{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260611",
  "trade_date": "20260612",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "wait_until_09:45",
    "enabled": true,
    "pool_up_ratio": 0.68,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.6667,
    "active_up_ratio_min": 0.5,
    "active_positive": 6,
    "active_positive_min": 1,
    "active_above_vwap": 2,
    "active_total": 9,
    "sample_total": 25,
    "active_samples": [
      {
        "symbol": "SZSE.000422",
        "name": "湖北宜化",
        "paper_scope": "shadow_active",
        "ret_pct": -3.6984,
        "last": 13.54,
        "prev_close": 14.06,
        "vwap": 13.6144
      },
      {
        "symbol": "SZSE.002643",
        "name": "万润股份",
        "paper_scope": "shadow_active",
        "ret_pct": 1.423,
        "last": 15.68,
        "prev_close": 15.46,
        "vwap": 15.7306
      },
      {
        "symbol": "SHSE.603738",
        "name": "泰晶科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.9915,
        "last": 51.74,
        "prev_close": 47.04,
        "vwap": 51.0245
      },
      {
        "symbol": "SZSE.000969",
        "name": "安泰科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.982,
        "last": 24.46,
        "prev_close": 22.24,
        "vwap": 24.2172
      },
      {
        "symbol": "SHSE.688037",
        "name": "芯源微",
        "paper_scope": "shadow_active",
        "ret_pct": 3.1694,
        "last": 268.55,
        "prev_close": 260.3,
        "vwap": 276.2095
      },
      {
        "symbol": "SHSE.601678",
        "name": "滨化股份",
        "paper_scope": "shadow_active",
        "ret_pct": -2.3529,
        "last": 5.81,
        "prev_close": 5.95,
        "vwap": 5.8287
      },
      {
        "symbol": "SHSE.603650",
        "name": "彤程新材",
        "paper_scope": "shadow_active",
        "ret_pct": 0.9331,
        "last": 64.9,
        "prev_close": 64.3,
        "vwap": 65.5812
      },
      {
        "symbol": "SZSE.300131",
        "name": "英唐智控",
        "paper_scope": "shadow_active",
        "ret_pct": 11.3128,
        "last": 18.4,
        "prev_close": 16.53,
        "vwap": 18.5305
      }
    ]
  },
  "quote_source": "public_http_sina:27/27",
  "quote_stale_lock": false,
  "generated_at": "2026-06-12T09:39:15",
  "signals": [
    {
      "event_id": "20260611:20260612:SZSE.000422:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.000422:BREAK_PREV_HIGH",
      "symbol": "SZSE.000422",
      "name": "湖北宜化",
      "side": "BUY",
      "priority": "P0",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 14.2,
      "exec_low": 14.2,
      "exec_high": 14.46,
      "invalid_price": 14.06,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "invalid_price_broken",
      "qty": 100,
      "prev_close": 14.06,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 14.46,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.46,
      "dynamic_exec_high": null,
      "intraday_vwap": 13.6144,
      "price_vs_vwap_pct": -0.5465,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3304,
        "prev_amount_yi": 0.3925,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8418,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:37",
            "open": 13.59,
            "high": 13.59,
            "low": 13.56,
            "close": 13.56,
            "amount_yi": 0.1264
          },
          {
            "time": "09:38",
            "open": 13.56,
            "high": 13.56,
            "low": 13.54,
            "close": 13.54,
            "amount_yi": 0.1805
          },
          {
            "time": "09:39",
            "open": 13.54,
            "high": 13.54,
            "low": 13.54,
            "close": 13.54,
            "amount_yi": 0.0235
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 13.156,
      "quote": {
        "last": 13.54,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 14.06,
        "open": 13.52,
        "high": 13.77,
        "low": 13.52,
        "bid1": 13.54,
        "ask1": 13.55,
        "bid_qty1": 300,
        "ask_qty1": 24700
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM",
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "side": "BUY",
      "priority": "P1",
      "status": "FILLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 15.22,
      "exec_low": 15.35,
      "exec_high": 15.68,
      "invalid_price": 14.93,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 15.46,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 15.92,
      "max_chase_pct": 3.0,
      "base_exec_high": 15.68,
      "dynamic_exec_high": null,
      "intraday_vwap": 15.7306,
      "price_vs_vwap_pct": -0.3217,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 14.518,
      "quote": {
        "last": 15.68,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 15.46,
        "open": 15.6,
        "high": 16.03,
        "low": 15.52,
        "bid1": 15.66,
        "ask1": 15.68,
        "bid_qty1": 2800,
        "ask_qty1": 5100
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.603738:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.603738:VWAP_RECLAIM",
      "symbol": "SHSE.603738",
      "name": "泰晶科技",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 46.71,
      "exec_low": 47.23,
      "exec_high": 48.11,
      "invalid_price": 45.49,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 47.04,
      "theme": "被动元件",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 48.45,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 51.0245,
      "price_vs_vwap_pct": 1.4023,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1392,
        "prev_amount_yi": 0.358,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3888,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:37",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.077
          },
          {
            "time": "09:38",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0482
          },
          {
            "time": "09:39",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 44.7,
      "quote": {
        "last": 51.74,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 47.04,
        "open": 50.0,
        "high": 51.74,
        "low": 49.04,
        "bid1": 51.74,
        "ask1": 0.0,
        "bid_qty1": 17007115,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.000969:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SZSE.000969:VWAP_RECLAIM",
      "symbol": "SZSE.000969",
      "name": "安泰科技",
      "side": "BUY",
      "priority": "P3",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 22.04,
      "exec_low": 22.27,
      "exec_high": 22.7,
      "invalid_price": 21.5,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 22.24,
      "theme": "小金属",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 22.91,
      "max_chase_pct": 3.0,
      "base_exec_high": 22.7,
      "dynamic_exec_high": null,
      "intraday_vwap": 24.2172,
      "price_vs_vwap_pct": 1.0026,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2062,
        "prev_amount_yi": 2.147,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.096,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:37",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0809
          },
          {
            "time": "09:38",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0682
          },
          {
            "time": "09:39",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0571
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 21.526,
      "quote": {
        "last": 24.46,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 22.24,
        "open": 23.21,
        "high": 24.46,
        "low": 23.16,
        "bid1": 24.46,
        "ask1": 0.0,
        "bid_qty1": 36970881,
        "ask_qty1": 0
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688037:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.688037:VWAP_RECLAIM",
      "symbol": "SHSE.688037",
      "name": "芯源微",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 256.24,
      "exec_low": 259.38,
      "exec_high": 263.93,
      "invalid_price": 248.93,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 260.3,
      "theme": "半导体设备",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 268.11,
      "max_chase_pct": 3.0,
      "base_exec_high": 263.93,
      "dynamic_exec_high": null,
      "intraday_vwap": 276.2095,
      "price_vs_vwap_pct": -2.7731,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9533,
        "prev_amount_yi": 1.5316,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:37",
            "open": 272.88,
            "high": 272.88,
            "low": 272.52,
            "close": 272.52,
            "amount_yi": 0.4544
          },
          {
            "time": "09:38",
            "open": 271.75,
            "high": 271.75,
            "low": 270.69,
            "close": 270.69,
            "amount_yi": 0.325
          },
          {
            "time": "09:39",
            "open": 268.55,
            "high": 268.55,
            "low": 268.55,
            "close": 268.55,
            "amount_yi": 0.1739
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 245.672,
      "quote": {
        "last": 268.55,
        "ts": "2026-06-12T09:39:15",
        "prev_close": 260.3,
        "open": 275.99,
        "high": 282.98,
        "low": 268.26,
        "bid1": 268.49,
        "ask1": 268.77,
        "bid_qty1": 100,
        "ask_qty1": 600
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM",
      "symbol": "SHSE.601678",
      "name": "滨化股份",
      "side": "BUY",
      "priority": "P5",
      "status": "FILLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 5.81,
      "exec_low": 5.86,
      "exec_high": 5.98,
      "invalid_price": 5.69,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 5.95,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 6.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 5.98,
      "dynamic_exec_high": null,
      "intraday_vwap": 5.8287,
      "price_vs_vwap_pct": -0.3208,
      "energy_floor_hint_yi": null,
      "minute_energy": null,
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 5.464,
      "quote": {
        "last": 5.81,
        "ts": "2026-06-12T09:39:14",
        "prev_close": 5.95,
        "open": 5.73,
        "high": 5.93,
        "low": 5.73,
        "bid1": 5.81,
        "ask1": 5.82,
        "bid_qty1": 174800,
        "ask_qty1": 1000
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.603650:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.603650:VWAP_RECLAIM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 63.08,
      "exec_low": 63.69,
      "exec_high": 64.97,
      "invalid_price": 61.66,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 64.3,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 66.23,
      "max_chase_pct": 3.0,
      "base_exec_high": 64.97,
      "dynamic_exec_high": null,
      "intraday_vwap": 65.5812,
      "price_vs_vwap_pct": -1.0387,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.2867,
        "prev_amount_yi": 2.0606,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6244,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:37",
            "open": 65.12,
            "high": 65.12,
            "low": 64.93,
            "close": 64.93,
            "amount_yi": 0.5607
          },
          {
            "time": "09:38",
            "open": 65.01,
            "high": 65.01,
            "low": 65.01,
            "close": 65.01,
            "amount_yi": 0.5009
          },
          {
            "time": "09:39",
            "open": 64.9,
            "high": 64.9,
            "low": 64.9,
            "close": 64.9,
            "amount_yi": 0.2251
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 57.382,
      "quote": {
        "last": 64.9,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 64.3,
        "open": 65.59,
        "high": 66.8,
        "low": 64.46,
        "bid1": 64.88,
        "ask1": 64.9,
        "bid_qty1": 3400,
        "ask_qty1": 15400
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH",
      "symbol": "SZSE.300131",
      "name": "英唐智控",
      "side": "BUY",
      "priority": "P7",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.05,
      "exec_low": 17.05,
      "exec_high": 17.56,
      "invalid_price": 16.158,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "prev_close": 16.53,
      "theme": "半导体产业链",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 19.84,
      "max_chase_pct": 3.0,
      "base_exec_high": 17.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 18.5305,
      "price_vs_vwap_pct": -0.7042,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0323,
        "prev_amount_yi": 2.0438,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:37",
            "open": 18.35,
            "high": 18.4,
            "low": 18.35,
            "close": 18.4,
            "amount_yi": 0.5079
          },
          {
            "time": "09:38",
            "open": 18.32,
            "high": 18.33,
            "low": 18.32,
            "close": 18.33,
            "amount_yi": 0.369
          },
          {
            "time": "09:39",
            "open": 18.4,
            "high": 18.4,
            "low": 18.4,
            "close": 18.4,
            "amount_yi": 0.1554
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.158,
      "quote": {
        "last": 18.4,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 16.53,
        "open": 18.5,
        "high": 18.96,
        "low": 18.1,
        "bid1": 18.38,
        "ask1": 18.39,
        "bid_qty1": 36400,
        "ask_qty1": 800
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.300346:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.300346:BREAK_PREV_HIGH",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 68.5,
      "exec_low": 68.5,
      "exec_high": 70.56,
      "invalid_price": 61.072,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 66.71,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 80.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 70.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 66.3543,
      "price_vs_vwap_pct": -2.1164,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.3887,
        "prev_amount_yi": 5.5414,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:37",
            "open": 65.38,
            "high": 65.38,
            "low": 65.37,
            "close": 65.37,
            "amount_yi": 1.3549
          },
          {
            "time": "09:38",
            "open": 65.08,
            "high": 65.16,
            "low": 65.08,
            "close": 65.16,
            "amount_yi": 1.5327
          },
          {
            "time": "09:39",
            "open": 64.95,
            "high": 64.95,
            "low": 64.95,
            "close": 64.95,
            "amount_yi": 0.5011
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 116345.28,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 61.072,
      "quote": {
        "last": 64.95,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 66.71,
        "open": 67.2,
        "high": 68.1,
        "low": 64.72,
        "bid1": 64.95,
        "ask1": 64.98,
        "bid_qty1": 900,
        "ask_qty1": 1800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.603203:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.603203:BREAK_PREV_HIGH",
      "symbol": "SHSE.603203",
      "name": "快克智能",
      "side": "BUY",
      "priority": "W0",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 59.91,
      "exec_low": 59.91,
      "exec_high": 60.81,
      "invalid_price": 58.43,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 59.1,
      "theme": "半导体设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 61.17,
      "max_chase_pct": 1.5,
      "base_exec_high": 60.81,
      "dynamic_exec_high": null,
      "intraday_vwap": 60.1659,
      "price_vs_vwap_pct": 2.9487,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6809,
        "prev_amount_yi": 2.0382,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8247,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 62.6,
            "high": 63.8,
            "low": 62.6,
            "close": 63.8,
            "amount_yi": 0.4222
          },
          {
            "time": "09:36",
            "open": 62.6,
            "high": 62.6,
            "low": 62.52,
            "close": 62.52,
            "amount_yi": 0.517
          },
          {
            "time": "09:37",
            "open": 62.0,
            "high": 62.0,
            "low": 61.5,
            "close": 61.5,
            "amount_yi": 0.33
          },
          {
            "time": "09:38",
            "open": 62.01,
            "high": 62.57,
            "low": 62.01,
            "close": 62.57,
            "amount_yi": 0.2612
          },
          {
            "time": "09:39",
            "open": 61.94,
            "high": 61.94,
            "low": 61.94,
            "close": 61.94,
            "amount_yi": 0.1505
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 58.15,
      "quote": {
        "last": 61.94,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 59.1,
        "open": 58.51,
        "high": 64.4,
        "low": 57.09,
        "bid1": 61.9,
        "ask1": 61.94,
        "bid_qty1": 380,
        "ask_qty1": 1200
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.605588:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.605588:VWAP_RECLAIM",
      "symbol": "SHSE.605588",
      "name": "冠石科技",
      "side": "BUY",
      "priority": "W1",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 55.34,
      "exec_low": 55.92,
      "exec_high": 56.17,
      "invalid_price": 53.98,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 55.92,
      "theme": "光掩膜版",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 57.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.17,
      "dynamic_exec_high": null,
      "intraday_vwap": 57.4714,
      "price_vs_vwap_pct": -0.6462,
      "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": 0.147,
        "prev_amount_yi": 0.3648,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.403,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 57.42,
            "high": 57.42,
            "low": 57.01,
            "close": 57.01,
            "amount_yi": 0.044
          },
          {
            "time": "09:36",
            "open": 57.38,
            "high": 57.69,
            "low": 57.38,
            "close": 57.69,
            "amount_yi": 0.0289
          },
          {
            "time": "09:37",
            "open": 57.1,
            "high": 57.34,
            "low": 57.1,
            "close": 57.34,
            "amount_yi": 0.0537
          },
          {
            "time": "09:38",
            "open": 57.21,
            "high": 57.21,
            "low": 57.09,
            "close": 57.09,
            "amount_yi": 0.0101
          },
          {
            "time": "09:39",
            "open": 57.1,
            "high": 57.1,
            "low": 57.1,
            "close": 57.1,
            "amount_yi": 0.0103
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 52.506,
      "quote": {
        "last": 57.1,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 55.92,
        "open": 56.8,
        "high": 58.76,
        "low": 56.79,
        "bid1": 57.06,
        "ask1": 57.17,
        "bid_qty1": 700,
        "ask_qty1": 300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688720:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688720:BREAK_PREV_HIGH",
      "symbol": "SHSE.688720",
      "name": "艾森股份",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 103.43,
      "exec_low": 103.43,
      "exec_high": 104.98,
      "invalid_price": 94.546,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "minute_energy_ratio_too_low",
      "qty": 0,
      "prev_close": 102.29,
      "theme": "电子化学品",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 122.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 104.98,
      "dynamic_exec_high": null,
      "intraday_vwap": 104.9309,
      "price_vs_vwap_pct": -1.3637,
      "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": 0.5195,
        "prev_amount_yi": 0.7415,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7006,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 104.14,
            "high": 104.14,
            "low": 103.5,
            "close": 103.5,
            "amount_yi": 0.1765
          },
          {
            "time": "09:36",
            "open": 104.8,
            "high": 105.01,
            "low": 104.8,
            "close": 105.01,
            "amount_yi": 0.0594
          },
          {
            "time": "09:37",
            "open": 104.8,
            "high": 104.8,
            "low": 104.4,
            "close": 104.4,
            "amount_yi": 0.1096
          },
          {
            "time": "09:38",
            "open": 103.7,
            "high": 104.03,
            "low": 103.7,
            "close": 104.03,
            "amount_yi": 0.1367
          },
          {
            "time": "09:39",
            "open": 103.5,
            "high": 103.5,
            "low": 103.5,
            "close": 103.5,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 94.546,
      "quote": {
        "last": 103.5,
        "ts": "2026-06-12T09:39:14",
        "prev_close": 102.29,
        "open": 104.0,
        "high": 106.9,
        "low": 103.44,
        "bid1": 103.48,
        "ask1": 103.5,
        "bid_qty1": 200,
        "ask_qty1": 8779
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688138:BREAK_PREV_HIGH",
      "symbol": "SHSE.688138",
      "name": "清溢光电",
      "side": "BUY",
      "priority": "W3",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 37.84,
      "exec_low": 37.84,
      "exec_high": 38.41,
      "invalid_price": 33.234,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": 36.75,
      "theme": "光掩膜版",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 44.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.41,
      "dynamic_exec_high": null,
      "intraday_vwap": 38.5844,
      "price_vs_vwap_pct": -2.5513,
      "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": 0.7793,
        "prev_amount_yi": 1.236,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 38.21,
            "high": 38.21,
            "low": 38.11,
            "close": 38.11,
            "amount_yi": 0.1928
          },
          {
            "time": "09:36",
            "open": 38.02,
            "high": 38.28,
            "low": 38.02,
            "close": 38.28,
            "amount_yi": 0.1644
          },
          {
            "time": "09:37",
            "open": 37.9,
            "high": 37.9,
            "low": 37.67,
            "close": 37.67,
            "amount_yi": 0.2024
          },
          {
            "time": "09:38",
            "open": 37.85,
            "high": 37.87,
            "low": 37.85,
            "close": 37.87,
            "amount_yi": 0.1559
          },
          {
            "time": "09:39",
            "open": 37.6,
            "high": 37.6,
            "low": 37.6,
            "close": 37.6,
            "amount_yi": 0.0638
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 33.234,
      "quote": {
        "last": 37.6,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 36.75,
        "open": 38.0,
        "high": 40.0,
        "low": 37.55,
        "bid1": 37.6,
        "ask1": 37.63,
        "bid_qty1": 280,
        "ask_qty1": 2131
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.300390:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.300390:BREAK_PREV_HIGH",
      "symbol": "SZSE.300390",
      "name": "天华新能",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 96.66,
      "exec_low": 96.66,
      "exec_high": 98.11,
      "invalid_price": 85.976,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 94.03,
      "theme": "电池材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 98.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 94.0121,
      "price_vs_vwap_pct": 1.5508,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.9675,
        "prev_amount_yi": 6.6936,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 94.22,
            "high": 94.8,
            "low": 94.22,
            "close": 94.8,
            "amount_yi": 0.8981
          },
          {
            "time": "09:36",
            "open": 95.6,
            "high": 95.6,
            "low": 95.54,
            "close": 95.54,
            "amount_yi": 1.3842
          },
          {
            "time": "09:37",
            "open": 96.46,
            "high": 96.46,
            "low": 96.01,
            "close": 96.01,
            "amount_yi": 1.3587
          },
          {
            "time": "09:38",
            "open": 96.16,
            "high": 96.16,
            "low": 95.7,
            "close": 95.7,
            "amount_yi": 0.8956
          },
          {
            "time": "09:39",
            "open": 95.47,
            "high": 95.47,
            "low": 95.47,
            "close": 95.47,
            "amount_yi": 0.4309
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 85.976,
      "quote": {
        "last": 95.47,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 94.03,
        "open": 91.03,
        "high": 96.5,
        "low": 91.0,
        "bid1": 95.47,
        "ask1": 95.69,
        "bid_qty1": 1200,
        "ask_qty1": 400
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH",
      "symbol": "SZSE.300054",
      "name": "鼎龙股份",
      "side": "BUY",
      "priority": "W5",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.4,
      "exec_low": 76.4,
      "exec_high": 77.55,
      "invalid_price": 70.056,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 75.48,
      "theme": "电子化学品",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 90.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.55,
      "dynamic_exec_high": null,
      "intraday_vwap": 86.3075,
      "price_vs_vwap_pct": 0.3041,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 6.723,
        "prev_amount_yi": 11.1173,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6047,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 85.41,
            "high": 85.41,
            "low": 85.32,
            "close": 85.32,
            "amount_yi": 1.4773
          },
          {
            "time": "09:36",
            "open": 86.52,
            "high": 88.02,
            "low": 86.52,
            "close": 88.02,
            "amount_yi": 2.213
          },
          {
            "time": "09:37",
            "open": 87.24,
            "high": 87.24,
            "low": 87.16,
            "close": 87.16,
            "amount_yi": 1.7654
          },
          {
            "time": "09:38",
            "open": 87.16,
            "high": 87.16,
            "low": 86.7,
            "close": 86.7,
            "amount_yi": 0.9558
          },
          {
            "time": "09:39",
            "open": 86.57,
            "high": 86.57,
            "low": 86.57,
            "close": 86.57,
            "amount_yi": 0.3115
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 70.056,
      "quote": {
        "last": 86.57,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 75.48,
        "open": 85.0,
        "high": 88.55,
        "low": 83.6,
        "bid1": 86.56,
        "ask1": 86.57,
        "bid_qty1": 100,
        "ask_qty1": 18300
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH",
      "symbol": "SHSE.688605",
      "name": "先锋精科",
      "side": "BUY",
      "priority": "W6",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 83.8,
      "exec_low": 83.8,
      "exec_high": 85.06,
      "invalid_price": 76.354,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 82.77,
      "theme": "半导体设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 99.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 85.06,
      "dynamic_exec_high": null,
      "intraday_vwap": 87.4437,
      "price_vs_vwap_pct": -0.7247,
      "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": 0.5162,
        "prev_amount_yi": 0.9743,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 87.44,
            "high": 87.44,
            "low": 87.0,
            "close": 87.0,
            "amount_yi": 0.1141
          },
          {
            "time": "09:36",
            "open": 86.92,
            "high": 87.3,
            "low": 86.92,
            "close": 87.3,
            "amount_yi": 0.0998
          },
          {
            "time": "09:37",
            "open": 87.34,
            "high": 87.82,
            "low": 87.34,
            "close": 87.82,
            "amount_yi": 0.1693
          },
          {
            "time": "09:38",
            "open": 87.84,
            "high": 87.84,
            "low": 87.33,
            "close": 87.33,
            "amount_yi": 0.098
          },
          {
            "time": "09:39",
            "open": 86.81,
            "high": 86.81,
            "low": 86.81,
            "close": 86.81,
            "amount_yi": 0.035
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 76.354,
      "quote": {
        "last": 86.81,
        "ts": "2026-06-12T09:39:14",
        "prev_close": 82.77,
        "open": 87.0,
        "high": 88.88,
        "low": 86.15,
        "bid1": 86.81,
        "ask1": 86.89,
        "bid_qty1": 783,
        "ask_qty1": 70
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "W7",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 35.1,
      "exec_low": 35.1,
      "exec_high": 35.63,
      "invalid_price": 30.552,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": 34.24,
      "theme": "小金属",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 37.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.63,
      "dynamic_exec_high": null,
      "intraday_vwap": 35.1529,
      "price_vs_vwap_pct": -0.5772,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.5567,
        "prev_amount_yi": 8.2981,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5491,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 35.05,
            "high": 35.05,
            "low": 34.9,
            "close": 34.9,
            "amount_yi": 1.1723
          },
          {
            "time": "09:36",
            "open": 34.82,
            "high": 34.82,
            "low": 34.73,
            "close": 34.73,
            "amount_yi": 0.9231
          },
          {
            "time": "09:37",
            "open": 34.85,
            "high": 34.85,
            "low": 34.58,
            "close": 34.58,
            "amount_yi": 1.2451
          },
          {
            "time": "09:38",
            "open": 34.87,
            "high": 34.87,
            "low": 34.82,
            "close": 34.82,
            "amount_yi": 0.9065
          },
          {
            "time": "09:39",
            "open": 34.95,
            "high": 34.95,
            "low": 34.95,
            "close": 34.95,
            "amount_yi": 0.3097
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 30.552,
      "quote": {
        "last": 34.95,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 34.24,
        "open": 35.7,
        "high": 36.07,
        "low": 34.3,
        "bid1": 34.95,
        "ask1": 34.97,
        "bid_qty1": 2200,
        "ask_qty1": 6200
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.002915:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.002915:BREAK_PREV_HIGH",
      "symbol": "SZSE.002915",
      "name": "中欣氟材",
      "side": "BUY",
      "priority": "W8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.05,
      "exec_low": 22.05,
      "exec_high": 22.38,
      "invalid_price": 20.706,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 22.02,
      "theme": "氟化工磷化工",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.38,
      "dynamic_exec_high": null,
      "intraday_vwap": 21.2546,
      "price_vs_vwap_pct": -0.398,
      "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": 0.5468,
        "prev_amount_yi": 0.5639,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 21.35,
            "high": 21.35,
            "low": 21.28,
            "close": 21.28,
            "amount_yi": 0.07
          },
          {
            "time": "09:36",
            "open": 21.22,
            "high": 21.22,
            "low": 21.14,
            "close": 21.14,
            "amount_yi": 0.1556
          },
          {
            "time": "09:37",
            "open": 21.05,
            "high": 21.05,
            "low": 20.99,
            "close": 20.99,
            "amount_yi": 0.1632
          },
          {
            "time": "09:38",
            "open": 21.0,
            "high": 21.12,
            "low": 21.0,
            "close": 21.12,
            "amount_yi": 0.1118
          },
          {
            "time": "09:39",
            "open": 21.17,
            "high": 21.17,
            "low": 21.17,
            "close": 21.17,
            "amount_yi": 0.0462
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 20.706,
      "quote": {
        "last": 21.17,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 22.02,
        "open": 21.2,
        "high": 21.65,
        "low": 20.93,
        "bid1": 21.15,
        "ask1": 21.17,
        "bid_qty1": 4700,
        "ask_qty1": 2100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.002636:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.002636:BREAK_PREV_HIGH",
      "symbol": "SZSE.002636",
      "name": "金安国纪",
      "side": "BUY",
      "priority": "W9",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 85.16,
      "exec_low": 85.16,
      "exec_high": 86.44,
      "invalid_price": 70.948,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 84.8,
      "theme": "PCB",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 93.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 91.3079,
      "price_vs_vwap_pct": 2.1598,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 5.2319,
        "prev_amount_yi": 9.3159,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5616,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 3.4847
          },
          {
            "time": "09:36",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 1.5588
          },
          {
            "time": "09:37",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0761
          },
          {
            "time": "09:38",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0743
          },
          {
            "time": "09:39",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.038
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 70.948,
      "quote": {
        "last": 93.28,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 84.8,
        "open": 89.99,
        "high": 93.28,
        "low": 86.92,
        "bid1": 93.28,
        "ask1": 0.0,
        "bid_qty1": 5423800,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH",
      "symbol": "SHSE.688012",
      "name": "中微公司",
      "side": "BUY",
      "priority": "W10",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 303.86,
      "exec_low": 303.86,
      "exec_high": 308.42,
      "invalid_price": 283.748,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 303.12,
      "theme": "半导体设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 363.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 308.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 320.564,
      "price_vs_vwap_pct": -0.7094,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 9.3328,
        "prev_amount_yi": 13.8248,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6751,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:35",
            "open": 319.59,
            "high": 321.01,
            "low": 319.59,
            "close": 321.01,
            "amount_yi": 2.2137
          },
          {
            "time": "09:36",
            "open": 323.0,
            "high": 323.81,
            "low": 323.0,
            "close": 323.81,
            "amount_yi": 1.6202
          },
          {
            "time": "09:37",
            "open": 322.88,
            "high": 322.88,
            "low": 322.82,
            "close": 322.82,
            "amount_yi": 3.0151
          },
          {
            "time": "09:38",
            "open": 321.26,
            "high": 321.26,
            "low": 319.01,
            "close": 319.01,
            "amount_yi": 1.6129
          },
          {
            "time": "09:39",
            "open": 318.29,
            "high": 318.29,
            "low": 318.29,
            "close": 318.29,
            "amount_yi": 0.8709
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48477.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 283.748,
      "quote": {
        "last": 318.29,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 303.12,
        "open": 318.27,
        "high": 324.9,
        "low": 315.28,
        "bid1": 318.31,
        "ask1": 318.6,
        "bid_qty1": 300,
        "ask_qty1": 409
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM",
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "side": "BUY",
      "priority": "S0",
      "status": "FILLED",
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "trigger_price": 104.52,
      "exec_low": 104.52,
      "exec_high": 125.42,
      "invalid_price": 88.22,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 104.52,
      "theme": "电子化学品",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.42,
      "max_chase_pct": 1.0,
      "base_exec_high": 125.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 106.369,
      "price_vs_vwap_pct": -3.1579,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": null,
      "suggested_position_pct": 3.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": null,
      "ma5": 88.22,
      "quote": {
        "last": 103.01,
        "ts": "2026-06-12T09:39:15",
        "prev_close": 104.22,
        "open": 111.69,
        "high": 111.69,
        "low": 98.0,
        "bid1": 103.01,
        "ask1": 103.13,
        "bid_qty1": 266,
        "ask_qty1": 1800
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688146:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.688146:GAP_UP_DYNAMIC_RECLAIM",
      "symbol": "SHSE.688146",
      "name": "中船特气",
      "side": "BUY",
      "priority": "S1",
      "status": "OBSERVE",
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "trigger_price": 349.8,
      "exec_low": 349.8,
      "exec_high": 419.76,
      "invalid_price": 275.182,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 349.8,
      "theme": "电子化学品",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 419.76,
      "max_chase_pct": 1.0,
      "base_exec_high": 419.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 316.724,
      "price_vs_vwap_pct": 0.024,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.7294,
        "prev_amount_yi": 11.9302,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3964,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 317.66,
            "high": 317.66,
            "low": 314.01,
            "close": 314.01,
            "amount_yi": 1.4189
          },
          {
            "time": "09:36",
            "open": 318.66,
            "high": 325.0,
            "low": 318.66,
            "close": 325.0,
            "amount_yi": 1.056
          },
          {
            "time": "09:37",
            "open": 321.99,
            "high": 321.99,
            "low": 320.0,
            "close": 320.0,
            "amount_yi": 1.2245
          },
          {
            "time": "09:38",
            "open": 318.0,
            "high": 318.0,
            "low": 317.88,
            "close": 317.88,
            "amount_yi": 0.6696
          },
          {
            "time": "09:39",
            "open": 316.8,
            "high": 316.8,
            "low": 316.8,
            "close": 316.8,
            "amount_yi": 0.3604
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 29086.32,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 275.182,
      "quote": {
        "last": 316.8,
        "ts": "2026-06-12T09:39:14",
        "prev_close": 349.8,
        "open": 327.0,
        "high": 328.28,
        "low": 296.61,
        "bid1": 316.8,
        "ask1": 317.0,
        "bid_qty1": 77,
        "ask_qty1": 3485
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688106:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.688106:GAP_UP_DYNAMIC_RECLAIM",
      "symbol": "SHSE.688106",
      "name": "金宏气体",
      "side": "BUY",
      "priority": "S2",
      "status": "OBSERVE",
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "trigger_price": 34.79,
      "exec_low": 34.79,
      "exec_high": 39.72,
      "invalid_price": 28.884,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 33.1,
      "theme": "电子化学品",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.72,
      "max_chase_pct": 1.0,
      "base_exec_high": 39.72,
      "dynamic_exec_high": null,
      "intraday_vwap": 30.9922,
      "price_vs_vwap_pct": -1.4268,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.7177,
        "prev_amount_yi": 3.1954,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 30.8,
            "high": 30.99,
            "low": 30.8,
            "close": 30.99,
            "amount_yi": 0.4721
          },
          {
            "time": "09:36",
            "open": 30.91,
            "high": 30.93,
            "low": 30.91,
            "close": 30.93,
            "amount_yi": 0.2706
          },
          {
            "time": "09:37",
            "open": 31.01,
            "high": 31.01,
            "low": 30.74,
            "close": 30.74,
            "amount_yi": 0.3823
          },
          {
            "time": "09:38",
            "open": 30.52,
            "high": 30.52,
            "low": 30.5,
            "close": 30.5,
            "amount_yi": 0.4629
          },
          {
            "time": "09:39",
            "open": 30.55,
            "high": 30.55,
            "low": 30.55,
            "close": 30.55,
            "amount_yi": 0.1298
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 29086.32,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 28.884,
      "quote": {
        "last": 30.55,
        "ts": "2026-06-12T09:39:14",
        "prev_close": 33.1,
        "open": 31.88,
        "high": 32.0,
        "low": 30.0,
        "bid1": 30.52,
        "ask1": 30.55,
        "bid_qty1": 128,
        "ask_qty1": 774
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688662:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.688662:GAP_UP_DYNAMIC_RECLAIM",
      "symbol": "SHSE.688662",
      "name": "富信科技",
      "side": "BUY",
      "priority": "S3",
      "status": "TOUCHED",
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "trigger_price": 132.0,
      "exec_low": 132.0,
      "exec_high": 153.6,
      "invalid_price": 101.142,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "qty": 0,
      "prev_close": 128.0,
      "theme": "AI光通信链",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 153.6,
      "max_chase_pct": 1.0,
      "base_exec_high": 153.6,
      "dynamic_exec_high": null,
      "intraday_vwap": 142.7019,
      "price_vs_vwap_pct": 6.9012,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.6147,
        "prev_amount_yi": 3.408,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7672,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 145.99,
            "high": 147.32,
            "low": 145.99,
            "close": 147.32,
            "amount_yi": 0.6155
          },
          {
            "time": "09:36",
            "open": 148.39,
            "high": 149.49,
            "low": 148.39,
            "close": 149.49,
            "amount_yi": 0.5779
          },
          {
            "time": "09:37",
            "open": 149.72,
            "high": 152.0,
            "low": 149.72,
            "close": 152.0,
            "amount_yi": 0.6791
          },
          {
            "time": "09:38",
            "open": 151.88,
            "high": 152.55,
            "low": 151.88,
            "close": 152.55,
            "amount_yi": 0.5337
          },
          {
            "time": "09:39",
            "open": 152.55,
            "high": 152.55,
            "low": 152.55,
            "close": 152.55,
            "amount_yi": 0.2085
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 29086.32,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 101.142,
      "quote": {
        "last": 152.55,
        "ts": "2026-06-12T09:39:13",
        "prev_close": 128.0,
        "open": 138.0,
        "high": 153.37,
        "low": 133.54,
        "bid1": 151.85,
        "ask1": 152.55,
        "bid_qty1": 1345,
        "ask_qty1": 50
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.301183:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "plan_id": "20260611:SZSE.301183:GAP_UP_DYNAMIC_RECLAIM",
      "symbol": "SZSE.301183",
      "name": "东田微",
      "side": "BUY",
      "priority": "S4",
      "status": "OBSERVE",
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "trigger_price": 234.0,
      "exec_low": 234.0,
      "exec_high": 272.2,
      "invalid_price": 209.846,
      "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": "2026-06-12T09:39:15",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 226.83,
      "theme": "AI光通信链",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 272.2,
      "max_chase_pct": 1.0,
      "base_exec_high": 272.2,
      "dynamic_exec_high": null,
      "intraday_vwap": 227.4398,
      "price_vs_vwap_pct": -0.3165,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9817,
        "prev_amount_yi": 1.8498,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5307,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:35",
            "open": 226.46,
            "high": 226.47,
            "low": 226.46,
            "close": 226.47,
            "amount_yi": 0.2207
          },
          {
            "time": "09:36",
            "open": 226.46,
            "high": 227.24,
            "low": 226.46,
            "close": 227.24,
            "amount_yi": 0.2653
          },
          {
            "time": "09:37",
            "open": 226.18,
            "high": 227.46,
            "low": 226.18,
            "close": 227.46,
            "amount_yi": 0.2351
          },
          {
            "time": "09:38",
            "open": 227.26,
            "high": 227.26,
            "low": 226.22,
            "close": 226.22,
            "amount_yi": 0.1324
          },
          {
            "time": "09:39",
            "open": 226.72,
            "high": 226.72,
            "low": 226.72,
            "close": 226.72,
            "amount_yi": 0.1282
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 29086.32,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 209.846,
      "quote": {
        "last": 226.72,
        "ts": "2026-06-12T09:39:12",
        "prev_close": 226.83,
        "open": 229.76,
        "high": 233.1,
        "low": 225.01,
        "bid1": 226.64,
        "ask1": 226.72,
        "bid_qty1": 200,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 632133.0,
    "market_value": 337524.0,
    "total_value": 969657.0,
    "unrealized_pnl": 8153.999999999989,
    "unrealized_pnl_pct_of_initial": 0.8153999999999989,
    "realized_pnl": -38496.999999999985,
    "realized_pnl_pct_of_initial": -3.849699999999998,
    "total_pnl": -30343.0,
    "total_pnl_pct": -3.034300000000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "quantity": 7300,
      "sellable_qty": 0,
      "avg_cost": 15.84,
      "last_price": 15.68,
      "market_value": 114464.0,
      "unrealized_pnl": -1168.0000000000011,
      "unrealized_pnl_pct": -1.0101010101010055,
      "updated_at": "2026-06-12T09:39:15",
      "position_pct_of_total": 11.804586570302694
    },
    {
      "symbol": "SHSE.601678",
      "name": "滨化股份",
      "quantity": 16500,
      "sellable_qty": 0,
      "avg_cost": 5.85,
      "last_price": 5.81,
      "market_value": 95865.0,
      "unrealized_pnl": -660.0000000000006,
      "unrealized_pnl_pct": -0.6837606837606813,
      "updated_at": "2026-06-12T09:39:15",
      "position_pct_of_total": 9.886485633579708
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 27.96,
      "last_price": 32.19,
      "market_value": 54722.99999999999,
      "unrealized_pnl": 7190.9999999999945,
      "unrealized_pnl_pct": 15.128755364806846,
      "updated_at": "2026-06-12T09:39:15",
      "position_pct_of_total": 5.643541994746595
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 103.74,
      "market_value": 51870.0,
      "unrealized_pnl": 4184.999999999995,
      "unrealized_pnl_pct": 8.776344762503928,
      "updated_at": "2026-06-12T09:39:15",
      "position_pct_of_total": 5.349314242046415
    },
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "quantity": 200,
      "sellable_qty": 0,
      "avg_cost": 109.98,
      "last_price": 103.01,
      "market_value": 20602.0,
      "unrealized_pnl": -1393.9999999999998,
      "unrealized_pnl_pct": -6.337515911983993,
      "updated_at": "2026-06-12T09:39:15",
      "position_pct_of_total": 2.1246688261931794
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 17.56,
      "cash_before_order": 866286.0,
      "chase_ceiling": 19.84,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY",
      "exec_high": 17.56,
      "exec_low": 17.05,
      "intraday_vwap": 18.6162,
      "invalid_price": 16.158,
      "ma5": 16.158,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.3,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/2",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 3
      },
      "name": "英唐智控",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.3556,
      "qty": 0,
      "quote_ask1": 18.56,
      "quote_ask_qty1": 11400,
      "quote_bid1": 18.55,
      "quote_bid_qty1": 500,
      "quote_high": 18.96,
      "quote_last": 18.55,
      "quote_low": 18.46,
      "quote_open": 18.5,
      "quote_prev_close": 16.53,
      "quote_ts": "2026-06-12T09:30:27",
      "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": 12.0,
      "symbol": "SZSE.300131",
      "target_amount": 116470.56,
      "target_position_pct": 12.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体产业链",
      "trade_date": "20260612",
      "trigger_price": 17.05,
      "ts": "2026-06-12T09:30:33",
      "id": 48
    },
    {
      "amount": 0.0,
      "base_exec_high": 77.55,
      "cash_before_order": 866286.0,
      "chase_ceiling": 90.58,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY",
      "exec_high": 77.55,
      "exec_low": 76.4,
      "intraday_vwap": 84.8088,
      "invalid_price": 70.056,
      "ma5": 70.056,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "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": "鼎龙股份",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.3669,
      "qty": 0,
      "quote_ask1": 85.3,
      "quote_ask_qty1": 10600,
      "quote_bid1": 85.12,
      "quote_bid_qty1": 27100,
      "quote_high": 85.3,
      "quote_last": 85.12,
      "quote_low": 83.6,
      "quote_open": 85.0,
      "quote_prev_close": 75.48,
      "quote_ts": "2026-06-12T09:30:27",
      "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.300054",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 76.4,
      "ts": "2026-06-12T09:30:33",
      "id": 49
    },
    {
      "amount": 0.0,
      "base_exec_high": 85.06,
      "cash_before_order": 866286.0,
      "chase_ceiling": 99.32,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "exec_high": 85.06,
      "exec_low": 83.8,
      "intraday_vwap": 87.1929,
      "invalid_price": 76.354,
      "ma5": 76.354,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "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": "先锋精科",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1065,
      "qty": 0,
      "quote_ask1": 87.11,
      "quote_ask_qty1": 2820,
      "quote_bid1": 87.1,
      "quote_bid_qty1": 37052,
      "quote_high": 87.77,
      "quote_last": 87.1,
      "quote_low": 86.92,
      "quote_open": 87.0,
      "quote_prev_close": 82.77,
      "quote_ts": "2026-06-12T09:30:32",
      "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.688605",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 83.8,
      "ts": "2026-06-12T09:30:33",
      "id": 50
    },
    {
      "amount": 0.0,
      "base_exec_high": 35.63,
      "cash_before_order": 866286.0,
      "chase_ceiling": 37.66,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "exec_high": 35.63,
      "exec_low": 35.1,
      "intraday_vwap": 35.727,
      "invalid_price": 30.552,
      "ma5": 30.552,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "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": "有研新材",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.0476,
      "qty": 0,
      "quote_ask1": 35.75,
      "quote_ask_qty1": 1100,
      "quote_bid1": 35.71,
      "quote_bid_qty1": 19300,
      "quote_high": 36.07,
      "quote_last": 35.71,
      "quote_low": 35.5,
      "quote_open": 35.7,
      "quote_prev_close": 34.24,
      "quote_ts": "2026-06-12T09:30:31",
      "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.600206",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "小金属",
      "trade_date": "20260612",
      "trigger_price": 35.1,
      "ts": "2026-06-12T09:30:33",
      "id": 51
    },
    {
      "amount": 0.0,
      "base_exec_high": 308.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 363.74,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY",
      "exec_high": 308.42,
      "exec_low": 303.86,
      "intraday_vwap": 318.657,
      "invalid_price": 283.748,
      "ma5": 283.748,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "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": "中微公司",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1058,
      "qty": 0,
      "quote_ask1": 318.32,
      "quote_ask_qty1": 174,
      "quote_bid1": 318.31,
      "quote_bid_qty1": 462,
      "quote_high": 321.0,
      "quote_last": 318.32,
      "quote_low": 318.27,
      "quote_open": 318.27,
      "quote_prev_close": 303.12,
      "quote_ts": "2026-06-12T09:30:31",
      "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.688012",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 303.86,
      "ts": "2026-06-12T09:30:33",
      "id": 52
    },
    {
      "amount": 21996.0,
      "base_exec_high": 125.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 125.42,
      "current_position_value": 0.0,
      "decision": "seed_watch_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "exec_high": 125.42,
      "exec_low": 104.52,
      "intraday_vwap": 111.1713,
      "invalid_price": 88.22,
      "ma5": 88.22,
      "max_chase_pct": 1.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "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": "GAP_UP_DYNAMIC_RECLAIM",
        "window_min": 5
      },
      "name": "兴福电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM",
      "price": 109.98,
      "price_vs_vwap_pct": -1.0716,
      "qty": 200,
      "quote_ask1": 109.98,
      "quote_ask_qty1": 149,
      "quote_bid1": 109.75,
      "quote_bid_qty1": 982,
      "quote_high": 111.69,
      "quote_last": 109.98,
      "quote_low": 109.75,
      "quote_open": 111.69,
      "quote_prev_close": 104.22,
      "quote_ts": "2026-06-12T09:30:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 522.39,
      "status": "FILLED",
      "suggested_position_pct": 3.0,
      "symbol": "SHSE.688545",
      "target_amount": 29117.64,
      "target_position_pct": 3.0,
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 104.52,
      "ts": "2026-06-12T09:30:33",
      "id": 53
    },
    {
      "amount": 115632.0,
      "base_exec_high": 15.68,
      "cash_before_order": 844290.0,
      "chase_ceiling": 15.92,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": 15.92,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY",
      "exec_high": 15.92,
      "exec_low": 15.81,
      "intraday_vwap": 15.8127,
      "invalid_price": 14.93,
      "ma5": 14.518,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4802,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.3769,
            "close": 15.78,
            "high": 15.85,
            "low": 15.78,
            "open": 15.85,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1033,
            "close": 15.83,
            "high": 15.83,
            "low": 15.83,
            "open": 15.83,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "万润股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM",
      "price": 15.84,
      "price_vs_vwap_pct": 0.1094,
      "qty": 7300,
      "quote_ask1": 15.84,
      "quote_ask_qty1": 16700,
      "quote_bid1": 15.81,
      "quote_bid_qty1": 7000,
      "quote_high": 16.03,
      "quote_last": 15.83,
      "quote_low": 15.53,
      "quote_open": 15.6,
      "quote_prev_close": 15.46,
      "quote_ts": "2026-06-12T09:32:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 407.36,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002643",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 15.22,
      "ts": "2026-06-12T09:32:05",
      "id": 54
    },
    {
      "amount": 96525.0,
      "base_exec_high": 5.98,
      "cash_before_order": 728658.0,
      "chase_ceiling": 6.13,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY",
      "exec_high": 5.98,
      "exec_low": 5.86,
      "intraday_vwap": 5.7913,
      "invalid_price": 5.69,
      "ma5": 5.464,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.7589,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.5427,
            "close": 5.81,
            "high": 5.81,
            "low": 5.78,
            "open": 5.78,
            "time": "09:31"
          },
          {
            "amount_yi": 0.2162,
            "close": 5.84,
            "high": 5.84,
            "low": 5.84,
            "open": 5.84,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "滨化股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM",
      "price": 5.85,
      "price_vs_vwap_pct": 0.8409,
      "qty": 16500,
      "quote_ask1": 5.85,
      "quote_ask_qty1": 81100,
      "quote_bid1": 5.84,
      "quote_bid_qty1": 240300,
      "quote_high": 5.88,
      "quote_last": 5.84,
      "quote_low": 5.73,
      "quote_open": 5.73,
      "quote_prev_close": 5.95,
      "quote_ts": "2026-06-12T09:32:02",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 68.85,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.601678",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "氟化工磷化工",
      "trade_date": "20260612",
      "trigger_price": 5.81,
      "ts": "2026-06-12T09:32:05",
      "id": 55
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 103.01,
      "avg_cost": 109.98,
      "pnl_pct": -6.3375,
      "threshold": -3.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 53,
      "source_event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 109.98,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "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": 60.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "NEUTRAL",
    "dynamic_total_cap_reason": "盘中确认时间窗未满足，保持中性总仓",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "NEUTRAL",
      "reason": "盘中确认时间窗未满足，保持中性总仓",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 60.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.68,
        "active_up_ratio": 0.6667,
        "active_above_vwap": 2,
        "active_positive_min": 1,
        "active_total": 9,
        "sample_total": 25,
        "market_gate_passed": false,
        "market_gate_reason": "wait_until_09:45"
      }
    },
    "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,
    "qfq_cost_adjustment": true
  },
  "summary": {
    "active_contracts": 25,
    "active_plan_contracts": 9,
    "watch_candidate_contracts": 16,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 3,
    "filled_watch_orders": 1,
    "filled_shadow_orders": 3,
    "rejected_orders": 0,
    "unfilled_orders": 5,
    "risk_exit_signals": 1,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 1,
    "qfq_position_adjustments": 0
  }
}