{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260610",
  "trade_date": "20260611",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "quote_stale",
    "enabled": true
  },
  "quote_source": "public_http_sina:16/16",
  "quote_stale_lock": true,
  "generated_at": "2026-06-11T12:13:47",
  "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": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "qty": 6500,
      "prev_close": 7.5,
      "theme": null,
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 7.76,
      "max_chase_pct": 1.5,
      "base_exec_high": 7.7,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0062,
        "prev_amount_yi": 0.0051,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2157,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0005
          },
          {
            "time": "11:26",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0027
          },
          {
            "time": "11:27",
            "open": 7.43,
            "high": 7.44,
            "low": 7.43,
            "close": 7.44,
            "amount_yi": 0.0011
          },
          {
            "time": "11:28",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.0012
          },
          {
            "time": "11:29",
            "open": 7.44,
            "high": 7.44,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.0007
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 7.122,
      "quote": {
        "last": 7.43,
        "ts": "2026-06-11T11:30:00",
        "bid1": 7.42,
        "ask1": 7.43,
        "bid_qty1": 45376,
        "ask_qty1": 7196
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688138:VWAP_RECLAIM:BUY",
      "plan_id": "20260610:SHSE.688138:VWAP_RECLAIM",
      "symbol": "SHSE.688138",
      "name": "清溢光电",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 33.49,
      "exec_low": 33.82,
      "exec_high": 33.99,
      "invalid_price": 32.7,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.0598,
        "prev_amount_yi": 0.0594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0067,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:25",
            "open": 34.98,
            "high": 34.98,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0118
          },
          {
            "time": "11:26",
            "open": 35.02,
            "high": 35.02,
            "low": 35.02,
            "close": 35.02,
            "amount_yi": 0.0064
          },
          {
            "time": "11:27",
            "open": 34.98,
            "high": 34.98,
            "low": 34.98,
            "close": 34.98,
            "amount_yi": 0.0092
          },
          {
            "time": "11:28",
            "open": 34.94,
            "high": 34.94,
            "low": 34.9,
            "close": 34.9,
            "amount_yi": 0.0148
          },
          {
            "time": "11:29",
            "open": 34.96,
            "high": 34.96,
            "low": 34.95,
            "close": 34.95,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.172,
      "quote": {
        "last": 35.03,
        "ts": "2026-06-11T11:30:00",
        "bid1": 35.03,
        "ask1": 35.04,
        "bid_qty1": 125,
        "ask_qty1": 400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688545:VWAP_RECLAIM:BUY",
      "plan_id": "20260610:SHSE.688545:VWAP_RECLAIM",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 85.13,
      "exec_low": 86.14,
      "exec_high": 86.41,
      "invalid_price": 82.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.023,
        "prev_amount_yi": 0.0596,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3859,
        "ratio_min": 1.05,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:25",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.0024
          },
          {
            "time": "11:26",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.0044
          },
          {
            "time": "11:27",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.003
          },
          {
            "time": "11:28",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.007
          },
          {
            "time": "11:29",
            "open": 104.52,
            "high": 104.52,
            "low": 104.52,
            "close": 104.52,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.288,
      "quote": {
        "last": 104.52,
        "ts": "2026-06-11T11:30:00",
        "bid1": 104.52,
        "ask1": 0.0,
        "bid_qty1": 5213969,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603650:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603650:BREAK_PREV_HIGH",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 60.97,
      "exec_low": 60.97,
      "exec_high": 61.88,
      "invalid_price": 55.252,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.1994,
        "prev_amount_yi": 0.2369,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8417,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 62.65,
            "high": 62.7,
            "low": 62.65,
            "close": 62.7,
            "amount_yi": 0.0586
          },
          {
            "time": "11:26",
            "open": 62.77,
            "high": 62.77,
            "low": 62.74,
            "close": 62.74,
            "amount_yi": 0.0186
          },
          {
            "time": "11:27",
            "open": 62.56,
            "high": 62.56,
            "low": 62.5,
            "close": 62.5,
            "amount_yi": 0.0571
          },
          {
            "time": "11:28",
            "open": 62.5,
            "high": 62.5,
            "low": 62.45,
            "close": 62.45,
            "amount_yi": 0.0223
          },
          {
            "time": "11:29",
            "open": 62.48,
            "high": 62.49,
            "low": 62.48,
            "close": 62.49,
            "amount_yi": 0.0428
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 55.252,
      "quote": {
        "last": 62.49,
        "ts": "2026-06-11T11:30:00",
        "bid1": 62.49,
        "ask1": 62.5,
        "bid_qty1": 400,
        "ask_qty1": 7409
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688181:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688181:BREAK_PREV_HIGH",
      "symbol": "SHSE.688181",
      "name": "八亿时空",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 44.3,
      "exec_low": 44.3,
      "exec_high": 44.96,
      "invalid_price": 40.54,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.0381,
        "prev_amount_yi": 0.0417,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9137,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 43.25,
            "high": 43.27,
            "low": 43.25,
            "close": 43.27,
            "amount_yi": 0.0016
          },
          {
            "time": "11:26",
            "open": 43.35,
            "high": 43.35,
            "low": 43.35,
            "close": 43.35,
            "amount_yi": 0.0062
          },
          {
            "time": "11:27",
            "open": 43.34,
            "high": 43.34,
            "low": 43.31,
            "close": 43.31,
            "amount_yi": 0.0173
          },
          {
            "time": "11:28",
            "open": 43.34,
            "high": 43.34,
            "low": 43.24,
            "close": 43.24,
            "amount_yi": 0.0115
          },
          {
            "time": "11:29",
            "open": 43.24,
            "high": 43.28,
            "low": 43.24,
            "close": 43.28,
            "amount_yi": 0.0015
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 40.54,
      "quote": {
        "last": 43.28,
        "ts": "2026-06-11T11:30:00",
        "bid1": 43.29,
        "ask1": 43.34,
        "bid_qty1": 380,
        "ask_qty1": 113
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688432:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688432:BREAK_PREV_HIGH",
      "symbol": "SHSE.688432",
      "name": "有研硅",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 24.94,
      "exec_low": 24.94,
      "exec_high": 25.31,
      "invalid_price": 21.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.0983,
        "prev_amount_yi": 0.0679,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4477,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 22.89,
            "high": 22.89,
            "low": 22.89,
            "close": 22.89,
            "amount_yi": 0.0169
          },
          {
            "time": "11:26",
            "open": 22.88,
            "high": 22.88,
            "low": 22.85,
            "close": 22.85,
            "amount_yi": 0.0237
          },
          {
            "time": "11:27",
            "open": 22.86,
            "high": 22.87,
            "low": 22.86,
            "close": 22.87,
            "amount_yi": 0.0159
          },
          {
            "time": "11:28",
            "open": 22.88,
            "high": 22.88,
            "low": 22.82,
            "close": 22.82,
            "amount_yi": 0.0142
          },
          {
            "time": "11:29",
            "open": 22.81,
            "high": 22.81,
            "low": 22.81,
            "close": 22.81,
            "amount_yi": 0.0276
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "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": "2026-06-11T11:30:00",
        "bid1": 22.8,
        "ask1": 22.81,
        "bid_qty1": 4216,
        "ask_qty1": 1520
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.300666:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.300666:BREAK_PREV_HIGH",
      "symbol": "SZSE.300666",
      "name": "江丰电子",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 249.88,
      "exec_low": 249.88,
      "exec_high": 253.63,
      "invalid_price": 214.768,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "qty": 100,
      "prev_close": 243.67,
      "theme": "中芯概念",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 292.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 253.63,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0324,
        "prev_amount_yi": 0.0605,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5355,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 292.4,
            "high": 292.4,
            "low": 292.4,
            "close": 292.4,
            "amount_yi": 0.0094
          },
          {
            "time": "11:26",
            "open": 292.4,
            "high": 292.4,
            "low": 292.4,
            "close": 292.4,
            "amount_yi": 0.0029
          },
          {
            "time": "11:27",
            "open": 292.4,
            "high": 292.4,
            "low": 292.4,
            "close": 292.4,
            "amount_yi": 0.0067
          },
          {
            "time": "11:28",
            "open": 292.4,
            "high": 292.4,
            "low": 292.4,
            "close": 292.4,
            "amount_yi": 0.0026
          },
          {
            "time": "11:29",
            "open": 292.4,
            "high": 292.4,
            "low": 292.4,
            "close": 292.4,
            "amount_yi": 0.0108
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 214.768,
      "quote": {
        "last": 292.4,
        "ts": "2026-06-11T11:30:00",
        "bid1": 292.4,
        "ask1": 0.0,
        "bid_qty1": 4279840,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600160:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600160:BREAK_PREV_HIGH",
      "symbol": "SHSE.600160",
      "name": "巨化股份",
      "side": "BUY",
      "priority": "W7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 41.0,
      "exec_low": 41.0,
      "exec_high": 41.61,
      "invalid_price": 38.754,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.5266,
        "prev_amount_yi": 0.7229,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7285,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 41.14,
            "high": 41.2,
            "low": 41.14,
            "close": 41.2,
            "amount_yi": 0.097
          },
          {
            "time": "11:26",
            "open": 41.28,
            "high": 41.28,
            "low": 41.21,
            "close": 41.21,
            "amount_yi": 0.1847
          },
          {
            "time": "11:27",
            "open": 41.02,
            "high": 41.02,
            "low": 41.01,
            "close": 41.01,
            "amount_yi": 0.1174
          },
          {
            "time": "11:28",
            "open": 41.04,
            "high": 41.13,
            "low": 41.04,
            "close": 41.13,
            "amount_yi": 0.0708
          },
          {
            "time": "11:29",
            "open": 41.17,
            "high": 41.2,
            "low": 41.17,
            "close": 41.2,
            "amount_yi": 0.0567
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 38.754,
      "quote": {
        "last": 41.24,
        "ts": "2026-06-11T11:30:00",
        "bid1": 41.22,
        "ask1": 41.25,
        "bid_qty1": 3600,
        "ask_qty1": 7600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600869:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600869:BREAK_PREV_HIGH",
      "symbol": "SHSE.600869",
      "name": "远东股份",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 31.86,
      "exec_low": 31.86,
      "exec_high": 32.34,
      "invalid_price": 28.726,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "qty": 1600,
      "prev_close": 31.55,
      "theme": "复合集流体",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 34.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.34,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3303,
        "prev_amount_yi": 0.7229,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4569,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 30.1,
            "high": 30.1,
            "low": 30.0,
            "close": 30.0,
            "amount_yi": 0.0878
          },
          {
            "time": "11:26",
            "open": 30.06,
            "high": 30.09,
            "low": 30.06,
            "close": 30.09,
            "amount_yi": 0.0423
          },
          {
            "time": "11:27",
            "open": 30.06,
            "high": 30.11,
            "low": 30.06,
            "close": 30.11,
            "amount_yi": 0.0825
          },
          {
            "time": "11:28",
            "open": 30.12,
            "high": 30.12,
            "low": 30.09,
            "close": 30.09,
            "amount_yi": 0.0746
          },
          {
            "time": "11:29",
            "open": 30.1,
            "high": 30.1,
            "low": 30.05,
            "close": 30.05,
            "amount_yi": 0.0431
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.726,
      "quote": {
        "last": 30.05,
        "ts": "2026-06-11T11:30:00",
        "bid1": 30.02,
        "ask1": 30.05,
        "bid_qty1": 100,
        "ask_qty1": 12000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.600353:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.600353:BREAK_PREV_HIGH",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W9",
      "status": "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": "2026-06-11T12:13:47",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 29.94,
        "ts": "2026-06-11T11:30:00",
        "bid1": 29.94,
        "ask1": 0.0,
        "bid_qty1": 4684400,
        "ask_qty1": 0
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.688072:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.688072:BREAK_PREV_HIGH",
      "symbol": "SHSE.688072",
      "name": "拓荆科技",
      "side": "BUY",
      "priority": "W10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 634.94,
      "exec_low": 634.94,
      "exec_high": 644.46,
      "invalid_price": 597.758,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.7334,
        "prev_amount_yi": 0.7779,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9428,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 634.0,
            "high": 634.23,
            "low": 634.0,
            "close": 634.23,
            "amount_yi": 0.111
          },
          {
            "time": "11:26",
            "open": 635.0,
            "high": 635.0,
            "low": 633.34,
            "close": 633.34,
            "amount_yi": 0.0983
          },
          {
            "time": "11:27",
            "open": 632.96,
            "high": 632.96,
            "low": 630.07,
            "close": 630.07,
            "amount_yi": 0.2594
          },
          {
            "time": "11:28",
            "open": 630.04,
            "high": 630.34,
            "low": 630.04,
            "close": 630.34,
            "amount_yi": 0.1492
          },
          {
            "time": "11:29",
            "open": 630.78,
            "high": 630.78,
            "low": 630.4,
            "close": 630.4,
            "amount_yi": 0.1155
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 597.758,
      "quote": {
        "last": 630.34,
        "ts": "2026-06-11T11:30:00",
        "bid1": 630.34,
        "ask1": 630.4,
        "bid_qty1": 14,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603773:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603773:BREAK_PREV_HIGH",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W11",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 158.8,
      "exec_low": 158.8,
      "exec_high": 161.18,
      "invalid_price": 139.282,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.3471,
        "prev_amount_yi": 0.3174,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0936,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 149.4,
            "high": 149.46,
            "low": 149.4,
            "close": 149.46,
            "amount_yi": 0.0438
          },
          {
            "time": "11:26",
            "open": 149.39,
            "high": 149.39,
            "low": 149.0,
            "close": 149.0,
            "amount_yi": 0.0433
          },
          {
            "time": "11:27",
            "open": 148.7,
            "high": 148.8,
            "low": 148.7,
            "close": 148.8,
            "amount_yi": 0.0777
          },
          {
            "time": "11:28",
            "open": 148.85,
            "high": 149.0,
            "low": 148.85,
            "close": 149.0,
            "amount_yi": 0.067
          },
          {
            "time": "11:29",
            "open": 148.8,
            "high": 148.8,
            "low": 148.5,
            "close": 148.5,
            "amount_yi": 0.1153
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 139.282,
      "quote": {
        "last": 148.42,
        "ts": "2026-06-11T11:30:00",
        "bid1": 148.41,
        "ask1": 148.42,
        "bid_qty1": 100,
        "ask_qty1": 2000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SHSE.603929:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SHSE.603929:BREAK_PREV_HIGH",
      "symbol": "SHSE.603929",
      "name": "亚翔集成",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 226.39,
      "exec_low": 226.39,
      "exec_high": 229.79,
      "invalid_price": 188.212,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.2665,
        "prev_amount_yi": 0.1597,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6688,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 228.01,
            "high": 228.41,
            "low": 228.01,
            "close": 228.41,
            "amount_yi": 0.0493
          },
          {
            "time": "11:26",
            "open": 228.25,
            "high": 228.25,
            "low": 228.07,
            "close": 228.07,
            "amount_yi": 0.0441
          },
          {
            "time": "11:27",
            "open": 228.06,
            "high": 228.06,
            "low": 228.05,
            "close": 228.05,
            "amount_yi": 0.0242
          },
          {
            "time": "11:28",
            "open": 227.78,
            "high": 227.78,
            "low": 227.37,
            "close": 227.37,
            "amount_yi": 0.0603
          },
          {
            "time": "11:29",
            "open": 227.72,
            "high": 227.85,
            "low": 227.72,
            "close": 227.85,
            "amount_yi": 0.0886
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 188.212,
      "quote": {
        "last": 227.85,
        "ts": "2026-06-11T11:30:00",
        "bid1": 227.75,
        "ask1": 227.86,
        "bid_qty1": 100,
        "ask_qty1": 1800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.300400:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.300400:BREAK_PREV_HIGH",
      "symbol": "SZSE.300400",
      "name": "劲拓股份",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 40.1,
      "exec_low": 40.1,
      "exec_high": 40.7,
      "invalid_price": 32.968,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "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": null,
      "price_vs_vwap_pct": null,
      "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": 0.067,
        "prev_amount_yi": 0.0591,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1337,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 37.36,
            "high": 37.41,
            "low": 37.36,
            "close": 37.41,
            "amount_yi": 0.033
          },
          {
            "time": "11:26",
            "open": 37.42,
            "high": 37.42,
            "low": 37.41,
            "close": 37.41,
            "amount_yi": 0.0059
          },
          {
            "time": "11:27",
            "open": 37.39,
            "high": 37.39,
            "low": 37.39,
            "close": 37.39,
            "amount_yi": 0.0061
          },
          {
            "time": "11:28",
            "open": 37.38,
            "high": 37.38,
            "low": 37.35,
            "close": 37.35,
            "amount_yi": 0.0087
          },
          {
            "time": "11:29",
            "open": 37.36,
            "high": 37.36,
            "low": 37.36,
            "close": 37.36,
            "amount_yi": 0.0133
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 32.968,
      "quote": {
        "last": 37.35,
        "ts": "2026-06-11T11:30:00",
        "bid1": 37.34,
        "ask1": 37.35,
        "bid_qty1": 3700,
        "ask_qty1": 2000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    },
    {
      "event_id": "20260610:20260611:SZSE.002229:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260610:SZSE.002229:BREAK_PREV_HIGH",
      "symbol": "SZSE.002229",
      "name": "鸿博股份",
      "side": "BUY",
      "priority": "W14",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 15.19,
      "exec_low": 15.19,
      "exec_high": 15.42,
      "invalid_price": 14.402,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-11T12:13:47",
      "sim_reason": "quote_stale_lock",
      "qty": 3500,
      "prev_close": 14.85,
      "theme": "文娱消费",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 16.34,
      "max_chase_pct": 1.5,
      "base_exec_high": 15.42,
      "dynamic_exec_high": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0504,
        "prev_amount_yi": 0.0529,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9527,
        "ratio_min": 1.05,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:25",
            "open": 13.83,
            "high": 13.83,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.0132
          },
          {
            "time": "11:26",
            "open": 13.83,
            "high": 13.83,
            "low": 13.82,
            "close": 13.82,
            "amount_yi": 0.0077
          },
          {
            "time": "11:27",
            "open": 13.83,
            "high": 13.83,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.0086
          },
          {
            "time": "11:28",
            "open": 13.81,
            "high": 13.81,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.0094
          },
          {
            "time": "11:29",
            "open": 13.8,
            "high": 13.8,
            "low": 13.8,
            "close": 13.8,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48357.7,
      "current_position_value": 0.0,
      "cash_before_order": 866286.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 14.402,
      "quote": {
        "last": 13.8,
        "ts": "2026-06-11T11:30:00",
        "bid1": 13.8,
        "ask1": 13.81,
        "bid_qty1": 177100,
        "ask_qty1": 5000
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": true
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 866286.0,
    "market_value": 100868.0,
    "total_value": 967154.0,
    "unrealized_pnl": 5650.999999999997,
    "total_pnl": -32846.0,
    "total_pnl_pct": -3.284600000000004
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 0,
      "avg_cost": 27.96,
      "last_price": 29.94,
      "market_value": 50898.0,
      "unrealized_pnl": 3366.000000000001,
      "unrealized_pnl_pct": 7.081545064377681,
      "updated_at": "2026-06-11T12:13:47",
      "position_pct_of_total": 5.262657239695023
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 99.94,
      "market_value": 49970.0,
      "unrealized_pnl": 2284.9999999999964,
      "unrealized_pnl_pct": 4.79186326937191,
      "updated_at": "2026-06-11T12:13:47",
      "position_pct_of_total": 5.166705612549811
    }
  ],
  "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": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 30.0,
      "effective_shadow_total_position_pct": 20.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "quote_stale"
      }
    },
    "cash_buffer_pct": 5.0
  },
  "position_risk_config": {
    "enabled": true,
    "stop_loss_pct": 3.0,
    "late_exit_loss_pct": 2.0,
    "late_exit_time": "14:30",
    "invalid_exit": true,
    "ma5_exit": true,
    "late_weak_exit": true
  },
  "summary": {
    "active_contracts": 15,
    "active_plan_contracts": 0,
    "watch_candidate_contracts": 15,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 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
  }
}