{
  "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": 4,
    "active_total": 9,
    "sample_total": 25,
    "active_samples": [
      {
        "symbol": "SZSE.000422",
        "name": "湖北宜化",
        "paper_scope": "shadow_active",
        "ret_pct": -1.7781,
        "last": 13.81,
        "prev_close": 14.06,
        "vwap": 13.5694
      },
      {
        "symbol": "SZSE.002643",
        "name": "万润股份",
        "paper_scope": "shadow_active",
        "ret_pct": -1.0996,
        "last": 15.29,
        "prev_close": 15.46,
        "vwap": 15.5308
      },
      {
        "symbol": "SHSE.603738",
        "name": "泰晶科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.9915,
        "last": 51.74,
        "prev_close": 47.04,
        "vwap": 51.1351
      },
      {
        "symbol": "SZSE.000969",
        "name": "安泰科技",
        "paper_scope": "shadow_active",
        "ret_pct": 9.982,
        "last": 24.46,
        "prev_close": 22.24,
        "vwap": 24.2497
      },
      {
        "symbol": "SHSE.688037",
        "name": "芯源微",
        "paper_scope": "shadow_active",
        "ret_pct": 1.5982,
        "last": 264.46,
        "prev_close": 260.3,
        "vwap": 272.2747
      },
      {
        "symbol": "SHSE.601678",
        "name": "滨化股份",
        "paper_scope": "shadow_active",
        "ret_pct": -1.6807,
        "last": 5.85,
        "prev_close": 5.95,
        "vwap": 5.8113
      },
      {
        "symbol": "SHSE.603650",
        "name": "彤程新材",
        "paper_scope": "shadow_active",
        "ret_pct": -3.5148,
        "last": 62.04,
        "prev_close": 64.3,
        "vwap": 63.9564
      },
      {
        "symbol": "SZSE.300131",
        "name": "英唐智控",
        "paper_scope": "shadow_active",
        "ret_pct": 11.1918,
        "last": 18.38,
        "prev_close": 16.53,
        "vwap": 18.4489
      }
    ]
  },
  "quote_source": "public_http_sina:27/27",
  "quote_stale_lock": false,
  "generated_at": "2026-06-12T10:58:45",
  "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": "2026-06-12T10:58:45",
      "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": 13.5694,
      "price_vs_vwap_pct": 1.7731,
      "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": 0.1071,
        "prev_amount_yi": 0.0305,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 3.5115,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:56",
            "open": 13.76,
            "high": 13.8,
            "low": 13.76,
            "close": 13.8,
            "amount_yi": 0.0667
          },
          {
            "time": "10:57",
            "open": 13.82,
            "high": 13.82,
            "low": 13.8,
            "close": 13.8,
            "amount_yi": 0.0188
          },
          {
            "time": "10:58",
            "open": 13.82,
            "high": 13.82,
            "low": 13.81,
            "close": 13.81,
            "amount_yi": 0.0216
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 13.156,
      "quote": {
        "last": 13.81,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 14.06,
        "open": 13.52,
        "high": 13.83,
        "low": 13.3,
        "bid1": 13.81,
        "ask1": 13.82,
        "bid_qty1": 25300,
        "ask_qty1": 4600
      },
      "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": "2026-06-12T10:58:45",
      "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": 15.5308,
      "price_vs_vwap_pct": -1.5505,
      "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": 15.29,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 15.46,
        "open": 15.6,
        "high": 16.03,
        "low": 15.2,
        "bid1": 15.27,
        "ask1": 15.29,
        "bid_qty1": 2700,
        "ask_qty1": 7200
      },
      "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": "2026-06-12T10:58:45",
      "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": 51.1351,
      "price_vs_vwap_pct": 1.1829,
      "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": 0.0532,
        "prev_amount_yi": 0.0118,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 4.5085,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:56",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0056
          },
          {
            "time": "10:57",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0254
          },
          {
            "time": "10:58",
            "open": 51.74,
            "high": 51.74,
            "low": 51.74,
            "close": 51.74,
            "amount_yi": 0.0222
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "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": "2026-06-12T10:58:43",
        "prev_close": 47.04,
        "open": 50.0,
        "high": 51.74,
        "low": 49.04,
        "bid1": 51.74,
        "ask1": 0.0,
        "bid_qty1": 12764290,
        "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": "2026-06-12T10:58:45",
      "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": 24.2497,
      "price_vs_vwap_pct": 0.8672,
      "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": 0.0246,
        "prev_amount_yi": 0.0133,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8496,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:56",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0096
          },
          {
            "time": "10:57",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0044
          },
          {
            "time": "10:58",
            "open": 24.46,
            "high": 24.46,
            "low": 24.46,
            "close": 24.46,
            "amount_yi": 0.0106
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "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": "2026-06-12T10:58:42",
        "prev_close": 22.24,
        "open": 23.21,
        "high": 24.46,
        "low": 23.16,
        "bid1": 24.46,
        "ask1": 0.0,
        "bid_qty1": 18765643,
        "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": "2026-06-12T10:58:45",
      "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": 272.2747,
      "price_vs_vwap_pct": -2.8702,
      "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": 0.2532,
        "prev_amount_yi": 0.2774,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9128,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:56",
            "open": 265.0,
            "high": 265.0,
            "low": 264.58,
            "close": 264.58,
            "amount_yi": 0.1433
          },
          {
            "time": "10:57",
            "open": 263.93,
            "high": 263.93,
            "low": 263.21,
            "close": 263.21,
            "amount_yi": 0.0687
          },
          {
            "time": "10:58",
            "open": 264.56,
            "high": 264.56,
            "low": 264.46,
            "close": 264.46,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 245.672,
      "quote": {
        "last": 264.46,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 260.3,
        "open": 275.99,
        "high": 282.98,
        "low": 262.01,
        "bid1": 264.39,
        "ask1": 264.73,
        "bid_qty1": 330,
        "ask_qty1": 215
      },
      "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": "2026-06-12T10:58:45",
      "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": 5.8113,
      "price_vs_vwap_pct": 0.6659,
      "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": "2026-06-12T10:58:44",
        "prev_close": 5.95,
        "open": 5.73,
        "high": 5.93,
        "low": 5.73,
        "bid1": 5.84,
        "ask1": 5.85,
        "bid_qty1": 174200,
        "ask_qty1": 4300
      },
      "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": "2026-06-12T10:58:45",
      "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": 63.9564,
      "price_vs_vwap_pct": -2.9964,
      "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": 0.2647,
        "prev_amount_yi": 0.2974,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.89,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:56",
            "open": 61.97,
            "high": 61.97,
            "low": 61.91,
            "close": 61.91,
            "amount_yi": 0.0425
          },
          {
            "time": "10:57",
            "open": 61.84,
            "high": 61.84,
            "low": 61.83,
            "close": 61.83,
            "amount_yi": 0.1185
          },
          {
            "time": "10:58",
            "open": 61.88,
            "high": 62.04,
            "low": 61.88,
            "close": 62.04,
            "amount_yi": 0.1037
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 57.382,
      "quote": {
        "last": 62.04,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 64.3,
        "open": 65.59,
        "high": 66.8,
        "low": 61.81,
        "bid1": 62.03,
        "ask1": 62.04,
        "bid_qty1": 1900,
        "ask_qty1": 200
      },
      "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": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.05,
      "exec_low": 17.05,
      "exec_high": 17.56,
      "invalid_price": 16.158,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-12T10:58:45",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 18.4489,
      "price_vs_vwap_pct": -0.3735,
      "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": 0.211,
        "prev_amount_yi": 0.4596,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.4591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:56",
            "open": 18.36,
            "high": 18.36,
            "low": 18.33,
            "close": 18.33,
            "amount_yi": 0.0867
          },
          {
            "time": "10:57",
            "open": 18.31,
            "high": 18.32,
            "low": 18.31,
            "close": 18.32,
            "amount_yi": 0.0556
          },
          {
            "time": "10:58",
            "open": 18.34,
            "high": 18.38,
            "low": 18.34,
            "close": 18.38,
            "amount_yi": 0.0687
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 16.158,
      "quote": {
        "last": 18.38,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 16.53,
        "open": 18.5,
        "high": 19.17,
        "low": 17.65,
        "bid1": 18.38,
        "ask1": 18.39,
        "bid_qty1": 31200,
        "ask_qty1": 49800
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260611:20260612:SZSE.300346:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260611:SZSE.300346:BREAK_PREV_HIGH",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "P8",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 68.5,
      "exec_low": 68.5,
      "exec_high": 70.56,
      "invalid_price": 61.072,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-12T10:58:45",
      "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": 64.4481,
      "price_vs_vwap_pct": -3.8451,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.6054,
        "prev_amount_yi": 1.0324,
        "amount_floor_yi": 0.3,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.5864,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:56",
            "open": 61.77,
            "high": 61.77,
            "low": 61.75,
            "close": 61.75,
            "amount_yi": 0.1448
          },
          {
            "time": "10:57",
            "open": 61.66,
            "high": 61.66,
            "low": 61.66,
            "close": 61.66,
            "amount_yi": 0.2096
          },
          {
            "time": "10:58",
            "open": 61.82,
            "high": 61.97,
            "low": 61.82,
            "close": 61.97,
            "amount_yi": 0.251
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 115344.24,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 61.072,
      "quote": {
        "last": 61.97,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 66.71,
        "open": 67.2,
        "high": 68.1,
        "low": 61.55,
        "bid1": 61.96,
        "ask1": 61.97,
        "bid_qty1": 300,
        "ask_qty1": 1500
      },
      "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": "2026-06-12T10:58:45",
      "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": 61.0296,
      "price_vs_vwap_pct": 0.2792,
      "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": 0.0998,
        "prev_amount_yi": 0.1108,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9007,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 61.4,
            "high": 61.4,
            "low": 61.38,
            "close": 61.38,
            "amount_yi": 0.0162
          },
          {
            "time": "10:55",
            "open": 61.36,
            "high": 61.36,
            "low": 61.35,
            "close": 61.35,
            "amount_yi": 0.022
          },
          {
            "time": "10:56",
            "open": 61.33,
            "high": 61.33,
            "low": 61.3,
            "close": 61.3,
            "amount_yi": 0.0214
          },
          {
            "time": "10:57",
            "open": 61.11,
            "high": 61.11,
            "low": 61.11,
            "close": 61.11,
            "amount_yi": 0.0203
          },
          {
            "time": "10:58",
            "open": 61.16,
            "high": 61.2,
            "low": 61.16,
            "close": 61.2,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 58.15,
      "quote": {
        "last": 61.2,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 59.1,
        "open": 58.51,
        "high": 64.4,
        "low": 57.09,
        "bid1": 61.16,
        "ask1": 61.2,
        "bid_qty1": 3940,
        "ask_qty1": 1300
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-12T10:58:45",
      "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": 56.9028,
      "price_vs_vwap_pct": -1.5866,
      "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": 0.0297,
        "prev_amount_yi": 0.039,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7615,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:54",
            "open": 55.85,
            "high": 55.94,
            "low": 55.85,
            "close": 55.94,
            "amount_yi": 0.0103
          },
          {
            "time": "10:55",
            "open": 55.94,
            "high": 55.94,
            "low": 55.91,
            "close": 55.91,
            "amount_yi": 0.0017
          },
          {
            "time": "10:56",
            "open": 55.88,
            "high": 55.88,
            "low": 55.85,
            "close": 55.85,
            "amount_yi": 0.0083
          },
          {
            "time": "10:57",
            "open": 55.85,
            "high": 55.85,
            "low": 55.81,
            "close": 55.81,
            "amount_yi": 0.0034
          },
          {
            "time": "10:58",
            "open": 55.91,
            "high": 56.0,
            "low": 55.91,
            "close": 56.0,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 52.506,
      "quote": {
        "last": 56.0,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 55.92,
        "open": 56.8,
        "high": 58.76,
        "low": 55.81,
        "bid1": 55.98,
        "ask1": 56.02,
        "bid_qty1": 900,
        "ask_qty1": 200
      },
      "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": "2026-06-12T10:58:45",
      "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": 102.2408,
      "price_vs_vwap_pct": -4.3337,
      "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": 0.1601,
        "prev_amount_yi": 0.0948,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.6888,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 98.13,
            "high": 98.34,
            "low": 98.13,
            "close": 98.34,
            "amount_yi": 0.0288
          },
          {
            "time": "10:55",
            "open": 98.46,
            "high": 98.46,
            "low": 98.31,
            "close": 98.31,
            "amount_yi": 0.0224
          },
          {
            "time": "10:56",
            "open": 98.3,
            "high": 98.3,
            "low": 98.21,
            "close": 98.21,
            "amount_yi": 0.0142
          },
          {
            "time": "10:57",
            "open": 98.1,
            "high": 98.1,
            "low": 97.9,
            "close": 97.9,
            "amount_yi": 0.0607
          },
          {
            "time": "10:58",
            "open": 98.02,
            "high": 98.02,
            "low": 97.81,
            "close": 97.81,
            "amount_yi": 0.034
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 94.546,
      "quote": {
        "last": 97.81,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 102.29,
        "open": 104.0,
        "high": 106.9,
        "low": 97.81,
        "bid1": 97.83,
        "ask1": 98.45,
        "bid_qty1": 3200,
        "ask_qty1": 649
      },
      "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": "2026-06-12T10:58:45",
      "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": 37.5526,
      "price_vs_vwap_pct": -1.7911,
      "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": 0.1213,
        "prev_amount_yi": 0.1487,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.8157,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 36.88,
            "high": 36.9,
            "low": 36.88,
            "close": 36.9,
            "amount_yi": 0.0186
          },
          {
            "time": "10:55",
            "open": 36.89,
            "high": 36.89,
            "low": 36.86,
            "close": 36.86,
            "amount_yi": 0.0161
          },
          {
            "time": "10:56",
            "open": 36.82,
            "high": 36.82,
            "low": 36.8,
            "close": 36.8,
            "amount_yi": 0.0348
          },
          {
            "time": "10:57",
            "open": 36.72,
            "high": 36.78,
            "low": 36.72,
            "close": 36.78,
            "amount_yi": 0.0314
          },
          {
            "time": "10:58",
            "open": 36.77,
            "high": 36.88,
            "low": 36.77,
            "close": 36.88,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 33.234,
      "quote": {
        "last": 36.88,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 36.75,
        "open": 38.0,
        "high": 40.0,
        "low": 36.07,
        "bid1": 36.86,
        "ask1": 36.88,
        "bid_qty1": 3720,
        "ask_qty1": 5839
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-12T10:58:45",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": 94.03,
      "theme": "电池材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 98.11,
      "dynamic_exec_high": null,
      "intraday_vwap": 95.0889,
      "price_vs_vwap_pct": 1.5786,
      "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": 1.0798,
        "prev_amount_yi": 0.9763,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.106,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 96.66,
            "high": 96.66,
            "low": 96.45,
            "close": 96.45,
            "amount_yi": 0.1458
          },
          {
            "time": "10:55",
            "open": 96.46,
            "high": 96.46,
            "low": 96.31,
            "close": 96.31,
            "amount_yi": 0.2479
          },
          {
            "time": "10:56",
            "open": 96.34,
            "high": 96.39,
            "low": 96.34,
            "close": 96.39,
            "amount_yi": 0.1889
          },
          {
            "time": "10:57",
            "open": 96.38,
            "high": 96.5,
            "low": 96.38,
            "close": 96.5,
            "amount_yi": 0.2411
          },
          {
            "time": "10:58",
            "open": 96.46,
            "high": 96.59,
            "low": 96.46,
            "close": 96.59,
            "amount_yi": 0.2561
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 85.976,
      "quote": {
        "last": 96.59,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 94.03,
        "open": 91.03,
        "high": 97.25,
        "low": 91.0,
        "bid1": 96.58,
        "ask1": 96.59,
        "bid_qty1": 1200,
        "ask_qty1": 2200
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-12T10:58:45",
      "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": 85.3184,
      "price_vs_vwap_pct": -4.1356,
      "energy_floor_hint_yi": 1.0,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0747,
        "prev_amount_yi": 1.0749,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.9998,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 81.14,
            "high": 81.18,
            "low": 81.14,
            "close": 81.18,
            "amount_yi": 0.2754
          },
          {
            "time": "10:55",
            "open": 81.5,
            "high": 81.55,
            "low": 81.5,
            "close": 81.55,
            "amount_yi": 0.2922
          },
          {
            "time": "10:56",
            "open": 81.59,
            "high": 81.59,
            "low": 81.5,
            "close": 81.5,
            "amount_yi": 0.2088
          },
          {
            "time": "10:57",
            "open": 81.3,
            "high": 81.4,
            "low": 81.3,
            "close": 81.4,
            "amount_yi": 0.1337
          },
          {
            "time": "10:58",
            "open": 81.56,
            "high": 81.79,
            "low": 81.56,
            "close": 81.79,
            "amount_yi": 0.1646
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 70.056,
      "quote": {
        "last": 81.79,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 75.48,
        "open": 85.0,
        "high": 88.55,
        "low": 81.11,
        "bid1": 81.79,
        "ask1": 81.8,
        "bid_qty1": 600,
        "ask_qty1": 800
      },
      "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": "2026-06-12T10:58:45",
      "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": 86.7494,
      "price_vs_vwap_pct": -2.8351,
      "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": 0.2278,
        "prev_amount_yi": 0.1025,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 2.2224,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 84.43,
            "high": 84.43,
            "low": 84.31,
            "close": 84.31,
            "amount_yi": 0.0162
          },
          {
            "time": "10:55",
            "open": 84.16,
            "high": 84.16,
            "low": 84.04,
            "close": 84.04,
            "amount_yi": 0.0299
          },
          {
            "time": "10:56",
            "open": 84.0,
            "high": 84.0,
            "low": 83.91,
            "close": 83.91,
            "amount_yi": 0.0725
          },
          {
            "time": "10:57",
            "open": 83.59,
            "high": 83.93,
            "low": 83.59,
            "close": 83.93,
            "amount_yi": 0.0775
          },
          {
            "time": "10:58",
            "open": 84.05,
            "high": 84.29,
            "low": 84.05,
            "close": 84.29,
            "amount_yi": 0.0317
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 76.354,
      "quote": {
        "last": 84.29,
        "ts": "2026-06-12T10:58:44",
        "prev_close": 82.77,
        "open": 87.0,
        "high": 88.88,
        "low": 83.0,
        "bid1": 84.28,
        "ask1": 84.3,
        "bid_qty1": 293,
        "ask_qty1": 400
      },
      "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": "2026-06-12T10:58:45",
      "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": 34.5036,
      "price_vs_vwap_pct": -2.6189,
      "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": 0.5039,
        "prev_amount_yi": 0.6523,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7725,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 33.38,
            "high": 33.38,
            "low": 33.35,
            "close": 33.35,
            "amount_yi": 0.0895
          },
          {
            "time": "10:55",
            "open": 33.37,
            "high": 33.41,
            "low": 33.37,
            "close": 33.41,
            "amount_yi": 0.1198
          },
          {
            "time": "10:56",
            "open": 33.38,
            "high": 33.38,
            "low": 33.38,
            "close": 33.38,
            "amount_yi": 0.0921
          },
          {
            "time": "10:57",
            "open": 33.36,
            "high": 33.37,
            "low": 33.36,
            "close": 33.37,
            "amount_yi": 0.0842
          },
          {
            "time": "10:58",
            "open": 33.4,
            "high": 33.6,
            "low": 33.4,
            "close": 33.6,
            "amount_yi": 0.1183
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 30.552,
      "quote": {
        "last": 33.6,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 34.24,
        "open": 35.7,
        "high": 36.07,
        "low": 33.19,
        "bid1": 33.59,
        "ask1": 33.6,
        "bid_qty1": 2800,
        "ask_qty1": 25700
      },
      "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": "2026-06-12T10:58:45",
      "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": 21.1408,
      "price_vs_vwap_pct": -0.0511,
      "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": 0.0462,
        "prev_amount_yi": 0.028,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.65,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 21.15,
            "high": 21.15,
            "low": 21.11,
            "close": 21.11,
            "amount_yi": 0.0255
          },
          {
            "time": "10:55",
            "open": 21.11,
            "high": 21.11,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.0083
          },
          {
            "time": "10:56",
            "open": 21.11,
            "high": 21.12,
            "low": 21.11,
            "close": 21.12,
            "amount_yi": 0.004
          },
          {
            "time": "10:57",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0042
          },
          {
            "time": "10:58",
            "open": 21.13,
            "high": 21.13,
            "low": 21.13,
            "close": 21.13,
            "amount_yi": 0.0042
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 20.706,
      "quote": {
        "last": 21.13,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 22.02,
        "open": 21.2,
        "high": 21.65,
        "low": 20.8,
        "bid1": 21.13,
        "ask1": 21.14,
        "bid_qty1": 1400,
        "ask_qty1": 11000
      },
      "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": "2026-06-12T10:58:45",
      "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": 91.5368,
      "price_vs_vwap_pct": 1.9044,
      "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": 0.0188,
        "prev_amount_yi": 0.0265,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.7094,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0022
          },
          {
            "time": "10:55",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0028
          },
          {
            "time": "10:56",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0049
          },
          {
            "time": "10:57",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0063
          },
          {
            "time": "10:58",
            "open": 93.28,
            "high": 93.28,
            "low": 93.28,
            "close": 93.28,
            "amount_yi": 0.0026
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "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": "2026-06-12T10:58:42",
        "prev_close": 84.8,
        "open": 89.99,
        "high": 93.28,
        "low": 86.92,
        "bid1": 93.28,
        "ask1": 0.0,
        "bid_qty1": 3909297,
        "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": "2026-06-12T10:58:45",
      "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": 317.7395,
      "price_vs_vwap_pct": -2.1431,
      "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": 2.6502,
        "prev_amount_yi": 1.9423,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.3645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:54",
            "open": 311.24,
            "high": 311.24,
            "low": 311.02,
            "close": 311.02,
            "amount_yi": 0.6484
          },
          {
            "time": "10:55",
            "open": 311.0,
            "high": 311.0,
            "low": 310.91,
            "close": 310.91,
            "amount_yi": 0.3926
          },
          {
            "time": "10:56",
            "open": 310.95,
            "high": 310.95,
            "low": 310.41,
            "close": 310.41,
            "amount_yi": 0.3501
          },
          {
            "time": "10:57",
            "open": 310.05,
            "high": 310.05,
            "low": 309.54,
            "close": 309.54,
            "amount_yi": 0.5766
          },
          {
            "time": "10:58",
            "open": 310.22,
            "high": 310.93,
            "low": 310.22,
            "close": 310.93,
            "amount_yi": 0.6825
          }
        ]
      },
      "suggested_position_pct": 6.0,
      "target_position_pct": 5.0,
      "target_amount": 48060.1,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 283.748,
      "quote": {
        "last": 310.93,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 303.12,
        "open": 318.27,
        "high": 324.9,
        "low": 309.38,
        "bid1": 310.7,
        "ask1": 310.93,
        "bid_qty1": 200,
        "ask_qty1": 100
      },
      "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": "2026-06-12T10:58:45",
      "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": 106.2681,
      "price_vs_vwap_pct": -0.7322,
      "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": 105.49,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 104.22,
        "open": 111.69,
        "high": 111.69,
        "low": 98.0,
        "bid1": 105.43,
        "ask1": 105.44,
        "bid_qty1": 598,
        "ask_qty1": 414
      },
      "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": "2026-06-12T10:58:45",
      "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": 318.4005,
      "price_vs_vwap_pct": -1.4888,
      "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": 1.2973,
        "prev_amount_yi": 1.1147,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.1638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:54",
            "open": 311.0,
            "high": 311.0,
            "low": 310.0,
            "close": 310.0,
            "amount_yi": 0.5
          },
          {
            "time": "10:55",
            "open": 309.0,
            "high": 310.0,
            "low": 309.0,
            "close": 310.0,
            "amount_yi": 0.4493
          },
          {
            "time": "10:56",
            "open": 310.13,
            "high": 311.0,
            "low": 310.13,
            "close": 311.0,
            "amount_yi": 0.1478
          },
          {
            "time": "10:57",
            "open": 313.0,
            "high": 313.1,
            "low": 313.0,
            "close": 313.1,
            "amount_yi": 0.0953
          },
          {
            "time": "10:58",
            "open": 313.8,
            "high": 313.8,
            "low": 313.66,
            "close": 313.66,
            "amount_yi": 0.1049
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.06,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 275.182,
      "quote": {
        "last": 313.66,
        "ts": "2026-06-12T10:58:44",
        "prev_close": 349.8,
        "open": 327.0,
        "high": 336.93,
        "low": 296.61,
        "bid1": 313.66,
        "ask1": 313.7,
        "bid_qty1": 540,
        "ask_qty1": 4186
      },
      "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": "2026-06-12T10:58:45",
      "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": 30.6377,
      "price_vs_vwap_pct": -2.0488,
      "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": 0.3402,
        "prev_amount_yi": 0.3682,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 0.924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:54",
            "open": 30.12,
            "high": 30.12,
            "low": 30.12,
            "close": 30.12,
            "amount_yi": 0.0335
          },
          {
            "time": "10:55",
            "open": 30.11,
            "high": 30.11,
            "low": 30.08,
            "close": 30.08,
            "amount_yi": 0.0325
          },
          {
            "time": "10:56",
            "open": 30.04,
            "high": 30.05,
            "low": 30.04,
            "close": 30.05,
            "amount_yi": 0.0385
          },
          {
            "time": "10:57",
            "open": 30.04,
            "high": 30.04,
            "low": 30.01,
            "close": 30.01,
            "amount_yi": 0.074
          },
          {
            "time": "10:58",
            "open": 30.0,
            "high": 30.01,
            "low": 30.0,
            "close": 30.01,
            "amount_yi": 0.1617
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.06,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sized_by_target_pct",
      "ma5": 28.884,
      "quote": {
        "last": 30.01,
        "ts": "2026-06-12T10:58:44",
        "prev_close": 33.1,
        "open": 31.88,
        "high": 32.0,
        "low": 29.94,
        "bid1": 30.01,
        "ask1": 30.02,
        "bid_qty1": 2625,
        "ask_qty1": 32079
      },
      "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": "2026-06-12T10:58:45",
      "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": 147.266,
      "price_vs_vwap_pct": 1.4083,
      "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": 1.4558,
        "prev_amount_yi": 1.3323,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.0927,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:54",
            "open": 148.33,
            "high": 149.0,
            "low": 148.33,
            "close": 149.0,
            "amount_yi": 0.3689
          },
          {
            "time": "10:55",
            "open": 149.06,
            "high": 149.06,
            "low": 149.0,
            "close": 149.0,
            "amount_yi": 0.2905
          },
          {
            "time": "10:56",
            "open": 149.0,
            "high": 149.0,
            "low": 148.86,
            "close": 148.86,
            "amount_yi": 0.2906
          },
          {
            "time": "10:57",
            "open": 149.42,
            "high": 149.42,
            "low": 149.38,
            "close": 149.38,
            "amount_yi": 0.2628
          },
          {
            "time": "10:58",
            "open": 148.65,
            "high": 149.34,
            "low": 148.65,
            "close": 149.34,
            "amount_yi": 0.243
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.06,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 101.142,
      "quote": {
        "last": 149.34,
        "ts": "2026-06-12T10:58:43",
        "prev_close": 128.0,
        "open": 138.0,
        "high": 153.6,
        "low": 133.54,
        "bid1": 149.34,
        "ask1": 149.95,
        "bid_qty1": 394,
        "ask_qty1": 2100
      },
      "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": "2026-06-12T10:58:45",
      "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": 229.8431,
      "price_vs_vwap_pct": -0.9933,
      "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": 0.3363,
        "prev_amount_yi": 0.2623,
        "amount_floor_yi": 0.5,
        "amount_base_hint_yi": 1.0,
        "energy_ratio": 1.2821,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "bars": [
          {
            "time": "10:54",
            "open": 227.8,
            "high": 227.8,
            "low": 227.58,
            "close": 227.58,
            "amount_yi": 0.1067
          },
          {
            "time": "10:55",
            "open": 227.2,
            "high": 227.73,
            "low": 227.2,
            "close": 227.73,
            "amount_yi": 0.0744
          },
          {
            "time": "10:56",
            "open": 227.1,
            "high": 227.1,
            "low": 226.86,
            "close": 226.86,
            "amount_yi": 0.0567
          },
          {
            "time": "10:57",
            "open": 226.51,
            "high": 227.06,
            "low": 226.51,
            "close": 227.06,
            "amount_yi": 0.0585
          },
          {
            "time": "10:58",
            "open": 227.0,
            "high": 227.56,
            "low": 227.0,
            "close": 227.56,
            "amount_yi": 0.04
          }
        ]
      },
      "suggested_position_pct": 3.0,
      "target_position_pct": 3.0,
      "target_amount": 28836.06,
      "current_position_value": 0.0,
      "cash_before_order": 632133.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "ma5": 209.846,
      "quote": {
        "last": 227.56,
        "ts": "2026-06-12T10:58:42",
        "prev_close": 226.83,
        "open": 229.76,
        "high": 235.96,
        "low": 225.01,
        "bid1": 227.37,
        "ask1": 227.56,
        "bid_qty1": 100,
        "ask_qty1": 100
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 632133.0,
    "market_value": 329223.0,
    "total_value": 961356.0,
    "unrealized_pnl": -147.00000000001592,
    "unrealized_pnl_pct_of_initial": -0.01470000000000159,
    "realized_pnl": -38496.999999999985,
    "realized_pnl_pct_of_initial": -3.849699999999998,
    "total_pnl": -38644.0,
    "total_pnl_pct": -3.864400000000001
  },
  "paper_positions": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "quantity": 7300,
      "sellable_qty": 0,
      "avg_cost": 15.84,
      "last_price": 15.29,
      "market_value": 111617.0,
      "unrealized_pnl": -4015.000000000005,
      "unrealized_pnl_pct": -3.472222222222232,
      "updated_at": "2026-06-12T10:58:45",
      "position_pct_of_total": 11.610371184035882
    },
    {
      "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": "2026-06-12T10:58:45",
      "position_pct_of_total": 10.040505286283125
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1700,
      "sellable_qty": 1700,
      "avg_cost": 27.96,
      "last_price": 29.74,
      "market_value": 50558.0,
      "unrealized_pnl": 3025.999999999996,
      "unrealized_pnl_pct": 6.3662374821173096,
      "updated_at": "2026-06-12T10:58:45",
      "position_pct_of_total": 5.259029953523981
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 500,
      "sellable_qty": 500,
      "avg_cost": 95.37,
      "last_price": 98.85,
      "market_value": 49425.0,
      "unrealized_pnl": 1739.999999999995,
      "unrealized_pnl_pct": 3.648946209499826,
      "updated_at": "2026-06-12T10:58:45",
      "position_pct_of_total": 5.14117558947986
    },
    {
      "symbol": "SHSE.688545",
      "name": "兴福电子",
      "quantity": 200,
      "sellable_qty": 0,
      "avg_cost": 109.98,
      "last_price": 105.49,
      "market_value": 21098.0,
      "unrealized_pnl": -898.0000000000018,
      "unrealized_pnl_pct": -4.082560465539197,
      "updated_at": "2026-06-12T10:58:45",
      "position_pct_of_total": 2.194608448899263
    }
  ],
  "paper_orders": [
    {
      "amount": 0.0,
      "base_exec_high": 17.56,
      "cash_before_order": 866286.0,
      "chase_ceiling": 19.84,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300131:BREAK_PREV_HIGH:BUY",
      "exec_high": 17.56,
      "exec_low": 17.05,
      "intraday_vwap": 18.6162,
      "invalid_price": 16.158,
      "ma5": 16.158,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.3,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/2",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 3
      },
      "name": "英唐智控",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300131:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.3556,
      "qty": 0,
      "quote_ask1": 18.56,
      "quote_ask_qty1": 11400,
      "quote_bid1": 18.55,
      "quote_bid_qty1": 500,
      "quote_high": 18.96,
      "quote_last": 18.55,
      "quote_low": 18.46,
      "quote_open": 18.5,
      "quote_prev_close": 16.53,
      "quote_ts": "2026-06-12T09:30:27",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.300131",
      "target_amount": 116470.56,
      "target_position_pct": 12.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体产业链",
      "trade_date": "20260612",
      "trigger_price": 17.05,
      "ts": "2026-06-12T09:30:33",
      "id": 48
    },
    {
      "amount": 0.0,
      "base_exec_high": 77.55,
      "cash_before_order": 866286.0,
      "chase_ceiling": 90.58,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SZSE.300054:BREAK_PREV_HIGH:BUY",
      "exec_high": 77.55,
      "exec_low": 76.4,
      "intraday_vwap": 84.8088,
      "invalid_price": 70.056,
      "ma5": 70.056,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "鼎龙股份",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.300054:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": 0.3669,
      "qty": 0,
      "quote_ask1": 85.3,
      "quote_ask_qty1": 10600,
      "quote_bid1": 85.12,
      "quote_bid_qty1": 27100,
      "quote_high": 85.3,
      "quote_last": 85.12,
      "quote_low": 83.6,
      "quote_open": 85.0,
      "quote_prev_close": 75.48,
      "quote_ts": "2026-06-12T09:30:27",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SZSE.300054",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 76.4,
      "ts": "2026-06-12T09:30:33",
      "id": 49
    },
    {
      "amount": 0.0,
      "base_exec_high": 85.06,
      "cash_before_order": 866286.0,
      "chase_ceiling": 99.32,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688605:BREAK_PREV_HIGH:BUY",
      "exec_high": 85.06,
      "exec_low": 83.8,
      "intraday_vwap": 87.1929,
      "invalid_price": 76.354,
      "ma5": 76.354,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "先锋精科",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688605:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1065,
      "qty": 0,
      "quote_ask1": 87.11,
      "quote_ask_qty1": 2820,
      "quote_bid1": 87.1,
      "quote_bid_qty1": 37052,
      "quote_high": 87.77,
      "quote_last": 87.1,
      "quote_low": 86.92,
      "quote_open": 87.0,
      "quote_prev_close": 82.77,
      "quote_ts": "2026-06-12T09:30:32",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688605",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 83.8,
      "ts": "2026-06-12T09:30:33",
      "id": 50
    },
    {
      "amount": 0.0,
      "base_exec_high": 35.63,
      "cash_before_order": 866286.0,
      "chase_ceiling": 37.66,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "exec_high": 35.63,
      "exec_low": 35.1,
      "intraday_vwap": 35.727,
      "invalid_price": 30.552,
      "ma5": 30.552,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "有研新材",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.600206:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.0476,
      "qty": 0,
      "quote_ask1": 35.75,
      "quote_ask_qty1": 1100,
      "quote_bid1": 35.71,
      "quote_bid_qty1": 19300,
      "quote_high": 36.07,
      "quote_last": 35.71,
      "quote_low": 35.5,
      "quote_open": 35.7,
      "quote_prev_close": 34.24,
      "quote_ts": "2026-06-12T09:30:31",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.600206",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "小金属",
      "trade_date": "20260612",
      "trigger_price": 35.1,
      "ts": "2026-06-12T09:30:33",
      "id": 51
    },
    {
      "amount": 0.0,
      "base_exec_high": 308.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 363.74,
      "current_position_value": 0.0,
      "decision": "conditional_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688012:BREAK_PREV_HIGH:BUY",
      "exec_high": 308.42,
      "exec_low": 303.86,
      "intraday_vwap": 318.657,
      "invalid_price": 283.748,
      "ma5": 283.748,
      "max_chase_pct": 1.5,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "BREAK_PREV_HIGH",
        "window_min": 5
      },
      "name": "中微公司",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688012:BREAK_PREV_HIGH",
      "price": null,
      "price_vs_vwap_pct": -0.1058,
      "qty": 0,
      "quote_ask1": 318.32,
      "quote_ask_qty1": 174,
      "quote_bid1": 318.31,
      "quote_bid_qty1": 462,
      "quote_high": 321.0,
      "quote_last": 318.32,
      "quote_low": 318.27,
      "quote_open": 318.27,
      "quote_prev_close": 303.12,
      "quote_ts": "2026-06-12T09:30:31",
      "reason": "price_above_exec_high",
      "side": "BUY",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": null,
      "status": "UNFILLED",
      "suggested_position_pct": 6.0,
      "symbol": "SHSE.688012",
      "target_amount": 48529.4,
      "target_position_pct": 5.0,
      "template_key": "BREAK_PREV_HIGH",
      "theme": "半导体设备",
      "trade_date": "20260612",
      "trigger_price": 303.86,
      "ts": "2026-06-12T09:30:33",
      "id": 52
    },
    {
      "amount": 21996.0,
      "base_exec_high": 125.42,
      "cash_before_order": 866286.0,
      "chase_ceiling": 125.42,
      "current_position_value": 0.0,
      "decision": "seed_watch_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": 1.0,
      "event_id": "20260611:20260612:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM:BUY",
      "exec_high": 125.42,
      "exec_low": 104.52,
      "intraday_vwap": 111.1713,
      "invalid_price": 88.22,
      "ma5": 88.22,
      "max_chase_pct": 1.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 1.0,
        "amount_floor_yi": 0.5,
        "amount_yi": 0,
        "bar_count": 0,
        "bars": [],
        "energy_ratio": null,
        "min_samples": 3,
        "passed": false,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_warmup_0/3",
        "template_key": "GAP_UP_DYNAMIC_RECLAIM",
        "window_min": 5
      },
      "name": "兴福电子",
      "paper_scope": "shadow_watch",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.688545:GAP_UP_DYNAMIC_RECLAIM",
      "price": 109.98,
      "price_vs_vwap_pct": -1.0716,
      "qty": 200,
      "quote_ask1": 109.98,
      "quote_ask_qty1": 149,
      "quote_bid1": 109.75,
      "quote_bid_qty1": 982,
      "quote_high": 111.69,
      "quote_last": 109.98,
      "quote_low": 109.75,
      "quote_open": 111.69,
      "quote_prev_close": 104.22,
      "quote_ts": "2026-06-12T09:30:30",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "gap_up_dynamic_reclaim_not_confirmed",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 522.39,
      "status": "FILLED",
      "suggested_position_pct": 3.0,
      "symbol": "SHSE.688545",
      "target_amount": 29117.64,
      "target_position_pct": 3.0,
      "template_key": "GAP_UP_DYNAMIC_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 104.52,
      "ts": "2026-06-12T09:30:33",
      "id": 53
    },
    {
      "amount": 115632.0,
      "base_exec_high": 15.68,
      "cash_before_order": 844290.0,
      "chase_ceiling": 15.92,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": 15.92,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SZSE.002643:VWAP_RECLAIM:BUY",
      "exec_high": 15.92,
      "exec_low": 15.81,
      "intraday_vwap": 15.8127,
      "invalid_price": 14.93,
      "ma5": 14.518,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.4802,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.3769,
            "close": 15.78,
            "high": 15.85,
            "low": 15.78,
            "open": 15.85,
            "time": "09:31"
          },
          {
            "amount_yi": 0.1033,
            "close": 15.83,
            "high": 15.83,
            "low": 15.83,
            "open": 15.83,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "万润股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SZSE.002643:VWAP_RECLAIM",
      "price": 15.84,
      "price_vs_vwap_pct": 0.1094,
      "qty": 7300,
      "quote_ask1": 15.84,
      "quote_ask_qty1": 16700,
      "quote_bid1": 15.81,
      "quote_bid_qty1": 7000,
      "quote_high": 16.03,
      "quote_last": 15.83,
      "quote_low": 15.53,
      "quote_open": 15.6,
      "quote_prev_close": 15.46,
      "quote_ts": "2026-06-12T09:32:03",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "intraday_vwap_anchor_reclaim",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 407.36,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SZSE.002643",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "电子化学品",
      "trade_date": "20260612",
      "trigger_price": 15.22,
      "ts": "2026-06-12T09:32:05",
      "id": 54
    },
    {
      "amount": 96525.0,
      "base_exec_high": 5.98,
      "cash_before_order": 728658.0,
      "chase_ceiling": 6.13,
      "current_position_value": 0.0,
      "decision": "active_plan",
      "dynamic_exec_high": null,
      "energy_floor_hint_yi": null,
      "event_id": "20260611:20260612:SHSE.601678:VWAP_RECLAIM:BUY",
      "exec_high": 5.98,
      "exec_low": 5.86,
      "intraday_vwap": 5.7913,
      "invalid_price": 5.69,
      "ma5": 5.464,
      "max_chase_pct": 3.0,
      "minute_energy": {
        "absolute_amount_multiple_min": 1.6,
        "amount_base_hint_yi": 0.5,
        "amount_floor_yi": 0.15,
        "amount_yi": 0.7589,
        "bar_count": 2,
        "bars": [
          {
            "amount_yi": 0.5427,
            "close": 5.81,
            "high": 5.81,
            "low": 5.78,
            "open": 5.78,
            "time": "09:31"
          },
          {
            "amount_yi": 0.2162,
            "close": 5.84,
            "high": 5.84,
            "low": 5.84,
            "open": 5.84,
            "time": "09:32"
          }
        ],
        "energy_ratio": null,
        "min_samples": 2,
        "passed": true,
        "prev_amount_yi": 0,
        "ratio_min": 1.05,
        "reason": "minute_energy_confirmed",
        "template_key": "VWAP_RECLAIM",
        "window_min": 3
      },
      "name": "滨化股份",
      "paper_scope": "shadow_active",
      "participation_rate": null,
      "plan_date": "20260611",
      "plan_id": "20260611:SHSE.601678:VWAP_RECLAIM",
      "price": 5.85,
      "price_vs_vwap_pct": 0.8409,
      "qty": 16500,
      "quote_ask1": 5.85,
      "quote_ask_qty1": 81100,
      "quote_bid1": 5.84,
      "quote_bid_qty1": 240300,
      "quote_high": 5.88,
      "quote_last": 5.84,
      "quote_low": 5.73,
      "quote_open": 5.73,
      "quote_prev_close": 5.95,
      "quote_ts": "2026-06-12T09:32:02",
      "reason": "paper_fill_at_ask1",
      "side": "BUY",
      "sim_reason": "trigger_touched",
      "sizing_reason": "position_sized_by_target_pct",
      "slippage_bps": 68.85,
      "status": "FILLED",
      "suggested_position_pct": 12.0,
      "symbol": "SHSE.601678",
      "target_amount": 116625.96,
      "target_position_pct": 12.0,
      "template_key": "VWAP_RECLAIM",
      "theme": "氟化工磷化工",
      "trade_date": "20260612",
      "trigger_price": 5.81,
      "ts": "2026-06-12T09:32:05",
      "id": 55
    }
  ],
  "orders_this_tick": [],
  "position_risk_events": [
    {
      "symbol": "SZSE.002643",
      "name": "万润股份",
      "rule": "position_stop_loss",
      "status": "BLOCKED_T1",
      "side": "SELL",
      "qty": 0,
      "sellable_qty": 0,
      "last_price": 15.29,
      "avg_cost": 15.84,
      "pnl_pct": -3.4722,
      "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": 105.49,
      "avg_cost": 109.98,
      "pnl_pct": -4.0826,
      "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": 4,
        "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": 0,
    "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
  }
}