{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "INTRADAY_UPGRADED",
  "plan_date": "20260611",
  "trade_date": "20260612",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": true,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": true,
    "reason": "intraday_market_repair_confirmed",
    "enabled": true,
    "pool_up_ratio": 0.64,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.5556,
    "active_up_ratio_min": 0.5,
    "active_positive": 5,
    "active_positive_min": 1,
    "active_above_vwap": 3,
    "active_total": 9,
    "sample_total": 25,
    "active_samples": [
      {
        "symbol": "SZSE.000422",
        "name": "湖北宜化",
        "paper_scope": "shadow_active",
        "ret_pct": -4.9787,
        "last": 13.36,
        "prev_close": 14.06,
        "vwap": 13.5545
      },
      {
        "symbol": "SZSE.002643",
        "name": "万润股份",
        "paper_scope": "shadow_active",
        "ret_pct": 0.7762,
        "last": 15.58,
        "prev_close": 15.46,
        "vwap": 15.7196
      },
      {
        "symbol": "SHSE.603738",
        "name": "泰晶科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.9915,
        "last": 51.74,
        "prev_close": 47.04,
        "vwap": 51.0613
      },
      {
        "symbol": "SZSE.000969",
        "name": "安泰科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.982,
        "last": 24.46,
        "prev_close": 22.24,
        "vwap": 24.2293
      },
      {
        "symbol": "SHSE.688037",
        "name": "芯源微",
        "paper_scope": "shadow_active",
        "ret_pct": 5.6435,
        "last": 274.99,
        "prev_close": 260.3,
        "vwap": 273.9004
      },
      {
        "symbol": "SHSE.601678",
        "name": "滨化股份",
        "paper_scope": "shadow_active",
        "ret_pct": -3.5294,
        "last": 5.74,
        "prev_close": 5.95,
        "vwap": 5.8185
      },
      {
        "symbol": "SHSE.603650",
        "name": "彤程新材",
        "paper_scope": "shadow_active",
        "ret_pct": -0.8087,
        "last": 63.78,
        "prev_close": 64.3,
        "vwap": 64.9562
      },
      {
        "symbol": "SZSE.300131",
        "name": "英唐智控",
        "paper_scope": "shadow_active",
        "ret_pct": 7.925,
        "last": 17.84,
        "prev_close": 16.53,
        "vwap": 18.4014
      }
    ]
  },
  "quote_source": "public_http_sina:27/27",
  "quote_stale_lock": false,
  "generated_at": "2026-06-12T09:49:25",
  "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": "2026-06-12T09:49:25",
      "sim_reason": "invalid_price_broken",
      "qty": 8600,
      "prev_close": 14.06,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 14.46,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.46,
      "dynamic_exec_high": null,
      "intraday_vwap": 13.5545,
      "price_vs_vwap_pct": -1.4349,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2421,
        "prev_amount_yi": 0.2793,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8668,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:47",
            "open": 13.38,
            "high": 13.38,
            "low": 13.38,
            "close": 13.38,
            "amount_yi": 0.1143
          },
          {
            "time": "09:48",
            "open": 13.39,
            "high": 13.4,
            "low": 13.39,
            "close": 13.4,
            "amount_yi": 0.0429
          },
          {
            "time": "09:49",
            "open": 13.36,
            "high": 13.36,
            "low": 13.36,
            "close": 13.36,
            "amount_yi": 0.0849
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 13.156,
      "quote": {
        "last": 13.36,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 14.06,
        "open": 13.52,
        "high": 13.77,
        "low": 13.35,
        "bid1": 13.35,
        "ask1": 13.36,
        "bid_qty1": 50681,
        "ask_qty1": 400
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 15.46,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 15.92,
      "max_chase_pct": 3.0,
      "base_exec_high": 15.68,
      "dynamic_exec_high": null,
      "intraday_vwap": 15.7196,
      "price_vs_vwap_pct": -0.8881,
      "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": 15.58,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 15.46,
        "open": 15.6,
        "high": 16.03,
        "low": 15.52,
        "bid1": 15.57,
        "ask1": 15.58,
        "bid_qty1": 35800,
        "ask_qty1": 1100
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 2200,
      "prev_close": 47.04,
      "theme": "被动元件",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 48.45,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 51.0613,
      "price_vs_vwap_pct": 1.3292,
      "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": 0.0626,
        "prev_amount_yi": 0.1058,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5917,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:47",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0252
          },
          {
            "time": "09:48",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0225
          },
          {
            "time": "09:49",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0149
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 44.7,
      "quote": {
        "last": 51.74,
        "ts": "2026-06-12T09:49:22",
        "prev_close": 47.04,
        "open": 50.0,
        "high": 51.74,
        "low": 49.04,
        "bid1": 51.74,
        "ask1": 0.0,
        "bid_qty1": 16319915,
        "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 4700,
      "prev_close": 22.24,
      "theme": "小金属",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 22.91,
      "max_chase_pct": 3.0,
      "base_exec_high": 22.7,
      "dynamic_exec_high": null,
      "intraday_vwap": 24.2293,
      "price_vs_vwap_pct": 0.9522,
      "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": 0.0654,
        "prev_amount_yi": 0.1179,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:47",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0288
          },
          {
            "time": "09:48",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0248
          },
          {
            "time": "09:49",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 21.526,
      "quote": {
        "last": 24.46,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 22.24,
        "open": 23.21,
        "high": 24.46,
        "low": 23.16,
        "bid1": 24.46,
        "ask1": 0.0,
        "bid_qty1": 31569387,
        "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 400,
      "prev_close": 260.3,
      "theme": "半导体设备",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 268.11,
      "max_chase_pct": 3.0,
      "base_exec_high": 263.93,
      "dynamic_exec_high": null,
      "intraday_vwap": 273.9004,
      "price_vs_vwap_pct": 0.3978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.2283,
        "prev_amount_yi": 1.0042,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2232,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:47",
            "open": 272.6,
            "high": 273.37,
            "low": 272.6,
            "close": 273.37,
            "amount_yi": 0.4812
          },
          {
            "time": "09:48",
            "open": 272.35,
            "high": 273.0,
            "low": 272.35,
            "close": 273.0,
            "amount_yi": 0.5661
          },
          {
            "time": "09:49",
            "open": 274.99,
            "high": 274.99,
            "low": 274.99,
            "close": 274.99,
            "amount_yi": 0.181
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 245.672,
      "quote": {
        "last": 274.99,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 260.3,
        "open": 275.99,
        "high": 282.98,
        "low": 266.6,
        "bid1": 273.99,
        "ask1": 274.76,
        "bid_qty1": 400,
        "ask_qty1": 201
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 5.95,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 6.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 5.98,
      "dynamic_exec_high": null,
      "intraday_vwap": 5.8185,
      "price_vs_vwap_pct": -1.3491,
      "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": 5.74,
        "ts": "2026-06-12T09:49:23",
        "prev_close": 5.95,
        "open": 5.73,
        "high": 5.93,
        "low": 5.73,
        "bid1": 5.74,
        "ask1": 5.75,
        "bid_qty1": 1019500,
        "ask_qty1": 140800
      },
      "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": "ACTIONABLE",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched",
      "qty": 1800,
      "prev_close": 64.3,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 66.23,
      "max_chase_pct": 3.0,
      "base_exec_high": 64.97,
      "dynamic_exec_high": null,
      "intraday_vwap": 64.9562,
      "price_vs_vwap_pct": -1.8108,
      "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": 1.2598,
        "prev_amount_yi": 1.7419,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7232,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:47",
            "open": 63.65,
            "high": 63.71,
            "low": 63.65,
            "close": 63.71,
            "amount_yi": 0.3219
          },
          {
            "time": "09:48",
            "open": 63.45,
            "high": 63.47,
            "low": 63.45,
            "close": 63.47,
            "amount_yi": 0.5165
          },
          {
            "time": "09:49",
            "open": 63.78,
            "high": 63.78,
            "low": 63.78,
            "close": 63.78,
            "amount_yi": 0.4214
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 57.382,
      "quote": {
        "last": 63.78,
        "ts": "2026-06-12T09:49:25",
        "prev_close": 64.3,
        "open": 65.59,
        "high": 66.8,
        "low": 63.35,
        "bid1": 63.66,
        "ask1": 63.78,
        "bid_qty1": 5300,
        "ask_qty1": 3200
      },
      "previous_state": "ACTIONABLE",
      "next_state": "ACTIONABLE",
      "vwap_pullback_seen": true,
      "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 6400,
      "prev_close": 16.53,
      "theme": "半导体产业链",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.84,
      "max_chase_pct": 3.0,
      "base_exec_high": 17.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 18.4014,
      "price_vs_vwap_pct": -3.0509,
      "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": 0.5208,
        "prev_amount_yi": 0.7918,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.6577,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:47",
            "open": 17.84,
            "high": 17.84,
            "low": 17.82,
            "close": 17.82,
            "amount_yi": 0.1547
          },
          {
            "time": "09:48",
            "open": 17.81,
            "high": 17.84,
            "low": 17.81,
            "close": 17.84,
            "amount_yi": 0.3046
          },
          {
            "time": "09:49",
            "open": 17.84,
            "high": 17.84,
            "low": 17.84,
            "close": 17.84,
            "amount_yi": 0.0615
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.158,
      "quote": {
        "last": 17.84,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 16.53,
        "open": 18.5,
        "high": 18.96,
        "low": 17.75,
        "bid1": 17.84,
        "ask1": 17.85,
        "bid_qty1": 25200,
        "ask_qty1": 9300
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 1700,
      "prev_close": 66.71,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 80.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 70.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 65.682,
      "price_vs_vwap_pct": -1.7691,
      "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": 1.6444,
        "prev_amount_yi": 3.3281,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4941,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:47",
            "open": 64.5,
            "high": 64.5,
            "low": 64.32,
            "close": 64.32,
            "amount_yi": 0.7146
          },
          {
            "time": "09:48",
            "open": 64.49,
            "high": 64.53,
            "low": 64.49,
            "close": 64.53,
            "amount_yi": 0.586
          },
          {
            "time": "09:49",
            "open": 64.52,
            "high": 64.52,
            "low": 64.52,
            "close": 64.52,
            "amount_yi": 0.3438
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115876.8,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 61.072,
      "quote": {
        "last": 64.52,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 66.71,
        "open": 67.2,
        "high": 68.1,
        "low": 63.56,
        "bid1": 64.5,
        "ask1": 64.54,
        "bid_qty1": 5900,
        "ask_qty1": 57
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 700,
      "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": 60.5417,
      "price_vs_vwap_pct": 2.4253,
      "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": 0.6519,
        "prev_amount_yi": 0.8239,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7912,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 61.58,
            "high": 61.84,
            "low": 61.58,
            "close": 61.84,
            "amount_yi": 0.159
          },
          {
            "time": "09:46",
            "open": 61.88,
            "high": 61.88,
            "low": 61.76,
            "close": 61.76,
            "amount_yi": 0.1469
          },
          {
            "time": "09:47",
            "open": 62.37,
            "high": 62.44,
            "low": 62.37,
            "close": 62.44,
            "amount_yi": 0.1837
          },
          {
            "time": "09:48",
            "open": 61.93,
            "high": 61.93,
            "low": 61.6,
            "close": 61.6,
            "amount_yi": 0.1273
          },
          {
            "time": "09:49",
            "open": 62.01,
            "high": 62.01,
            "low": 62.01,
            "close": 62.01,
            "amount_yi": 0.035
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 58.15,
      "quote": {
        "last": 62.01,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 59.1,
        "open": 58.51,
        "high": 64.4,
        "low": 57.09,
        "bid1": 62.01,
        "ask1": 62.06,
        "bid_qty1": 6100,
        "ask_qty1": 100
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 800,
      "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": 57.3253,
      "price_vs_vwap_pct": -0.9512,
      "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": 0.0653,
        "prev_amount_yi": 0.1231,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5305,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "09:45",
            "open": 56.92,
            "high": 57.0,
            "low": 56.92,
            "close": 57.0,
            "amount_yi": 0.0172
          },
          {
            "time": "09:46",
            "open": 56.81,
            "high": 56.81,
            "low": 56.8,
            "close": 56.8,
            "amount_yi": 0.0128
          },
          {
            "time": "09:47",
            "open": 56.91,
            "high": 56.91,
            "low": 56.85,
            "close": 56.85,
            "amount_yi": 0.0148
          },
          {
            "time": "09:48",
            "open": 56.8,
            "high": 56.8,
            "low": 56.8,
            "close": 56.8,
            "amount_yi": 0.0177
          },
          {
            "time": "09:49",
            "open": 56.78,
            "high": 56.78,
            "low": 56.78,
            "close": 56.78,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 52.506,
      "quote": {
        "last": 56.78,
        "ts": "2026-06-12T09:49:22",
        "prev_close": 55.92,
        "open": 56.8,
        "high": 58.76,
        "low": 56.5,
        "bid1": 56.76,
        "ask1": 56.78,
        "bid_qty1": 1000,
        "ask_qty1": 2500
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "near_trigger",
      "qty": 400,
      "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": 103.9877,
      "price_vs_vwap_pct": -1.1037,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2743,
        "prev_amount_yi": 0.5789,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 102.48,
            "high": 102.52,
            "low": 102.48,
            "close": 102.52,
            "amount_yi": 0.0692
          },
          {
            "time": "09:46",
            "open": 102.85,
            "high": 103.09,
            "low": 102.85,
            "close": 103.09,
            "amount_yi": 0.088
          },
          {
            "time": "09:47",
            "open": 102.75,
            "high": 103.2,
            "low": 102.75,
            "close": 103.2,
            "amount_yi": 0.0503
          },
          {
            "time": "09:48",
            "open": 102.75,
            "high": 102.75,
            "low": 102.5,
            "close": 102.5,
            "amount_yi": 0.0256
          },
          {
            "time": "09:49",
            "open": 102.84,
            "high": 102.84,
            "low": 102.84,
            "close": 102.84,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 94.546,
      "quote": {
        "last": 102.84,
        "ts": "2026-06-12T09:49:23",
        "prev_close": 102.29,
        "open": 104.0,
        "high": 106.9,
        "low": 101.21,
        "bid1": 102.84,
        "ask1": 102.9,
        "bid_qty1": 2271,
        "ask_qty1": 369
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 1200,
      "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": 38.1654,
      "price_vs_vwap_pct": -2.4771,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2512,
        "prev_amount_yi": 0.6742,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3726,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 37.25,
            "high": 37.25,
            "low": 37.22,
            "close": 37.22,
            "amount_yi": 0.0461
          },
          {
            "time": "09:46",
            "open": 37.28,
            "high": 37.44,
            "low": 37.28,
            "close": 37.44,
            "amount_yi": 0.0762
          },
          {
            "time": "09:47",
            "open": 37.25,
            "high": 37.25,
            "low": 37.25,
            "close": 37.25,
            "amount_yi": 0.0631
          },
          {
            "time": "09:48",
            "open": 37.18,
            "high": 37.19,
            "low": 37.18,
            "close": 37.19,
            "amount_yi": 0.0499
          },
          {
            "time": "09:49",
            "open": 37.22,
            "high": 37.22,
            "low": 37.22,
            "close": 37.22,
            "amount_yi": 0.0159
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 33.234,
      "quote": {
        "last": 37.22,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 36.75,
        "open": 38.0,
        "high": 40.0,
        "low": 36.9,
        "bid1": 37.22,
        "ask1": 37.27,
        "bid_qty1": 2500,
        "ask_qty1": 4981
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 500,
      "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": 94.5818,
      "price_vs_vwap_pct": -0.8266,
      "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": 4.0477,
        "prev_amount_yi": 4.6804,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8648,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 95.25,
            "high": 95.25,
            "low": 94.78,
            "close": 94.78,
            "amount_yi": 0.7462
          },
          {
            "time": "09:46",
            "open": 94.89,
            "high": 95.0,
            "low": 94.89,
            "close": 95.0,
            "amount_yi": 0.7627
          },
          {
            "time": "09:47",
            "open": 94.37,
            "high": 94.43,
            "low": 94.37,
            "close": 94.43,
            "amount_yi": 1.0685
          },
          {
            "time": "09:48",
            "open": 94.35,
            "high": 94.35,
            "low": 93.96,
            "close": 93.96,
            "amount_yi": 0.9728
          },
          {
            "time": "09:49",
            "open": 93.8,
            "high": 93.8,
            "low": 93.8,
            "close": 93.8,
            "amount_yi": 0.4975
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 85.976,
      "quote": {
        "last": 93.8,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 94.03,
        "open": 91.03,
        "high": 97.25,
        "low": 91.0,
        "bid1": 93.77,
        "ask1": 93.8,
        "bid_qty1": 5800,
        "ask_qty1": 24720
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 500,
      "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": 86.2854,
      "price_vs_vwap_pct": 0.5616,
      "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": 2.3894,
        "prev_amount_yi": 3.3813,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 85.99,
            "high": 86.42,
            "low": 85.99,
            "close": 86.42,
            "amount_yi": 0.6405
          },
          {
            "time": "09:46",
            "open": 86.57,
            "high": 86.86,
            "low": 86.57,
            "close": 86.86,
            "amount_yi": 0.6596
          },
          {
            "time": "09:47",
            "open": 86.74,
            "high": 86.97,
            "low": 86.74,
            "close": 86.97,
            "amount_yi": 0.4592
          },
          {
            "time": "09:48",
            "open": 86.7,
            "high": 86.7,
            "low": 86.42,
            "close": 86.42,
            "amount_yi": 0.3191
          },
          {
            "time": "09:49",
            "open": 86.77,
            "high": 86.77,
            "low": 86.77,
            "close": 86.77,
            "amount_yi": 0.311
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 70.056,
      "quote": {
        "last": 86.77,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 75.48,
        "open": 85.0,
        "high": 88.55,
        "low": 83.6,
        "bid1": 86.73,
        "ask1": 86.77,
        "bid_qty1": 600,
        "ask_qty1": 4500
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 83.8,
      "exec_low": 87.39,
      "exec_high": 87.78,
      "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": "2026-06-12T09:49:25",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 500,
      "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": 87.78,
      "intraday_vwap": 87.3897,
      "price_vs_vwap_pct": 0.2406,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4193,
        "prev_amount_yi": 0.4989,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8404,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 87.55,
            "high": 87.59,
            "low": 87.55,
            "close": 87.59,
            "amount_yi": 0.1349
          },
          {
            "time": "09:46",
            "open": 87.85,
            "high": 87.94,
            "low": 87.85,
            "close": 87.94,
            "amount_yi": 0.0645
          },
          {
            "time": "09:47",
            "open": 87.59,
            "high": 87.59,
            "low": 87.5,
            "close": 87.5,
            "amount_yi": 0.0665
          },
          {
            "time": "09:48",
            "open": 87.48,
            "high": 87.5,
            "low": 87.48,
            "close": 87.5,
            "amount_yi": 0.1325
          },
          {
            "time": "09:49",
            "open": 87.6,
            "high": 87.6,
            "low": 87.6,
            "close": 87.6,
            "amount_yi": 0.0209
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 76.354,
      "quote": {
        "last": 87.6,
        "ts": "2026-06-12T09:49:23",
        "prev_close": 82.77,
        "open": 87.0,
        "high": 88.88,
        "low": 86.15,
        "bid1": 87.59,
        "ask1": 87.6,
        "bid_qty1": 929,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-12T09:49:25",
      "sim_reason": "near_trigger",
      "qty": 1300,
      "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": 34.9772,
      "price_vs_vwap_pct": -0.5066,
      "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": 3.1216,
        "prev_amount_yi": 4.2559,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 34.3,
            "high": 34.57,
            "low": 34.3,
            "close": 34.57,
            "amount_yi": 1.0806
          },
          {
            "time": "09:46",
            "open": 34.35,
            "high": 34.35,
            "low": 34.34,
            "close": 34.34,
            "amount_yi": 0.6476
          },
          {
            "time": "09:47",
            "open": 34.61,
            "high": 34.8,
            "low": 34.61,
            "close": 34.8,
            "amount_yi": 0.5299
          },
          {
            "time": "09:48",
            "open": 34.86,
            "high": 34.98,
            "low": 34.86,
            "close": 34.98,
            "amount_yi": 0.4757
          },
          {
            "time": "09:49",
            "open": 34.8,
            "high": 34.8,
            "low": 34.8,
            "close": 34.8,
            "amount_yi": 0.3878
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 30.552,
      "quote": {
        "last": 34.8,
        "ts": "2026-06-12T09:49:22",
        "prev_close": 34.24,
        "open": 35.7,
        "high": 36.07,
        "low": 34.23,
        "bid1": 34.77,
        "ask1": 34.8,
        "bid_qty1": 700,
        "ask_qty1": 14400
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 2200,
      "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": 21.2068,
      "price_vs_vwap_pct": -0.8808,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2229,
        "prev_amount_yi": 0.2139,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0421,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0619
          },
          {
            "time": "09:46",
            "open": 21.13,
            "high": 21.13,
            "low": 21.08,
            "close": 21.08,
            "amount_yi": 0.0671
          },
          {
            "time": "09:47",
            "open": 21.05,
            "high": 21.05,
            "low": 21.05,
            "close": 21.05,
            "amount_yi": 0.0426
          },
          {
            "time": "09:48",
            "open": 21.03,
            "high": 21.03,
            "low": 21.03,
            "close": 21.03,
            "amount_yi": 0.0375
          },
          {
            "time": "09:49",
            "open": 21.02,
            "high": 21.02,
            "low": 21.02,
            "close": 21.02,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 20.706,
      "quote": {
        "last": 21.02,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 22.02,
        "open": 21.2,
        "high": 21.65,
        "low": 20.93,
        "bid1": 21.02,
        "ask1": 21.03,
        "bid_qty1": 1800,
        "ask_qty1": 3400
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 500,
      "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": 91.361,
      "price_vs_vwap_pct": 2.1005,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0848,
        "prev_amount_yi": 0.4174,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.2032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0301
          },
          {
            "time": "09:46",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0155
          },
          {
            "time": "09:47",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0104
          },
          {
            "time": "09:48",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0156
          },
          {
            "time": "09:49",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0132
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 70.948,
      "quote": {
        "last": 93.28,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 84.8,
        "open": 89.99,
        "high": 93.28,
        "low": 86.92,
        "bid1": 93.28,
        "ask1": 0.0,
        "bid_qty1": 5075500,
        "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": "2026-06-12T09:49:25",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": 320.0296,
      "price_vs_vwap_pct": 0.4032,
      "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": 4.8887,
        "prev_amount_yi": 7.014,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.697,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "09:45",
            "open": 317.88,
            "high": 319.9,
            "low": 317.88,
            "close": 319.9,
            "amount_yi": 1.123
          },
          {
            "time": "09:46",
            "open": 319.51,
            "high": 320.09,
            "low": 319.51,
            "close": 320.09,
            "amount_yi": 1.1447
          },
          {
            "time": "09:47",
            "open": 319.75,
            "high": 320.45,
            "low": 319.75,
            "close": 320.45,
            "amount_yi": 1.2552
          },
          {
            "time": "09:48",
            "open": 319.6,
            "high": 319.66,
            "low": 319.6,
            "close": 319.66,
            "amount_yi": 1.0193
          },
          {
            "time": "09:49",
            "open": 321.32,
            "high": 321.32,
            "low": 321.32,
            "close": 321.32,
            "amount_yi": 0.3465
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48282.0,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 283.748,
      "quote": {
        "last": 321.32,
        "ts": "2026-06-12T09:49:22",
        "prev_close": 303.12,
        "open": 318.27,
        "high": 324.9,
        "low": 315.28,
        "bid1": 321.12,
        "ask1": 321.32,
        "bid_qty1": 200,
        "ask_qty1": 2924
      },
      "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": "2026-06-12T09:49:25",
      "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": 105.4755,
      "price_vs_vwap_pct": -1.5601,
      "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": 103.83,
        "ts": "2026-06-12T09:49:24",
        "prev_close": 104.22,
        "open": 111.69,
        "high": 111.69,
        "low": 98.0,
        "bid1": 103.83,
        "ask1": 104.19,
        "bid_qty1": 744,
        "ask_qty1": 487
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 316.3665,
      "price_vs_vwap_pct": 4.3062,
      "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": 2.6346,
        "prev_amount_yi": 3.6915,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7137,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:45",
            "open": 314.52,
            "high": 314.82,
            "low": 314.52,
            "close": 314.82,
            "amount_yi": 0.4922
          },
          {
            "time": "09:46",
            "open": 318.0,
            "high": 319.5,
            "low": 318.0,
            "close": 319.5,
            "amount_yi": 0.5758
          },
          {
            "time": "09:47",
            "open": 322.6,
            "high": 324.44,
            "low": 322.6,
            "close": 324.44,
            "amount_yi": 0.5259
          },
          {
            "time": "09:48",
            "open": 325.99,
            "high": 326.99,
            "low": 325.99,
            "close": 326.99,
            "amount_yi": 0.7513
          },
          {
            "time": "09:49",
            "open": 329.99,
            "high": 329.99,
            "low": 329.99,
            "close": 329.99,
            "amount_yi": 0.2894
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28969.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 275.182,
      "quote": {
        "last": 329.99,
        "ts": "2026-06-12T09:49:23",
        "prev_close": 349.8,
        "open": 327.0,
        "high": 329.99,
        "low": 296.61,
        "bid1": 329.96,
        "ask1": 329.99,
        "bid_qty1": 500,
        "ask_qty1": 860
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 900,
      "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": 30.8096,
      "price_vs_vwap_pct": -0.6803,
      "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": 0.5814,
        "prev_amount_yi": 1.4764,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.3938,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:45",
            "open": 30.38,
            "high": 30.48,
            "low": 30.38,
            "close": 30.48,
            "amount_yi": 0.0959
          },
          {
            "time": "09:46",
            "open": 30.6,
            "high": 30.69,
            "low": 30.6,
            "close": 30.69,
            "amount_yi": 0.109
          },
          {
            "time": "09:47",
            "open": 30.75,
            "high": 30.83,
            "low": 30.75,
            "close": 30.83,
            "amount_yi": 0.153
          },
          {
            "time": "09:48",
            "open": 30.78,
            "high": 30.78,
            "low": 30.7,
            "close": 30.7,
            "amount_yi": 0.1876
          },
          {
            "time": "09:49",
            "open": 30.6,
            "high": 30.6,
            "low": 30.6,
            "close": 30.6,
            "amount_yi": 0.0359
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28969.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.884,
      "quote": {
        "last": 30.6,
        "ts": "2026-06-12T09:49:23",
        "prev_close": 33.1,
        "open": 31.88,
        "high": 32.0,
        "low": 29.94,
        "bid1": 30.6,
        "ask1": 30.62,
        "bid_qty1": 19967,
        "ask_qty1": 446
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "qty": 100,
      "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": 146.11,
      "price_vs_vwap_pct": 5.1263,
      "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": 1.2629,
        "prev_amount_yi": 2.8776,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4389,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:45",
            "open": 153.0,
            "high": 153.6,
            "low": 153.0,
            "close": 153.6,
            "amount_yi": 0.499
          },
          {
            "time": "09:46",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.5576
          },
          {
            "time": "09:47",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.1525
          },
          {
            "time": "09:48",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.0308
          },
          {
            "time": "09:49",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.023
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28969.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 101.142,
      "quote": {
        "last": 153.6,
        "ts": "2026-06-12T09:49:22",
        "prev_close": 128.0,
        "open": 138.0,
        "high": 153.6,
        "low": 133.54,
        "bid1": 153.6,
        "ask1": 0.0,
        "bid_qty1": 1171219,
        "ask_qty1": 0
      },
      "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": "2026-06-12T09:49:25",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 227.685,
      "price_vs_vwap_pct": 0.5776,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4477,
        "prev_amount_yi": 0.9486,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "09:45",
            "open": 227.21,
            "high": 227.21,
            "low": 227.21,
            "close": 227.21,
            "amount_yi": 0.0741
          },
          {
            "time": "09:46",
            "open": 227.88,
            "high": 227.91,
            "low": 227.88,
            "close": 227.91,
            "amount_yi": 0.0883
          },
          {
            "time": "09:47",
            "open": 228.58,
            "high": 228.67,
            "low": 228.58,
            "close": 228.67,
            "amount_yi": 0.0946
          },
          {
            "time": "09:48",
            "open": 228.68,
            "high": 229.48,
            "low": 228.68,
            "close": 229.48,
            "amount_yi": 0.135
          },
          {
            "time": "09:49",
            "open": 229.0,
            "high": 229.0,
            "low": 229.0,
            "close": 229.0,
            "amount_yi": 0.0557
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28969.2,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 209.846,
      "quote": {
        "last": 229.0,
        "ts": "2026-06-12T09:49:21",
        "prev_close": 226.83,
        "open": 229.76,
        "high": 233.1,
        "low": 225.01,
        "bid1": 229.0,
        "ask1": 229.2,
        "bid_qty1": 400,
        "ask_qty1": 100
      },
      "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": 332615.0,
    "total_value": 964748.0,
    "unrealized_pnl": 3245.000000000011,
    "unrealized_pnl_pct_of_initial": 0.32450000000000107,
    "realized_pnl": -38497.000000000015,
    "realized_pnl_pct_of_initial": -3.8497000000000017,
    "total_pnl": -35252.0,
    "total_pnl_pct": -3.525199999999995
  },
  "paper_positions": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "quantity": 7300,
      "sellable_qty": 0,
      "avg_cost": 15.84,
      "last_price": 15.58,
      "market_value": 113734.0,
      "unrealized_pnl": -1897.9999999999984,
      "unrealized_pnl_pct": -1.6414141414141437,
      "updated_at": "2026-06-12T09:49:25",
      "position_pct_of_total": 11.788985310153532
    },
    {
      "symbol": "SHSE.601678",
      "name": "滨化股份",
      "quantity": 16500,
      "sellable_qty": 0,
      "avg_cost": 5.85,
      "last_price": 5.74,
      "market_value": 94710.0,
      "unrealized_pnl": -1814.9999999999907,
      "unrealized_pnl_pct": -1.8803418803418737,
      "updated_at": "2026-06-12T09:49:25",
      "position_pct_of_total": 9.817071401029077
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 103.62,
      "market_value": 51810.0,
      "unrealized_pnl": 4125.0,
      "unrealized_pnl_pct": 8.650519031141869,
      "updated_at": "2026-06-12T09:49:25",
      "position_pct_of_total": 5.370314320423572
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 27.96,
      "last_price": 30.35,
      "market_value": 51595.0,
      "unrealized_pnl": 4063.000000000001,
      "unrealized_pnl_pct": 8.547925608011454,
      "updated_at": "2026-06-12T09:49:25",
      "position_pct_of_total": 5.348028708014943
    },
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "quantity": 200,
      "sellable_qty": 0,
      "avg_cost": 109.98,
      "last_price": 103.83,
      "market_value": 20766.0,
      "unrealized_pnl": -1230.0000000000011,
      "unrealized_pnl_pct": -5.591925804691766,
      "updated_at": "2026-06-12T09:49:25",
      "position_pct_of_total": 2.152479196639952
    }
  ],
  "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": 87.78,
      "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": 103.83,
      "avg_cost": 109.98,
      "pnl_pct": -5.5919,
      "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": 75.0,
    "max_shadow_total_position_pct": 45.0,
    "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": "WARM",
    "dynamic_total_cap_reason": "盘中市场修复确认，总仓从中性档上调",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "WARM",
      "reason": "盘中市场修复确认，总仓从中性档上调",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 75.0,
      "effective_shadow_total_position_pct": 45.0,
      "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": 0.64,
        "active_up_ratio": 0.5556,
        "active_above_vwap": 3,
        "active_positive_min": 1,
        "active_total": 9,
        "sample_total": 25,
        "market_gate_passed": true,
        "market_gate_reason": "intraday_market_repair_confirmed"
      }
    },
    "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": 1,
    "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
  }
}