{
  "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": 0.4062,
    "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": -3.3122,
        "last": 33.57,
        "prev_close": 34.72,
        "vwap": 34.0188
      },
      {
        "symbol": "SZSE.300502",
        "name": "新易盛",
        "paper_scope": "active",
        "ret_pct": -1.4814,
        "last": 774.09,
        "prev_close": 785.73,
        "vwap": 782.2561
      }
    ]
  },
  "quote_source": "public_http_sina:34/34",
  "quote_stale_lock": false,
  "generated_at": "2026-06-10T10:27:41",
  "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": "2026-06-10T10:27:41",
      "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": 34.0188,
      "price_vs_vwap_pct": -1.3193,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.256,
        "prev_amount_yi": 0.4091,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6258,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:25",
            "open": 33.53,
            "high": 33.57,
            "low": 33.53,
            "close": 33.57,
            "amount_yi": 0.1492
          },
          {
            "time": "10:26",
            "open": 33.59,
            "high": 33.59,
            "low": 33.58,
            "close": 33.58,
            "amount_yi": 0.0542
          },
          {
            "time": "10:27",
            "open": 33.59,
            "high": 33.59,
            "low": 33.57,
            "close": 33.57,
            "amount_yi": 0.0526
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 118790.88,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 34.164,
      "quote": {
        "last": 33.57,
        "ts": "2026-06-10T10:27:40",
        "bid1": 33.57,
        "ask1": 33.58,
        "bid_qty1": 2700,
        "ask_qty1": 200
      },
      "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": "2026-06-10T10:27:41",
      "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": 782.2561,
      "price_vs_vwap_pct": -1.0439,
      "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": 774.09,
        "ts": "2026-06-10T10:27:39",
        "bid1": 774.05,
        "ask1": 774.1,
        "bid_qty1": 100,
        "ask_qty1": 1200
      },
      "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": "2026-06-10T10:27:41",
      "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": 14.9056,
      "price_vs_vwap_pct": -0.9097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2384,
        "prev_amount_yi": 0.1949,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2232,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 14.77,
            "high": 14.77,
            "low": 14.75,
            "close": 14.75,
            "amount_yi": 0.0407
          },
          {
            "time": "10:24",
            "open": 14.76,
            "high": 14.76,
            "low": 14.75,
            "close": 14.75,
            "amount_yi": 0.032
          },
          {
            "time": "10:25",
            "open": 14.72,
            "high": 14.75,
            "low": 14.72,
            "close": 14.75,
            "amount_yi": 0.0935
          },
          {
            "time": "10:26",
            "open": 14.77,
            "high": 14.77,
            "low": 14.77,
            "close": 14.77,
            "amount_yi": 0.0254
          },
          {
            "time": "10:27",
            "open": 14.79,
            "high": 14.79,
            "low": 14.77,
            "close": 14.77,
            "amount_yi": 0.0468
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 14.53,
      "quote": {
        "last": 14.77,
        "ts": "2026-06-10T10:27:39",
        "bid1": 14.76,
        "ask1": 14.77,
        "bid_qty1": 39730,
        "ask_qty1": 200
      },
      "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": "2026-06-10T10:27:41",
      "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": 96.3476,
      "price_vs_vwap_pct": -0.8797,
      "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": 95.5,
        "ts": "2026-06-10T10:27:39",
        "bid1": 95.5,
        "ask1": 95.51,
        "bid_qty1": 13400,
        "ask_qty1": 3400
      },
      "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": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 95.2192,
      "price_vs_vwap_pct": -1.1754,
      "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": 0.0444,
        "prev_amount_yi": 0.0978,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.454,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 94.64,
            "high": 94.64,
            "low": 94.11,
            "close": 94.11,
            "amount_yi": 0.0105
          },
          {
            "time": "10:24",
            "open": 94.2,
            "high": 94.21,
            "low": 94.2,
            "close": 94.21,
            "amount_yi": 0.0147
          },
          {
            "time": "10:25",
            "open": 94.21,
            "high": 94.42,
            "low": 94.21,
            "close": 94.42,
            "amount_yi": 0.0071
          },
          {
            "time": "10:26",
            "open": 94.43,
            "high": 94.48,
            "low": 94.43,
            "close": 94.48,
            "amount_yi": 0.0042
          },
          {
            "time": "10:27",
            "open": 94.2,
            "high": 94.2,
            "low": 94.1,
            "close": 94.1,
            "amount_yi": 0.0079
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 92.17,
      "quote": {
        "last": 94.1,
        "ts": "2026-06-10T10:27:40",
        "bid1": 94.04,
        "ask1": 94.09,
        "bid_qty1": 200,
        "ask_qty1": 400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 54.4578,
      "price_vs_vwap_pct": -1.263,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2164,
        "prev_amount_yi": 0.1623,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3333,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 53.91,
            "high": 53.91,
            "low": 53.8,
            "close": 53.8,
            "amount_yi": 0.0283
          },
          {
            "time": "10:24",
            "open": 53.88,
            "high": 54.0,
            "low": 53.88,
            "close": 54.0,
            "amount_yi": 0.1026
          },
          {
            "time": "10:25",
            "open": 53.97,
            "high": 54.09,
            "low": 53.97,
            "close": 54.09,
            "amount_yi": 0.0286
          },
          {
            "time": "10:26",
            "open": 54.09,
            "high": 54.09,
            "low": 54.01,
            "close": 54.01,
            "amount_yi": 0.0397
          },
          {
            "time": "10:27",
            "open": 53.9,
            "high": 53.9,
            "low": 53.77,
            "close": 53.77,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 51.44,
      "quote": {
        "last": 53.77,
        "ts": "2026-06-10T10:27:39",
        "bid1": 53.77,
        "ask1": 53.79,
        "bid_qty1": 3000,
        "ask_qty1": 100
      },
      "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": "2026-06-10T10:27:41",
      "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": 24.4528,
      "price_vs_vwap_pct": -1.0338,
      "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": 0.0353,
        "prev_amount_yi": 0.026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3577,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 24.25,
            "high": 24.25,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0037
          },
          {
            "time": "10:24",
            "open": 24.24,
            "high": 24.24,
            "low": 24.21,
            "close": 24.21,
            "amount_yi": 0.0068
          },
          {
            "time": "10:25",
            "open": 24.22,
            "high": 24.26,
            "low": 24.22,
            "close": 24.26,
            "amount_yi": 0.0083
          },
          {
            "time": "10:26",
            "open": 24.23,
            "high": 24.26,
            "low": 24.23,
            "close": 24.26,
            "amount_yi": 0.0078
          },
          {
            "time": "10:27",
            "open": 24.22,
            "high": 24.22,
            "low": 24.2,
            "close": 24.2,
            "amount_yi": 0.0087
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 24.122,
      "quote": {
        "last": 24.2,
        "ts": "2026-06-10T10:27:36",
        "bid1": 24.2,
        "ask1": 24.21,
        "bid_qty1": 17937,
        "ask_qty1": 183
      },
      "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": "2026-06-10T10:27:41",
      "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": 184.8596,
      "price_vs_vwap_pct": -0.9032,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2556,
        "prev_amount_yi": 0.2058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.242,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 183.01,
            "high": 183.74,
            "low": 183.01,
            "close": 183.74,
            "amount_yi": 0.1423
          },
          {
            "time": "10:24",
            "open": 183.77,
            "high": 183.77,
            "low": 183.36,
            "close": 183.36,
            "amount_yi": 0.0312
          },
          {
            "time": "10:25",
            "open": 183.22,
            "high": 183.52,
            "low": 183.22,
            "close": 183.52,
            "amount_yi": 0.0365
          },
          {
            "time": "10:26",
            "open": 183.39,
            "high": 183.39,
            "low": 183.18,
            "close": 183.18,
            "amount_yi": 0.028
          },
          {
            "time": "10:27",
            "open": 183.27,
            "high": 183.27,
            "low": 183.19,
            "close": 183.19,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 179.806,
      "quote": {
        "last": 183.19,
        "ts": "2026-06-10T10:27:39",
        "bid1": 183.19,
        "ask1": 183.23,
        "bid_qty1": 1400,
        "ask_qty1": 500
      },
      "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": "2026-06-10T10:27:41",
      "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": 177.8798,
      "price_vs_vwap_pct": -0.1067,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7774,
        "prev_amount_yi": 1.5383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5054,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:23",
            "open": 178.65,
            "high": 178.65,
            "low": 178.04,
            "close": 178.04,
            "amount_yi": 0.2107
          },
          {
            "time": "10:24",
            "open": 178.18,
            "high": 178.18,
            "low": 177.75,
            "close": 177.75,
            "amount_yi": 0.1746
          },
          {
            "time": "10:25",
            "open": 177.44,
            "high": 178.07,
            "low": 177.44,
            "close": 178.07,
            "amount_yi": 0.1865
          },
          {
            "time": "10:26",
            "open": 178.0,
            "high": 178.0,
            "low": 177.94,
            "close": 177.94,
            "amount_yi": 0.1144
          },
          {
            "time": "10:27",
            "open": 177.88,
            "high": 177.88,
            "low": 177.69,
            "close": 177.69,
            "amount_yi": 0.0912
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 173.264,
      "quote": {
        "last": 177.69,
        "ts": "2026-06-10T10:27:39",
        "bid1": 177.59,
        "ask1": 177.61,
        "bid_qty1": 300,
        "ask_qty1": 100
      },
      "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": "2026-06-10T10:27:41",
      "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": 55.8527,
      "price_vs_vwap_pct": -0.8463,
      "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": 0.0658,
        "prev_amount_yi": 0.1765,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3728,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 55.54,
            "high": 55.54,
            "low": 55.44,
            "close": 55.44,
            "amount_yi": 0.0243
          },
          {
            "time": "10:24",
            "open": 55.44,
            "high": 55.44,
            "low": 55.36,
            "close": 55.36,
            "amount_yi": 0.0094
          },
          {
            "time": "10:25",
            "open": 55.32,
            "high": 55.49,
            "low": 55.32,
            "close": 55.49,
            "amount_yi": 0.015
          },
          {
            "time": "10:26",
            "open": 55.4,
            "high": 55.41,
            "low": 55.4,
            "close": 55.41,
            "amount_yi": 0.0114
          },
          {
            "time": "10:27",
            "open": 55.39,
            "high": 55.39,
            "low": 55.38,
            "close": 55.38,
            "amount_yi": 0.0057
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 56.356,
      "quote": {
        "last": 55.38,
        "ts": "2026-06-10T10:27:38",
        "bid1": 55.33,
        "ask1": 55.37,
        "bid_qty1": 328,
        "ask_qty1": 200
      },
      "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": "2026-06-10T10:27:41",
      "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": 141.4538,
      "price_vs_vwap_pct": -0.8652,
      "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": 0.2226,
        "prev_amount_yi": 0.183,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2164,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 140.5,
            "high": 140.5,
            "low": 140.05,
            "close": 140.05,
            "amount_yi": 0.0752
          },
          {
            "time": "10:24",
            "open": 140.18,
            "high": 140.18,
            "low": 140.11,
            "close": 140.11,
            "amount_yi": 0.057
          },
          {
            "time": "10:25",
            "open": 140.24,
            "high": 140.59,
            "low": 140.24,
            "close": 140.59,
            "amount_yi": 0.048
          },
          {
            "time": "10:26",
            "open": 140.36,
            "high": 140.36,
            "low": 140.36,
            "close": 140.36,
            "amount_yi": 0.025
          },
          {
            "time": "10:27",
            "open": 140.42,
            "high": 140.42,
            "low": 140.23,
            "close": 140.23,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 142.448,
      "quote": {
        "last": 140.23,
        "ts": "2026-06-10T10:27:39",
        "bid1": 140.15,
        "ask1": 140.23,
        "bid_qty1": 600,
        "ask_qty1": 2100
      },
      "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": "2026-06-10T10:27:41",
      "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": 32.1475,
      "price_vs_vwap_pct": -1.4542,
      "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": 0.1145,
        "prev_amount_yi": 0.1064,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0761,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 31.75,
            "high": 31.75,
            "low": 31.67,
            "close": 31.67,
            "amount_yi": 0.0254
          },
          {
            "time": "10:24",
            "open": 31.72,
            "high": 31.72,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0135
          },
          {
            "time": "10:25",
            "open": 31.65,
            "high": 31.69,
            "low": 31.65,
            "close": 31.69,
            "amount_yi": 0.0362
          },
          {
            "time": "10:26",
            "open": 31.71,
            "high": 31.71,
            "low": 31.7,
            "close": 31.7,
            "amount_yi": 0.0079
          },
          {
            "time": "10:27",
            "open": 31.71,
            "high": 31.71,
            "low": 31.68,
            "close": 31.68,
            "amount_yi": 0.0315
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 32.498,
      "quote": {
        "last": 31.68,
        "ts": "2026-06-10T10:27:39",
        "bid1": 31.67,
        "ask1": 31.68,
        "bid_qty1": 3700,
        "ask_qty1": 200
      },
      "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": "CANCELLED",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "invalid_price_broken",
      "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": 21.6778,
      "price_vs_vwap_pct": -1.097,
      "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": 0.1403,
        "prev_amount_yi": 0.1185,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.184,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 21.48,
            "high": 21.48,
            "low": 21.4,
            "close": 21.4,
            "amount_yi": 0.0358
          },
          {
            "time": "10:24",
            "open": 21.45,
            "high": 21.45,
            "low": 21.42,
            "close": 21.42,
            "amount_yi": 0.0354
          },
          {
            "time": "10:25",
            "open": 21.41,
            "high": 21.42,
            "low": 21.41,
            "close": 21.42,
            "amount_yi": 0.0243
          },
          {
            "time": "10:26",
            "open": 21.42,
            "high": 21.48,
            "low": 21.42,
            "close": 21.48,
            "amount_yi": 0.0174
          },
          {
            "time": "10:27",
            "open": 21.47,
            "high": 21.47,
            "low": 21.44,
            "close": 21.44,
            "amount_yi": 0.0274
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 21.442,
      "quote": {
        "last": 21.44,
        "ts": "2026-06-10T10:27:39",
        "bid1": 21.44,
        "ask1": 21.45,
        "bid_qty1": 15600,
        "ask_qty1": 10100
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "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": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "position_sizing_no_room_or_cash",
      "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": 629.3106,
      "price_vs_vwap_pct": -0.3545,
      "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": 1.1276,
        "prev_amount_yi": 1.1613,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.971,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 632.11,
            "high": 632.11,
            "low": 629.68,
            "close": 629.68,
            "amount_yi": 0.2715
          },
          {
            "time": "10:24",
            "open": 629.88,
            "high": 629.88,
            "low": 628.9,
            "close": 628.9,
            "amount_yi": 0.3911
          },
          {
            "time": "10:25",
            "open": 628.9,
            "high": 628.98,
            "low": 628.9,
            "close": 628.98,
            "amount_yi": 0.1415
          },
          {
            "time": "10:26",
            "open": 628.62,
            "high": 628.62,
            "low": 628.0,
            "close": 628.0,
            "amount_yi": 0.1672
          },
          {
            "time": "10:27",
            "open": 627.93,
            "high": 627.93,
            "low": 627.08,
            "close": 627.08,
            "amount_yi": 0.1563
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 609.608,
      "quote": {
        "last": 627.08,
        "ts": "2026-06-10T10:27:39",
        "bid1": 627.01,
        "ask1": 627.08,
        "bid_qty1": 400,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 37.4747,
      "price_vs_vwap_pct": 3.4298,
      "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": 0.2093,
        "prev_amount_yi": 0.2792,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7496,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 38.81,
            "high": 38.81,
            "low": 38.63,
            "close": 38.63,
            "amount_yi": 0.1034
          },
          {
            "time": "10:24",
            "open": 38.57,
            "high": 38.57,
            "low": 38.52,
            "close": 38.52,
            "amount_yi": 0.0321
          },
          {
            "time": "10:25",
            "open": 38.47,
            "high": 38.47,
            "low": 38.47,
            "close": 38.47,
            "amount_yi": 0.0144
          },
          {
            "time": "10:26",
            "open": 38.54,
            "high": 38.6,
            "low": 38.54,
            "close": 38.6,
            "amount_yi": 0.0176
          },
          {
            "time": "10:27",
            "open": 38.75,
            "high": 38.76,
            "low": 38.75,
            "close": 38.76,
            "amount_yi": 0.0418
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 30.66,
      "quote": {
        "last": 38.76,
        "ts": "2026-06-10T10:27:39",
        "bid1": 38.75,
        "ask1": 38.76,
        "bid_qty1": 1900,
        "ask_qty1": 7900
      },
      "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": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 22.0288,
      "price_vs_vwap_pct": -0.1761,
      "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": 0.0517,
        "prev_amount_yi": 0.0896,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.577,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 22.05,
            "high": 22.05,
            "low": 22.01,
            "close": 22.01,
            "amount_yi": 0.0102
          },
          {
            "time": "10:24",
            "open": 22.0,
            "high": 22.0,
            "low": 21.98,
            "close": 21.98,
            "amount_yi": 0.0121
          },
          {
            "time": "10:25",
            "open": 22.01,
            "high": 22.03,
            "low": 22.01,
            "close": 22.03,
            "amount_yi": 0.0163
          },
          {
            "time": "10:26",
            "open": 22.03,
            "high": 22.04,
            "low": 22.03,
            "close": 22.04,
            "amount_yi": 0.007
          },
          {
            "time": "10:27",
            "open": 22.03,
            "high": 22.03,
            "low": 21.99,
            "close": 21.99,
            "amount_yi": 0.0061
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 20.486,
      "quote": {
        "last": 21.99,
        "ts": "2026-06-10T10:27:39",
        "bid1": 21.99,
        "ask1": 22.0,
        "bid_qty1": 1100,
        "ask_qty1": 45600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 56.554,
      "price_vs_vwap_pct": -1.5631,
      "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": 2.3814,
        "prev_amount_yi": 1.2622,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.8867,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 55.73,
            "high": 55.73,
            "low": 55.5,
            "close": 55.5,
            "amount_yi": 1.4071
          },
          {
            "time": "10:24",
            "open": 55.52,
            "high": 55.55,
            "low": 55.52,
            "close": 55.55,
            "amount_yi": 0.375
          },
          {
            "time": "10:25",
            "open": 55.58,
            "high": 55.62,
            "low": 55.58,
            "close": 55.62,
            "amount_yi": 0.1606
          },
          {
            "time": "10:26",
            "open": 55.68,
            "high": 55.88,
            "low": 55.68,
            "close": 55.88,
            "amount_yi": 0.2391
          },
          {
            "time": "10:27",
            "open": 55.85,
            "high": 55.85,
            "low": 55.67,
            "close": 55.67,
            "amount_yi": 0.1996
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 54.92,
      "quote": {
        "last": 55.67,
        "ts": "2026-06-10T10:27:40",
        "bid1": 55.66,
        "ask1": 55.67,
        "bid_qty1": 2600,
        "ask_qty1": 500
      },
      "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": "2026-06-10T10:27:41",
      "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": 41.6658,
      "price_vs_vwap_pct": -1.958,
      "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": 0.1111,
        "prev_amount_yi": 0.0906,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2263,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 40.81,
            "high": 40.84,
            "low": 40.81,
            "close": 40.84,
            "amount_yi": 0.0508
          },
          {
            "time": "10:24",
            "open": 40.78,
            "high": 40.82,
            "low": 40.78,
            "close": 40.82,
            "amount_yi": 0.0356
          },
          {
            "time": "10:25",
            "open": 40.88,
            "high": 40.88,
            "low": 40.84,
            "close": 40.84,
            "amount_yi": 0.0104
          },
          {
            "time": "10:26",
            "open": 40.95,
            "high": 41.0,
            "low": 40.95,
            "close": 41.0,
            "amount_yi": 0.0081
          },
          {
            "time": "10:27",
            "open": 40.95,
            "high": 40.95,
            "low": 40.85,
            "close": 40.85,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 39.906,
      "quote": {
        "last": 40.85,
        "ts": "2026-06-10T10:27:39",
        "bid1": 40.83,
        "ask1": 40.85,
        "bid_qty1": 26900,
        "ask_qty1": 700
      },
      "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": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "position_sizing_no_room_or_cash",
      "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": 123.71,
      "price_vs_vwap_pct": -1.1721,
      "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": 1.6554,
        "prev_amount_yi": 1.0647,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.5548,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 122.96,
            "high": 122.96,
            "low": 122.33,
            "close": 122.33,
            "amount_yi": 0.2053
          },
          {
            "time": "10:24",
            "open": 122.37,
            "high": 122.37,
            "low": 122.21,
            "close": 122.21,
            "amount_yi": 0.3157
          },
          {
            "time": "10:25",
            "open": 121.91,
            "high": 121.92,
            "low": 121.91,
            "close": 121.92,
            "amount_yi": 0.5043
          },
          {
            "time": "10:26",
            "open": 121.79,
            "high": 122.3,
            "low": 121.79,
            "close": 122.3,
            "amount_yi": 0.4534
          },
          {
            "time": "10:27",
            "open": 122.37,
            "high": 122.37,
            "low": 122.26,
            "close": 122.26,
            "amount_yi": 0.1767
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 118.802,
      "quote": {
        "last": 122.26,
        "ts": "2026-06-10T10:27:39",
        "bid1": 122.1,
        "ask1": 122.26,
        "bid_qty1": 400,
        "ask_qty1": 400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 28.7802,
      "price_vs_vwap_pct": 0.59,
      "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": 0.6633,
        "prev_amount_yi": 0.4708,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4089,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 29.0,
            "high": 29.0,
            "low": 28.9,
            "close": 28.9,
            "amount_yi": 0.1277
          },
          {
            "time": "10:24",
            "open": 28.89,
            "high": 28.89,
            "low": 28.8,
            "close": 28.8,
            "amount_yi": 0.2023
          },
          {
            "time": "10:25",
            "open": 28.88,
            "high": 28.95,
            "low": 28.88,
            "close": 28.95,
            "amount_yi": 0.1007
          },
          {
            "time": "10:26",
            "open": 29.07,
            "high": 29.07,
            "low": 29.0,
            "close": 29.0,
            "amount_yi": 0.1162
          },
          {
            "time": "10:27",
            "open": 29.06,
            "high": 29.06,
            "low": 28.95,
            "close": 28.95,
            "amount_yi": 0.1164
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 27.796,
      "quote": {
        "last": 28.95,
        "ts": "2026-06-10T10:27:39",
        "bid1": 28.93,
        "ask1": 28.95,
        "bid_qty1": 33000,
        "ask_qty1": 9600
      },
      "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": "2026-06-10T10:27:41",
      "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": 53.6656,
      "price_vs_vwap_pct": -1.3148,
      "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": 1.4094,
        "prev_amount_yi": 1.164,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2108,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 52.97,
            "high": 52.97,
            "low": 52.76,
            "close": 52.76,
            "amount_yi": 0.3444
          },
          {
            "time": "10:24",
            "open": 52.77,
            "high": 52.77,
            "low": 52.67,
            "close": 52.67,
            "amount_yi": 0.3551
          },
          {
            "time": "10:25",
            "open": 52.68,
            "high": 52.88,
            "low": 52.68,
            "close": 52.88,
            "amount_yi": 0.3322
          },
          {
            "time": "10:26",
            "open": 52.95,
            "high": 53.05,
            "low": 52.95,
            "close": 53.05,
            "amount_yi": 0.1844
          },
          {
            "time": "10:27",
            "open": 53.09,
            "high": 53.09,
            "low": 52.96,
            "close": 52.96,
            "amount_yi": 0.1933
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 54.306,
      "quote": {
        "last": 52.96,
        "ts": "2026-06-10T10:27:40",
        "bid1": 52.95,
        "ask1": 53.0,
        "bid_qty1": 1000,
        "ask_qty1": 800
      },
      "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": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 58.0782,
      "price_vs_vwap_pct": -2.5968,
      "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": 0.0444,
        "prev_amount_yi": 0.07,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6343,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 56.52,
            "high": 56.52,
            "low": 56.41,
            "close": 56.41,
            "amount_yi": 0.0109
          },
          {
            "time": "10:24",
            "open": 56.42,
            "high": 56.42,
            "low": 56.4,
            "close": 56.4,
            "amount_yi": 0.0086
          },
          {
            "time": "10:25",
            "open": 56.45,
            "high": 56.53,
            "low": 56.45,
            "close": 56.53,
            "amount_yi": 0.0111
          },
          {
            "time": "10:26",
            "open": 56.48,
            "high": 56.48,
            "low": 56.46,
            "close": 56.46,
            "amount_yi": 0.0047
          },
          {
            "time": "10:27",
            "open": 56.74,
            "high": 56.74,
            "low": 56.57,
            "close": 56.57,
            "amount_yi": 0.0091
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 50.674,
      "quote": {
        "last": 56.57,
        "ts": "2026-06-10T10:27:39",
        "bid1": 56.57,
        "ask1": 56.58,
        "bid_qty1": 7800,
        "ask_qty1": 400
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 296.6458,
      "price_vs_vwap_pct": -1.3301,
      "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": 1.3702,
        "prev_amount_yi": 1.2879,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0639,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 295.0,
            "high": 295.0,
            "low": 293.41,
            "close": 293.41,
            "amount_yi": 0.333
          },
          {
            "time": "10:24",
            "open": 293.77,
            "high": 293.77,
            "low": 293.09,
            "close": 293.09,
            "amount_yi": 0.2539
          },
          {
            "time": "10:25",
            "open": 293.93,
            "high": 294.22,
            "low": 293.93,
            "close": 294.22,
            "amount_yi": 0.3071
          },
          {
            "time": "10:26",
            "open": 293.23,
            "high": 293.23,
            "low": 293.11,
            "close": 293.11,
            "amount_yi": 0.1537
          },
          {
            "time": "10:27",
            "open": 293.01,
            "high": 293.01,
            "low": 292.7,
            "close": 292.7,
            "amount_yi": 0.3225
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 280.364,
      "quote": {
        "last": 292.7,
        "ts": "2026-06-10T10:27:38",
        "bid1": 292.67,
        "ask1": 292.7,
        "bid_qty1": 200,
        "ask_qty1": 3179
      },
      "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": "2026-06-10T10:27:41",
      "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": 467.6274,
      "price_vs_vwap_pct": -0.7757,
      "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": 0.214,
        "prev_amount_yi": 0.1601,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3367,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 469.1,
            "high": 469.1,
            "low": 467.76,
            "close": 467.76,
            "amount_yi": 0.0438
          },
          {
            "time": "10:24",
            "open": 469.5,
            "high": 469.5,
            "low": 467.68,
            "close": 467.68,
            "amount_yi": 0.056
          },
          {
            "time": "10:25",
            "open": 467.85,
            "high": 468.01,
            "low": 467.85,
            "close": 468.01,
            "amount_yi": 0.0117
          },
          {
            "time": "10:26",
            "open": 467.0,
            "high": 467.0,
            "low": 466.57,
            "close": 466.57,
            "amount_yi": 0.07
          },
          {
            "time": "10:27",
            "open": 463.0,
            "high": 464.0,
            "low": 463.0,
            "close": 464.0,
            "amount_yi": 0.0325
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 431.824,
      "quote": {
        "last": 464.0,
        "ts": "2026-06-10T10:27:39",
        "bid1": 463.0,
        "ask1": 463.99,
        "bid_qty1": 382,
        "ask_qty1": 273
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-10T10:27:41",
      "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": 23.2054,
      "price_vs_vwap_pct": -0.4542,
      "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": 0.505,
        "prev_amount_yi": 0.7762,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6506,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 23.03,
            "high": 23.03,
            "low": 22.95,
            "close": 22.95,
            "amount_yi": 0.1448
          },
          {
            "time": "10:24",
            "open": 22.92,
            "high": 23.05,
            "low": 22.92,
            "close": 23.05,
            "amount_yi": 0.1091
          },
          {
            "time": "10:25",
            "open": 23.05,
            "high": 23.14,
            "low": 23.05,
            "close": 23.14,
            "amount_yi": 0.1212
          },
          {
            "time": "10:26",
            "open": 23.09,
            "high": 23.1,
            "low": 23.09,
            "close": 23.1,
            "amount_yi": 0.0698
          },
          {
            "time": "10:27",
            "open": 23.1,
            "high": 23.1,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.0601
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 21.426,
      "quote": {
        "last": 23.1,
        "ts": "2026-06-10T10:27:39",
        "bid1": 23.09,
        "ask1": 23.1,
        "bid_qty1": 24100,
        "ask_qty1": 11700
      },
      "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": "2026-06-10T10:27:41",
      "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": 8.1873,
      "price_vs_vwap_pct": -0.0892,
      "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": 0.2707,
        "prev_amount_yi": 0.5147,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5259,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 8.15,
            "high": 8.15,
            "low": 8.15,
            "close": 8.15,
            "amount_yi": 0.0507
          },
          {
            "time": "10:24",
            "open": 8.14,
            "high": 8.14,
            "low": 8.14,
            "close": 8.14,
            "amount_yi": 0.0589
          },
          {
            "time": "10:25",
            "open": 8.14,
            "high": 8.15,
            "low": 8.14,
            "close": 8.15,
            "amount_yi": 0.0425
          },
          {
            "time": "10:26",
            "open": 8.14,
            "high": 8.16,
            "low": 8.14,
            "close": 8.16,
            "amount_yi": 0.0548
          },
          {
            "time": "10:27",
            "open": 8.15,
            "high": 8.18,
            "low": 8.15,
            "close": 8.18,
            "amount_yi": 0.0638
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 8.298,
      "quote": {
        "last": 8.18,
        "ts": "2026-06-10T10:27:39",
        "bid1": 8.17,
        "ask1": 8.18,
        "bid_qty1": 130800,
        "ask_qty1": 30000
      },
      "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": "2026-06-10T10:27:41",
      "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": 51.2276,
      "price_vs_vwap_pct": 0.1023,
      "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": 0.1122,
        "prev_amount_yi": 0.1602,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7004,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 51.19,
            "high": 51.19,
            "low": 50.98,
            "close": 50.98,
            "amount_yi": 0.0346
          },
          {
            "time": "10:24",
            "open": 50.95,
            "high": 51.0,
            "low": 50.95,
            "close": 51.0,
            "amount_yi": 0.0209
          },
          {
            "time": "10:25",
            "open": 51.0,
            "high": 51.15,
            "low": 51.0,
            "close": 51.15,
            "amount_yi": 0.0107
          },
          {
            "time": "10:26",
            "open": 51.15,
            "high": 51.21,
            "low": 51.15,
            "close": 51.21,
            "amount_yi": 0.014
          },
          {
            "time": "10:27",
            "open": 51.35,
            "high": 51.35,
            "low": 51.28,
            "close": 51.28,
            "amount_yi": 0.032
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 49.756,
      "quote": {
        "last": 51.28,
        "ts": "2026-06-10T10:27:38",
        "bid1": 51.2,
        "ask1": 51.28,
        "bid_qty1": 800,
        "ask_qty1": 200
      },
      "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": "2026-06-10T10:27:41",
      "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": 12.8864,
      "price_vs_vwap_pct": -1.1361,
      "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": 0.141,
        "prev_amount_yi": 0.1701,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8289,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 12.72,
            "high": 12.72,
            "low": 12.71,
            "close": 12.71,
            "amount_yi": 0.0322
          },
          {
            "time": "10:24",
            "open": 12.71,
            "high": 12.72,
            "low": 12.71,
            "close": 12.72,
            "amount_yi": 0.0395
          },
          {
            "time": "10:25",
            "open": 12.73,
            "high": 12.74,
            "low": 12.73,
            "close": 12.74,
            "amount_yi": 0.032
          },
          {
            "time": "10:26",
            "open": 12.73,
            "high": 12.73,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0123
          },
          {
            "time": "10:27",
            "open": 12.76,
            "high": 12.76,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.025
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 12.168,
      "quote": {
        "last": 12.74,
        "ts": "2026-06-10T10:27:39",
        "bid1": 12.74,
        "ask1": 12.75,
        "bid_qty1": 8900,
        "ask_qty1": 6600
      },
      "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": "2026-06-10T10:27:41",
      "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": 55.7501,
      "price_vs_vwap_pct": 1.0761,
      "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": 0.475,
        "prev_amount_yi": 0.4257,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1158,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 56.9,
            "high": 56.9,
            "low": 56.81,
            "close": 56.81,
            "amount_yi": 0.2089
          },
          {
            "time": "10:24",
            "open": 56.75,
            "high": 56.75,
            "low": 56.38,
            "close": 56.38,
            "amount_yi": 0.0766
          },
          {
            "time": "10:25",
            "open": 56.38,
            "high": 56.38,
            "low": 56.15,
            "close": 56.15,
            "amount_yi": 0.051
          },
          {
            "time": "10:26",
            "open": 56.15,
            "high": 56.29,
            "low": 56.15,
            "close": 56.29,
            "amount_yi": 0.0843
          },
          {
            "time": "10:27",
            "open": 56.55,
            "high": 56.55,
            "low": 56.35,
            "close": 56.35,
            "amount_yi": 0.0542
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 46.396,
      "quote": {
        "last": 56.35,
        "ts": "2026-06-10T10:27:38",
        "bid1": 56.34,
        "ask1": 56.4,
        "bid_qty1": 100,
        "ask_qty1": 3000
      },
      "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": "2026-06-10T10:27:41",
      "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": 66.8336,
      "price_vs_vwap_pct": 3.84,
      "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": 0.2231,
        "prev_amount_yi": 0.2559,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8718,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 68.43,
            "high": 68.44,
            "low": 68.43,
            "close": 68.44,
            "amount_yi": 0.0188
          },
          {
            "time": "10:24",
            "open": 68.83,
            "high": 68.83,
            "low": 68.74,
            "close": 68.74,
            "amount_yi": 0.0605
          },
          {
            "time": "10:25",
            "open": 68.74,
            "high": 68.74,
            "low": 68.6,
            "close": 68.6,
            "amount_yi": 0.0246
          },
          {
            "time": "10:26",
            "open": 68.6,
            "high": 68.79,
            "low": 68.6,
            "close": 68.79,
            "amount_yi": 0.0477
          },
          {
            "time": "10:27",
            "open": 69.1,
            "high": 69.4,
            "low": 69.1,
            "close": 69.4,
            "amount_yi": 0.0715
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 52.312,
      "quote": {
        "last": 69.4,
        "ts": "2026-06-10T10:27:39",
        "bid1": 69.38,
        "ask1": 69.4,
        "bid_qty1": 1800,
        "ask_qty1": 9400
      },
      "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": "2026-06-10T10:27:41",
      "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": 56.973,
      "price_vs_vwap_pct": 1.943,
      "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": 0.1027,
        "prev_amount_yi": 0.1618,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6347,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.022
          },
          {
            "time": "10:24",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0287
          },
          {
            "time": "10:25",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0164
          },
          {
            "time": "10:26",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0208
          },
          {
            "time": "10:27",
            "open": 58.08,
            "high": 58.08,
            "low": 58.08,
            "close": 58.08,
            "amount_yi": 0.0148
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "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": "2026-06-10T10:27:38",
        "bid1": 58.08,
        "ask1": 0.0,
        "bid_qty1": 6226346,
        "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": "2026-06-10T10:27:41",
      "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": 56.8104,
      "price_vs_vwap_pct": 1.8475,
      "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": 0.4576,
        "prev_amount_yi": 0.5189,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8819,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:23",
            "open": 57.95,
            "high": 58.14,
            "low": 57.95,
            "close": 58.14,
            "amount_yi": 0.0781
          },
          {
            "time": "10:24",
            "open": 58.08,
            "high": 58.1,
            "low": 58.08,
            "close": 58.1,
            "amount_yi": 0.0725
          },
          {
            "time": "10:25",
            "open": 58.14,
            "high": 58.3,
            "low": 58.14,
            "close": 58.3,
            "amount_yi": 0.0537
          },
          {
            "time": "10:26",
            "open": 57.85,
            "high": 57.86,
            "low": 57.85,
            "close": 57.86,
            "amount_yi": 0.1954
          },
          {
            "time": "10:27",
            "open": 57.92,
            "high": 57.92,
            "low": 57.86,
            "close": 57.86,
            "amount_yi": 0.0579
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49496.2,
      "current_position_value": 0.0,
      "cash_before_order": 774418.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 49.516,
      "quote": {
        "last": 57.86,
        "ts": "2026-06-10T10:27:38",
        "bid1": 57.86,
        "ask1": 57.87,
        "bid_qty1": 300,
        "ask_qty1": 400
      },
      "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": 215291.0,
    "total_value": 989709.0,
    "unrealized_pnl": 11.000000000001819,
    "total_pnl": -10291.0,
    "total_pnl_pct": -1.029100000000005
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "quantity": 100,
      "sellable_qty": 0,
      "avg_cost": 795.0,
      "last_price": 774.09,
      "market_value": 77409.0,
      "unrealized_pnl": -2090.999999999997,
      "unrealized_pnl_pct": -2.630188679245282,
      "updated_at": "2026-06-10T10:27:41",
      "position_pct_of_total": 7.821389923704847
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 0,
      "avg_cost": 95.37,
      "last_price": 95.5,
      "market_value": 47750.0,
      "unrealized_pnl": 64.99999999999773,
      "unrealized_pnl_pct": 0.13631120897557025,
      "updated_at": "2026-06-10T10:27:41",
      "position_pct_of_total": 4.824650478069816
    },
    {
      "symbol": "SZSE.002138",
      "name": "顺络电子",
      "quantity": 800,
      "sellable_qty": 800,
      "avg_cost": 60.28,
      "last_price": 58.93,
      "market_value": 47144.0,
      "unrealized_pnl": -1080.0000000000011,
      "unrealized_pnl_pct": -2.2395487723954943,
      "updated_at": "2026-06-10T10:27:41",
      "position_pct_of_total": 4.76342035891358
    },
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 398.71,
      "last_price": 429.88,
      "market_value": 42988.0,
      "unrealized_pnl": 3117.000000000002,
      "unrealized_pnl_pct": 7.817712121592146,
      "updated_at": "2026-06-10T10:27:41",
      "position_pct_of_total": 4.343498947670477
    }
  ],
  "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": 0.4062,
        "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
  }
}