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            "open": 26.94,
            "time": "09:35"
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          {
            "amount_yi": 0.7259,
            "close": 27.91,
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            "low": 27.91,
            "open": 27.91,
            "time": "09:36"
          },
          {
            "amount_yi": 0.5943,
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            "high": 27.98,
            "low": 27.97,
            "open": 27.97,
            "time": "09:37"
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        ],
        "energy_ratio": 2.5825,
        "min_samples": 3,
        "passed": true,
        "prev_amount_yi": 0.9769,
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        "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,
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            "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
  }
}