08,
            "close": 14.08,
            "amount_yi": 0.029
          },
          {
            "time": "09:54",
            "open": 14.09,
            "high": 14.12,
            "low": 14.09,
            "close": 14.12,
            "amount_yi": 0.0124
          },
          {
            "time": "09:55",
            "open": 14.1,
            "high": 14.11,
            "low": 14.1,
            "close": 14.11,
            "amount_yi": 0.0354
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49475.35,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.078,
      "quote": {
        "last": 14.11,
        "ts": "2026-06-08T09:55:30",
        "bid1": 14.1,
        "ask1": 14.11,
        "bid_qty1": 33600,
        "ask_qty1": 500
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 949827.0,
    "market_value": 39701.0,
    "total_value": 989528.0,
    "unrealized_pnl": -169.99999999999886,
    "total_pnl": -10472.0,
    "total_pnl_pct": -1.0472000000000037
  },
  "paper_positions": [
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 398.71,
      "last_price": 397.01,
      "market_value": 39701.0,
      "unrealized_pnl": -169.99999999999886,
      "unrealized_pnl_pct": -0.42637505956709676,
      "updated_at": "2026-06-08T09:55:33",
      "position_pct_of_total": 4.01211486688603
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 23.71,
      "cash_before_order": 947803.0,
      "chase_ceiling": 26.74,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260605:20260608:SZSE.300319:BREAK_PREV_HIGH:BUY",
      "exec_high": 23.71,
      "exec_low": 23.36,
      "intraday_vwap": 23.705,
      "invalid_price": 18.302,
      "ma5": 18.302,
      "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": "麦捷科技",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260605",
      "plan_id": "20260605:SZSE.300319:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 3.5646,
      "qty": 0,
      "quote_ask1": 24.55,
      "quote_ask_qty1": 6200,
      "quote_bid1": 24.5,
      "quote_bid_qty1": 20100,
      "quote_last": 24.55,
      "quote_ts": "2026-06-08T09:30:03",
      "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.300319",
      "target_amount": 49477.55,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "题材股",
      "trade_date": "20260608",
      "trigger_price": 23.36,
      "ts": "2026-06-08T09:30:05",
      "id": 26
    },
    {
      "amount": 41895.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260608:SZSE.001896:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 18.888,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "豫能控股",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260605",
      "plan_id": "RISK:20260605:SZSE.001896:position_stop_loss",
      "position_pnl_pct": -14.455277660025434,
      "price": 19.95,
      "price_vs_vwap_pct": null,
      "qty": 2100,
      "quote_ask1": 20.18,
      "quote_ask_qty1": 17700,
      "quote_bid1": 19.95,
      "quote_bid_qty1": 89500,
      "quote_last": 20.18,
      "quote_ts": "2026-06-08T09:30:03",
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 2100,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.001896",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "新能源电力链",
      "trade_date": "20260608",
      "trigger_price": -3.0,
      "ts": "2026-06-08T09:30:05",
      "id": 27
    },
    {
      "amount": 0.0,
      "base_exec_high": 36.25,
      "cash_before_order": 989698.0,
      "chase_ceiling": 37.2,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260605:20260608:SZSE.300545:VWAP_RECLAIM:BUY",
      "exec_high": 36.25,
      "exec_low": 36.12,
      "intraday_vwap": 35.3499,
      "invalid_price": 34.77,
      "ma5": 34.428,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.1074,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.1074,
            "close": 36.43,
            "high": 36.43,
            "low": 36.43,
            "open": 36.43,
            "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": "VWAP_RECLAIM",
        "window_min": 5
      },
      "name": "联得装备",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260605",
      "plan_id": "20260605:SZSE.300545:VWAP_RECLAIM",
      "price": null,
      "price_vs_vwap_pct": 3.0555,
      "qty": 0,
      "quote_ask1": 36.49,
      "quote_ask_qty1": 8600,
      "quote_bid1": 36.43,
      "quote_bid_qty1": 1800,
      "quote_last": 36.43,
      "quote_ts": "2026-06-08T09:30:33",
      "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.300545",
      "target_amount": 49484.9,
      "target_position_pct": 5.0,
      "template_key": "VWAP_RECLAIM",
      "theme": null,
      "trade_date": "20260608",
      "trigger_price": 35.71,
      "ts": "2026-06-08T09:30:36",
      "id": 28
    },
    {
      "amount": 0.0,
      "base_exec_high": 56.44,
      "cash_before_order": 989698.0,
      "chase_ceiling": 61.17,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260605:20260608:SZSE.002138:BREAK_PREV_HIGH:BUY",
      "exec_high": 56.44,
      "exec_low": 55.61,
      "intraday_vwap": 55.2184,
      "invalid_price": 49.862,
      "ma5": 49.862,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 3.1651,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 1.3238,
            "close": 55.9,
            "high": 55.9,
            "low": 55.9,
            "open": 55.9,
            "time": "09:30"
          },
          {
            "amount_yi": 1.8413,
            "close": 56.78,
            "high": 56.78,
            "low": 56.78,
            "open": 56.78,
            "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": "顺络电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260605",
      "plan_id": "20260605:SZSE.002138:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.828,
      "qty": 0,
      "quote_ask1": 56.78,
      "quote_ask_qty1": 8200,
      "quote_bid1": 56.5,
      "quote_bid_qty1": 7100,
      "quote_last": 56.78,
      "quote_ts": "2026-06-08T09:31:06",
      "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.002138",
      "target_amount": 49484.9,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "题材股",
      "trade_date": "20260608",
      "trigger_price": 55.61,
      "ts": "2026-06-08T09:31:07",
      "id": 29
    },
    {
      "amount": 39871.0,
      "base_exec_high": 398.89,
      "cash_before_order": 989698.0,
      "chase_ceiling": 471.6,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260605:20260608:SHSE.688017:BREAK_PREV_HIGH:BUY",
      "exec_high": 398.89,
      "exec_low": 393.0,
      "intraday_vwap": 382.5666,
      "invalid_price": 325.736,
      "ma5": 325.736,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 6.2411,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 1.6733,
            "close": 382.98,
            "high": 382.98,
            "low": 382.98,
            "open": 382.98,
            "time": "09:30"
          },
          {
            "amount_yi": 3.3581,
            "close": 392.88,
            "high": 392.88,
            "low": 387.18,
            "open": 387.18,
            "time": "09:31"
          },
          {
            "amount_yi": 1.2097,
            "close": 398.0,
            "high": 398.0,
            "low": 398.0,
            "open": 398.0,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "绿的谐波",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260605",
      "plan_id": "20260605:SHSE.688017:BREAK_PREV_HIGH",
      "price": 398.71,
      "price_vs_vwap_pct": 4.0342,
      "qty": 100,
      "quote_ask1": 398.71,
      "quote_ask_qty1": 200,
      "quote_bid1": 398.39,
      "quote_bid_qty1": 223,
      "quote_last": 398.0,
      "quote_ts": "2026-06-08T09:32:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 145.29,
      "status": "FILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688017",
      "target_amount": 49484.9,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "机器人智能制造",
      "trade_date": "20260608",
      "trigger_price": 393.0,
      "ts": "2026-06-08T09:32:08",
      "id": 30
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [],
  "risk_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 30.0,
    "max_shadow_total_position_pct": 20.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "信号池或 active 龙头承接不足，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "信号池或 active 龙头承接不足，总仓降到防守档",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 30.0,
      "effective_shadow_total_position_pct": 20.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.5294,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 17,
        "market_gate_passed": false,
        "market_gate_reason": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
  },
  "summary": {
    "active_contracts": 17,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 17,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 2,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 3,
    "risk_exit_signals": 0,
    "risk_exit_orders": 1,
    "risk_exit_filled": 1,
    "risk_exit_blocked_t1": 0
  }
}