{
  "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": "wait_until_09:45,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.4,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 15,
    "active_samples": []
  },
  "quote_source": "public_http_sina:18/18",
  "quote_stale_lock": false,
  "generated_at": "2026-06-11T09:30:31",
  "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": "NEAR_TRIGGER",
      "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": "2026-06-11T09:30:31",
      "sim_reason": "near_trigger",
      "qty": 6400,
      "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": 7.4721,
      "price_vs_vwap_pct": 0.6411,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.122,
      "quote": {
        "last": 7.52,
        "ts": "2026-06-11T09:30:27",
        "bid1": 7.52,
        "ask1": 7.53,
        "bid_qty1": 5114,
        "ask_qty1": 21698
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "minute_energy_warmup_0/3",
      "qty": 1400,
      "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": 33.5855,
      "price_vs_vwap_pct": 0.5196,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.172,
      "quote": {
        "last": 33.76,
        "ts": "2026-06-11T09:30:28",
        "bid1": 33.76,
        "ask1": 33.77,
        "bid_qty1": 9447,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 500,
      "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": 91.9359,
      "price_vs_vwap_pct": 0.1024,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.288,
      "quote": {
        "last": 92.03,
        "ts": "2026-06-11T09:30:28",
        "bid1": 92.03,
        "ask1": 92.5,
        "bid_qty1": 335,
        "ask_qty1": 49091
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 800,
      "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": 59.3188,
      "price_vs_vwap_pct": -0.2003,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 55.252,
      "quote": {
        "last": 59.2,
        "ts": "2026-06-11T09:30:28",
        "bid1": 59.18,
        "ask1": 59.2,
        "bid_qty1": 800,
        "ask_qty1": 600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 1000,
      "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": 43.1776,
      "price_vs_vwap_pct": 0.1908,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 40.54,
      "quote": {
        "last": 43.26,
        "ts": "2026-06-11T09:30:28",
        "bid1": 43.26,
        "ask1": 44.0,
        "bid_qty1": 58,
        "ask_qty1": 8750
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 2000,
      "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": 23.0869,
      "price_vs_vwap_pct": 1.7893,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 21.33,
      "quote": {
        "last": 23.5,
        "ts": "2026-06-11T09:30:29",
        "bid1": 23.48,
        "ask1": 23.5,
        "bid_qty1": 2429,
        "ask_qty1": 16381
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "TOUCHED",
      "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": "2026-06-11T09:30:31",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 259.0887,
      "price_vs_vwap_pct": 4.1497,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "quote": {
        "last": 269.84,
        "ts": "2026-06-11T09:30:27",
        "bid1": 269.84,
        "ask1": 270.0,
        "bid_qty1": 600,
        "ask_qty1": 48600
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-11T09:30:31",
      "sim_reason": "near_trigger",
      "qty": 1100,
      "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": 40.6991,
      "price_vs_vwap_pct": 0.4691,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 38.754,
      "quote": {
        "last": 40.89,
        "ts": "2026-06-11T09:30:28",
        "bid1": 40.89,
        "ask1": 40.95,
        "bid_qty1": 300,
        "ask_qty1": 1800
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "NEAR_TRIGGER",
      "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": "2026-06-11T09:30:31",
      "sim_reason": "near_trigger",
      "qty": 1500,
      "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": 31.3336,
      "price_vs_vwap_pct": 0.6906,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.726,
      "quote": {
        "last": 31.55,
        "ts": "2026-06-11T09:30:29",
        "bid1": 31.55,
        "ask1": 31.65,
        "bid_qty1": 89800,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "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": 26.8836,
      "price_vs_vwap_pct": -0.125,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 26.12,
      "quote": {
        "last": 26.85,
        "ts": "2026-06-11T09:30:29",
        "bid1": 26.8,
        "ask1": 26.85,
        "bid_qty1": 8800,
        "ask_qty1": 9700
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 606.8733,
      "price_vs_vwap_pct": 2.13,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 597.758,
      "quote": {
        "last": 619.8,
        "ts": "2026-06-11T09:30:27",
        "bid1": 619.09,
        "ask1": 619.8,
        "bid_qty1": 209,
        "ask_qty1": 4098
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 150.5746,
      "price_vs_vwap_pct": 1.6108,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 139.282,
      "quote": {
        "last": 153.0,
        "ts": "2026-06-11T09:30:28",
        "bid1": 152.22,
        "ask1": 153.0,
        "bid_qty1": 400,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "minute_energy_warmup_0/3",
      "qty": 200,
      "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": 228.2014,
      "price_vs_vwap_pct": 0.4595,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 188.212,
      "quote": {
        "last": 229.25,
        "ts": "2026-06-11T09:30:28",
        "bid1": 229.06,
        "ask1": 230.0,
        "bid_qty1": 1000,
        "ask_qty1": 1600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "2026-06-11T09:30:31",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 37.935,
      "price_vs_vwap_pct": 0.7249,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.968,
      "quote": {
        "last": 38.21,
        "ts": "2026-06-11T09:30:27",
        "bid1": 38.21,
        "ask1": 38.31,
        "bid_qty1": 1700,
        "ask_qty1": 2000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "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": "CANCELLED",
      "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": "2026-06-11T09:30:31",
      "sim_reason": "invalid_price_broken",
      "qty": 3300,
      "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": 14.5207,
      "price_vs_vwap_pct": -0.9001,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.402,
      "quote": {
        "last": 14.39,
        "ts": "2026-06-11T09:30:27",
        "bid1": 14.36,
        "ask1": 14.39,
        "bid_qty1": 10287,
        "ask_qty1": 63900
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 875598.0,
    "market_value": 89455.0,
    "total_value": 965053.0,
    "unrealized_pnl": 1899.000000000001,
    "total_pnl": -34947.0,
    "total_pnl_pct": -3.494699999999995
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 98.5,
      "market_value": 49250.0,
      "unrealized_pnl": 1564.9999999999977,
      "unrealized_pnl_pct": 3.2819544930271505,
      "updated_at": "2026-06-11T09:30:31",
      "position_pct_of_total": 5.103346655572285
    },
    {
      "symbol": "SHSE.688017",
      "name": "绿的谐波",
      "quantity": 100,
      "sellable_qty": 100,
      "avg_cost": 398.71,
      "last_price": 402.05,
      "market_value": 40205.0,
      "unrealized_pnl": 334.0000000000032,
      "unrealized_pnl_pct": 0.8377015876200877,
      "updated_at": "2026-06-11T09:30:31",
      "position_pct_of_total": 4.16609243222911
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 253.63,
      "cash_before_order": 821098.0,
      "chase_ceiling": 292.4,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "exec_high": 253.63,
      "exec_low": 249.88,
      "intraday_vwap": 259.0887,
      "invalid_price": 214.768,
      "ma5": 214.768,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "江丰电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 4.1497,
      "qty": 0,
      "quote_ask1": 270.0,
      "quote_ask_qty1": 48600,
      "quote_bid1": 269.84,
      "quote_bid_qty1": 600,
      "quote_last": 269.84,
      "quote_ts": "2026-06-11T09:30:27",
      "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.300666",
      "target_amount": 48220.65,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "中芯概念",
      "trade_date": "20260611",
      "trigger_price": 249.88,
      "ts": "2026-06-11T09:30:31",
      "id": 40
    },
    {
      "amount": 54500.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260611:SZSE.300502:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 763.384,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "新易盛",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "RISK:20260610:SZSE.300502:position_stop_loss",
      "position_pnl_pct": -31.435220125786156,
      "price": 545.0,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 545.09,
      "quote_ask_qty1": 600,
      "quote_bid1": 545.0,
      "quote_bid_qty1": 100,
      "quote_last": 545.09,
      "quote_ts": "2026-06-11T09:30:27",
      "reason": "paper_sell_at_bid1",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "sellable_qty": 100,
      "side": "SELL",
      "sim_reason": "position_stop_loss_3pct",
      "slippage_bps": null,
      "status": "FILLED",
      "symbol": "SZSE.300502",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "科技风格",
      "trade_date": "20260611",
      "trigger_price": -3.0,
      "ts": "2026-06-11T09:30:31",
      "id": 41
    }
  ],
  "orders_this_tick": [
    {
      "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH",
      "plan_date": "20260610",
      "trade_date": "20260611",
      "ts": "2026-06-11T09:30:31",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "status": "UNFILLED",
      "qty": 0,
      "price": null,
      "amount": 0,
      "reason": "price_above_exec_high",
      "template_key": "BREAK_PREV_HIGH",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "theme": "中芯概念",
      "trigger_price": 249.88,
      "exec_low": 249.88,
      "exec_high": 253.63,
      "chase_ceiling": 292.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 253.63,
      "dynamic_exec_high": null,
      "intraday_vwap": 259.0887,
      "price_vs_vwap_pct": 4.1497,
      "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": 48220.65,
      "current_position_value": 0.0,
      "cash_before_order": 821098.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "invalid_price": 214.768,
      "sim_reason": "trigger_touched_but_above_exec_high",
      "slippage_bps": null,
      "participation_rate": null,
      "quote_last": 269.84,
      "quote_bid1": 269.84,
      "quote_ask1": 270.0,
      "quote_bid_qty1": 600,
      "quote_ask_qty1": 48600,
      "quote_ts": "2026-06-11T09:30:27"
    },
    {
      "event_id": "RISK:20260611:SZSE.300502:position_stop_loss:SELL",
      "plan_id": "RISK:20260610:SZSE.300502:position_stop_loss",
      "plan_date": "20260610",
      "trade_date": "20260611",
      "ts": "2026-06-11T09:30:31",
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "side": "SELL",
      "status": "FILLED",
      "qty": 100,
      "price": 545.0,
      "amount": 54500.0,
      "reason": "paper_sell_at_bid1",
      "template_key": "POSITION_RISK_EXIT",
      "decision": "risk_exit",
      "paper_scope": "position_risk",
      "theme": "科技风格",
      "trigger_price": -3.0,
      "exec_low": null,
      "exec_high": null,
      "chase_ceiling": null,
      "max_chase_pct": null,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "invalid_price": 763.384,
      "sim_reason": "position_stop_loss_3pct",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "position_pnl_pct": -31.435220125786156,
      "sellable_qty": 100,
      "slippage_bps": null,
      "participation_rate": null,
      "quote_last": 545.09,
      "quote_bid1": 545.0,
      "quote_ask1": 545.09,
      "quote_bid_qty1": 100,
      "quote_ask_qty1": 600,
      "quote_ts": "2026-06-11T09:30:27"
    }
  ],
  "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": 545.09,
      "avg_cost": 795.0,
      "pnl_pct": -31.4352,
      "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": [
    {
      "event_id": "RISK:20260611:SZSE.300502:position_stop_loss:SELL",
      "plan_id": "RISK:20260610:SZSE.300502:position_stop_loss",
      "plan_date": "20260610",
      "trade_date": "20260611",
      "ts": "2026-06-11T09:30:31",
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "side": "SELL",
      "status": "FILLED",
      "qty": 100,
      "price": 545.0,
      "amount": 54500.0,
      "reason": "paper_sell_at_bid1",
      "template_key": "POSITION_RISK_EXIT",
      "decision": "risk_exit",
      "paper_scope": "position_risk",
      "theme": "科技风格",
      "trigger_price": -3.0,
      "exec_low": null,
      "exec_high": null,
      "chase_ceiling": null,
      "max_chase_pct": null,
      "base_exec_high": null,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "invalid_price": 763.384,
      "sim_reason": "position_stop_loss_3pct",
      "risk_rule": "position_stop_loss",
      "risk_threshold": -3.0,
      "position_pnl_pct": -31.435220125786156,
      "sellable_qty": 100,
      "slippage_bps": null,
      "participation_rate": null,
      "quote_last": 545.09,
      "quote_bid1": 545.0,
      "quote_ask1": 545.09,
      "quote_bid_qty1": 100,
      "quote_ask_qty1": 600,
      "quote_ts": "2026-06-11T09:30:27"
    }
  ],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 60.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "NEUTRAL",
    "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "NEUTRAL",
      "reason": "盘中确认时间窗未满足，保持中性总仓",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 60.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.4,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 15,
        "market_gate_passed": false,
        "market_gate_reason": "wait_until_09:45,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
  },
  "summary": {
    "active_contracts": 15,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 15,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 1,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 1,
    "risk_exit_signals": 1,
    "risk_exit_orders": 1,
    "risk_exit_filled": 1,
    "risk_exit_blocked_t1": 0
  }
}