{
  "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": "no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.5333,
    "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:16/16",
  "quote_stale_lock": false,
  "generated_at": "2026-06-11T09:58:37",
  "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": "2026-06-11T09:58:37",
      "sim_reason": "waiting_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": 7.4582,
      "price_vs_vwap_pct": 0.6945,
      "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": 0.0137,
        "prev_amount_yi": 0.0384,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3568,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 7.47,
            "high": 7.47,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0038
          },
          {
            "time": "09:55",
            "open": 7.47,
            "high": 7.48,
            "low": 7.47,
            "close": 7.48,
            "amount_yi": 0.0017
          },
          {
            "time": "09:56",
            "open": 7.5,
            "high": 7.5,
            "low": 7.47,
            "close": 7.47,
            "amount_yi": 0.0048
          },
          {
            "time": "09:57",
            "open": 7.47,
            "high": 7.48,
            "low": 7.47,
            "close": 7.48,
            "amount_yi": 0.0012
          },
          {
            "time": "09:58",
            "open": 7.48,
            "high": 7.51,
            "low": 7.48,
            "close": 7.51,
            "amount_yi": 0.0022
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.122,
      "quote": {
        "last": 7.51,
        "ts": "2026-06-11T09:58:36",
        "bid1": 7.51,
        "ask1": 7.52,
        "bid_qty1": 80647,
        "ask_qty1": 19156
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-11T09:58:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 1300,
      "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": 34.8389,
      "price_vs_vwap_pct": -0.3987,
      "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": 0.2307,
        "prev_amount_yi": 0.2028,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1376,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:54",
            "open": 34.91,
            "high": 34.97,
            "low": 34.91,
            "close": 34.97,
            "amount_yi": 0.0398
          },
          {
            "time": "09:55",
            "open": 35.02,
            "high": 35.14,
            "low": 35.02,
            "close": 35.14,
            "amount_yi": 0.0328
          },
          {
            "time": "09:56",
            "open": 35.16,
            "high": 35.27,
            "low": 35.16,
            "close": 35.27,
            "amount_yi": 0.031
          },
          {
            "time": "09:57",
            "open": 35.16,
            "high": 35.16,
            "low": 35.15,
            "close": 35.15,
            "amount_yi": 0.0617
          },
          {
            "time": "09:58",
            "open": 35.0,
            "high": 35.0,
            "low": 34.7,
            "close": 34.7,
            "amount_yi": 0.0654
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.172,
      "quote": {
        "last": 34.7,
        "ts": "2026-06-11T09:58:34",
        "bid1": 34.7,
        "ask1": 34.71,
        "bid_qty1": 685,
        "ask_qty1": 32
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-11T09:58:37",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 400,
      "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": 95.9633,
      "price_vs_vwap_pct": 3.8939,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.33,
        "prev_amount_yi": 0.9321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4269,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:54",
            "open": 99.83,
            "high": 99.83,
            "low": 99.8,
            "close": 99.8,
            "amount_yi": 0.25
          },
          {
            "time": "09:55",
            "open": 101.8,
            "high": 101.8,
            "low": 101.3,
            "close": 101.3,
            "amount_yi": 0.5569
          },
          {
            "time": "09:56",
            "open": 100.3,
            "high": 100.3,
            "low": 99.89,
            "close": 99.89,
            "amount_yi": 0.195
          },
          {
            "time": "09:57",
            "open": 100.3,
            "high": 100.3,
            "low": 100.18,
            "close": 100.18,
            "amount_yi": 0.1826
          },
          {
            "time": "09:58",
            "open": 99.88,
            "high": 99.88,
            "low": 99.7,
            "close": 99.7,
            "amount_yi": 0.1455
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.288,
      "quote": {
        "last": 99.7,
        "ts": "2026-06-11T09:58:34",
        "bid1": 99.69,
        "ask1": 99.7,
        "bid_qty1": 4509,
        "ask_qty1": 3173
      },
      "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": "2026-06-11T09:58:37",
      "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": 60.5334,
      "price_vs_vwap_pct": -1.2116,
      "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": 0.7978,
        "prev_amount_yi": 0.5629,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4173,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 60.58,
            "high": 60.58,
            "low": 60.45,
            "close": 60.45,
            "amount_yi": 0.1079
          },
          {
            "time": "09:55",
            "open": 60.38,
            "high": 60.61,
            "low": 60.38,
            "close": 60.61,
            "amount_yi": 0.2115
          },
          {
            "time": "09:56",
            "open": 60.7,
            "high": 60.71,
            "low": 60.7,
            "close": 60.71,
            "amount_yi": 0.109
          },
          {
            "time": "09:57",
            "open": 60.56,
            "high": 60.56,
            "low": 60.41,
            "close": 60.41,
            "amount_yi": 0.074
          },
          {
            "time": "09:58",
            "open": 60.31,
            "high": 60.31,
            "low": 59.8,
            "close": 59.8,
            "amount_yi": 0.2954
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 55.252,
      "quote": {
        "last": 59.8,
        "ts": "2026-06-11T09:58:34",
        "bid1": 59.82,
        "ask1": 59.88,
        "bid_qty1": 600,
        "ask_qty1": 500
      },
      "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": "2026-06-11T09:58:37",
      "sim_reason": "waiting_trigger",
      "qty": 1100,
      "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": 43.1352,
      "price_vs_vwap_pct": 0.2198,
      "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": 0.0981,
        "prev_amount_yi": 0.1263,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7767,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 43.21,
            "high": 43.32,
            "low": 43.21,
            "close": 43.32,
            "amount_yi": 0.0175
          },
          {
            "time": "09:55",
            "open": 43.3,
            "high": 43.37,
            "low": 43.3,
            "close": 43.37,
            "amount_yi": 0.0149
          },
          {
            "time": "09:56",
            "open": 43.38,
            "high": 43.41,
            "low": 43.38,
            "close": 43.41,
            "amount_yi": 0.0158
          },
          {
            "time": "09:57",
            "open": 43.39,
            "high": 43.6,
            "low": 43.39,
            "close": 43.6,
            "amount_yi": 0.0193
          },
          {
            "time": "09:58",
            "open": 43.4,
            "high": 43.4,
            "low": 43.23,
            "close": 43.23,
            "amount_yi": 0.0306
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 40.54,
      "quote": {
        "last": 43.23,
        "ts": "2026-06-11T09:58:34",
        "bid1": 43.23,
        "ask1": 43.24,
        "bid_qty1": 468,
        "ask_qty1": 608
      },
      "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": "2026-06-11T09:58:37",
      "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": 23.5029,
      "price_vs_vwap_pct": -1.8419,
      "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": 0.3933,
        "prev_amount_yi": 0.4997,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7871,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 23.64,
            "high": 23.64,
            "low": 23.58,
            "close": 23.58,
            "amount_yi": 0.0765
          },
          {
            "time": "09:55",
            "open": 23.64,
            "high": 23.64,
            "low": 23.62,
            "close": 23.62,
            "amount_yi": 0.0715
          },
          {
            "time": "09:56",
            "open": 23.57,
            "high": 23.57,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.05
          },
          {
            "time": "09:57",
            "open": 23.46,
            "high": 23.46,
            "low": 23.43,
            "close": 23.43,
            "amount_yi": 0.094
          },
          {
            "time": "09:58",
            "open": 23.31,
            "high": 23.31,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.1013
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 21.33,
      "quote": {
        "last": 23.07,
        "ts": "2026-06-11T09:58:35",
        "bid1": 23.07,
        "ask1": 23.08,
        "bid_qty1": 34,
        "ask_qty1": 2086
      },
      "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": "2026-06-11T09:58:37",
      "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": 275.1747,
      "price_vs_vwap_pct": 1.9025,
      "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": 2.3442,
        "prev_amount_yi": 2.7165,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8629,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 285.04,
            "high": 285.04,
            "low": 284.05,
            "close": 284.05,
            "amount_yi": 0.4397
          },
          {
            "time": "09:55",
            "open": 283.19,
            "high": 286.0,
            "low": 283.19,
            "close": 286.0,
            "amount_yi": 0.6007
          },
          {
            "time": "09:56",
            "open": 284.29,
            "high": 284.29,
            "low": 284.21,
            "close": 284.21,
            "amount_yi": 0.5416
          },
          {
            "time": "09:57",
            "open": 284.7,
            "high": 284.98,
            "low": 284.7,
            "close": 284.98,
            "amount_yi": 0.2829
          },
          {
            "time": "09:58",
            "open": 282.89,
            "high": 282.89,
            "low": 280.41,
            "close": 280.41,
            "amount_yi": 0.4793
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "quote": {
        "last": 280.41,
        "ts": "2026-06-11T09:58:33",
        "bid1": 280.32,
        "ask1": 280.89,
        "bid_qty1": 100,
        "ask_qty1": 1800
      },
      "previous_state": "TOUCHED",
      "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": "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": "2026-06-11T09:58:37",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 40.1597,
      "price_vs_vwap_pct": -0.6965,
      "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": 1.0101,
        "prev_amount_yi": 1.2744,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7926,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 39.79,
            "high": 39.8,
            "low": 39.79,
            "close": 39.8,
            "amount_yi": 0.2322
          },
          {
            "time": "09:55",
            "open": 39.85,
            "high": 40.05,
            "low": 39.85,
            "close": 40.05,
            "amount_yi": 0.1286
          },
          {
            "time": "09:56",
            "open": 39.98,
            "high": 39.98,
            "low": 39.97,
            "close": 39.97,
            "amount_yi": 0.2435
          },
          {
            "time": "09:57",
            "open": 40.17,
            "high": 40.17,
            "low": 40.08,
            "close": 40.08,
            "amount_yi": 0.2963
          },
          {
            "time": "09:58",
            "open": 40.0,
            "high": 40.0,
            "low": 39.88,
            "close": 39.88,
            "amount_yi": 0.1095
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 38.754,
      "quote": {
        "last": 39.88,
        "ts": "2026-06-11T09:58:34",
        "bid1": 39.86,
        "ask1": 39.88,
        "bid_qty1": 5600,
        "ask_qty1": 1300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "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": "2026-06-11T09:58:37",
      "sim_reason": "waiting_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": 32.3444,
      "price_vs_vwap_pct": -2.9198,
      "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": 2.2561,
        "prev_amount_yi": 1.4085,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6018,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 31.67,
            "high": 31.67,
            "low": 31.57,
            "close": 31.57,
            "amount_yi": 0.3986
          },
          {
            "time": "09:55",
            "open": 31.51,
            "high": 31.57,
            "low": 31.51,
            "close": 31.57,
            "amount_yi": 0.5691
          },
          {
            "time": "09:56",
            "open": 31.58,
            "high": 31.58,
            "low": 31.46,
            "close": 31.46,
            "amount_yi": 0.3717
          },
          {
            "time": "09:57",
            "open": 31.36,
            "high": 31.5,
            "low": 31.36,
            "close": 31.5,
            "amount_yi": 0.5888
          },
          {
            "time": "09:58",
            "open": 31.55,
            "high": 31.55,
            "low": 31.4,
            "close": 31.4,
            "amount_yi": 0.3279
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.726,
      "quote": {
        "last": 31.4,
        "ts": "2026-06-11T09:58:35",
        "bid1": 31.4,
        "ask1": 31.42,
        "bid_qty1": 45200,
        "ask_qty1": 3400
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "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": "FILLED",
      "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": "2026-06-11T09:58:37",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "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": 27.8648,
      "price_vs_vwap_pct": 0.88,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "suggested_position_pct": 6.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 26.12,
      "quote": {
        "last": 28.11,
        "ts": "2026-06-11T09:58:35",
        "bid1": 28.11,
        "ask1": 28.12,
        "bid_qty1": 200,
        "ask_qty1": 14900
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "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": "TOUCHED",
      "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": "2026-06-11T09:58:37",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": 641.0772,
      "price_vs_vwap_pct": 0.6119,
      "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": 3.6402,
        "prev_amount_yi": 4.1218,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8832,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 655.47,
            "high": 655.47,
            "low": 655.46,
            "close": 655.46,
            "amount_yi": 0.9408
          },
          {
            "time": "09:55",
            "open": 655.68,
            "high": 656.66,
            "low": 655.68,
            "close": 656.66,
            "amount_yi": 0.7788
          },
          {
            "time": "09:56",
            "open": 656.2,
            "high": 656.2,
            "low": 655.15,
            "close": 655.15,
            "amount_yi": 0.8222
          },
          {
            "time": "09:57",
            "open": 652.53,
            "high": 652.53,
            "low": 651.15,
            "close": 651.15,
            "amount_yi": 0.5256
          },
          {
            "time": "09:58",
            "open": 648.4,
            "high": 648.4,
            "low": 645.0,
            "close": 645.0,
            "amount_yi": 0.5728
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 597.758,
      "quote": {
        "last": 645.0,
        "ts": "2026-06-11T09:58:36",
        "bid1": 645.0,
        "ask1": 645.49,
        "bid_qty1": 3052,
        "ask_qty1": 200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-11T09:58:37",
      "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": 153.3467,
      "price_vs_vwap_pct": -2.0716,
      "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": 1.7152,
        "prev_amount_yi": 1.7254,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9941,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 151.0,
            "high": 151.1,
            "low": 151.0,
            "close": 151.1,
            "amount_yi": 0.4074
          },
          {
            "time": "09:55",
            "open": 151.25,
            "high": 152.5,
            "low": 151.25,
            "close": 152.5,
            "amount_yi": 0.2477
          },
          {
            "time": "09:56",
            "open": 151.59,
            "high": 152.48,
            "low": 151.59,
            "close": 152.48,
            "amount_yi": 0.1921
          },
          {
            "time": "09:57",
            "open": 151.17,
            "high": 151.17,
            "low": 150.97,
            "close": 150.97,
            "amount_yi": 0.593
          },
          {
            "time": "09:58",
            "open": 150.59,
            "high": 150.59,
            "low": 150.17,
            "close": 150.17,
            "amount_yi": 0.275
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 139.282,
      "quote": {
        "last": 150.17,
        "ts": "2026-06-11T09:58:34",
        "bid1": 150.17,
        "ask1": 150.2,
        "bid_qty1": 100,
        "ask_qty1": 1100
      },
      "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": "2026-06-11T09:58:37",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 229.5062,
      "price_vs_vwap_pct": -1.2271,
      "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": 0.5368,
        "prev_amount_yi": 0.6393,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8397,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 228.14,
            "high": 228.14,
            "low": 228.0,
            "close": 228.0,
            "amount_yi": 0.1053
          },
          {
            "time": "09:55",
            "open": 228.32,
            "high": 228.82,
            "low": 228.32,
            "close": 228.82,
            "amount_yi": 0.1225
          },
          {
            "time": "09:56",
            "open": 229.16,
            "high": 229.16,
            "low": 228.87,
            "close": 228.87,
            "amount_yi": 0.1065
          },
          {
            "time": "09:57",
            "open": 227.78,
            "high": 227.99,
            "low": 227.78,
            "close": 227.99,
            "amount_yi": 0.125
          },
          {
            "time": "09:58",
            "open": 227.25,
            "high": 227.25,
            "low": 226.69,
            "close": 226.69,
            "amount_yi": 0.0775
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 188.212,
      "quote": {
        "last": 226.69,
        "ts": "2026-06-11T09:58:34",
        "bid1": 226.61,
        "ask1": 226.69,
        "bid_qty1": 2700,
        "ask_qty1": 1000
      },
      "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": "2026-06-11T09:58:37",
      "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": 37.7797,
      "price_vs_vwap_pct": -0.0257,
      "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": 0.1815,
        "prev_amount_yi": 0.2776,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6538,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 37.83,
            "high": 37.83,
            "low": 37.71,
            "close": 37.71,
            "amount_yi": 0.0365
          },
          {
            "time": "09:55",
            "open": 37.71,
            "high": 38.05,
            "low": 37.71,
            "close": 38.05,
            "amount_yi": 0.0818
          },
          {
            "time": "09:56",
            "open": 38.0,
            "high": 38.0,
            "low": 37.94,
            "close": 37.94,
            "amount_yi": 0.0265
          },
          {
            "time": "09:57",
            "open": 37.87,
            "high": 37.87,
            "low": 37.78,
            "close": 37.78,
            "amount_yi": 0.0164
          },
          {
            "time": "09:58",
            "open": 37.84,
            "high": 37.84,
            "low": 37.77,
            "close": 37.77,
            "amount_yi": 0.0203
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.968,
      "quote": {
        "last": 37.77,
        "ts": "2026-06-11T09:58:33",
        "bid1": 37.77,
        "ask1": 37.78,
        "bid_qty1": 1400,
        "ask_qty1": 1900
      },
      "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": "2026-06-11T09:58:37",
      "sim_reason": "invalid_price_broken",
      "qty": 3400,
      "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": 14.0597,
      "price_vs_vwap_pct": -0.4957,
      "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": 0.1386,
        "prev_amount_yi": 0.2071,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6692,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:54",
            "open": 14.09,
            "high": 14.09,
            "low": 14.06,
            "close": 14.06,
            "amount_yi": 0.0262
          },
          {
            "time": "09:55",
            "open": 14.03,
            "high": 14.03,
            "low": 14.01,
            "close": 14.01,
            "amount_yi": 0.0194
          },
          {
            "time": "09:56",
            "open": 14.01,
            "high": 14.04,
            "low": 14.01,
            "close": 14.04,
            "amount_yi": 0.0388
          },
          {
            "time": "09:57",
            "open": 14.04,
            "high": 14.04,
            "low": 14.03,
            "close": 14.03,
            "amount_yi": 0.023
          },
          {
            "time": "09:58",
            "open": 14.02,
            "high": 14.02,
            "low": 13.99,
            "close": 13.99,
            "amount_yi": 0.0312
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48176.1,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.402,
      "quote": {
        "last": 13.99,
        "ts": "2026-06-11T09:58:36",
        "bid1": 13.99,
        "ask1": 14.0,
        "bid_qty1": 45800,
        "ask_qty1": 110800
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 866286.0,
    "market_value": 96792.0,
    "total_value": 963078.0,
    "unrealized_pnl": 1574.9999999999977,
    "total_pnl": -36922.0,
    "total_pnl_pct": -3.692200000000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 98.01,
      "market_value": 49005.0,
      "unrealized_pnl": 1320.0000000000002,
      "unrealized_pnl_pct": 2.768166089965396,
      "updated_at": "2026-06-11T09:58:37",
      "position_pct_of_total": 5.088372904375347
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 0,
      "avg_cost": 27.96,
      "last_price": 28.11,
      "market_value": 47787.0,
      "unrealized_pnl": 254.99999999999758,
      "unrealized_pnl_pct": 0.5364806866952732,
      "updated_at": "2026-06-11T09:58:37",
      "position_pct_of_total": 4.961903397232622
    }
  ],
  "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
    },
    {
      "amount": 0.0,
      "base_exec_high": 33.99,
      "cash_before_order": 875598.0,
      "chase_ceiling": 35.23,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260610:20260611:SHSE.688138:VWAP_RECLAIM:BUY",
      "exec_high": 33.99,
      "exec_low": 33.82,
      "intraday_vwap": 33.8431,
      "invalid_price": 32.7,
      "ma5": 32.172,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.25,
        "amount_yi": 0.0479,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.0479,
            "close": 34.57,
            "high": 34.57,
            "low": 34.57,
            "open": 34.57,
            "time": "09:31"
          }
        ],
        "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": "清溢光电",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SHSE.688138:VWAP_RECLAIM",
      "price": null,
      "price_vs_vwap_pct": 2.1479,
      "qty": 0,
      "quote_ask1": 34.54,
      "quote_ask_qty1": 500,
      "quote_bid1": 34.5,
      "quote_bid_qty1": 959,
      "quote_last": 34.57,
      "quote_ts": "2026-06-11T09:31:01",
      "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.688138",
      "target_amount": 48252.65,
      "target_position_pct": 5.0,
      "template_key": "VWAP_RECLAIM",
      "theme": null,
      "trade_date": "20260611",
      "trigger_price": 33.49,
      "ts": "2026-06-11T09:31:02",
      "id": 42
    },
    {
      "amount": 0.0,
      "base_exec_high": 229.79,
      "cash_before_order": 875598.0,
      "chase_ceiling": 244.27,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260610:20260611:SHSE.603929:BREAK_PREV_HIGH:BUY",
      "exec_high": 229.79,
      "exec_low": 226.39,
      "intraday_vwap": 228.9598,
      "invalid_price": 188.212,
      "ma5": 188.212,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0.3914,
        "bar_count": 1,
        "bars": [
          {
            "amount_yi": 0.3914,
            "close": 235.0,
            "high": 235.0,
            "low": 235.0,
            "open": 235.0,
            "time": "09:31"
          }
        ],
        "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": "亚翔集成",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SHSE.603929:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.6381,
      "qty": 0,
      "quote_ask1": 235.12,
      "quote_ask_qty1": 100,
      "quote_bid1": 235.0,
      "quote_bid_qty1": 5300,
      "quote_last": 235.0,
      "quote_ts": "2026-06-11T09:31:01",
      "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.603929",
      "target_amount": 48252.65,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "中芯概念",
      "trade_date": "20260611",
      "trigger_price": 226.39,
      "ts": "2026-06-11T09:31:02",
      "id": 43
    },
    {
      "amount": 0.0,
      "base_exec_high": 32.34,
      "cash_before_order": 875598.0,
      "chase_ceiling": 34.71,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260610:20260611:SHSE.600869:BREAK_PREV_HIGH:BUY",
      "exec_high": 32.34,
      "exec_low": 31.86,
      "intraday_vwap": 31.9049,
      "invalid_price": 28.726,
      "ma5": 28.726,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 1.7895,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 1.2154,
            "close": 32.06,
            "high": 32.22,
            "low": 32.06,
            "open": 32.22,
            "time": "09:31"
          },
          {
            "amount_yi": 0.5741,
            "close": 32.6,
            "high": 32.6,
            "low": 32.6,
            "open": 32.6,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_2/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "远东股份",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SHSE.600869:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.1787,
      "qty": 0,
      "quote_ask1": 32.68,
      "quote_ask_qty1": 14600,
      "quote_bid1": 32.58,
      "quote_bid_qty1": 34500,
      "quote_last": 32.6,
      "quote_ts": "2026-06-11T09:32:02",
      "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.600869",
      "target_amount": 48227.8,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "复合集流体",
      "trade_date": "20260611",
      "trigger_price": 31.86,
      "ts": "2026-06-11T09:32:04",
      "id": 44
    },
    {
      "amount": 38220.0,
      "base_exec_high": null,
      "chase_ceiling": null,
      "decision": "risk_exit",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "RISK:20260611:SHSE.688017:position_stop_loss:SELL",
      "exec_high": null,
      "exec_low": null,
      "intraday_vwap": null,
      "invalid_price": 325.736,
      "max_chase_pct": null,
      "minute_energy": null,
      "name": "绿的谐波",
      "paper_scope": "position_risk",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "RISK:20260610:SHSE.688017:position_stop_loss",
      "position_pnl_pct": -3.819818916004103,
      "price": 382.2,
      "price_vs_vwap_pct": null,
      "qty": 100,
      "quote_ask1": 383.48,
      "quote_ask_qty1": 776,
      "quote_bid1": 382.2,
      "quote_bid_qty1": 232,
      "quote_last": 383.48,
      "quote_ts": "2026-06-11T09:32:00",
      "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": "SHSE.688017",
      "template_key": "POSITION_RISK_EXIT",
      "theme": "机器人智能制造",
      "trade_date": "20260611",
      "trigger_price": -3.0,
      "ts": "2026-06-11T09:32:04",
      "id": 45
    },
    {
      "amount": 0.0,
      "base_exec_high": 27.97,
      "cash_before_order": 913818.0,
      "chase_ceiling": 29.94,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY",
      "exec_high": 27.97,
      "exec_low": 27.56,
      "intraday_vwap": 27.3773,
      "invalid_price": 26.12,
      "ma5": 26.12,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 2.5228,
        "bar_count": 5,
        "bars": [
          {
            "amount_yi": 0.4884,
            "close": 27.35,
            "high": 27.35,
            "low": 27.23,
            "open": 27.23,
            "time": "09:33"
          },
          {
            "amount_yi": 0.3637,
            "close": 26.91,
            "high": 27.15,
            "low": 26.91,
            "open": 27.15,
            "time": "09:34"
          },
          {
            "amount_yi": 0.3505,
            "close": 27.57,
            "high": 27.57,
            "low": 26.94,
            "open": 26.94,
            "time": "09:35"
          },
          {
            "amount_yi": 0.7259,
            "close": 27.91,
            "high": 27.91,
            "low": 27.91,
            "open": 27.91,
            "time": "09:36"
          },
          {
            "amount_yi": 0.5943,
            "close": 27.98,
            "high": 27.98,
            "low": 27.97,
            "open": 27.97,
            "time": "09:37"
          }
        ],
        "energy_ratio": 2.5825,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0.9769,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "旭光电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 2.2015,
      "qty": 0,
      "quote_ask1": 27.98,
      "quote_ask_qty1": 1300,
      "quote_bid1": 27.91,
      "quote_bid_qty1": 200,
      "quote_last": 27.98,
      "quote_ts": "2026-06-11T09:37:38",
      "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.600353",
      "target_amount": 48110.15,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "光刻机(胶)",
      "trade_date": "20260611",
      "trigger_price": 27.56,
      "ts": "2026-06-11T09:37:41",
      "id": 46
    },
    {
      "amount": 47532.0,
      "base_exec_high": 27.97,
      "cash_before_order": 913818.0,
      "chase_ceiling": 29.94,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY",
      "exec_high": 27.97,
      "exec_low": 27.56,
      "intraday_vwap": 27.6356,
      "invalid_price": 26.12,
      "ma5": 26.12,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 2.0832,
        "bar_count": 5,
        "bars": [
          {
            "amount_yi": 0.5888,
            "close": 28.01,
            "high": 28.06,
            "low": 28.01,
            "open": 28.06,
            "time": "09:40"
          },
          {
            "amount_yi": 0.4713,
            "close": 28.17,
            "high": 28.17,
            "low": 28.1,
            "open": 28.1,
            "time": "09:41"
          },
          {
            "amount_yi": 0.4607,
            "close": 28.15,
            "high": 28.17,
            "low": 28.15,
            "open": 28.17,
            "time": "09:42"
          },
          {
            "amount_yi": 0.3281,
            "close": 28.0,
            "high": 28.01,
            "low": 28.0,
            "open": 28.01,
            "time": "09:43"
          },
          {
            "amount_yi": 0.2343,
            "close": 27.98,
            "high": 28.1,
            "low": 27.98,
            "open": 28.1,
            "time": "09:44"
          }
        ],
        "energy_ratio": 0.8522,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 2.4445,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "旭光电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260610",
      "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH",
      "price": 27.96,
      "price_vs_vwap_pct": 1.2462,
      "qty": 1700,
      "quote_ask1": 27.96,
      "quote_ask_qty1": 200,
      "quote_bid1": 27.94,
      "quote_bid_qty1": 2900,
      "quote_last": 27.98,
      "quote_ts": "2026-06-11T09:44:47",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 145.14,
      "status": "FILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.600353",
      "target_amount": 48165.9,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "光刻机(胶)",
      "trade_date": "20260611",
      "trigger_price": 27.56,
      "ts": "2026-06-11T09:44:49",
      "id": 47
    }
  ],
  "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": 0.5333,
        "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": "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": 3,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 1,
    "rejected_orders": 0,
    "unfilled_orders": 5,
    "risk_exit_signals": 0,
    "risk_exit_orders": 2,
    "risk_exit_filled": 2,
    "risk_exit_blocked_t1": 0
  }
}