{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260610",
  "trade_date": "20260611",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "quote_stale",
    "enabled": true
  },
  "quote_source": "public_http_sina:18/18",
  "quote_stale_lock": true,
  "generated_at": "2026-06-11T09:30:00",
  "signals": [
    {
      "event_id": "20260610:20260611:SHSE.688602:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688602:BREAK_PREV_HIGH",
      "symbol": "SHSE.688602",
      "name": "康鹏科技",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 7.59,
      "exec_low": 7.59,
      "exec_high": 7.7,
      "invalid_price": 7.5,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 4000,
      "prev_close": 7.5,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.7,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.122,
      "quote": {
        "last": 7.44,
        "ts": "2026-06-11T09:29:40",
        "bid1": 7.44,
        "ask1": 7.45,
        "bid_qty1": 2776,
        "ask_qty1": 5000
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688138:VWAP_RECLAIM:BUY",
      "plan_id": "20260610:SHSE.688138:VWAP_RECLAIM",
      "symbol": "SHSE.688138",
      "name": "清溢光电",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 33.49,
      "exec_low": 33.82,
      "exec_high": 33.99,
      "invalid_price": 32.7,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 800,
      "prev_close": 34.2,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 33.99,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.172,
      "quote": {
        "last": 33.58,
        "ts": "2026-06-11T09:29:29",
        "bid1": 33.57,
        "ask1": 33.58,
        "bid_qty1": 500,
        "ask_qty1": 15924
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688545:VWAP_RECLAIM:BUY",
      "plan_id": "20260610:SHSE.688545:VWAP_RECLAIM",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 85.13,
      "exec_low": 86.14,
      "exec_high": 86.41,
      "invalid_price": 82.78,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 300,
      "prev_close": 87.1,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 89.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.41,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.288,
      "quote": {
        "last": 91.5,
        "ts": "2026-06-11T09:29:44",
        "bid1": 91.5,
        "ask1": 91.85,
        "bid_qty1": 16217,
        "ask_qty1": 2000
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603650:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603650:BREAK_PREV_HIGH",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 60.97,
      "exec_low": 60.97,
      "exec_high": 61.88,
      "invalid_price": 55.252,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 500,
      "prev_close": 59.77,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 65.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.88,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 55.252,
      "quote": {
        "last": 59.38,
        "ts": "2026-06-11T09:29:56",
        "bid1": 59.38,
        "ask1": 59.39,
        "bid_qty1": 15079,
        "ask_qty1": 100
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688181:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688181:BREAK_PREV_HIGH",
      "symbol": "SHSE.688181",
      "name": "八亿时空",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 44.3,
      "exec_low": 44.3,
      "exec_high": 44.96,
      "invalid_price": 40.54,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 600,
      "prev_close": 43.97,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 44.96,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 40.54,
      "quote": {
        "last": 43.2,
        "ts": "2026-06-11T09:29:53",
        "bid1": 43.2,
        "ask1": 43.22,
        "bid_qty1": 4943,
        "ask_qty1": 800
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688432:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688432:BREAK_PREV_HIGH",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 24.94,
      "exec_low": 24.94,
      "exec_high": 25.31,
      "invalid_price": 21.33,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 1300,
      "prev_close": 23.87,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.31,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 21.33,
      "quote": {
        "last": 22.8,
        "ts": "2026-06-11T09:29:36",
        "bid1": 22.77,
        "ask1": 22.8,
        "bid_qty1": 2000,
        "ask_qty1": 63670
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 249.88,
      "exec_low": 249.88,
      "exec_high": 253.63,
      "invalid_price": 214.768,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": 243.67,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 292.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 253.63,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "quote": {
        "last": 255.13,
        "ts": "2026-06-11T09:25:00",
        "bid1": 255.13,
        "ask1": 255.28,
        "bid_qty1": 118855,
        "ask_qty1": 200
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600160:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600160:BREAK_PREV_HIGH",
      "symbol": "SHSE.600160",
      "name": "巨化股份",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 41.0,
      "exec_low": 41.0,
      "exec_high": 41.61,
      "invalid_price": 38.754,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "prev_close": 40.39,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.43,
      "max_chase_pct": 1.5,
      "base_exec_high": 41.61,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 38.754,
      "quote": {
        "last": 40.65,
        "ts": "2026-06-11T09:29:35",
        "bid1": 40.65,
        "ask1": 40.66,
        "bid_qty1": 2870,
        "ask_qty1": 10400
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600869:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600869:BREAK_PREV_HIGH",
      "symbol": "SHSE.600869",
      "name": "远东股份",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 31.86,
      "exec_low": 31.86,
      "exec_high": 32.34,
      "invalid_price": 28.726,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 900,
      "prev_close": 31.55,
      "theme": "复合集流体",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.34,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.726,
      "quote": {
        "last": 31.18,
        "ts": "2026-06-11T09:29:57",
        "bid1": 31.18,
        "ask1": 31.19,
        "bid_qty1": 193000,
        "ask_qty1": 11900
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W9",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.56,
      "exec_low": 27.56,
      "exec_high": 27.97,
      "invalid_price": 26.12,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 1100,
      "prev_close": 27.22,
      "theme": "光刻机(胶)",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 29.94,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.97,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.12,
      "quote": {
        "last": 26.94,
        "ts": "2026-06-11T09:29:57",
        "bid1": 26.94,
        "ask1": 26.95,
        "bid_qty1": 1000,
        "ask_qty1": 94500
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688072:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688072:BREAK_PREV_HIGH",
      "symbol": "SHSE.688072",
      "name": "拓荆科技",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 634.94,
      "exec_low": 634.94,
      "exec_high": 644.46,
      "invalid_price": 597.758,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 0,
      "prev_close": 618.0,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 741.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 644.46,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 597.758,
      "quote": {
        "last": 602.01,
        "ts": "2026-06-11T09:29:49",
        "bid1": 602.01,
        "ask1": 605.64,
        "bid_qty1": 510,
        "ask_qty1": 895
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603773:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603773:BREAK_PREV_HIGH",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 158.8,
      "exec_low": 158.8,
      "exec_high": 161.18,
      "invalid_price": 139.282,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": 154.96,
      "theme": "复合集流体",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 170.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 161.18,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 139.282,
      "quote": {
        "last": 150.01,
        "ts": "2026-06-11T09:29:41",
        "bid1": 150.01,
        "ask1": 150.63,
        "bid_qty1": 19800,
        "ask_qty1": 1000
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603929:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603929:BREAK_PREV_HIGH",
      "symbol": "SHSE.603929",
      "name": "亚翔集成",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 226.39,
      "exec_low": 226.39,
      "exec_high": 229.79,
      "invalid_price": 188.212,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": 222.06,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 244.27,
      "max_chase_pct": 1.5,
      "base_exec_high": 229.79,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 188.212,
      "quote": {
        "last": 227.62,
        "ts": "2026-06-11T09:29:32",
        "bid1": 227.62,
        "ask1": 227.7,
        "bid_qty1": 4800,
        "ask_qty1": 200
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.300400:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.300400:BREAK_PREV_HIGH",
      "symbol": "SZSE.300400",
      "name": "劲拓股份",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 40.1,
      "exec_low": 40.1,
      "exec_high": 40.7,
      "invalid_price": 32.968,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 700,
      "prev_close": 38.58,
      "theme": "OLED",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 46.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 40.7,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.968,
      "quote": {
        "last": 37.89,
        "ts": "2026-06-11T09:25:00",
        "bid1": 37.89,
        "ask1": 38.0,
        "bid_qty1": 7700,
        "ask_qty1": 4400
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.002229:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.002229:BREAK_PREV_HIGH",
      "symbol": "SZSE.002229",
      "name": "鸿博股份",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.19,
      "exec_low": 15.19,
      "exec_high": 15.42,
      "invalid_price": 14.402,
      "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": "2026-06-11T09:30:00",
      "sim_reason": "quote_stale_lock",
      "qty": 2000,
      "prev_close": 14.85,
      "theme": "文娱消费",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.42,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_0/3",
        "window_min": 5,
        "bar_count": 0,
        "min_samples": 3,
        "amount_yi": 0,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": []
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 49442.4,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.402,
      "quote": {
        "last": 14.6,
        "ts": "2026-06-11T09:25:00",
        "bid1": 14.59,
        "ask1": 14.6,
        "bid_qty1": 600,
        "ask_qty1": 23727
      },
      "previous_state": null,
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 821098.0,
    "market_value": 143315.0,
    "total_value": 964413.0,
    "unrealized_pnl": -23740.999999999996,
    "total_pnl": -35587.0,
    "total_pnl_pct": -3.5587000000000035
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 795.0,
      "last_price": 552.0,
      "market_value": 55200.0,
      "unrealized_pnl": -24300.0,
      "unrealized_pnl_pct": -30.56603773584906,
      "updated_at": "2026-06-11T09:30:00",
      "position_pct_of_total": 5.723688917507333
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 95.81,
      "market_value": 47905.0,
      "unrealized_pnl": 219.99999999999886,
      "unrealized_pnl_pct": 0.46136101499423265,
      "updated_at": "2026-06-11T09:30:00",
      "position_pct_of_total": 4.96727024625342
    },
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 398.71,
      "last_price": 402.1,
      "market_value": 40210.0,
      "unrealized_pnl": 339.0000000000043,
      "unrealized_pnl_pct": 0.8502420305485314,
      "updated_at": "2026-06-11T09:30:00",
      "position_pct_of_total": 4.169375568350904
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "rule": "position_stop_loss",
      "status": "PENDING_SELL",
      "side": "SELL",
      "qty": 100,
      "sellable_qty": 100,
      "last_price": 552.0,
      "avg_cost": 795.0,
      "pnl_pct": -30.566,
      "threshold": -3.0,
      "reason": "position_stop_loss_3pct",
      "source_order_id": 38,
      "source_event_id": "20260609:20260610:SZSE.300502:BREAK_PREV_HIGH:BUY"
    }
  ],
  "risk_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 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": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，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": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "quote_stale"
      }
    },
    "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": 15,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 15,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 1,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0
  }
}