{
  "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": 0.4667,
    "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": "2026-06-11T10:07:18",
  "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": "CANCELLED",
      "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": "2026-06-11T10:07:18",
      "sim_reason": "invalid_price_broken",
      "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": 7.4593,
      "price_vs_vwap_pct": -0.1247,
      "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": 0.0154,
        "prev_amount_yi": 0.0261,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.59,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 7.45,
            "high": 7.47,
            "low": 7.45,
            "close": 7.47,
            "amount_yi": 0.0011
          },
          {
            "time": "10:04",
            "open": 7.46,
            "high": 7.46,
            "low": 7.46,
            "close": 7.46,
            "amount_yi": 0.0032
          },
          {
            "time": "10:05",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0018
          },
          {
            "time": "10:06",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0065
          },
          {
            "time": "10:07",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.122,
      "quote": {
        "last": 7.45,
        "ts": "2026-06-11T10:07:15",
        "bid1": 7.45,
        "ask1": 7.46,
        "bid_qty1": 13064,
        "ask_qty1": 1800
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-11T10:07:18",
      "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": 34.8306,
      "price_vs_vwap_pct": -0.7195,
      "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": 0.0843,
        "prev_amount_yi": 0.2108,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3999,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:03",
            "open": 34.68,
            "high": 34.73,
            "low": 34.68,
            "close": 34.73,
            "amount_yi": 0.0182
          },
          {
            "time": "10:04",
            "open": 34.7,
            "high": 34.71,
            "low": 34.7,
            "close": 34.71,
            "amount_yi": 0.0188
          },
          {
            "time": "10:05",
            "open": 34.67,
            "high": 34.67,
            "low": 34.63,
            "close": 34.63,
            "amount_yi": 0.0161
          },
          {
            "time": "10:06",
            "open": 34.6,
            "high": 34.6,
            "low": 34.59,
            "close": 34.59,
            "amount_yi": 0.019
          },
          {
            "time": "10:07",
            "open": 34.58,
            "high": 34.58,
            "low": 34.58,
            "close": 34.58,
            "amount_yi": 0.0122
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.172,
      "quote": {
        "last": 34.58,
        "ts": "2026-06-11T10:07:16",
        "bid1": 34.56,
        "ask1": 34.58,
        "bid_qty1": 5108,
        "ask_qty1": 440
      },
      "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": "2026-06-11T10:07:18",
      "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": 96.3313,
      "price_vs_vwap_pct": 2.5523,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6607,
        "prev_amount_yi": 0.7472,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8842,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:03",
            "open": 100.01,
            "high": 100.03,
            "low": 100.01,
            "close": 100.03,
            "amount_yi": 0.1499
          },
          {
            "time": "10:04",
            "open": 100.25,
            "high": 100.25,
            "low": 100.15,
            "close": 100.15,
            "amount_yi": 0.1251
          },
          {
            "time": "10:05",
            "open": 100.14,
            "high": 100.14,
            "low": 99.54,
            "close": 99.54,
            "amount_yi": 0.1698
          },
          {
            "time": "10:06",
            "open": 99.31,
            "high": 99.31,
            "low": 99.01,
            "close": 99.01,
            "amount_yi": 0.0916
          },
          {
            "time": "10:07",
            "open": 98.79,
            "high": 98.79,
            "low": 98.79,
            "close": 98.79,
            "amount_yi": 0.1243
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.288,
      "quote": {
        "last": 98.79,
        "ts": "2026-06-11T10:07:16",
        "bid1": 98.77,
        "ask1": 98.79,
        "bid_qty1": 4800,
        "ask_qty1": 580
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-11T10:07:18",
      "sim_reason": "near_trigger",
      "qty": 700,
      "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": 60.48,
      "price_vs_vwap_pct": -0.1323,
      "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": 0.3776,
        "prev_amount_yi": 0.773,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4885,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 59.85,
            "high": 60.05,
            "low": 59.85,
            "close": 60.05,
            "amount_yi": 0.1107
          },
          {
            "time": "10:04",
            "open": 59.98,
            "high": 59.98,
            "low": 59.98,
            "close": 59.98,
            "amount_yi": 0.062
          },
          {
            "time": "10:05",
            "open": 60.01,
            "high": 60.02,
            "low": 60.01,
            "close": 60.02,
            "amount_yi": 0.0595
          },
          {
            "time": "10:06",
            "open": 60.26,
            "high": 60.26,
            "low": 60.25,
            "close": 60.25,
            "amount_yi": 0.1121
          },
          {
            "time": "10:07",
            "open": 60.4,
            "high": 60.4,
            "low": 60.4,
            "close": 60.4,
            "amount_yi": 0.0333
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 55.252,
      "quote": {
        "last": 60.4,
        "ts": "2026-06-11T10:07:16",
        "bid1": 60.4,
        "ask1": 60.46,
        "bid_qty1": 400,
        "ask_qty1": 1500
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-11T10:07:18",
      "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": 43.1294,
      "price_vs_vwap_pct": -0.2768,
      "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": 0.0885,
        "prev_amount_yi": 0.1176,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7526,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 43.01,
            "high": 43.1,
            "low": 43.01,
            "close": 43.1,
            "amount_yi": 0.0198
          },
          {
            "time": "10:04",
            "open": 43.0,
            "high": 43.08,
            "low": 43.0,
            "close": 43.08,
            "amount_yi": 0.0338
          },
          {
            "time": "10:05",
            "open": 43.0,
            "high": 43.09,
            "low": 43.0,
            "close": 43.09,
            "amount_yi": 0.0037
          },
          {
            "time": "10:06",
            "open": 43.08,
            "high": 43.08,
            "low": 43.03,
            "close": 43.03,
            "amount_yi": 0.0089
          },
          {
            "time": "10:07",
            "open": 43.01,
            "high": 43.01,
            "low": 43.01,
            "close": 43.01,
            "amount_yi": 0.0223
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 40.54,
      "quote": {
        "last": 43.01,
        "ts": "2026-06-11T10:07:16",
        "bid1": 42.96,
        "ask1": 42.99,
        "bid_qty1": 600,
        "ask_qty1": 3298
      },
      "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": "2026-06-11T10:07:18",
      "sim_reason": "waiting_trigger",
      "qty": 2100,
      "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": 23.4265,
      "price_vs_vwap_pct": -2.6743,
      "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": 0.412,
        "prev_amount_yi": 0.5415,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7608,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 22.96,
            "high": 22.98,
            "low": 22.96,
            "close": 22.98,
            "amount_yi": 0.0574
          },
          {
            "time": "10:04",
            "open": 23.01,
            "high": 23.06,
            "low": 23.01,
            "close": 23.06,
            "amount_yi": 0.0641
          },
          {
            "time": "10:05",
            "open": 22.98,
            "high": 22.98,
            "low": 22.96,
            "close": 22.96,
            "amount_yi": 0.0488
          },
          {
            "time": "10:06",
            "open": 22.87,
            "high": 22.87,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.1735
          },
          {
            "time": "10:07",
            "open": 22.8,
            "high": 22.8,
            "low": 22.8,
            "close": 22.8,
            "amount_yi": 0.0682
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 21.33,
      "quote": {
        "last": 22.8,
        "ts": "2026-06-11T10:07:17",
        "bid1": 22.8,
        "ask1": 22.81,
        "bid_qty1": 4436,
        "ask_qty1": 3001
      },
      "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": "2026-06-11T10:07:18",
      "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": 275.6992,
      "price_vs_vwap_pct": 2.6445,
      "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": 1.1933,
        "prev_amount_yi": 2.7086,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4406,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 283.0,
            "high": 284.69,
            "low": 283.0,
            "close": 284.69,
            "amount_yi": 0.3553
          },
          {
            "time": "10:04",
            "open": 283.02,
            "high": 284.5,
            "low": 283.02,
            "close": 284.5,
            "amount_yi": 0.2462
          },
          {
            "time": "10:05",
            "open": 283.56,
            "high": 283.56,
            "low": 283.45,
            "close": 283.45,
            "amount_yi": 0.2714
          },
          {
            "time": "10:06",
            "open": 283.46,
            "high": 283.46,
            "low": 282.64,
            "close": 282.64,
            "amount_yi": 0.1494
          },
          {
            "time": "10:07",
            "open": 282.99,
            "high": 282.99,
            "low": 282.99,
            "close": 282.99,
            "amount_yi": 0.171
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "quote": {
        "last": 282.99,
        "ts": "2026-06-11T10:07:15",
        "bid1": 282.97,
        "ask1": 283.0,
        "bid_qty1": 100,
        "ask_qty1": 900
      },
      "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": "2026-06-11T10:07:18",
      "sim_reason": "waiting_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": 40.1517,
      "price_vs_vwap_pct": 0.3195,
      "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": 0.8872,
        "prev_amount_yi": 0.5793,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.5315,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 40.0,
            "high": 40.0,
            "low": 39.93,
            "close": 39.93,
            "amount_yi": 0.1557
          },
          {
            "time": "10:04",
            "open": 39.98,
            "high": 40.03,
            "low": 39.98,
            "close": 40.03,
            "amount_yi": 0.1684
          },
          {
            "time": "10:05",
            "open": 40.12,
            "high": 40.12,
            "low": 40.07,
            "close": 40.07,
            "amount_yi": 0.1987
          },
          {
            "time": "10:06",
            "open": 40.12,
            "high": 40.27,
            "low": 40.12,
            "close": 40.27,
            "amount_yi": 0.1949
          },
          {
            "time": "10:07",
            "open": 40.28,
            "high": 40.28,
            "low": 40.28,
            "close": 40.28,
            "amount_yi": 0.1695
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 38.754,
      "quote": {
        "last": 40.28,
        "ts": "2026-06-11T10:07:16",
        "bid1": 40.27,
        "ask1": 40.28,
        "bid_qty1": 13900,
        "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": "2026-06-11T10:07:18",
      "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": 32.1769,
      "price_vs_vwap_pct": -1.9794,
      "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": 1.3822,
        "prev_amount_yi": 2.5699,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5378,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 31.26,
            "high": 31.55,
            "low": 31.26,
            "close": 31.55,
            "amount_yi": 0.6814
          },
          {
            "time": "10:04",
            "open": 31.61,
            "high": 31.61,
            "low": 31.52,
            "close": 31.52,
            "amount_yi": 0.3536
          },
          {
            "time": "10:05",
            "open": 31.55,
            "high": 31.61,
            "low": 31.55,
            "close": 31.61,
            "amount_yi": 0.1644
          },
          {
            "time": "10:06",
            "open": 31.64,
            "high": 31.64,
            "low": 31.55,
            "close": 31.55,
            "amount_yi": 0.1335
          },
          {
            "time": "10:07",
            "open": 31.54,
            "high": 31.54,
            "low": 31.54,
            "close": 31.54,
            "amount_yi": 0.0493
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.726,
      "quote": {
        "last": 31.54,
        "ts": "2026-06-11T10:07:17",
        "bid1": 31.54,
        "ask1": 31.55,
        "bid_qty1": 600,
        "ask_qty1": 9200
      },
      "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": "2026-06-11T10:07:18",
      "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": 27.8891,
      "price_vs_vwap_pct": 1.2223,
      "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": 28.23,
        "ts": "2026-06-11T10:07:17",
        "bid1": 28.21,
        "ask1": 28.23,
        "bid_qty1": 500,
        "ask_qty1": 340
      },
      "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": "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": "2026-06-11T10:07:18",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "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": 641.3162,
      "price_vs_vwap_pct": 0.0022,
      "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": 1.661,
        "prev_amount_yi": 2.4139,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6881,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 641.88,
            "high": 641.88,
            "low": 641.0,
            "close": 641.0,
            "amount_yi": 0.3845
          },
          {
            "time": "10:04",
            "open": 639.0,
            "high": 639.0,
            "low": 639.0,
            "close": 639.0,
            "amount_yi": 0.518
          },
          {
            "time": "10:05",
            "open": 639.24,
            "high": 642.39,
            "low": 639.24,
            "close": 642.39,
            "amount_yi": 0.3298
          },
          {
            "time": "10:06",
            "open": 640.9,
            "high": 640.9,
            "low": 639.0,
            "close": 639.0,
            "amount_yi": 0.2701
          },
          {
            "time": "10:07",
            "open": 641.33,
            "high": 641.33,
            "low": 641.33,
            "close": 641.33,
            "amount_yi": 0.1586
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 597.758,
      "quote": {
        "last": 641.33,
        "ts": "2026-06-11T10:07:15",
        "bid1": 640.49,
        "ask1": 641.34,
        "bid_qty1": 1532,
        "ask_qty1": 506
      },
      "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": "2026-06-11T10:07:18",
      "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": 151.5556,
      "price_vs_vwap_pct": -1.5081,
      "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": 3.1886,
        "prev_amount_yi": 3.411,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9348,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 147.22,
            "high": 149.68,
            "low": 147.22,
            "close": 149.68,
            "amount_yi": 1.4624
          },
          {
            "time": "10:04",
            "open": 148.53,
            "high": 148.53,
            "low": 147.98,
            "close": 147.98,
            "amount_yi": 0.7887
          },
          {
            "time": "10:05",
            "open": 148.0,
            "high": 149.68,
            "low": 148.0,
            "close": 149.68,
            "amount_yi": 0.5524
          },
          {
            "time": "10:06",
            "open": 149.81,
            "high": 149.81,
            "low": 149.01,
            "close": 149.01,
            "amount_yi": 0.2841
          },
          {
            "time": "10:07",
            "open": 149.27,
            "high": 149.27,
            "low": 149.27,
            "close": 149.27,
            "amount_yi": 0.101
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 139.282,
      "quote": {
        "last": 149.27,
        "ts": "2026-06-11T10:07:16",
        "bid1": 149.27,
        "ask1": 149.37,
        "bid_qty1": 100,
        "ask_qty1": 600
      },
      "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": "2026-06-11T10:07:18",
      "sim_reason": "minute_energy_amount_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": 229.3375,
      "price_vs_vwap_pct": -0.5483,
      "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": 0.2993,
        "prev_amount_yi": 0.6099,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4907,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 227.35,
            "high": 228.79,
            "low": 227.35,
            "close": 228.79,
            "amount_yi": 0.0925
          },
          {
            "time": "10:04",
            "open": 228.22,
            "high": 228.23,
            "low": 228.22,
            "close": 228.23,
            "amount_yi": 0.0774
          },
          {
            "time": "10:05",
            "open": 228.2,
            "high": 228.88,
            "low": 228.2,
            "close": 228.88,
            "amount_yi": 0.0681
          },
          {
            "time": "10:06",
            "open": 228.18,
            "high": 228.18,
            "low": 227.64,
            "close": 227.64,
            "amount_yi": 0.0335
          },
          {
            "time": "10:07",
            "open": 228.08,
            "high": 228.08,
            "low": 228.08,
            "close": 228.08,
            "amount_yi": 0.0278
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 188.212,
      "quote": {
        "last": 228.08,
        "ts": "2026-06-11T10:07:16",
        "bid1": 227.77,
        "ask1": 228.08,
        "bid_qty1": 200,
        "ask_qty1": 300
      },
      "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": "2026-06-11T10:07:18",
      "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": 37.7725,
      "price_vs_vwap_pct": -0.2184,
      "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": 0.1766,
        "prev_amount_yi": 0.1928,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.916,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 37.7,
            "high": 37.73,
            "low": 37.7,
            "close": 37.73,
            "amount_yi": 0.0736
          },
          {
            "time": "10:04",
            "open": 37.6,
            "high": 37.63,
            "low": 37.6,
            "close": 37.63,
            "amount_yi": 0.0427
          },
          {
            "time": "10:05",
            "open": 37.64,
            "high": 37.8,
            "low": 37.64,
            "close": 37.8,
            "amount_yi": 0.0188
          },
          {
            "time": "10:06",
            "open": 37.74,
            "high": 37.74,
            "low": 37.65,
            "close": 37.65,
            "amount_yi": 0.0228
          },
          {
            "time": "10:07",
            "open": 37.69,
            "high": 37.69,
            "low": 37.69,
            "close": 37.69,
            "amount_yi": 0.0187
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.968,
      "quote": {
        "last": 37.69,
        "ts": "2026-06-11T10:07:15",
        "bid1": 37.66,
        "ask1": 37.68,
        "bid_qty1": 3600,
        "ask_qty1": 200
      },
      "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": "2026-06-11T10:07:18",
      "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": 14.0447,
      "price_vs_vwap_pct": -1.1727,
      "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": 0.1514,
        "prev_amount_yi": 0.1955,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7744,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:03",
            "open": 13.96,
            "high": 13.96,
            "low": 13.95,
            "close": 13.95,
            "amount_yi": 0.0302
          },
          {
            "time": "10:04",
            "open": 13.95,
            "high": 13.95,
            "low": 13.93,
            "close": 13.93,
            "amount_yi": 0.0301
          },
          {
            "time": "10:05",
            "open": 13.9,
            "high": 13.9,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.0394
          },
          {
            "time": "10:06",
            "open": 13.88,
            "high": 13.88,
            "low": 13.87,
            "close": 13.87,
            "amount_yi": 0.037
          },
          {
            "time": "10:07",
            "open": 13.88,
            "high": 13.88,
            "low": 13.88,
            "close": 13.88,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48180.95,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.402,
      "quote": {
        "last": 13.88,
        "ts": "2026-06-11T10:07:15",
        "bid1": 13.87,
        "ask1": 13.88,
        "bid_qty1": 30600,
        "ask_qty1": 2600
      },
      "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": 97456.0,
    "total_value": 963742.0,
    "unrealized_pnl": 2239.0000000000005,
    "total_pnl": -36258.0,
    "total_pnl_pct": -3.6258000000000012
  },
  "paper_positions": [
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 98.93,
      "market_value": 49465.0,
      "unrealized_pnl": 1780.0000000000011,
      "unrealized_pnl_pct": 3.7328300304078965,
      "updated_at": "2026-06-11T10:07:18",
      "position_pct_of_total": 5.132597728437694
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 0,
      "avg_cost": 27.96,
      "last_price": 28.23,
      "market_value": 47991.0,
      "unrealized_pnl": 458.99999999999926,
      "unrealized_pnl_pct": 0.965665236051505,
      "updated_at": "2026-06-11T10:07:18",
      "position_pct_of_total": 4.9796522305762325
    }
  ],
  "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": 0.4667,
        "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
  }
}