{
  "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": "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": 0.3529,
    "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": "2026-06-08T14:45:44",
  "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": "2026-06-08T14:45:44",
      "sim_reason": "invalid_price_broken",
      "qty": 4800,
      "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": 10.3296,
      "price_vs_vwap_pct": -1.4483,
      "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": 0.0266,
        "prev_amount_yi": 0.0331,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8036,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:41",
            "open": 10.14,
            "high": 10.14,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0047
          },
          {
            "time": "14:42",
            "open": 10.13,
            "high": 10.17,
            "low": 10.13,
            "close": 10.17,
            "amount_yi": 0.0054
          },
          {
            "time": "14:43",
            "open": 10.18,
            "high": 10.18,
            "low": 10.16,
            "close": 10.16,
            "amount_yi": 0.0053
          },
          {
            "time": "14:44",
            "open": 10.17,
            "high": 10.18,
            "low": 10.17,
            "close": 10.18,
            "amount_yi": 0.0046
          },
          {
            "time": "14:45",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.0066
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 10.31,
      "quote": {
        "last": 10.18,
        "ts": "2026-06-08T14:45:42",
        "bid1": 10.18,
        "ask1": 10.19,
        "bid_qty1": 3400,
        "ask_qty1": 12600
      },
      "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": "OBSERVE",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 36.4773,
      "price_vs_vwap_pct": -1.9938,
      "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": 0.068,
        "prev_amount_yi": 0.0768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8854,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "14:41",
            "open": 35.59,
            "high": 35.59,
            "low": 35.58,
            "close": 35.58,
            "amount_yi": 0.0079
          },
          {
            "time": "14:42",
            "open": 35.58,
            "high": 35.67,
            "low": 35.58,
            "close": 35.67,
            "amount_yi": 0.0077
          },
          {
            "time": "14:43",
            "open": 35.74,
            "high": 35.74,
            "low": 35.69,
            "close": 35.69,
            "amount_yi": 0.0162
          },
          {
            "time": "14:44",
            "open": 35.73,
            "high": 35.74,
            "low": 35.73,
            "close": 35.74,
            "amount_yi": 0.0258
          },
          {
            "time": "14:45",
            "open": 35.75,
            "high": 35.75,
            "low": 35.75,
            "close": 35.75,
            "amount_yi": 0.0104
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 34.428,
      "quote": {
        "last": 35.75,
        "ts": "2026-06-08T14:45:42",
        "bid1": 35.72,
        "ask1": 35.75,
        "bid_qty1": 700,
        "ask_qty1": 11300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "waiting_trigger",
      "qty": 2400,
      "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": 21.1447,
      "price_vs_vwap_pct": -2.4815,
      "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": 0.0809,
        "prev_amount_yi": 0.079,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0241,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 20.51,
            "high": 20.51,
            "low": 20.51,
            "close": 20.51,
            "amount_yi": 0.0131
          },
          {
            "time": "14:42",
            "open": 20.52,
            "high": 20.55,
            "low": 20.52,
            "close": 20.55,
            "amount_yi": 0.0067
          },
          {
            "time": "14:43",
            "open": 20.59,
            "high": 20.59,
            "low": 20.58,
            "close": 20.58,
            "amount_yi": 0.0199
          },
          {
            "time": "14:44",
            "open": 20.54,
            "high": 20.54,
            "low": 20.52,
            "close": 20.52,
            "amount_yi": 0.0164
          },
          {
            "time": "14:45",
            "open": 20.63,
            "high": 20.63,
            "low": 20.62,
            "close": 20.62,
            "amount_yi": 0.0248
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 20.468,
      "quote": {
        "last": 20.62,
        "ts": "2026-06-08T14:45:42",
        "bid1": 20.59,
        "ask1": 20.62,
        "bid_qty1": 1300,
        "ask_qty1": 10800
      },
      "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": "2026-06-08T14:45:44",
      "sim_reason": "waiting_trigger",
      "qty": 1800,
      "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": 27.748,
      "price_vs_vwap_pct": -1.1821,
      "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": 0.5731,
        "prev_amount_yi": 0.4042,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4179,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 27.25,
            "high": 27.25,
            "low": 27.22,
            "close": 27.22,
            "amount_yi": 0.0713
          },
          {
            "time": "14:42",
            "open": 27.29,
            "high": 27.32,
            "low": 27.29,
            "close": 27.32,
            "amount_yi": 0.102
          },
          {
            "time": "14:43",
            "open": 27.39,
            "high": 27.39,
            "low": 27.35,
            "close": 27.35,
            "amount_yi": 0.0876
          },
          {
            "time": "14:44",
            "open": 27.31,
            "high": 27.38,
            "low": 27.31,
            "close": 27.38,
            "amount_yi": 0.1282
          },
          {
            "time": "14:45",
            "open": 27.46,
            "high": 27.46,
            "low": 27.42,
            "close": 27.42,
            "amount_yi": 0.184
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.034,
      "quote": {
        "last": 27.42,
        "ts": "2026-06-08T14:45:43",
        "bid1": 27.42,
        "ask1": 27.43,
        "bid_qty1": 6500,
        "ask_qty1": 2600
      },
      "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": "2026-06-08T14:45:44",
      "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": 28.3033,
      "price_vs_vwap_pct": -0.6476,
      "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": 0.0126,
        "prev_amount_yi": 0.0108,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1667,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.0013
          },
          {
            "time": "14:42",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.0029
          },
          {
            "time": "14:43",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.003
          },
          {
            "time": "14:44",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.0034
          },
          {
            "time": "14:45",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.002
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 29.848,
      "quote": {
        "last": 28.12,
        "ts": "2026-06-08T14:45:41",
        "bid1": 0.0,
        "ask1": 28.12,
        "bid_qty1": 0,
        "ask_qty1": 6966458
      },
      "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": "TOUCHED",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1400,
      "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": 32.5895,
      "price_vs_vwap_pct": 4.6963,
      "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": 0.0806,
        "prev_amount_yi": 0.1137,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7089,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0079
          },
          {
            "time": "14:42",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0329
          },
          {
            "time": "14:43",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0105
          },
          {
            "time": "14:44",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0192
          },
          {
            "time": "14:45",
            "open": 34.12,
            "high": 34.12,
            "low": 34.12,
            "close": 34.12,
            "amount_yi": 0.0101
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.656,
      "quote": {
        "last": 34.12,
        "ts": "2026-06-08T14:45:42",
        "bid1": 34.12,
        "ask1": 0.0,
        "bid_qty1": 8289100,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "waiting_trigger",
      "qty": 1500,
      "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": 33.4224,
      "price_vs_vwap_pct": -2.1913,
      "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": 0.0896,
        "prev_amount_yi": 0.0648,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3827,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 32.51,
            "high": 32.51,
            "low": 32.49,
            "close": 32.49,
            "amount_yi": 0.0107
          },
          {
            "time": "14:42",
            "open": 32.52,
            "high": 32.54,
            "low": 32.52,
            "close": 32.54,
            "amount_yi": 0.0158
          },
          {
            "time": "14:43",
            "open": 32.58,
            "high": 32.6,
            "low": 32.58,
            "close": 32.6,
            "amount_yi": 0.0232
          },
          {
            "time": "14:44",
            "open": 32.6,
            "high": 32.69,
            "low": 32.6,
            "close": 32.69,
            "amount_yi": 0.026
          },
          {
            "time": "14:45",
            "open": 32.63,
            "high": 32.69,
            "low": 32.63,
            "close": 32.69,
            "amount_yi": 0.0139
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 31.048,
      "quote": {
        "last": 32.69,
        "ts": "2026-06-08T14:45:43",
        "bid1": 32.66,
        "ask1": 32.69,
        "bid_qty1": 1300,
        "ask_qty1": 2800
      },
      "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": "CANCELLED",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "invalid_price_broken",
      "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": 63.5572,
      "price_vs_vwap_pct": -2.0567,
      "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": 0.0581,
        "prev_amount_yi": 0.051,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1392,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 62.02,
            "high": 62.02,
            "low": 61.98,
            "close": 61.98,
            "amount_yi": 0.0103
          },
          {
            "time": "14:42",
            "open": 62.02,
            "high": 62.12,
            "low": 62.02,
            "close": 62.12,
            "amount_yi": 0.0076
          },
          {
            "time": "14:43",
            "open": 62.22,
            "high": 62.22,
            "low": 62.2,
            "close": 62.2,
            "amount_yi": 0.0188
          },
          {
            "time": "14:44",
            "open": 62.11,
            "high": 62.16,
            "low": 62.11,
            "close": 62.16,
            "amount_yi": 0.0119
          },
          {
            "time": "14:45",
            "open": 62.2,
            "high": 62.25,
            "low": 62.2,
            "close": 62.25,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 63.03,
      "quote": {
        "last": 62.25,
        "ts": "2026-06-08T14:45:42",
        "bid1": 62.23,
        "ask1": 62.28,
        "bid_qty1": 300,
        "ask_qty1": 100
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-08T14:45:44",
      "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": 105.9093,
      "price_vs_vwap_pct": -2.3598,
      "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": 1.2552,
        "prev_amount_yi": 1.1051,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1358,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 103.64,
            "high": 103.64,
            "low": 103.59,
            "close": 103.59,
            "amount_yi": 0.2227
          },
          {
            "time": "14:42",
            "open": 103.59,
            "high": 103.59,
            "low": 103.57,
            "close": 103.57,
            "amount_yi": 0.209
          },
          {
            "time": "14:43",
            "open": 103.55,
            "high": 103.58,
            "low": 103.55,
            "close": 103.58,
            "amount_yi": 0.2901
          },
          {
            "time": "14:44",
            "open": 103.58,
            "high": 103.58,
            "low": 103.58,
            "close": 103.58,
            "amount_yi": 0.2536
          },
          {
            "time": "14:45",
            "open": 103.52,
            "high": 103.52,
            "low": 103.41,
            "close": 103.41,
            "amount_yi": 0.2798
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 96.686,
      "quote": {
        "last": 103.41,
        "ts": "2026-06-08T14:45:42",
        "bid1": 103.4,
        "ask1": 103.41,
        "bid_qty1": 4000,
        "ask_qty1": 39600
      },
      "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": "CANCELLED",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 15.2001,
      "price_vs_vwap_pct": -2.8296,
      "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": 0.0458,
        "prev_amount_yi": 0.0444,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0315,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 14.72,
            "high": 14.72,
            "low": 14.7,
            "close": 14.7,
            "amount_yi": 0.0044
          },
          {
            "time": "14:42",
            "open": 14.73,
            "high": 14.74,
            "low": 14.73,
            "close": 14.74,
            "amount_yi": 0.0045
          },
          {
            "time": "14:43",
            "open": 14.77,
            "high": 14.77,
            "low": 14.76,
            "close": 14.76,
            "amount_yi": 0.0121
          },
          {
            "time": "14:44",
            "open": 14.75,
            "high": 14.78,
            "low": 14.75,
            "close": 14.78,
            "amount_yi": 0.0125
          },
          {
            "time": "14:45",
            "open": 14.8,
            "high": 14.8,
            "low": 14.77,
            "close": 14.77,
            "amount_yi": 0.0123
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.782,
      "quote": {
        "last": 14.77,
        "ts": "2026-06-08T14:45:42",
        "bid1": 14.78,
        "ask1": 14.79,
        "bid_qty1": 600,
        "ask_qty1": 1900
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "2026-06-08T14:45:44",
      "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": 78.3123,
      "price_vs_vwap_pct": -3.0676,
      "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": 0.063,
        "prev_amount_yi": 0.0985,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6396,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 75.86,
            "high": 75.88,
            "low": 75.86,
            "close": 75.88,
            "amount_yi": 0.0188
          },
          {
            "time": "14:42",
            "open": 75.9,
            "high": 75.92,
            "low": 75.9,
            "close": 75.92,
            "amount_yi": 0.01
          },
          {
            "time": "14:43",
            "open": 76.07,
            "high": 76.11,
            "low": 76.07,
            "close": 76.11,
            "amount_yi": 0.0068
          },
          {
            "time": "14:44",
            "open": 76.3,
            "high": 76.3,
            "low": 76.0,
            "close": 76.0,
            "amount_yi": 0.0158
          },
          {
            "time": "14:45",
            "open": 75.9,
            "high": 75.91,
            "low": 75.9,
            "close": 75.91,
            "amount_yi": 0.0116
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 73.798,
      "quote": {
        "last": 75.91,
        "ts": "2026-06-08T14:45:43",
        "bid1": 75.91,
        "ask1": 76.0,
        "bid_qty1": 8425,
        "ask_qty1": 2493
      },
      "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": "2026-06-08T14:45:44",
      "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": 410.8419,
      "price_vs_vwap_pct": 3.6871,
      "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": 425.99,
        "ts": "2026-06-08T14:45:42",
        "bid1": 425.93,
        "ask1": 425.99,
        "bid_qty1": 200,
        "ask_qty1": 684
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "near_trigger",
      "qty": 2100,
      "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": 23.9718,
      "price_vs_vwap_pct": -3.1779,
      "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": 0.6136,
        "prev_amount_yi": 0.6018,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0196,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 23.16,
            "high": 23.16,
            "low": 23.14,
            "close": 23.14,
            "amount_yi": 0.1658
          },
          {
            "time": "14:42",
            "open": 23.15,
            "high": 23.15,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.1499
          },
          {
            "time": "14:43",
            "open": 23.13,
            "high": 23.13,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.1271
          },
          {
            "time": "14:44",
            "open": 23.19,
            "high": 23.2,
            "low": 23.19,
            "close": 23.2,
            "amount_yi": 0.1129
          },
          {
            "time": "14:45",
            "open": 23.22,
            "high": 23.22,
            "low": 23.21,
            "close": 23.21,
            "amount_yi": 0.0579
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 18.302,
      "quote": {
        "last": 23.21,
        "ts": "2026-06-08T14:45:42",
        "bid1": 23.2,
        "ask1": 23.21,
        "bid_qty1": 18600,
        "ask_qty1": 2000
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "ACTIONABLE",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "trigger_touched",
      "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": 56.6917,
      "price_vs_vwap_pct": -1.6435,
      "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": 0.7965,
        "prev_amount_yi": 0.6404,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2438,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 55.66,
            "high": 55.66,
            "low": 55.54,
            "close": 55.54,
            "amount_yi": 0.2195
          },
          {
            "time": "14:42",
            "open": 55.5,
            "high": 55.64,
            "low": 55.5,
            "close": 55.64,
            "amount_yi": 0.163
          },
          {
            "time": "14:43",
            "open": 55.75,
            "high": 55.75,
            "low": 55.62,
            "close": 55.62,
            "amount_yi": 0.1494
          },
          {
            "time": "14:44",
            "open": 55.7,
            "high": 55.71,
            "low": 55.7,
            "close": 55.71,
            "amount_yi": 0.1205
          },
          {
            "time": "14:45",
            "open": 55.74,
            "high": 55.76,
            "low": 55.74,
            "close": 55.76,
            "amount_yi": 0.1441
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 49.862,
      "quote": {
        "last": 55.76,
        "ts": "2026-06-08T14:45:42",
        "bid1": 55.76,
        "ask1": 55.77,
        "bid_qty1": 1900,
        "ask_qty1": 900
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-08T14:45:44",
      "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": 58.5373,
      "price_vs_vwap_pct": -2.6262,
      "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": 0.1929,
        "prev_amount_yi": 0.1238,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.5582,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 57.72,
            "high": 57.72,
            "low": 57.71,
            "close": 57.71,
            "amount_yi": 0.0563
          },
          {
            "time": "14:42",
            "open": 57.6,
            "high": 57.6,
            "low": 57.5,
            "close": 57.5,
            "amount_yi": 0.0369
          },
          {
            "time": "14:43",
            "open": 57.61,
            "high": 57.61,
            "low": 57.58,
            "close": 57.58,
            "amount_yi": 0.0158
          },
          {
            "time": "14:44",
            "open": 57.39,
            "high": 57.39,
            "low": 57.13,
            "close": 57.13,
            "amount_yi": 0.0425
          },
          {
            "time": "14:45",
            "open": 57.16,
            "high": 57.16,
            "low": 57.0,
            "close": 57.0,
            "amount_yi": 0.0414
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 54.024,
      "quote": {
        "last": 57.0,
        "ts": "2026-06-08T14:45:42",
        "bid1": 57.0,
        "ask1": 57.05,
        "bid_qty1": 2600,
        "ask_qty1": 31305
      },
      "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": "2026-06-08T14:45:44",
      "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": 50.024,
      "price_vs_vwap_pct": 1.8311,
      "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": 1.0383,
        "prev_amount_yi": 1.4011,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7411,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 51.09,
            "high": 51.19,
            "low": 51.09,
            "close": 51.19,
            "amount_yi": 0.1254
          },
          {
            "time": "14:42",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.233
          },
          {
            "time": "14:43",
            "open": 51.26,
            "high": 51.26,
            "low": 51.26,
            "close": 51.26,
            "amount_yi": 0.2549
          },
          {
            "time": "14:44",
            "open": 51.11,
            "high": 51.11,
            "low": 50.88,
            "close": 50.88,
            "amount_yi": 0.31
          },
          {
            "time": "14:45",
            "open": 50.89,
            "high": 50.94,
            "low": 50.89,
            "close": 50.94,
            "amount_yi": 0.115
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 43.22,
      "quote": {
        "last": 50.94,
        "ts": "2026-06-08T14:45:41",
        "bid1": 50.92,
        "ask1": 50.94,
        "bid_qty1": 1900,
        "ask_qty1": 2700
      },
      "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": "TOUCHED",
      "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": "2026-06-08T14:45:44",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 3300,
      "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": 14.3441,
      "price_vs_vwap_pct": 3.248,
      "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": 0.1714,
        "prev_amount_yi": 0.2447,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7004,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "14:41",
            "open": 14.77,
            "high": 14.79,
            "low": 14.77,
            "close": 14.79,
            "amount_yi": 0.0385
          },
          {
            "time": "14:42",
            "open": 14.79,
            "high": 14.79,
            "low": 14.79,
            "close": 14.79,
            "amount_yi": 0.0312
          },
          {
            "time": "14:43",
            "open": 14.8,
            "high": 14.81,
            "low": 14.8,
            "close": 14.81,
            "amount_yi": 0.0385
          },
          {
            "time": "14:44",
            "open": 14.81,
            "high": 14.81,
            "low": 14.81,
            "close": 14.81,
            "amount_yi": 0.0356
          },
          {
            "time": "14:45",
            "open": 14.82,
            "high": 14.82,
            "low": 14.81,
            "close": 14.81,
            "amount_yi": 0.0276
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49621.45,
      "current_position_value": 0.0,
      "cash_before_order": 949827.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.078,
      "quote": {
        "last": 14.81,
        "ts": "2026-06-08T14:45:42",
        "bid1": 14.81,
        "ask1": 14.82,
        "bid_qty1": 45400,
        "ask_qty1": 80100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 949827.0,
    "market_value": 42599.0,
    "total_value": 992426.0,
    "unrealized_pnl": 2728.0000000000027,
    "total_pnl": -7574.0,
    "total_pnl_pct": -0.757399999999997
  },
  "paper_positions": [
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 398.71,
      "last_price": 425.99,
      "market_value": 42599.0,
      "unrealized_pnl": 2728.0000000000027,
      "unrealized_pnl_pct": 6.842065661759178,
      "updated_at": "2026-06-08T14:45:44",
      "position_pct_of_total": 4.292410718784071
    }
  ],
  "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": 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": 0.3529,
        "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": "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": 17,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 17,
    "watch_only_contracts": 0,
    "actionable": 1,
    "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
  }
}