{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260611",
  "trade_date": "20260612",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "active_leaders_not_positive_enough",
    "enabled": true,
    "pool_up_ratio": 0.6,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.4444,
    "active_up_ratio_min": 0.5,
    "active_positive": 4,
    "active_positive_min": 1,
    "active_above_vwap": 5,
    "active_total": 9,
    "sample_total": 25,
    "active_samples": [
      {
        "symbol": "SZSE.000422",
        "name": "湖北宜化",
        "paper_scope": "shadow_active",
        "ret_pct": -2.4182,
        "last": 13.72,
        "prev_close": 14.06,
        "vwap": 13.5642
      },
      {
        "symbol": "SZSE.002643",
        "name": "万润股份",
        "paper_scope": "shadow_active",
        "ret_pct": -1.2937,
        "last": 15.26,
        "prev_close": 15.46,
        "vwap": 15.5381
      },
      {
        "symbol": "SHSE.603738",
        "name": "泰晶科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.9915,
        "last": 51.74,
        "prev_close": 47.04,
        "vwap": 51.1308
      },
      {
        "symbol": "SZSE.000969",
        "name": "安泰科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.982,
        "last": 24.46,
        "prev_close": 22.24,
        "vwap": 24.2488
      },
      {
        "symbol": "SHSE.688037",
        "name": "芯源微",
        "paper_scope": "shadow_active",
        "ret_pct": 1.4214,
        "last": 264.0,
        "prev_close": 260.3,
        "vwap": 272.43
      },
      {
        "symbol": "SHSE.601678",
        "name": "滨化股份",
        "paper_scope": "shadow_active",
        "ret_pct": -1.6807,
        "last": 5.85,
        "prev_close": 5.95,
        "vwap": 5.8101
      },
      {
        "symbol": "SHSE.603650",
        "name": "彤程新材",
        "paper_scope": "shadow_active",
        "ret_pct": -3.4837,
        "last": 62.06,
        "prev_close": 64.3,
        "vwap": 64.0052
      },
      {
        "symbol": "SZSE.300131",
        "name": "英唐智控",
        "paper_scope": "shadow_active",
        "ret_pct": 12.0992,
        "last": 18.53,
        "prev_close": 16.53,
        "vwap": 18.4497
      }
    ]
  },
  "quote_source": "public_http_sina:27/27",
  "quote_stale_lock": false,
  "generated_at": "2026-06-12T10:53:39",
  "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": "2026-06-12T10:53:39",
      "sim_reason": "invalid_price_broken",
      "qty": 500,
      "prev_close": 14.06,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 14.46,
      "max_chase_pct": 3.0,
      "base_exec_high": 14.46,
      "dynamic_exec_high": null,
      "intraday_vwap": 13.5642,
      "price_vs_vwap_pct": 1.1486,
      "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": 0.0439,
        "prev_amount_yi": 0.0878,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:51",
            "open": 13.71,
            "high": 13.71,
            "low": 13.71,
            "close": 13.71,
            "amount_yi": 0.013
          },
          {
            "time": "10:52",
            "open": 13.74,
            "high": 13.74,
            "low": 13.74,
            "close": 13.74,
            "amount_yi": 0.0208
          },
          {
            "time": "10:53",
            "open": 13.72,
            "high": 13.72,
            "low": 13.72,
            "close": 13.72,
            "amount_yi": 0.0101
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 13.156,
      "quote": {
        "last": 13.72,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 14.06,
        "open": 13.52,
        "high": 13.77,
        "low": 13.3,
        "bid1": 13.71,
        "ask1": 13.72,
        "bid_qty1": 10900,
        "ask_qty1": 6000
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 15.46,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 15.92,
      "max_chase_pct": 3.0,
      "base_exec_high": 15.68,
      "dynamic_exec_high": null,
      "intraday_vwap": 15.5381,
      "price_vs_vwap_pct": -1.7898,
      "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": 15.26,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 15.46,
        "open": 15.6,
        "high": 16.03,
        "low": 15.2,
        "bid1": 15.25,
        "ask1": 15.26,
        "bid_qty1": 21800,
        "ask_qty1": 25200
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": true,
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 100,
      "prev_close": 47.04,
      "theme": "被动元件",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 48.45,
      "max_chase_pct": 3.0,
      "base_exec_high": 48.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 51.1308,
      "price_vs_vwap_pct": 1.1915,
      "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": 0.0222,
        "prev_amount_yi": 0.0163,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.362,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:51",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0042
          },
          {
            "time": "10:52",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0092
          },
          {
            "time": "10:53",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0088
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "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": "2026-06-12T10:53:37",
        "prev_close": 47.04,
        "open": 50.0,
        "high": 51.74,
        "low": 49.04,
        "bid1": 51.74,
        "ask1": 0.0,
        "bid_qty1": 13007690,
        "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 300,
      "prev_close": 22.24,
      "theme": "小金属",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 22.91,
      "max_chase_pct": 3.0,
      "base_exec_high": 22.7,
      "dynamic_exec_high": null,
      "intraday_vwap": 24.2488,
      "price_vs_vwap_pct": 0.871,
      "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": 0.0115,
        "prev_amount_yi": 0.0252,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4563,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:51",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0033
          },
          {
            "time": "10:52",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0057
          },
          {
            "time": "10:53",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0025
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "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": "2026-06-12T10:53:33",
        "prev_close": 22.24,
        "open": 23.21,
        "high": 24.46,
        "low": 23.16,
        "bid1": 24.46,
        "ask1": 0.0,
        "bid_qty1": 19617943,
        "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_vwap_pullback_before_reclaim",
      "qty": 0,
      "prev_close": 260.3,
      "theme": "半导体设备",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 268.11,
      "max_chase_pct": 3.0,
      "base_exec_high": 263.93,
      "dynamic_exec_high": null,
      "intraday_vwap": 272.43,
      "price_vs_vwap_pct": -3.0944,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2857,
        "prev_amount_yi": 0.326,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:51",
            "open": 263.0,
            "high": 264.0,
            "low": 263.0,
            "close": 264.0,
            "amount_yi": 0.1534
          },
          {
            "time": "10:52",
            "open": 264.01,
            "high": 264.72,
            "low": 264.01,
            "close": 264.72,
            "amount_yi": 0.0374
          },
          {
            "time": "10:53",
            "open": 264.54,
            "high": 264.54,
            "low": 264.0,
            "close": 264.0,
            "amount_yi": 0.0949
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 245.672,
      "quote": {
        "last": 264.0,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 260.3,
        "open": 275.99,
        "high": 282.98,
        "low": 262.01,
        "bid1": 264.0,
        "ask1": 264.01,
        "bid_qty1": 9904,
        "ask_qty1": 271
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 5.95,
      "theme": "氟化工磷化工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 6.13,
      "max_chase_pct": 3.0,
      "base_exec_high": 5.98,
      "dynamic_exec_high": null,
      "intraday_vwap": 5.8101,
      "price_vs_vwap_pct": 0.6867,
      "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": 5.85,
        "ts": "2026-06-12T10:53:35",
        "prev_close": 5.95,
        "open": 5.73,
        "high": 5.93,
        "low": 5.73,
        "bid1": 5.84,
        "ask1": 5.85,
        "bid_qty1": 450400,
        "ask_qty1": 481500
      },
      "previous_state": "FILLED",
      "next_state": "FILLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.603650:VWAP_RECLAIM:BUY",
      "plan_id": "20260611:SHSE.603650:VWAP_RECLAIM",
      "symbol": "SHSE.603650",
      "name": "彤程新材",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 63.08,
      "exec_low": 63.69,
      "exec_high": 64.97,
      "invalid_price": 61.66,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 64.3,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 66.23,
      "max_chase_pct": 3.0,
      "base_exec_high": 64.97,
      "dynamic_exec_high": null,
      "intraday_vwap": 64.0052,
      "price_vs_vwap_pct": -3.0391,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2937,
        "prev_amount_yi": 0.2005,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4648,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:51",
            "open": 62.0,
            "high": 62.0,
            "low": 61.98,
            "close": 61.98,
            "amount_yi": 0.1363
          },
          {
            "time": "10:52",
            "open": 61.98,
            "high": 62.1,
            "low": 61.98,
            "close": 62.1,
            "amount_yi": 0.0899
          },
          {
            "time": "10:53",
            "open": 62.04,
            "high": 62.06,
            "low": 62.04,
            "close": 62.06,
            "amount_yi": 0.0675
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 57.382,
      "quote": {
        "last": 62.06,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 64.3,
        "open": 65.59,
        "high": 66.8,
        "low": 61.94,
        "bid1": 62.06,
        "ask1": 62.09,
        "bid_qty1": 1000,
        "ask_qty1": 1300
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "ACTIONABLE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.05,
      "exec_low": 18.45,
      "exec_high": 18.6,
      "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": "2026-06-12T10:53:39",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "qty": 300,
      "prev_close": 16.53,
      "theme": "半导体产业链",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 19.84,
      "max_chase_pct": 3.0,
      "base_exec_high": 17.56,
      "dynamic_exec_high": 18.6,
      "intraday_vwap": 18.4497,
      "price_vs_vwap_pct": 0.4352,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3885,
        "prev_amount_yi": 0.2961,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:51",
            "open": 18.64,
            "high": 18.64,
            "low": 18.61,
            "close": 18.61,
            "amount_yi": 0.1026
          },
          {
            "time": "10:52",
            "open": 18.63,
            "high": 18.63,
            "low": 18.63,
            "close": 18.63,
            "amount_yi": 0.1231
          },
          {
            "time": "10:53",
            "open": 18.56,
            "high": 18.56,
            "low": 18.53,
            "close": 18.53,
            "amount_yi": 0.1628
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.158,
      "quote": {
        "last": 18.53,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 16.53,
        "open": 18.5,
        "high": 19.17,
        "low": 17.65,
        "bid1": 18.52,
        "ask1": 18.53,
        "bid_qty1": 28800,
        "ask_qty1": 3800
      },
      "previous_state": "OBSERVE",
      "next_state": "ACTIONABLE",
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "prev_close": 66.71,
      "theme": "电子化学品",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 80.05,
      "max_chase_pct": 3.0,
      "base_exec_high": 70.56,
      "dynamic_exec_high": null,
      "intraday_vwap": 64.5195,
      "price_vs_vwap_pct": -3.9825,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.8852,
        "prev_amount_yi": 0.7872,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1245,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:51",
            "open": 61.89,
            "high": 61.89,
            "low": 61.82,
            "close": 61.82,
            "amount_yi": 0.3863
          },
          {
            "time": "10:52",
            "open": 61.83,
            "high": 61.91,
            "low": 61.83,
            "close": 61.91,
            "amount_yi": 0.316
          },
          {
            "time": "10:53",
            "open": 61.94,
            "high": 61.95,
            "low": 61.94,
            "close": 61.95,
            "amount_yi": 0.1829
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.12,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 61.072,
      "quote": {
        "last": 61.95,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 66.71,
        "open": 67.2,
        "high": 68.1,
        "low": 61.8,
        "bid1": 61.95,
        "ask1": 61.96,
        "bid_qty1": 13700,
        "ask_qty1": 400
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 100,
      "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": 61.0271,
      "price_vs_vwap_pct": 0.6602,
      "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": 0.1108,
        "prev_amount_yi": 0.0818,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3545,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 61.68,
            "high": 61.87,
            "low": 61.68,
            "close": 61.87,
            "amount_yi": 0.0187
          },
          {
            "time": "10:50",
            "open": 61.83,
            "high": 61.83,
            "low": 61.72,
            "close": 61.72,
            "amount_yi": 0.0312
          },
          {
            "time": "10:51",
            "open": 61.64,
            "high": 61.64,
            "low": 61.58,
            "close": 61.58,
            "amount_yi": 0.0222
          },
          {
            "time": "10:52",
            "open": 61.5,
            "high": 61.5,
            "low": 61.48,
            "close": 61.48,
            "amount_yi": 0.0218
          },
          {
            "time": "10:53",
            "open": 61.45,
            "high": 61.45,
            "low": 61.43,
            "close": 61.43,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 58.15,
      "quote": {
        "last": 61.43,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 59.1,
        "open": 58.51,
        "high": 64.4,
        "low": 57.09,
        "bid1": 61.4,
        "ask1": 61.41,
        "bid_qty1": 5840,
        "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": "2026-06-12T10:53:39",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 100,
      "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": 56.9258,
      "price_vs_vwap_pct": -1.7493,
      "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": 0.039,
        "prev_amount_yi": 0.0224,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 56.11,
            "high": 56.11,
            "low": 56.03,
            "close": 56.03,
            "amount_yi": 0.0081
          },
          {
            "time": "10:50",
            "open": 56.09,
            "high": 56.09,
            "low": 55.93,
            "close": 55.93,
            "amount_yi": 0.0082
          },
          {
            "time": "10:51",
            "open": 55.92,
            "high": 55.92,
            "low": 55.86,
            "close": 55.86,
            "amount_yi": 0.0162
          },
          {
            "time": "10:52",
            "open": 55.85,
            "high": 55.93,
            "low": 55.85,
            "close": 55.93,
            "amount_yi": 0.0039
          },
          {
            "time": "10:53",
            "open": 55.93,
            "high": 55.93,
            "low": 55.93,
            "close": 55.93,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 52.506,
      "quote": {
        "last": 55.93,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 55.92,
        "open": 56.8,
        "high": 58.76,
        "low": 55.85,
        "bid1": 55.92,
        "ask1": 55.93,
        "bid_qty1": 400,
        "ask_qty1": 1800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688720:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688720:BREAK_PREV_HIGH",
      "symbol": "SHSE.688720",
      "name": "艾森股份",
      "side": "BUY",
      "priority": "W2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 103.43,
      "exec_low": 103.43,
      "exec_high": 104.98,
      "invalid_price": 94.546,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 102.29,
      "theme": "电子化学品",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 122.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 104.98,
      "dynamic_exec_high": null,
      "intraday_vwap": 102.3994,
      "price_vs_vwap_pct": -3.8569,
      "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": 0.0948,
        "prev_amount_yi": 0.0821,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1547,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 99.08,
            "high": 99.08,
            "low": 99.08,
            "close": 99.08,
            "amount_yi": 0.0179
          },
          {
            "time": "10:50",
            "open": 99.09,
            "high": 99.09,
            "low": 98.99,
            "close": 98.99,
            "amount_yi": 0.0244
          },
          {
            "time": "10:51",
            "open": 98.9,
            "high": 98.9,
            "low": 98.8,
            "close": 98.8,
            "amount_yi": 0.0084
          },
          {
            "time": "10:52",
            "open": 98.73,
            "high": 98.73,
            "low": 98.7,
            "close": 98.7,
            "amount_yi": 0.0144
          },
          {
            "time": "10:53",
            "open": 98.6,
            "high": 98.6,
            "low": 98.45,
            "close": 98.45,
            "amount_yi": 0.0297
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 94.546,
      "quote": {
        "last": 98.45,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 102.29,
        "open": 104.0,
        "high": 106.9,
        "low": 98.1,
        "bid1": 98.4,
        "ask1": 98.44,
        "bid_qty1": 2148,
        "ask_qty1": 247
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SHSE.688138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SHSE.688138:BREAK_PREV_HIGH",
      "symbol": "SHSE.688138",
      "name": "清溢光电",
      "side": "BUY",
      "priority": "W3",
      "status": "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 100,
      "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": 37.5663,
      "price_vs_vwap_pct": -1.8535,
      "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": 0.1487,
        "prev_amount_yi": 0.1361,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0926,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 37.07,
            "high": 37.07,
            "low": 37.0,
            "close": 37.0,
            "amount_yi": 0.0578
          },
          {
            "time": "10:50",
            "open": 37.0,
            "high": 37.0,
            "low": 36.99,
            "close": 36.99,
            "amount_yi": 0.0161
          },
          {
            "time": "10:51",
            "open": 36.93,
            "high": 36.93,
            "low": 36.9,
            "close": 36.9,
            "amount_yi": 0.0385
          },
          {
            "time": "10:52",
            "open": 36.9,
            "high": 36.9,
            "low": 36.88,
            "close": 36.88,
            "amount_yi": 0.0183
          },
          {
            "time": "10:53",
            "open": 36.85,
            "high": 36.87,
            "low": 36.85,
            "close": 36.87,
            "amount_yi": 0.018
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 33.234,
      "quote": {
        "last": 36.87,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 36.75,
        "open": 38.0,
        "high": 40.0,
        "low": 36.07,
        "bid1": 36.87,
        "ask1": 36.88,
        "bid_qty1": 516,
        "ask_qty1": 6234
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "qty": 0,
      "prev_close": 94.03,
      "theme": "电池材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 98.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 95.0533,
      "price_vs_vwap_pct": 1.9218,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9763,
        "prev_amount_yi": 1.2074,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8086,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 96.59,
            "high": 96.65,
            "low": 96.59,
            "close": 96.65,
            "amount_yi": 0.1802
          },
          {
            "time": "10:50",
            "open": 96.68,
            "high": 96.68,
            "low": 96.5,
            "close": 96.5,
            "amount_yi": 0.1945
          },
          {
            "time": "10:51",
            "open": 96.38,
            "high": 96.53,
            "low": 96.38,
            "close": 96.53,
            "amount_yi": 0.1267
          },
          {
            "time": "10:52",
            "open": 96.65,
            "high": 96.88,
            "low": 96.65,
            "close": 96.88,
            "amount_yi": 0.1838
          },
          {
            "time": "10:53",
            "open": 96.8,
            "high": 96.88,
            "low": 96.8,
            "close": 96.88,
            "amount_yi": 0.2911
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 85.976,
      "quote": {
        "last": 96.88,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 94.03,
        "open": 91.03,
        "high": 97.25,
        "low": 91.0,
        "bid1": 96.83,
        "ask1": 96.88,
        "bid_qty1": 900,
        "ask_qty1": 500
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 75.48,
      "theme": "电子化学品",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 90.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.55,
      "dynamic_exec_high": null,
      "intraday_vwap": 85.4032,
      "price_vs_vwap_pct": -4.6523,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0749,
        "prev_amount_yi": 0.5394,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.9928,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 82.0,
            "high": 82.02,
            "low": 82.0,
            "close": 82.02,
            "amount_yi": 0.0859
          },
          {
            "time": "10:50",
            "open": 81.76,
            "high": 81.76,
            "low": 81.69,
            "close": 81.69,
            "amount_yi": 0.1239
          },
          {
            "time": "10:51",
            "open": 81.49,
            "high": 81.49,
            "low": 81.28,
            "close": 81.28,
            "amount_yi": 0.2925
          },
          {
            "time": "10:52",
            "open": 81.3,
            "high": 81.49,
            "low": 81.3,
            "close": 81.49,
            "amount_yi": 0.5013
          },
          {
            "time": "10:53",
            "open": 81.63,
            "high": 81.63,
            "low": 81.43,
            "close": 81.43,
            "amount_yi": 0.0713
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 70.056,
      "quote": {
        "last": 81.43,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 75.48,
        "open": 85.0,
        "high": 88.55,
        "low": 81.12,
        "bid1": 81.36,
        "ask1": 81.43,
        "bid_qty1": 1100,
        "ask_qty1": 400
      },
      "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": 83.8,
      "exec_high": 85.06,
      "invalid_price": 76.354,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-12T10:53:39",
      "sim_reason": "minute_energy_amount_too_low",
      "qty": 0,
      "prev_close": 82.77,
      "theme": "半导体设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 99.32,
      "max_chase_pct": 1.5,
      "base_exec_high": 85.06,
      "dynamic_exec_high": null,
      "intraday_vwap": 86.8568,
      "price_vs_vwap_pct": -2.5407,
      "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": 0.1025,
        "prev_amount_yi": 0.1434,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7148,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 84.55,
            "high": 84.55,
            "low": 84.54,
            "close": 84.54,
            "amount_yi": 0.0128
          },
          {
            "time": "10:50",
            "open": 84.57,
            "high": 84.57,
            "low": 84.56,
            "close": 84.56,
            "amount_yi": 0.0184
          },
          {
            "time": "10:51",
            "open": 84.43,
            "high": 84.47,
            "low": 84.43,
            "close": 84.47,
            "amount_yi": 0.0236
          },
          {
            "time": "10:52",
            "open": 84.56,
            "high": 84.56,
            "low": 84.52,
            "close": 84.52,
            "amount_yi": 0.0238
          },
          {
            "time": "10:53",
            "open": 84.57,
            "high": 84.65,
            "low": 84.57,
            "close": 84.65,
            "amount_yi": 0.0239
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 76.354,
      "quote": {
        "last": 84.65,
        "ts": "2026-06-12T10:53:35",
        "prev_close": 82.77,
        "open": 87.0,
        "high": 88.88,
        "low": 83.8,
        "bid1": 84.58,
        "ask1": 84.66,
        "bid_qty1": 311,
        "ask_qty1": 2627
      },
      "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": "OBSERVE",
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 34.5166,
      "price_vs_vwap_pct": -3.0611,
      "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": 0.6523,
        "prev_amount_yi": 0.6545,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 33.61,
            "high": 33.61,
            "low": 33.6,
            "close": 33.6,
            "amount_yi": 0.0983
          },
          {
            "time": "10:50",
            "open": 33.61,
            "high": 33.61,
            "low": 33.6,
            "close": 33.6,
            "amount_yi": 0.0958
          },
          {
            "time": "10:51",
            "open": 33.55,
            "high": 33.55,
            "low": 33.5,
            "close": 33.5,
            "amount_yi": 0.0963
          },
          {
            "time": "10:52",
            "open": 33.41,
            "high": 33.42,
            "low": 33.41,
            "close": 33.42,
            "amount_yi": 0.166
          },
          {
            "time": "10:53",
            "open": 33.41,
            "high": 33.46,
            "low": 33.41,
            "close": 33.46,
            "amount_yi": 0.1959
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 30.552,
      "quote": {
        "last": 33.46,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 34.24,
        "open": 35.7,
        "high": 36.07,
        "low": 33.19,
        "bid1": 33.44,
        "ask1": 33.46,
        "bid_qty1": 10398,
        "ask_qty1": 800
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 300,
      "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": 21.141,
      "price_vs_vwap_pct": 0.0899,
      "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": 0.028,
        "prev_amount_yi": 0.0352,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7955,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 21.14,
            "high": 21.14,
            "low": 21.14,
            "close": 21.14,
            "amount_yi": 0.0057
          },
          {
            "time": "10:50",
            "open": 21.15,
            "high": 21.16,
            "low": 21.15,
            "close": 21.16,
            "amount_yi": 0.0048
          },
          {
            "time": "10:51",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0048
          },
          {
            "time": "10:52",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0052
          },
          {
            "time": "10:53",
            "open": 21.16,
            "high": 21.16,
            "low": 21.16,
            "close": 21.16,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 20.706,
      "quote": {
        "last": 21.16,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 22.02,
        "open": 21.2,
        "high": 21.65,
        "low": 20.8,
        "bid1": 21.15,
        "ask1": 21.16,
        "bid_qty1": 17600,
        "ask_qty1": 19100
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 84.8,
      "theme": "PCB",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 93.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.44,
      "dynamic_exec_high": null,
      "intraday_vwap": 91.5353,
      "price_vs_vwap_pct": 1.906,
      "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": 0.0265,
        "prev_amount_yi": 0.0364,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.728,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0048
          },
          {
            "time": "10:50",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0049
          },
          {
            "time": "10:51",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0036
          },
          {
            "time": "10:52",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0037
          },
          {
            "time": "10:53",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0095
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 70.948,
      "quote": {
        "last": 93.28,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 84.8,
        "open": 89.99,
        "high": 93.28,
        "low": 86.92,
        "bid1": 93.28,
        "ask1": 0.0,
        "bid_qty1": 3913397,
        "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": "2026-06-12T10:53:39",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": 303.12,
      "theme": "半导体设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 363.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 308.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 318.0089,
      "price_vs_vwap_pct": -1.9996,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9423,
        "prev_amount_yi": 1.1226,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.7302,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:49",
            "open": 313.31,
            "high": 313.31,
            "low": 313.11,
            "close": 313.11,
            "amount_yi": 0.3734
          },
          {
            "time": "10:50",
            "open": 313.24,
            "high": 313.24,
            "low": 313.07,
            "close": 313.07,
            "amount_yi": 0.2796
          },
          {
            "time": "10:51",
            "open": 312.59,
            "high": 312.59,
            "low": 312.11,
            "close": 312.11,
            "amount_yi": 0.6836
          },
          {
            "time": "10:52",
            "open": 312.17,
            "high": 312.97,
            "low": 312.17,
            "close": 312.97,
            "amount_yi": 0.2493
          },
          {
            "time": "10:53",
            "open": 312.98,
            "high": 312.98,
            "low": 311.65,
            "close": 311.65,
            "amount_yi": 0.3564
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.05,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 283.748,
      "quote": {
        "last": 311.65,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 303.12,
        "open": 318.27,
        "high": 324.9,
        "low": 311.17,
        "bid1": 311.63,
        "ask1": 311.74,
        "bid_qty1": 1304,
        "ask_qty1": 538
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "already_filled_position_tracking",
      "qty": 100,
      "prev_close": 104.52,
      "theme": "电子化学品",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 125.42,
      "max_chase_pct": 1.0,
      "base_exec_high": 125.42,
      "dynamic_exec_high": null,
      "intraday_vwap": 106.2757,
      "price_vs_vwap_pct": -0.5417,
      "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": 105.7,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 104.22,
        "open": 111.69,
        "high": 111.69,
        "low": 98.0,
        "bid1": 105.7,
        "ask1": 105.74,
        "bid_qty1": 745,
        "ask_qty1": 238
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 349.8,
      "theme": "电子化学品",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 419.76,
      "max_chase_pct": 1.0,
      "base_exec_high": 419.76,
      "dynamic_exec_high": null,
      "intraday_vwap": 318.637,
      "price_vs_vwap_pct": -2.3968,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1147,
        "prev_amount_yi": 0.7509,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.4845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 315.73,
            "high": 315.73,
            "low": 315.7,
            "close": 315.7,
            "amount_yi": 0.1061
          },
          {
            "time": "10:50",
            "open": 315.69,
            "high": 315.7,
            "low": 315.69,
            "close": 315.7,
            "amount_yi": 0.1434
          },
          {
            "time": "10:51",
            "open": 314.97,
            "high": 314.97,
            "low": 314.3,
            "close": 314.3,
            "amount_yi": 0.2352
          },
          {
            "time": "10:52",
            "open": 312.0,
            "high": 313.0,
            "low": 312.0,
            "close": 313.0,
            "amount_yi": 0.3024
          },
          {
            "time": "10:53",
            "open": 311.54,
            "high": 311.54,
            "low": 311.0,
            "close": 311.0,
            "amount_yi": 0.3276
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.03,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 275.182,
      "quote": {
        "last": 311.0,
        "ts": "2026-06-12T10:53:38",
        "prev_close": 349.8,
        "open": 327.0,
        "high": 336.93,
        "low": 296.61,
        "bid1": 311.0,
        "ask1": 311.22,
        "bid_qty1": 26983,
        "ask_qty1": 46771
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 200,
      "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": 30.6548,
      "price_vs_vwap_pct": -1.6467,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3682,
        "prev_amount_yi": 0.1335,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.7581,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 30.25,
            "high": 30.25,
            "low": 30.24,
            "close": 30.24,
            "amount_yi": 0.0356
          },
          {
            "time": "10:50",
            "open": 30.2,
            "high": 30.2,
            "low": 30.11,
            "close": 30.11,
            "amount_yi": 0.0909
          },
          {
            "time": "10:51",
            "open": 30.11,
            "high": 30.11,
            "low": 30.03,
            "close": 30.03,
            "amount_yi": 0.1097
          },
          {
            "time": "10:52",
            "open": 30.02,
            "high": 30.08,
            "low": 30.02,
            "close": 30.08,
            "amount_yi": 0.1096
          },
          {
            "time": "10:53",
            "open": 30.11,
            "high": 30.15,
            "low": 30.11,
            "close": 30.15,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.03,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.884,
      "quote": {
        "last": 30.15,
        "ts": "2026-06-12T10:53:38",
        "prev_close": 33.1,
        "open": 31.88,
        "high": 32.0,
        "low": 29.94,
        "bid1": 30.14,
        "ask1": 30.15,
        "bid_qty1": 9156,
        "ask_qty1": 21400
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "qty": 0,
      "prev_close": 128.0,
      "theme": "AI光通信链",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 153.6,
      "max_chase_pct": 1.0,
      "base_exec_high": 153.6,
      "dynamic_exec_high": null,
      "intraday_vwap": 147.0784,
      "price_vs_vwap_pct": 0.6674,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3323,
        "prev_amount_yi": 0.0186,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 71.629,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.0095
          },
          {
            "time": "10:50",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.0019
          },
          {
            "time": "10:51",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.1331
          },
          {
            "time": "10:52",
            "open": 153.6,
            "high": 153.6,
            "low": 153.6,
            "close": 153.6,
            "amount_yi": 0.2322
          },
          {
            "time": "10:53",
            "open": 153.6,
            "high": 153.6,
            "low": 148.06,
            "close": 148.06,
            "amount_yi": 0.9556
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.03,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 101.142,
      "quote": {
        "last": 148.06,
        "ts": "2026-06-12T10:53:37",
        "prev_close": 128.0,
        "open": 138.0,
        "high": 153.6,
        "low": 133.54,
        "bid1": 148.06,
        "ask1": 149.04,
        "bid_qty1": 2373,
        "ask_qty1": 2818
      },
      "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": "2026-06-12T10:53:39",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": 226.83,
      "theme": "AI光通信链",
      "decision": "seed_watch_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 272.2,
      "max_chase_pct": 1.0,
      "base_exec_high": 272.2,
      "dynamic_exec_high": null,
      "intraday_vwap": 229.9204,
      "price_vs_vwap_pct": -0.7396,
      "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": 0.2623,
        "prev_amount_yi": 0.1879,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.396,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:49",
            "open": 229.23,
            "high": 229.23,
            "low": 228.5,
            "close": 228.5,
            "amount_yi": 0.0339
          },
          {
            "time": "10:50",
            "open": 228.9,
            "high": 228.9,
            "low": 228.45,
            "close": 228.45,
            "amount_yi": 0.0592
          },
          {
            "time": "10:51",
            "open": 228.33,
            "high": 228.33,
            "low": 228.33,
            "close": 228.33,
            "amount_yi": 0.0846
          },
          {
            "time": "10:52",
            "open": 228.24,
            "high": 228.55,
            "low": 228.24,
            "close": 228.55,
            "amount_yi": 0.039
          },
          {
            "time": "10:53",
            "open": 228.19,
            "high": 228.22,
            "low": 228.19,
            "close": 228.22,
            "amount_yi": 0.0456
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.03,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 209.846,
      "quote": {
        "last": 228.22,
        "ts": "2026-06-12T10:53:36",
        "prev_close": 226.83,
        "open": 229.76,
        "high": 235.96,
        "low": 225.01,
        "bid1": 228.22,
        "ask1": 228.53,
        "bid_qty1": 200,
        "ask_qty1": 800
      },
      "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": 329239.0,
    "total_value": 961372.0,
    "unrealized_pnl": -131.00000000000568,
    "unrealized_pnl_pct_of_initial": -0.013100000000000568,
    "realized_pnl": -38496.99999999999,
    "realized_pnl_pct_of_initial": -3.849699999999999,
    "total_pnl": -38628.0,
    "total_pnl_pct": -3.8627999999999996
  },
  "paper_positions": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "quantity": 7300,
      "sellable_qty": 0,
      "avg_cost": 15.84,
      "last_price": 15.26,
      "market_value": 111398.0,
      "unrealized_pnl": -4234.000000000001,
      "unrealized_pnl_pct": -3.6616161616161658,
      "updated_at": "2026-06-12T10:53:39",
      "position_pct_of_total": 11.58739801034355
    },
    {
      "symbol": "SHSE.601678",
      "name": "滨化股份",
      "quantity": 16500,
      "sellable_qty": 0,
      "avg_cost": 5.85,
      "last_price": 5.85,
      "market_value": 96525.0,
      "unrealized_pnl": 0.0,
      "unrealized_pnl_pct": 0.0,
      "updated_at": "2026-06-12T10:53:39",
      "position_pct_of_total": 10.0403381833463
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 27.96,
      "last_price": 29.78,
      "market_value": 50626.0,
      "unrealized_pnl": 3094.0000000000005,
      "unrealized_pnl_pct": 6.509298998569379,
      "updated_at": "2026-06-12T10:53:39",
      "position_pct_of_total": 5.266015652629783
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 99.1,
      "market_value": 49550.0,
      "unrealized_pnl": 1864.999999999995,
      "unrealized_pnl_pct": 3.9110831498374576,
      "updated_at": "2026-06-12T10:53:39",
      "position_pct_of_total": 5.154092276454899
    },
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "quantity": 200,
      "sellable_qty": 0,
      "avg_cost": 109.98,
      "last_price": 105.7,
      "market_value": 21140.0,
      "unrealized_pnl": -856.0000000000002,
      "unrealized_pnl_pct": -3.891616657574104,
      "updated_at": "2026-06-12T10:53:39",
      "position_pct_of_total": 2.1989406806106273
    }
  ],
  "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": 18.6,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY",
      "exec_high": 17.56,
      "exec_low": 17.05,
      "intraday_vwap": 18.6162,
      "invalid_price": 16.158,
      "ma5": 16.158,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.3,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/2",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 3
      },
      "name": "英唐智控",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.3556,
      "qty": 0,
      "quote_ask1": 18.56,
      "quote_ask_qty1": 11400,
      "quote_bid1": 18.55,
      "quote_bid_qty1": 500,
      "quote_high": 18.96,
      "quote_last": 18.55,
      "quote_low": 18.46,
      "quote_open": 18.5,
      "quote_prev_close": 16.53,
      "quote_ts": "2026-06-12T09:30:27",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.300131",
      "target_amount": 116470.56,
      "target_position_pct": 12.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体产业链",
      "trade_date": "20260612",
      "trigger_price": 17.05,
      "ts": "2026-06-12T09:30:33",
      "id": 48
    },
    {
      "amount": 0.0,
      "base_exec_high": 77.55,
      "cash_before_order": 866286.0,
      "chase_ceiling": 90.58,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY",
      "exec_high": 77.55,
      "exec_low": 76.4,
      "intraday_vwap": 84.8088,
      "invalid_price": 70.056,
      "ma5": 70.056,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "鼎龙股份",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.3669,
      "qty": 0,
      "quote_ask1": 85.3,
      "quote_ask_qty1": 10600,
      "quote_bid1": 85.12,
      "quote_bid_qty1": 27100,
      "quote_high": 85.3,
      "quote_last": 85.12,
      "quote_low": 83.6,
      "quote_open": 85.0,
      "quote_prev_close": 75.48,
      "quote_ts": "2026-06-12T09:30:27",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.300054",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 76.4,
      "ts": "2026-06-12T09:30:33",
      "id": 49
    },
    {
      "amount": 0.0,
      "base_exec_high": 85.06,
      "cash_before_order": 866286.0,
      "chase_ceiling": 99.32,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "exec_high": 85.06,
      "exec_low": 83.8,
      "intraday_vwap": 87.1929,
      "invalid_price": 76.354,
      "ma5": 76.354,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "先锋精科",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1065,
      "qty": 0,
      "quote_ask1": 87.11,
      "quote_ask_qty1": 2820,
      "quote_bid1": 87.1,
      "quote_bid_qty1": 37052,
      "quote_high": 87.77,
      "quote_last": 87.1,
      "quote_low": 86.92,
      "quote_open": 87.0,
      "quote_prev_close": 82.77,
      "quote_ts": "2026-06-12T09:30:32",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688605",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 83.8,
      "ts": "2026-06-12T09:30:33",
      "id": 50
    },
    {
      "amount": 0.0,
      "base_exec_high": 35.63,
      "cash_before_order": 866286.0,
      "chase_ceiling": 37.66,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "exec_high": 35.63,
      "exec_low": 35.1,
      "intraday_vwap": 35.727,
      "invalid_price": 30.552,
      "ma5": 30.552,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "有研新材",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.0476,
      "qty": 0,
      "quote_ask1": 35.75,
      "quote_ask_qty1": 1100,
      "quote_bid1": 35.71,
      "quote_bid_qty1": 19300,
      "quote_high": 36.07,
      "quote_last": 35.71,
      "quote_low": 35.5,
      "quote_open": 35.7,
      "quote_prev_close": 34.24,
      "quote_ts": "2026-06-12T09:30:31",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.600206",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "小金属",
      "trade_date": "20260612",
      "trigger_price": 35.1,
      "ts": "2026-06-12T09:30:33",
      "id": 51
    },
    {
      "amount": 0.0,
      "base_exec_high": 308.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 363.74,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY",
      "exec_high": 308.42,
      "exec_low": 303.86,
      "intraday_vwap": 318.657,
      "invalid_price": 283.748,
      "ma5": 283.748,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "中微公司",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1058,
      "qty": 0,
      "quote_ask1": 318.32,
      "quote_ask_qty1": 174,
      "quote_bid1": 318.31,
      "quote_bid_qty1": 462,
      "quote_high": 321.0,
      "quote_last": 318.32,
      "quote_low": 318.27,
      "quote_open": 318.27,
      "quote_prev_close": 303.12,
      "quote_ts": "2026-06-12T09:30:31",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688012",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 303.86,
      "ts": "2026-06-12T09:30:33",
      "id": 52
    },
    {
      "amount": 21996.0,
      "base_exec_high": 125.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 125.42,
      "current_position_value": 0.0,
      "decision": "seed_watch_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "exec_high": 125.42,
      "exec_low": 104.52,
      "intraday_vwap": 111.1713,
      "invalid_price": 88.22,
      "ma5": 88.22,
      "max_chase_pct": 1.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "window_min": 5
      },
      "name": "兴福电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM",
      "price": 109.98,
      "price_vs_vwap_pct": -1.0716,
      "qty": 200,
      "quote_ask1": 109.98,
      "quote_ask_qty1": 149,
      "quote_bid1": 109.75,
      "quote_bid_qty1": 982,
      "quote_high": 111.69,
      "quote_last": 109.98,
      "quote_low": 109.75,
      "quote_open": 111.69,
      "quote_prev_close": 104.22,
      "quote_ts": "2026-06-12T09:30:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 522.39,
      "status": "FILLED",
      "suggested_position_pct": 3.0,
      "symbol": "SHSE.688545",
      "target_amount": 29117.64,
      "target_position_pct": 3.0,
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 104.52,
      "ts": "2026-06-12T09:30:33",
      "id": 53
    },
    {
      "amount": 115632.0,
      "base_exec_high": 15.68,
      "cash_before_order": 844290.0,
      "chase_ceiling": 15.92,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": 15.92,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY",
      "exec_high": 15.92,
      "exec_low": 15.81,
      "intraday_vwap": 15.8127,
      "invalid_price": 14.93,
      "ma5": 14.518,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4802,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.3769,
            "close": 15.78,
            "high": 15.85,
            "low": 15.78,
            "open": 15.85,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1033,
            "close": 15.83,
            "high": 15.83,
            "low": 15.83,
            "open": 15.83,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "万润股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM",
      "price": 15.84,
      "price_vs_vwap_pct": 0.1094,
      "qty": 7300,
      "quote_ask1": 15.84,
      "quote_ask_qty1": 16700,
      "quote_bid1": 15.81,
      "quote_bid_qty1": 7000,
      "quote_high": 16.03,
      "quote_last": 15.83,
      "quote_low": 15.53,
      "quote_open": 15.6,
      "quote_prev_close": 15.46,
      "quote_ts": "2026-06-12T09:32:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 407.36,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002643",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 15.22,
      "ts": "2026-06-12T09:32:05",
      "id": 54
    },
    {
      "amount": 96525.0,
      "base_exec_high": 5.98,
      "cash_before_order": 728658.0,
      "chase_ceiling": 6.13,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY",
      "exec_high": 5.98,
      "exec_low": 5.86,
      "intraday_vwap": 5.7913,
      "invalid_price": 5.69,
      "ma5": 5.464,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.7589,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.5427,
            "close": 5.81,
            "high": 5.81,
            "low": 5.78,
            "open": 5.78,
            "time": "09:31"
          },
          {
            "amount_yi": 0.2162,
            "close": 5.84,
            "high": 5.84,
            "low": 5.84,
            "open": 5.84,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "滨化股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM",
      "price": 5.85,
      "price_vs_vwap_pct": 0.8409,
      "qty": 16500,
      "quote_ask1": 5.85,
      "quote_ask_qty1": 81100,
      "quote_bid1": 5.84,
      "quote_bid_qty1": 240300,
      "quote_high": 5.88,
      "quote_last": 5.84,
      "quote_low": 5.73,
      "quote_open": 5.73,
      "quote_prev_close": 5.95,
      "quote_ts": "2026-06-12T09:32:02",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 68.85,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.601678",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "氟化工磷化工",
      "trade_date": "20260612",
      "trigger_price": 5.81,
      "ts": "2026-06-12T09:32:05",
      "id": 55
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 15.26,
      "avg_cost": 15.84,
      "pnl_pct": -3.6616,
      "threshold": -3.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 54,
      "source_event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 15.84,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    },
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 105.7,
      "avg_cost": 109.98,
      "pnl_pct": -3.8916,
      "threshold": -3.0,
      "reason": "t1_sellable_qty_insufficient",
      "source_order_id": 53,
      "source_event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "quote_prev_close": null,
      "reference_price": null,
      "price_scale_gap_pct": null,
      "raw_avg_cost": 109.98,
      "adjusted_avg_cost": null,
      "qfq_adjustment_factor": null,
      "qfq_adjustment_source": null
    }
  ],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 12.0,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 5.0,
    "max_single_position_pct": 20.0,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 60.0,
    "max_shadow_total_position_pct": 35.0,
    "base_max_total_position_pct": 60.0,
    "base_max_shadow_total_position_pct": 35.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "NEUTRAL",
    "dynamic_total_cap_reason": "市场未达到强修复，也未明显转弱，保持中性总仓",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "NEUTRAL",
      "reason": "市场未达到强修复，也未明显转弱，保持中性总仓",
      "base_total_position_pct": 60.0,
      "base_shadow_total_position_pct": 35.0,
      "effective_total_position_pct": 60.0,
      "effective_shadow_total_position_pct": 35.0,
      "defensive_total_position_pct": 30.0,
      "warm_total_position_pct": 75.0,
      "hot_total_position_pct": 85.0,
      "defensive_shadow_total_position_pct": 20.0,
      "warm_shadow_total_position_pct": 45.0,
      "hot_shadow_total_position_pct": 55.0,
      "checks": {
        "pool_up_ratio": 0.6,
        "active_up_ratio": 0.4444,
        "active_above_vwap": 5,
        "active_positive_min": 1,
        "active_total": 9,
        "sample_total": 25,
        "market_gate_passed": false,
        "market_gate_reason": "active_leaders_not_positive_enough"
      }
    },
    "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": 2,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 2,
    "qfq_position_adjustments": 0
  }
}