{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260609",
  "trade_date": "20260610",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "intraday_market_gate": {
    "passed": false,
    "reason": "signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.4688,
    "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": 2,
    "sample_total": 32,
    "active_samples": [
      {
        "symbol": "SHSE.600460",
        "name": "士兰微",
        "paper_scope": "active",
        "ret_pct": -2.5922,
        "last": 33.82,
        "prev_close": 34.72,
        "vwap": 34.1173
      },
      {
        "symbol": "SZSE.300502",
        "name": "新易盛",
        "paper_scope": "active",
        "ret_pct": -1.2256,
        "last": 776.1,
        "prev_close": 785.73,
        "vwap": 782.5149
      }
    ]
  },
  "quote_source": "public_http_sina:34/34",
  "quote_stale_lock": false,
  "generated_at": "2026-06-10T10:05:46",
  "signals": [
    {
      "event_id": "20260609:20260610:SHSE.600460:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600460:BREAK_PREV_HIGH",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "P0",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 34.86,
      "exec_low": 34.86,
      "exec_high": 35.91,
      "invalid_price": 34.164,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 2400,
      "prev_close": 34.72,
      "theme": "IGBT概念",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 38.19,
      "max_chase_pct": 3.0,
      "base_exec_high": 35.91,
      "dynamic_exec_high": null,
      "intraday_vwap": 34.1173,
      "price_vs_vwap_pct": -0.8714,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4871,
        "prev_amount_yi": 0.295,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6512,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 34.1,
            "high": 34.1,
            "low": 34.0,
            "close": 34.0,
            "amount_yi": 0.0937
          },
          {
            "time": "10:04",
            "open": 33.9,
            "high": 33.9,
            "low": 33.8,
            "close": 33.8,
            "amount_yi": 0.2137
          },
          {
            "time": "10:05",
            "open": 33.81,
            "high": 33.82,
            "low": 33.81,
            "close": 33.82,
            "amount_yi": 0.1797
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 118784.88,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 34.164,
      "quote": {
        "last": 33.82,
        "ts": "2026-06-10T10:05:43",
        "bid1": 33.8,
        "ask1": 33.82,
        "bid_qty1": 1000,
        "ask_qty1": 5500
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300502:BREAK_PREV_HIGH",
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "side": "BUY",
      "priority": "P1",
      "status": "FILLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 795.0,
      "exec_low": 795.0,
      "exec_high": 818.85,
      "invalid_price": 763.384,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 785.73,
      "theme": "科技风格",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 942.88,
      "max_chase_pct": 3.0,
      "base_exec_high": 818.85,
      "dynamic_exec_high": null,
      "intraday_vwap": 782.5149,
      "price_vs_vwap_pct": -0.8198,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 763.384,
      "quote": {
        "last": 776.1,
        "ts": "2026-06-10T10:05:45",
        "bid1": 776.33,
        "ask1": 776.43,
        "bid_qty1": 100,
        "ask_qty1": 200
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300655:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SZSE.300655:VWAP_RECLAIM",
      "symbol": "SZSE.300655",
      "name": "晶瑞电材",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 14.54,
      "exec_low": 14.71,
      "exec_high": 14.76,
      "invalid_price": 14.15,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 14.98,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 15.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 14.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 14.9321,
      "price_vs_vwap_pct": -0.3489,
      "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": 0.1894,
        "prev_amount_yi": 0.4007,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4727,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 14.99,
            "high": 14.99,
            "low": 14.98,
            "close": 14.98,
            "amount_yi": 0.028
          },
          {
            "time": "10:02",
            "open": 14.99,
            "high": 14.99,
            "low": 14.97,
            "close": 14.97,
            "amount_yi": 0.0327
          },
          {
            "time": "10:03",
            "open": 14.97,
            "high": 14.97,
            "low": 14.96,
            "close": 14.96,
            "amount_yi": 0.0236
          },
          {
            "time": "10:04",
            "open": 14.92,
            "high": 14.92,
            "low": 14.88,
            "close": 14.88,
            "amount_yi": 0.0568
          },
          {
            "time": "10:05",
            "open": 14.84,
            "high": 14.88,
            "low": 14.84,
            "close": 14.88,
            "amount_yi": 0.0483
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 14.53,
      "quote": {
        "last": 14.88,
        "ts": "2026-06-10T10:05:45",
        "bid1": 14.86,
        "ask1": 14.88,
        "bid_qty1": 16330,
        "ask_qty1": 6200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "W1",
      "status": "FILLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 93.13,
      "exec_low": 94.35,
      "exec_high": 94.53,
      "invalid_price": 90.3,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 95.8,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 98.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 94.53,
      "dynamic_exec_high": null,
      "intraday_vwap": 96.3363,
      "price_vs_vwap_pct": 1.2806,
      "energy_floor_hint_yi": null,
      "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": 92.672,
      "quote": {
        "last": 97.57,
        "ts": "2026-06-10T10:05:45",
        "bid1": 97.55,
        "ask1": 97.57,
        "bid_qty1": 100,
        "ask_qty1": 3200
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688720:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SHSE.688720:VWAP_RECLAIM",
      "symbol": "SHSE.688720",
      "name": "艾森股份",
      "side": "BUY",
      "priority": "W2",
      "status": "TOUCHED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 92.83,
      "exec_low": 94.32,
      "exec_high": 94.22,
      "invalid_price": 89.33,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 94.9,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 97.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 94.22,
      "dynamic_exec_high": null,
      "intraday_vwap": 95.3373,
      "price_vs_vwap_pct": -0.1545,
      "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": 0.1101,
        "prev_amount_yi": 0.1233,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8929,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 95.67,
            "high": 95.73,
            "low": 95.67,
            "close": 95.73,
            "amount_yi": 0.0147
          },
          {
            "time": "10:02",
            "open": 95.73,
            "high": 95.84,
            "low": 95.73,
            "close": 95.84,
            "amount_yi": 0.0066
          },
          {
            "time": "10:03",
            "open": 95.86,
            "high": 95.86,
            "low": 95.23,
            "close": 95.23,
            "amount_yi": 0.0233
          },
          {
            "time": "10:04",
            "open": 94.8,
            "high": 94.8,
            "low": 94.61,
            "close": 94.61,
            "amount_yi": 0.0396
          },
          {
            "time": "10:05",
            "open": 94.61,
            "high": 95.19,
            "low": 94.61,
            "close": 95.19,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 92.17,
      "quote": {
        "last": 95.19,
        "ts": "2026-06-10T10:05:43",
        "bid1": 95.12,
        "ask1": 95.19,
        "bid_qty1": 1268,
        "ask_qty1": 100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300706:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SZSE.300706:VWAP_RECLAIM",
      "symbol": "SZSE.300706",
      "name": "阿石创",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 51.44,
      "exec_low": 52.08,
      "exec_high": 52.21,
      "invalid_price": 49.94,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 53.0,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 54.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 52.21,
      "dynamic_exec_high": null,
      "intraday_vwap": 54.4615,
      "price_vs_vwap_pct": 0.4746,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5425,
        "prev_amount_yi": 0.3052,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7775,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 54.33,
            "high": 54.53,
            "low": 54.33,
            "close": 54.53,
            "amount_yi": 0.0656
          },
          {
            "time": "10:02",
            "open": 54.81,
            "high": 54.9,
            "low": 54.81,
            "close": 54.9,
            "amount_yi": 0.126
          },
          {
            "time": "10:03",
            "open": 54.78,
            "high": 54.78,
            "low": 54.56,
            "close": 54.56,
            "amount_yi": 0.0954
          },
          {
            "time": "10:04",
            "open": 54.46,
            "high": 54.55,
            "low": 54.46,
            "close": 54.55,
            "amount_yi": 0.1343
          },
          {
            "time": "10:05",
            "open": 54.62,
            "high": 54.72,
            "low": 54.62,
            "close": 54.72,
            "amount_yi": 0.1212
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 51.44,
      "quote": {
        "last": 54.72,
        "ts": "2026-06-10T10:05:45",
        "bid1": 54.67,
        "ask1": 54.72,
        "bid_qty1": 200,
        "ask_qty1": 1100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688729:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SHSE.688729:VWAP_RECLAIM",
      "symbol": "SHSE.688729",
      "name": "屹唐股份",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 23.79,
      "exec_low": 24.07,
      "exec_high": 24.15,
      "invalid_price": 23.14,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 24.44,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.15,
      "dynamic_exec_high": null,
      "intraday_vwap": 24.5017,
      "price_vs_vwap_pct": -0.4967,
      "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": 0.1038,
        "prev_amount_yi": 0.0844,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2299,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 24.59,
            "high": 24.59,
            "low": 24.59,
            "close": 24.59,
            "amount_yi": 0.0324
          },
          {
            "time": "10:02",
            "open": 24.57,
            "high": 24.6,
            "low": 24.57,
            "close": 24.6,
            "amount_yi": 0.0092
          },
          {
            "time": "10:03",
            "open": 24.55,
            "high": 24.55,
            "low": 24.45,
            "close": 24.45,
            "amount_yi": 0.0141
          },
          {
            "time": "10:04",
            "open": 24.34,
            "high": 24.34,
            "low": 24.3,
            "close": 24.3,
            "amount_yi": 0.0253
          },
          {
            "time": "10:05",
            "open": 24.3,
            "high": 24.38,
            "low": 24.3,
            "close": 24.38,
            "amount_yi": 0.0228
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 24.122,
      "quote": {
        "last": 24.38,
        "ts": "2026-06-10T10:05:45",
        "bid1": 24.36,
        "ask1": 24.39,
        "bid_qty1": 12987,
        "ask_qty1": 3113
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.001389:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SZSE.001389:VWAP_RECLAIM",
      "symbol": "SZSE.001389",
      "name": "广合科技",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 185.59,
      "exec_low": 187.71,
      "exec_high": 188.37,
      "invalid_price": 180.62,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 189.25,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 194.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 188.37,
      "dynamic_exec_high": null,
      "intraday_vwap": 185.1589,
      "price_vs_vwap_pct": -0.9607,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4406,
        "prev_amount_yi": 0.5265,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8368,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 185.41,
            "high": 185.41,
            "low": 185.01,
            "close": 185.01,
            "amount_yi": 0.0873
          },
          {
            "time": "10:02",
            "open": 185.51,
            "high": 185.51,
            "low": 185.0,
            "close": 185.0,
            "amount_yi": 0.0546
          },
          {
            "time": "10:03",
            "open": 184.98,
            "high": 184.98,
            "low": 183.82,
            "close": 183.82,
            "amount_yi": 0.1188
          },
          {
            "time": "10:04",
            "open": 183.42,
            "high": 183.42,
            "low": 183.2,
            "close": 183.2,
            "amount_yi": 0.0987
          },
          {
            "time": "10:05",
            "open": 183.18,
            "high": 183.38,
            "low": 183.18,
            "close": 183.38,
            "amount_yi": 0.0812
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 179.806,
      "quote": {
        "last": 183.38,
        "ts": "2026-06-10T10:05:45",
        "bid1": 183.37,
        "ask1": 183.38,
        "bid_qty1": 100,
        "ask_qty1": 400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300475:VWAP_RECLAIM:BUY",
      "plan_id": "20260609:SZSE.300475:VWAP_RECLAIM",
      "symbol": "SZSE.300475",
      "name": "香农芯创",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 166.84,
      "exec_low": 169.0,
      "exec_high": 169.34,
      "invalid_price": 161.79,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 173.3,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 178.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 169.34,
      "dynamic_exec_high": null,
      "intraday_vwap": 177.8835,
      "price_vs_vwap_pct": 0.7851,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6935,
        "prev_amount_yi": 2.7027,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6266,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:01",
            "open": 179.87,
            "high": 180.64,
            "low": 179.87,
            "close": 180.64,
            "amount_yi": 0.3215
          },
          {
            "time": "10:02",
            "open": 181.39,
            "high": 181.67,
            "low": 181.39,
            "close": 181.67,
            "amount_yi": 0.3875
          },
          {
            "time": "10:03",
            "open": 181.51,
            "high": 181.51,
            "low": 180.54,
            "close": 180.54,
            "amount_yi": 0.4302
          },
          {
            "time": "10:04",
            "open": 179.88,
            "high": 179.88,
            "low": 179.01,
            "close": 179.01,
            "amount_yi": 0.2398
          },
          {
            "time": "10:05",
            "open": 179.14,
            "high": 179.28,
            "low": 179.14,
            "close": 179.28,
            "amount_yi": 0.3145
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 173.264,
      "quote": {
        "last": 179.28,
        "ts": "2026-06-10T10:05:45",
        "bid1": 179.14,
        "ask1": 179.35,
        "bid_qty1": 1900,
        "ask_qty1": 1000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688187:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.688187:BREAK_PREV_HIGH",
      "symbol": "SHSE.688187",
      "name": "时代电气",
      "side": "BUY",
      "priority": "W7",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 58.19,
      "exec_low": 58.19,
      "exec_high": 59.06,
      "invalid_price": 56.356,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": 57.9,
      "theme": "IGBT概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 69.48,
      "max_chase_pct": 1.5,
      "base_exec_high": 59.06,
      "dynamic_exec_high": null,
      "intraday_vwap": 55.9351,
      "price_vs_vwap_pct": -1.3142,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1992,
        "prev_amount_yi": 0.3053,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6525,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 55.46,
            "high": 55.48,
            "low": 55.46,
            "close": 55.48,
            "amount_yi": 0.0331
          },
          {
            "time": "10:02",
            "open": 55.48,
            "high": 55.48,
            "low": 55.36,
            "close": 55.36,
            "amount_yi": 0.0558
          },
          {
            "time": "10:03",
            "open": 55.33,
            "high": 55.33,
            "low": 55.29,
            "close": 55.29,
            "amount_yi": 0.0362
          },
          {
            "time": "10:04",
            "open": 55.24,
            "high": 55.24,
            "low": 55.21,
            "close": 55.21,
            "amount_yi": 0.0478
          },
          {
            "time": "10:05",
            "open": 55.24,
            "high": 55.24,
            "low": 55.2,
            "close": 55.2,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 56.356,
      "quote": {
        "last": 55.2,
        "ts": "2026-06-10T10:05:44",
        "bid1": 55.2,
        "ask1": 55.21,
        "bid_qty1": 10355,
        "ask_qty1": 772
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.003031:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.003031:BREAK_PREV_HIGH",
      "symbol": "SZSE.003031",
      "name": "中瓷电子",
      "side": "BUY",
      "priority": "W8",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 145.58,
      "exec_low": 145.58,
      "exec_high": 147.76,
      "invalid_price": 142.448,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": 143.79,
      "theme": "IGBT概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 158.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 147.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 141.6731,
      "price_vs_vwap_pct": -0.3904,
      "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": 0.2487,
        "prev_amount_yi": 0.2589,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9606,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 141.77,
            "high": 142.26,
            "low": 141.77,
            "close": 142.26,
            "amount_yi": 0.046
          },
          {
            "time": "10:02",
            "open": 142.77,
            "high": 142.77,
            "low": 142.44,
            "close": 142.44,
            "amount_yi": 0.0423
          },
          {
            "time": "10:03",
            "open": 142.32,
            "high": 142.32,
            "low": 141.77,
            "close": 141.77,
            "amount_yi": 0.0189
          },
          {
            "time": "10:04",
            "open": 141.5,
            "high": 141.5,
            "low": 141.03,
            "close": 141.03,
            "amount_yi": 0.0529
          },
          {
            "time": "10:05",
            "open": 141.01,
            "high": 141.12,
            "low": 141.01,
            "close": 141.12,
            "amount_yi": 0.0886
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 142.448,
      "quote": {
        "last": 141.12,
        "ts": "2026-06-10T10:05:45",
        "bid1": 140.97,
        "ask1": 141.13,
        "bid_qty1": 100,
        "ask_qty1": 200
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300623:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300623:BREAK_PREV_HIGH",
      "symbol": "SZSE.300623",
      "name": "捷捷微电",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.15,
      "exec_low": 33.15,
      "exec_high": 33.65,
      "invalid_price": 32.498,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": 32.94,
      "theme": "IGBT概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 39.53,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.65,
      "dynamic_exec_high": null,
      "intraday_vwap": 32.2966,
      "price_vs_vwap_pct": -1.5067,
      "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": 0.2581,
        "prev_amount_yi": 0.4775,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5405,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 32.03,
            "high": 32.17,
            "low": 32.03,
            "close": 32.17,
            "amount_yi": 0.0563
          },
          {
            "time": "10:02",
            "open": 32.24,
            "high": 32.24,
            "low": 32.16,
            "close": 32.16,
            "amount_yi": 0.0257
          },
          {
            "time": "10:03",
            "open": 32.13,
            "high": 32.13,
            "low": 32.04,
            "close": 32.04,
            "amount_yi": 0.0393
          },
          {
            "time": "10:04",
            "open": 31.93,
            "high": 31.93,
            "low": 31.85,
            "close": 31.85,
            "amount_yi": 0.0713
          },
          {
            "time": "10:05",
            "open": 31.83,
            "high": 31.83,
            "low": 31.81,
            "close": 31.81,
            "amount_yi": 0.0655
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 32.498,
      "quote": {
        "last": 31.81,
        "ts": "2026-06-10T10:05:45",
        "bid1": 31.81,
        "ask1": 31.83,
        "bid_qty1": 600,
        "ask_qty1": 12000
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.603936:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.603936:BREAK_PREV_HIGH",
      "symbol": "SHSE.603936",
      "name": "博敏电子",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.94,
      "exec_low": 21.94,
      "exec_high": 22.27,
      "invalid_price": 21.442,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 21.79,
      "theme": "IGBT概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 23.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.27,
      "dynamic_exec_high": null,
      "intraday_vwap": 21.7146,
      "price_vs_vwap_pct": -1.2185,
      "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": 0.2315,
        "prev_amount_yi": 0.2766,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8369,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 21.55,
            "high": 21.59,
            "low": 21.55,
            "close": 21.59,
            "amount_yi": 0.0266
          },
          {
            "time": "10:02",
            "open": 21.59,
            "high": 21.59,
            "low": 21.53,
            "close": 21.53,
            "amount_yi": 0.0444
          },
          {
            "time": "10:03",
            "open": 21.57,
            "high": 21.57,
            "low": 21.48,
            "close": 21.48,
            "amount_yi": 0.0615
          },
          {
            "time": "10:04",
            "open": 21.44,
            "high": 21.44,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.069
          },
          {
            "time": "10:05",
            "open": 21.4,
            "high": 21.45,
            "low": 21.4,
            "close": 21.45,
            "amount_yi": 0.03
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 21.442,
      "quote": {
        "last": 21.45,
        "ts": "2026-06-10T10:05:42",
        "bid1": 21.43,
        "ask1": 21.45,
        "bid_qty1": 4700,
        "ask_qty1": 800
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.002371:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.002371:BREAK_PREV_HIGH",
      "symbol": "SZSE.002371",
      "name": "北方华创",
      "side": "BUY",
      "priority": "W11",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 619.8,
      "exec_low": 619.8,
      "exec_high": 629.1,
      "invalid_price": 609.608,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 617.1,
      "theme": "氮化镓",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 678.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 629.1,
      "dynamic_exec_high": null,
      "intraday_vwap": 629.1808,
      "price_vs_vwap_pct": 0.4719,
      "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": 1.8158,
        "prev_amount_yi": 3.2701,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5553,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 633.5,
            "high": 634.71,
            "low": 633.5,
            "close": 634.71,
            "amount_yi": 0.3589
          },
          {
            "time": "10:02",
            "open": 636.36,
            "high": 636.36,
            "low": 635.88,
            "close": 635.88,
            "amount_yi": 0.3623
          },
          {
            "time": "10:03",
            "open": 635.26,
            "high": 635.26,
            "low": 633.51,
            "close": 633.51,
            "amount_yi": 0.2935
          },
          {
            "time": "10:04",
            "open": 630.99,
            "high": 630.99,
            "low": 630.5,
            "close": 630.5,
            "amount_yi": 0.4575
          },
          {
            "time": "10:05",
            "open": 631.28,
            "high": 632.15,
            "low": 631.28,
            "close": 632.15,
            "amount_yi": 0.3436
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 609.608,
      "quote": {
        "last": 632.15,
        "ts": "2026-06-10T10:05:45",
        "bid1": 632.9,
        "ask1": 632.95,
        "bid_qty1": 100,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.603823:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.603823:BREAK_PREV_HIGH",
      "symbol": "SHSE.603823",
      "name": "百合花",
      "side": "BUY",
      "priority": "W12",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 35.53,
      "exec_low": 35.53,
      "exec_high": 36.06,
      "invalid_price": 30.66,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 35.28,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 38.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.06,
      "dynamic_exec_high": null,
      "intraday_vwap": 37.2832,
      "price_vs_vwap_pct": 3.2368,
      "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": 0.4346,
        "prev_amount_yi": 0.9861,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4407,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 38.69,
            "high": 38.69,
            "low": 38.57,
            "close": 38.57,
            "amount_yi": 0.0727
          },
          {
            "time": "10:02",
            "open": 38.69,
            "high": 38.79,
            "low": 38.69,
            "close": 38.79,
            "amount_yi": 0.1658
          },
          {
            "time": "10:03",
            "open": 38.81,
            "high": 38.81,
            "low": 38.81,
            "close": 38.81,
            "amount_yi": 0.0803
          },
          {
            "time": "10:04",
            "open": 38.7,
            "high": 38.7,
            "low": 38.69,
            "close": 38.69,
            "amount_yi": 0.0678
          },
          {
            "time": "10:05",
            "open": 38.61,
            "high": 38.61,
            "low": 38.49,
            "close": 38.49,
            "amount_yi": 0.048
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 30.66,
      "quote": {
        "last": 38.49,
        "ts": "2026-06-10T10:05:45",
        "bid1": 38.46,
        "ask1": 38.48,
        "bid_qty1": 100,
        "ask_qty1": 100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300700:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300700:BREAK_PREV_HIGH",
      "symbol": "SZSE.300700",
      "name": "岱勒新材",
      "side": "BUY",
      "priority": "W13",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.7,
      "exec_low": 21.7,
      "exec_high": 22.03,
      "invalid_price": 20.486,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 21.61,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 25.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.03,
      "dynamic_exec_high": null,
      "intraday_vwap": 22.0076,
      "price_vs_vwap_pct": 0.8288,
      "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": 0.1236,
        "prev_amount_yi": 0.148,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8351,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 22.21,
            "high": 22.21,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0102
          },
          {
            "time": "10:02",
            "open": 22.25,
            "high": 22.25,
            "low": 22.25,
            "close": 22.25,
            "amount_yi": 0.028
          },
          {
            "time": "10:03",
            "open": 22.25,
            "high": 22.25,
            "low": 22.21,
            "close": 22.21,
            "amount_yi": 0.0134
          },
          {
            "time": "10:04",
            "open": 22.18,
            "high": 22.18,
            "low": 22.14,
            "close": 22.14,
            "amount_yi": 0.0252
          },
          {
            "time": "10:05",
            "open": 22.18,
            "high": 22.19,
            "low": 22.18,
            "close": 22.19,
            "amount_yi": 0.0468
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 20.486,
      "quote": {
        "last": 22.19,
        "ts": "2026-06-10T10:05:42",
        "bid1": 22.17,
        "ask1": 22.19,
        "bid_qty1": 200,
        "ask_qty1": 600
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.600498:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600498:BREAK_PREV_HIGH",
      "symbol": "SHSE.600498",
      "name": "烽火通信",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 59.45,
      "exec_low": 59.45,
      "exec_high": 60.34,
      "invalid_price": 54.92,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 58.85,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 64.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 60.34,
      "dynamic_exec_high": null,
      "intraday_vwap": 56.7224,
      "price_vs_vwap_pct": -1.5909,
      "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": 1.5124,
        "prev_amount_yi": 3.9709,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3809,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 55.9,
            "high": 56.2,
            "low": 55.9,
            "close": 56.2,
            "amount_yi": 0.3731
          },
          {
            "time": "10:02",
            "open": 56.48,
            "high": 56.5,
            "low": 56.48,
            "close": 56.5,
            "amount_yi": 0.2542
          },
          {
            "time": "10:03",
            "open": 56.64,
            "high": 56.64,
            "low": 56.33,
            "close": 56.33,
            "amount_yi": 0.3674
          },
          {
            "time": "10:04",
            "open": 56.01,
            "high": 56.01,
            "low": 55.9,
            "close": 55.9,
            "amount_yi": 0.2334
          },
          {
            "time": "10:05",
            "open": 55.83,
            "high": 55.83,
            "low": 55.82,
            "close": 55.82,
            "amount_yi": 0.2843
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 54.92,
      "quote": {
        "last": 55.82,
        "ts": "2026-06-10T10:05:43",
        "bid1": 55.81,
        "ask1": 55.82,
        "bid_qty1": 2977,
        "ask_qty1": 5800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300710:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300710:BREAK_PREV_HIGH",
      "symbol": "SZSE.300710",
      "name": "万隆光电",
      "side": "BUY",
      "priority": "W15",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 44.43,
      "exec_low": 44.43,
      "exec_high": 45.1,
      "invalid_price": 39.906,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 43.51,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 52.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 45.1,
      "dynamic_exec_high": null,
      "intraday_vwap": 41.886,
      "price_vs_vwap_pct": -2.0675,
      "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": 0.1484,
        "prev_amount_yi": 0.0658,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.2553,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 41.55,
            "high": 41.55,
            "low": 41.53,
            "close": 41.53,
            "amount_yi": 0.0108
          },
          {
            "time": "10:02",
            "open": 41.54,
            "high": 41.54,
            "low": 41.54,
            "close": 41.54,
            "amount_yi": 0.0076
          },
          {
            "time": "10:03",
            "open": 41.53,
            "high": 41.53,
            "low": 41.48,
            "close": 41.48,
            "amount_yi": 0.023
          },
          {
            "time": "10:04",
            "open": 41.26,
            "high": 41.26,
            "low": 41.07,
            "close": 41.07,
            "amount_yi": 0.062
          },
          {
            "time": "10:05",
            "open": 41.1,
            "high": 41.1,
            "low": 41.02,
            "close": 41.02,
            "amount_yi": 0.045
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 39.906,
      "quote": {
        "last": 41.02,
        "ts": "2026-06-10T10:05:45",
        "bid1": 41.04,
        "ask1": 41.09,
        "bid_qty1": 200,
        "ask_qty1": 2200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH",
      "symbol": "SZSE.300395",
      "name": "菲利华",
      "side": "BUY",
      "priority": "W16",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 121.42,
      "exec_low": 121.42,
      "exec_high": 123.24,
      "invalid_price": 118.802,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 121.33,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 145.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 123.24,
      "dynamic_exec_high": null,
      "intraday_vwap": 123.9849,
      "price_vs_vwap_pct": -0.4637,
      "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": 2.03,
        "prev_amount_yi": 1.9259,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0541,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 124.75,
            "high": 124.75,
            "low": 124.26,
            "close": 124.26,
            "amount_yi": 0.3462
          },
          {
            "time": "10:02",
            "open": 124.43,
            "high": 124.43,
            "low": 124.19,
            "close": 124.19,
            "amount_yi": 0.5973
          },
          {
            "time": "10:03",
            "open": 124.41,
            "high": 124.41,
            "low": 123.7,
            "close": 123.7,
            "amount_yi": 0.2619
          },
          {
            "time": "10:04",
            "open": 123.4,
            "high": 123.4,
            "low": 123.15,
            "close": 123.15,
            "amount_yi": 0.382
          },
          {
            "time": "10:05",
            "open": 123.1,
            "high": 123.41,
            "low": 123.1,
            "close": 123.41,
            "amount_yi": 0.4426
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 118.802,
      "quote": {
        "last": 123.41,
        "ts": "2026-06-10T10:05:45",
        "bid1": 123.41,
        "ask1": 123.45,
        "bid_qty1": 4000,
        "ask_qty1": 1600
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.600869:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600869:BREAK_PREV_HIGH",
      "symbol": "SHSE.600869",
      "name": "远东股份",
      "side": "BUY",
      "priority": "W17",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 29.97,
      "exec_low": 29.97,
      "exec_high": 30.42,
      "invalid_price": 27.796,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 29.62,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 32.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 28.7301,
      "price_vs_vwap_pct": 0.8698,
      "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": 1.1965,
        "prev_amount_yi": 0.8162,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4659,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 28.97,
            "high": 28.98,
            "low": 28.97,
            "close": 28.98,
            "amount_yi": 0.1993
          },
          {
            "time": "10:02",
            "open": 29.18,
            "high": 29.27,
            "low": 29.18,
            "close": 29.27,
            "amount_yi": 0.3058
          },
          {
            "time": "10:03",
            "open": 29.36,
            "high": 29.36,
            "low": 29.13,
            "close": 29.13,
            "amount_yi": 0.4077
          },
          {
            "time": "10:04",
            "open": 28.96,
            "high": 28.96,
            "low": 28.87,
            "close": 28.87,
            "amount_yi": 0.1523
          },
          {
            "time": "10:05",
            "open": 28.95,
            "high": 28.98,
            "low": 28.95,
            "close": 28.98,
            "amount_yi": 0.1314
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 27.796,
      "quote": {
        "last": 28.98,
        "ts": "2026-06-10T10:05:45",
        "bid1": 28.97,
        "ask1": 28.98,
        "bid_qty1": 300,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.600105:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600105:BREAK_PREV_HIGH",
      "symbol": "SHSE.600105",
      "name": "永鼎股份",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 57.16,
      "exec_low": 57.16,
      "exec_high": 58.02,
      "invalid_price": 54.306,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": 56.9,
      "theme": "光纤概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.59,
      "max_chase_pct": 1.5,
      "base_exec_high": 58.02,
      "dynamic_exec_high": null,
      "intraday_vwap": 53.8295,
      "price_vs_vwap_pct": -1.541,
      "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": 1.5867,
        "prev_amount_yi": 3.5047,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4527,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 53.27,
            "high": 53.39,
            "low": 53.27,
            "close": 53.39,
            "amount_yi": 0.2748
          },
          {
            "time": "10:02",
            "open": 53.72,
            "high": 53.72,
            "low": 53.65,
            "close": 53.65,
            "amount_yi": 0.2167
          },
          {
            "time": "10:03",
            "open": 53.67,
            "high": 53.67,
            "low": 53.38,
            "close": 53.38,
            "amount_yi": 0.2855
          },
          {
            "time": "10:04",
            "open": 53.2,
            "high": 53.2,
            "low": 53.08,
            "close": 53.08,
            "amount_yi": 0.2652
          },
          {
            "time": "10:05",
            "open": 52.89,
            "high": 53.0,
            "low": 52.89,
            "close": 53.0,
            "amount_yi": 0.5445
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 54.306,
      "quote": {
        "last": 53.0,
        "ts": "2026-06-10T10:05:43",
        "bid1": 52.96,
        "ask1": 53.0,
        "bid_qty1": 200,
        "ask_qty1": 3400
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.301322:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.301322:BREAK_PREV_HIGH",
      "symbol": "SZSE.301322",
      "name": "绿通科技",
      "side": "BUY",
      "priority": "W19",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 55.78,
      "exec_low": 55.78,
      "exec_high": 56.62,
      "invalid_price": 50.674,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 55.43,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 66.52,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.62,
      "dynamic_exec_high": null,
      "intraday_vwap": 58.189,
      "price_vs_vwap_pct": -2.1465,
      "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": 0.1072,
        "prev_amount_yi": 0.099,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0828,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 57.4,
            "high": 57.4,
            "low": 57.3,
            "close": 57.3,
            "amount_yi": 0.0106
          },
          {
            "time": "10:02",
            "open": 57.27,
            "high": 57.31,
            "low": 57.27,
            "close": 57.31,
            "amount_yi": 0.011
          },
          {
            "time": "10:03",
            "open": 57.37,
            "high": 57.37,
            "low": 57.21,
            "close": 57.21,
            "amount_yi": 0.0272
          },
          {
            "time": "10:04",
            "open": 56.95,
            "high": 56.95,
            "low": 56.89,
            "close": 56.89,
            "amount_yi": 0.0326
          },
          {
            "time": "10:05",
            "open": 56.93,
            "high": 56.94,
            "low": 56.93,
            "close": 56.94,
            "amount_yi": 0.0258
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 50.674,
      "quote": {
        "last": 56.94,
        "ts": "2026-06-10T10:05:42",
        "bid1": 56.9,
        "ask1": 56.95,
        "bid_qty1": 500,
        "ask_qty1": 1100
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688012:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.688012:BREAK_PREV_HIGH",
      "symbol": "SHSE.688012",
      "name": "中微公司",
      "side": "BUY",
      "priority": "W20",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 286.0,
      "exec_low": 286.0,
      "exec_high": 290.29,
      "invalid_price": 280.364,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 285.04,
      "theme": "LED概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 342.05,
      "max_chase_pct": 1.5,
      "base_exec_high": 290.29,
      "dynamic_exec_high": null,
      "intraday_vwap": 297.1609,
      "price_vs_vwap_pct": -0.458,
      "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": 2.7135,
        "prev_amount_yi": 3.2823,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8267,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 298.19,
            "high": 298.32,
            "low": 298.19,
            "close": 298.32,
            "amount_yi": 0.6284
          },
          {
            "time": "10:02",
            "open": 298.71,
            "high": 298.71,
            "low": 298.14,
            "close": 298.14,
            "amount_yi": 0.4269
          },
          {
            "time": "10:03",
            "open": 298.0,
            "high": 298.0,
            "low": 297.14,
            "close": 297.14,
            "amount_yi": 0.4776
          },
          {
            "time": "10:04",
            "open": 296.1,
            "high": 296.1,
            "low": 295.33,
            "close": 295.33,
            "amount_yi": 0.5705
          },
          {
            "time": "10:05",
            "open": 295.58,
            "high": 295.8,
            "low": 295.58,
            "close": 295.8,
            "amount_yi": 0.6101
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 280.364,
      "quote": {
        "last": 295.8,
        "ts": "2026-06-10T10:05:44",
        "bid1": 295.86,
        "ask1": 296.13,
        "bid_qty1": 200,
        "ask_qty1": 1200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688200:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.688200:BREAK_PREV_HIGH",
      "symbol": "SHSE.688200",
      "name": "华峰测控",
      "side": "BUY",
      "priority": "W21",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 468.65,
      "exec_low": 468.65,
      "exec_high": 475.68,
      "invalid_price": 431.824,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": 463.0,
      "theme": "氮化镓",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 555.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 475.68,
      "dynamic_exec_high": null,
      "intraday_vwap": 468.2425,
      "price_vs_vwap_pct": -0.4576,
      "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": 0.2752,
        "prev_amount_yi": 0.331,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8314,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 473.21,
            "high": 473.41,
            "low": 473.21,
            "close": 473.41,
            "amount_yi": 0.0576
          },
          {
            "time": "10:02",
            "open": 474.4,
            "high": 474.4,
            "low": 474.0,
            "close": 474.0,
            "amount_yi": 0.0273
          },
          {
            "time": "10:03",
            "open": 473.0,
            "high": 473.0,
            "low": 471.76,
            "close": 471.76,
            "amount_yi": 0.0387
          },
          {
            "time": "10:04",
            "open": 470.2,
            "high": 470.2,
            "low": 467.0,
            "close": 467.0,
            "amount_yi": 0.0931
          },
          {
            "time": "10:05",
            "open": 466.05,
            "high": 466.1,
            "low": 466.05,
            "close": 466.1,
            "amount_yi": 0.0585
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 431.824,
      "quote": {
        "last": 466.1,
        "ts": "2026-06-10T10:05:45",
        "bid1": 466.1,
        "ask1": 466.9,
        "bid_qty1": 137,
        "ask_qty1": 60
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300319:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300319:BREAK_PREV_HIGH",
      "symbol": "SZSE.300319",
      "name": "麦捷科技",
      "side": "BUY",
      "priority": "W22",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 24.81,
      "exec_low": 24.81,
      "exec_high": 25.18,
      "invalid_price": 21.426,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 24.25,
      "theme": "英伟达概念",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 29.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.18,
      "dynamic_exec_high": null,
      "intraday_vwap": 23.2288,
      "price_vs_vwap_pct": -2.1904,
      "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": 1.0392,
        "prev_amount_yi": 1.3762,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7551,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 22.86,
            "high": 22.9,
            "low": 22.86,
            "close": 22.9,
            "amount_yi": 0.133
          },
          {
            "time": "10:02",
            "open": 22.86,
            "high": 22.88,
            "low": 22.86,
            "close": 22.88,
            "amount_yi": 0.1655
          },
          {
            "time": "10:03",
            "open": 22.9,
            "high": 22.9,
            "low": 22.81,
            "close": 22.81,
            "amount_yi": 0.1752
          },
          {
            "time": "10:04",
            "open": 22.72,
            "high": 22.72,
            "low": 22.7,
            "close": 22.7,
            "amount_yi": 0.2475
          },
          {
            "time": "10:05",
            "open": 22.73,
            "high": 22.73,
            "low": 22.72,
            "close": 22.72,
            "amount_yi": 0.318
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 21.426,
      "quote": {
        "last": 22.72,
        "ts": "2026-06-10T10:05:45",
        "bid1": 22.72,
        "ask1": 22.73,
        "bid_qty1": 700,
        "ask_qty1": 5900
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.300088:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.300088:BREAK_PREV_HIGH",
      "symbol": "SZSE.300088",
      "name": "长信科技",
      "side": "BUY",
      "priority": "W23",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 8.63,
      "exec_low": 8.63,
      "exec_high": 8.76,
      "invalid_price": 8.298,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": 8.55,
      "theme": "柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 10.26,
      "max_chase_pct": 1.5,
      "base_exec_high": 8.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 8.186,
      "price_vs_vwap_pct": 0.904,
      "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": 0.4257,
        "prev_amount_yi": 0.379,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1232,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 8.23,
            "high": 8.23,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.0558
          },
          {
            "time": "10:02",
            "open": 8.21,
            "high": 8.21,
            "low": 8.21,
            "close": 8.21,
            "amount_yi": 0.0749
          },
          {
            "time": "10:03",
            "open": 8.21,
            "high": 8.25,
            "low": 8.21,
            "close": 8.25,
            "amount_yi": 0.0923
          },
          {
            "time": "10:04",
            "open": 8.25,
            "high": 8.25,
            "low": 8.23,
            "close": 8.23,
            "amount_yi": 0.09
          },
          {
            "time": "10:05",
            "open": 8.23,
            "high": 8.26,
            "low": 8.23,
            "close": 8.26,
            "amount_yi": 0.1127
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 8.298,
      "quote": {
        "last": 8.26,
        "ts": "2026-06-10T10:05:45",
        "bid1": 8.25,
        "ask1": 8.26,
        "bid_qty1": 119909,
        "ask_qty1": 12450
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.688378:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.688378:BREAK_PREV_HIGH",
      "symbol": "SHSE.688378",
      "name": "奥来德",
      "side": "BUY",
      "priority": "W24",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 54.18,
      "exec_low": 54.18,
      "exec_high": 54.99,
      "invalid_price": 49.756,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 52.8,
      "theme": "柔性屏(折叠屏)",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 63.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.99,
      "dynamic_exec_high": null,
      "intraday_vwap": 51.3054,
      "price_vs_vwap_pct": -1.6088,
      "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": 0.313,
        "prev_amount_yi": 0.5634,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5556,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 50.47,
            "high": 50.55,
            "low": 50.47,
            "close": 50.55,
            "amount_yi": 0.1039
          },
          {
            "time": "10:02",
            "open": 50.8,
            "high": 50.8,
            "low": 50.8,
            "close": 50.8,
            "amount_yi": 0.0437
          },
          {
            "time": "10:03",
            "open": 50.69,
            "high": 50.69,
            "low": 50.61,
            "close": 50.61,
            "amount_yi": 0.0473
          },
          {
            "time": "10:04",
            "open": 50.5,
            "high": 50.5,
            "low": 50.43,
            "close": 50.43,
            "amount_yi": 0.0563
          },
          {
            "time": "10:05",
            "open": 50.33,
            "high": 50.48,
            "low": 50.33,
            "close": 50.48,
            "amount_yi": 0.0618
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 49.756,
      "quote": {
        "last": 50.48,
        "ts": "2026-06-10T10:05:44",
        "bid1": 50.48,
        "ask1": 50.5,
        "bid_qty1": 873,
        "ask_qty1": 11200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.000837:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.000837:BREAK_PREV_HIGH",
      "symbol": "SZSE.000837",
      "name": "秦川机床",
      "side": "BUY",
      "priority": "W25",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 13.6,
      "exec_low": 13.6,
      "exec_high": 13.8,
      "invalid_price": 12.168,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 13.25,
      "theme": "3D打印",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 14.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.8,
      "dynamic_exec_high": null,
      "intraday_vwap": 12.9157,
      "price_vs_vwap_pct": -1.2829,
      "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": 0.3,
        "prev_amount_yi": 0.3125,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.96,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 12.77,
            "high": 12.77,
            "low": 12.76,
            "close": 12.76,
            "amount_yi": 0.0499
          },
          {
            "time": "10:02",
            "open": 12.81,
            "high": 12.81,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.0606
          },
          {
            "time": "10:03",
            "open": 12.78,
            "high": 12.78,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.0278
          },
          {
            "time": "10:04",
            "open": 12.76,
            "high": 12.76,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.1235
          },
          {
            "time": "10:05",
            "open": 12.76,
            "high": 12.76,
            "low": 12.75,
            "close": 12.75,
            "amount_yi": 0.0382
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 12.168,
      "quote": {
        "last": 12.75,
        "ts": "2026-06-10T10:05:45",
        "bid1": 12.75,
        "ask1": 12.76,
        "bid_qty1": 200,
        "ask_qty1": 11300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.603859:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.603859:BREAK_PREV_HIGH",
      "symbol": "SHSE.603859",
      "name": "能科科技",
      "side": "BUY",
      "priority": "W26",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 53.66,
      "exec_low": 53.66,
      "exec_high": 54.46,
      "invalid_price": 46.396,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 52.95,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 58.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.46,
      "dynamic_exec_high": null,
      "intraday_vwap": 55.6601,
      "price_vs_vwap_pct": 1.5988,
      "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": 0.8952,
        "prev_amount_yi": 0.8896,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0063,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 57.1,
            "high": 57.1,
            "low": 56.91,
            "close": 56.91,
            "amount_yi": 0.122
          },
          {
            "time": "10:02",
            "open": 56.94,
            "high": 56.94,
            "low": 56.78,
            "close": 56.78,
            "amount_yi": 0.2157
          },
          {
            "time": "10:03",
            "open": 56.77,
            "high": 56.77,
            "low": 56.68,
            "close": 56.68,
            "amount_yi": 0.1392
          },
          {
            "time": "10:04",
            "open": 56.39,
            "high": 56.39,
            "low": 56.24,
            "close": 56.24,
            "amount_yi": 0.2176
          },
          {
            "time": "10:05",
            "open": 56.49,
            "high": 56.55,
            "low": 56.49,
            "close": 56.55,
            "amount_yi": 0.2007
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 46.396,
      "quote": {
        "last": 56.55,
        "ts": "2026-06-10T10:05:44",
        "bid1": 56.51,
        "ask1": 56.55,
        "bid_qty1": 100,
        "ask_qty1": 700
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SZSE.301313:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SZSE.301313:BREAK_PREV_HIGH",
      "symbol": "SZSE.301313",
      "name": "凡拓数创",
      "side": "BUY",
      "priority": "W27",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 66.32,
      "exec_low": 66.32,
      "exec_high": 67.31,
      "invalid_price": 52.312,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 64.63,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 77.56,
      "max_chase_pct": 1.5,
      "base_exec_high": 67.31,
      "dynamic_exec_high": null,
      "intraday_vwap": 66.6496,
      "price_vs_vwap_pct": 2.4762,
      "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": 0.6976,
        "prev_amount_yi": 0.6997,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.997,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 68.4,
            "high": 68.4,
            "low": 68.07,
            "close": 68.07,
            "amount_yi": 0.1488
          },
          {
            "time": "10:02",
            "open": 67.58,
            "high": 67.58,
            "low": 67.14,
            "close": 67.14,
            "amount_yi": 0.2167
          },
          {
            "time": "10:03",
            "open": 67.71,
            "high": 68.0,
            "low": 67.71,
            "close": 68.0,
            "amount_yi": 0.1132
          },
          {
            "time": "10:04",
            "open": 68.43,
            "high": 68.43,
            "low": 68.01,
            "close": 68.01,
            "amount_yi": 0.0892
          },
          {
            "time": "10:05",
            "open": 68.0,
            "high": 68.3,
            "low": 68.0,
            "close": 68.3,
            "amount_yi": 0.1297
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 52.312,
      "quote": {
        "last": 68.3,
        "ts": "2026-06-10T10:05:42",
        "bid1": 68.26,
        "ask1": 68.3,
        "bid_qty1": 400,
        "ask_qty1": 3600
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH",
      "symbol": "SHSE.600378",
      "name": "昊华科技",
      "side": "BUY",
      "priority": "W28",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 53.64,
      "exec_low": 53.64,
      "exec_high": 54.44,
      "invalid_price": 46.966,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 52.8,
      "theme": "题材股",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 58.08,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 56.9424,
      "price_vs_vwap_pct": 1.9978,
      "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": 0.1349,
        "prev_amount_yi": 0.1563,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8631,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0184
          },
          {
            "time": "10:02",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0198
          },
          {
            "time": "10:03",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0117
          },
          {
            "time": "10:04",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0467
          },
          {
            "time": "10:05",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 46.966,
      "quote": {
        "last": 58.08,
        "ts": "2026-06-10T10:05:44",
        "bid1": 58.08,
        "ask1": 0.0,
        "bid_qty1": 8463256,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260609:20260610:SHSE.600367:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260609:SHSE.600367:BREAK_PREV_HIGH",
      "symbol": "SHSE.600367",
      "name": "红星发展",
      "side": "BUY",
      "priority": "W29",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 55.58,
      "exec_low": 55.58,
      "exec_high": 56.41,
      "invalid_price": 49.516,
      "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": "2026-06-10T10:05:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 55.55,
      "theme": "玻璃基板",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 61.11,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.41,
      "dynamic_exec_high": null,
      "intraday_vwap": 56.4207,
      "price_vs_vwap_pct": 0.7609,
      "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": 0.9128,
        "prev_amount_yi": 0.9811,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9304,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:01",
            "open": 57.11,
            "high": 57.11,
            "low": 57.04,
            "close": 57.04,
            "amount_yi": 0.2588
          },
          {
            "time": "10:02",
            "open": 57.29,
            "high": 57.29,
            "low": 57.08,
            "close": 57.08,
            "amount_yi": 0.1552
          },
          {
            "time": "10:03",
            "open": 57.03,
            "high": 57.25,
            "low": 57.03,
            "close": 57.25,
            "amount_yi": 0.1743
          },
          {
            "time": "10:04",
            "open": 57.1,
            "high": 57.1,
            "low": 56.86,
            "close": 56.86,
            "amount_yi": 0.1504
          },
          {
            "time": "10:05",
            "open": 56.8,
            "high": 56.85,
            "low": 56.8,
            "close": 56.85,
            "amount_yi": 0.1741
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49493.7,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 49.516,
      "quote": {
        "last": 56.85,
        "ts": "2026-06-10T10:05:44",
        "bid1": 56.74,
        "ask1": 56.85,
        "bid_qty1": 100,
        "ask_qty1": 4500
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 774418.0,
    "market_value": 215467.0,
    "total_value": 989885.0,
    "unrealized_pnl": 187.00000000000045,
    "total_pnl": -10115.0,
    "total_pnl_pct": -1.0114999999999985
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 795.0,
      "last_price": 776.1,
      "market_value": 77610.0,
      "unrealized_pnl": -1889.9999999999977,
      "unrealized_pnl_pct": -2.3773584905660394,
      "updated_at": "2026-06-10T10:05:46",
      "position_pct_of_total": 7.840304681856983
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 95.37,
      "last_price": 97.57,
      "market_value": 48785.0,
      "unrealized_pnl": 1099.9999999999943,
      "unrealized_pnl_pct": 2.3068050749711633,
      "updated_at": "2026-06-10T10:05:46",
      "position_pct_of_total": 4.928350262909328
    },
    {
      "symbol": "SZSE.002138",
      "name": "顺络电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 60.28,
      "last_price": 59.24,
      "market_value": 47392.0,
      "unrealized_pnl": -831.9999999999993,
      "unrealized_pnl_pct": -1.725282017252816,
      "updated_at": "2026-06-10T10:05:46",
      "position_pct_of_total": 4.787626845542664
    },
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 398.71,
      "last_price": 416.8,
      "market_value": 41680.0,
      "unrealized_pnl": 1809.0000000000032,
      "unrealized_pnl_pct": 4.537132251511133,
      "updated_at": "2026-06-10T10:05:46",
      "position_pct_of_total": 4.210590119054233
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 94.53,
      "cash_before_order": 901603.0,
      "chase_ceiling": 98.67,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY",
      "exec_high": 94.53,
      "exec_low": 94.35,
      "intraday_vwap": 94.6802,
      "invalid_price": 90.3,
      "ma5": 92.672,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.1961,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.1961,
            "close": 95.6,
            "high": 95.6,
            "low": 95.6,
            "open": 95.6,
            "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": "上海新阳",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM",
      "price": null,
      "price_vs_vwap_pct": 0.9715,
      "qty": 0,
      "quote_ask1": 95.79,
      "quote_ask_qty1": 3400,
      "quote_bid1": 95.72,
      "quote_bid_qty1": 100,
      "quote_last": 95.6,
      "quote_ts": "2026-06-10T09:30:33",
      "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.300236",
      "target_amount": 49504.15,
      "target_position_pct": 5.0,
      "template_key": "VWAP_RECLAIM",
      "theme": null,
      "trade_date": "20260610",
      "trigger_price": 93.13,
      "ts": "2026-06-10T09:30:35",
      "id": 32
    },
    {
      "amount": 0.0,
      "base_exec_high": 94.22,
      "cash_before_order": 901603.0,
      "chase_ceiling": 97.75,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260609:20260610:SHSE.688720:VWAP_RECLAIM:BUY",
      "exec_high": 94.22,
      "exec_low": 94.32,
      "intraday_vwap": 94.2002,
      "invalid_price": 89.33,
      "ma5": 92.17,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.0204,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.0204,
            "close": 94.87,
            "high": 94.87,
            "low": 94.87,
            "open": 94.87,
            "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": "艾森股份",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SHSE.688720:VWAP_RECLAIM",
      "price": null,
      "price_vs_vwap_pct": 0.711,
      "qty": 0,
      "quote_ask1": 94.87,
      "quote_ask_qty1": 3100,
      "quote_bid1": 94.58,
      "quote_bid_qty1": 400,
      "quote_last": 94.87,
      "quote_ts": "2026-06-10T09:30:34",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688720",
      "target_amount": 49504.15,
      "target_position_pct": 5.0,
      "template_key": "VWAP_RECLAIM",
      "theme": null,
      "trade_date": "20260610",
      "trigger_price": 92.83,
      "ts": "2026-06-10T09:30:35",
      "id": 33
    },
    {
      "amount": 0.0,
      "base_exec_high": 123.24,
      "cash_before_order": 901603.0,
      "chase_ceiling": 145.6,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260609:20260610:SZSE.300395:BREAK_PREV_HIGH:BUY",
      "exec_high": 123.24,
      "exec_low": 121.42,
      "intraday_vwap": 123.5966,
      "invalid_price": 118.802,
      "ma5": 118.802,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0.9407,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.9407,
            "close": 124.54,
            "high": 124.54,
            "low": 124.54,
            "open": 124.54,
            "time": "09:30"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_1/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "菲利华",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SZSE.300395:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.7633,
      "qty": 0,
      "quote_ask1": 124.55,
      "quote_ask_qty1": 2400,
      "quote_bid1": 124.17,
      "quote_bid_qty1": 1900,
      "quote_last": 124.54,
      "quote_ts": "2026-06-10T09:30:33",
      "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.300395",
      "target_amount": 49504.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "光纤概念",
      "trade_date": "20260610",
      "trigger_price": 121.42,
      "ts": "2026-06-10T09:30:35",
      "id": 34
    },
    {
      "amount": 0.0,
      "base_exec_high": 56.62,
      "cash_before_order": 901603.0,
      "chase_ceiling": 66.52,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260609:20260610:SZSE.301322:BREAK_PREV_HIGH:BUY",
      "exec_high": 56.62,
      "exec_low": 55.78,
      "intraday_vwap": 55.9922,
      "invalid_price": 50.674,
      "ma5": 50.674,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0.1339,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.1339,
            "close": 57.3,
            "high": 57.3,
            "low": 57.3,
            "open": 57.3,
            "time": "09:30"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_1/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "绿通科技",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SZSE.301322:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.3357,
      "qty": 0,
      "quote_ask1": 57.61,
      "quote_ask_qty1": 800,
      "quote_bid1": 57.3,
      "quote_bid_qty1": 9000,
      "quote_last": 57.3,
      "quote_ts": "2026-06-10T09:30:33",
      "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.301322",
      "target_amount": 49504.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "中芯概念",
      "trade_date": "20260610",
      "trigger_price": 55.78,
      "ts": "2026-06-10T09:30:35",
      "id": 35
    },
    {
      "amount": 0.0,
      "base_exec_high": 54.44,
      "cash_before_order": 901603.0,
      "chase_ceiling": 58.08,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260609:20260610:SHSE.600378:BREAK_PREV_HIGH:BUY",
      "exec_high": 54.44,
      "exec_low": 53.64,
      "intraday_vwap": 54.0378,
      "invalid_price": 46.966,
      "ma5": 46.966,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 1.46,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 1.46,
            "close": 54.73,
            "high": 54.73,
            "low": 54.73,
            "open": 54.73,
            "time": "09:30"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_1/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "昊华科技",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SHSE.600378:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 1.281,
      "qty": 0,
      "quote_ask1": 54.74,
      "quote_ask_qty1": 400,
      "quote_bid1": 54.73,
      "quote_bid_qty1": 1500,
      "quote_last": 54.73,
      "quote_ts": "2026-06-10T09:30:32",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.600378",
      "target_amount": 49504.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "题材股",
      "trade_date": "20260610",
      "trigger_price": 53.64,
      "ts": "2026-06-10T09:30:35",
      "id": 36
    },
    {
      "amount": 47685.0,
      "base_exec_high": 94.53,
      "cash_before_order": 901603.0,
      "chase_ceiling": 98.67,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": 95.37,
      "energy_floor_hint_yi": null,
      "event_id": "20260609:20260610:SZSE.300236:VWAP_RECLAIM:BUY",
      "exec_high": 95.37,
      "exec_low": 94.94,
      "intraday_vwap": 94.9425,
      "invalid_price": 90.3,
      "ma5": 92.672,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.5717,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 0.1961,
            "close": 95.6,
            "high": 95.6,
            "low": 95.6,
            "open": 95.6,
            "time": "09:30"
          },
          {
            "amount_yi": 0.2249,
            "close": 95.02,
            "high": 95.45,
            "low": 95.02,
            "open": 95.45,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1507,
            "close": 95.37,
            "high": 95.37,
            "low": 95.37,
            "open": 95.37,
            "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": "VWAP_RECLAIM",
        "window_min": 5
      },
      "name": "上海新阳",
      "paper_scope": "conditional_watch",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SZSE.300236:VWAP_RECLAIM",
      "price": 95.37,
      "price_vs_vwap_pct": 0.4503,
      "qty": 500,
      "quote_ask1": 95.37,
      "quote_ask_qty1": 1400,
      "quote_bid1": 95.24,
      "quote_bid_qty1": 100,
      "quote_last": 95.37,
      "quote_ts": "2026-06-10T09:32:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 240.52,
      "status": "FILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.300236",
      "target_amount": 49629.9,
      "target_position_pct": 5.0,
      "template_key": "VWAP_RECLAIM",
      "theme": null,
      "trade_date": "20260610",
      "trigger_price": 93.13,
      "ts": "2026-06-10T09:32:07",
      "id": 37
    },
    {
      "amount": 79500.0,
      "base_exec_high": 818.85,
      "cash_before_order": 853918.0,
      "chase_ceiling": 942.88,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY",
      "exec_high": 818.85,
      "exec_low": 795.0,
      "intraday_vwap": 776.1923,
      "invalid_price": 763.384,
      "ma5": 763.384,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.3,
        "amount_yi": 11.9155,
        "bar_count": 3,
        "bars": [
          {
            "amount_yi": 3.1436,
            "close": 792.68,
            "high": 792.68,
            "low": 791.0,
            "open": 791.0,
            "time": "09:41"
          },
          {
            "amount_yi": 4.4143,
            "close": 793.8,
            "high": 793.8,
            "low": 792.89,
            "open": 792.89,
            "time": "09:42"
          },
          {
            "amount_yi": 4.3576,
            "close": 795.28,
            "high": 795.28,
            "low": 791.45,
            "open": 791.45,
            "time": "09:43"
          }
        ],
        "energy_ratio": 1.8187,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 6.5515,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 3
      },
      "name": "新易盛",
      "paper_scope": "active",
      "participation_rate": null,
      "plan_date": "20260609",
      "plan_id": "20260609:SZSE.300502:BREAK_PREV_HIGH",
      "price": 795.0,
      "price_vs_vwap_pct": 2.4591,
      "qty": 100,
      "quote_ask1": 795.0,
      "quote_ask_qty1": 100,
      "quote_bid1": 794.07,
      "quote_bid_qty1": 400,
      "quote_last": 795.28,
      "quote_ts": "2026-06-10T09:43:48",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 0.0,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.300502",
      "target_amount": 118909.2,
      "target_position_pct": 12.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "科技风格",
      "trade_date": "20260610",
      "trigger_price": 795.0,
      "ts": "2026-06-10T09:43:50",
      "id": 38
    }
  ],
  "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": 0.4688,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 2,
        "sample_total": 32,
        "market_gate_passed": false,
        "market_gate_reason": "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": 32,
    "active_plan_contracts": 2,
    "watch_candidate_contracts": 30,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 2,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 5,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0
  }
}