{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "SHADOW_RUNNING",
  "plan_date": "20260624",
  "trade_date": "20260625",
  "trade_mode": "OBSERVE_ONLY",
  "allow_new_positions": false,
  "shadow_mode": true,
  "intraday_market_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": [],
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45"
    }
  },
  "intraday_market_repair_gate": {
    "passed": false,
    "reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap",
    "enabled": true,
    "pool_up_ratio": 0.0,
    "pool_up_ratio_min": 0.55,
    "active_up_ratio": 0.0,
    "active_up_ratio_min": 0.5,
    "active_positive": 0,
    "active_positive_min": 1,
    "active_above_vwap": 0,
    "active_total": 0,
    "sample_total": 0,
    "active_samples": []
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45"
  },
  "quote_source": "public_http_tencent:94/94",
  "quote_stale_lock": false,
  "generated_at": "2026-06-25T10:05:55",
  "signals": [
    {
      "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH",
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 78.59,
      "invalid_price": 74.01,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 78.59,
      "max_chase_pct": 3.0,
      "base_exec_high": 78.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.16,
      "entry_zone_high": 77.44,
      "entry_risk_pct": null,
      "intraday_vwap": 74.6487,
      "price_vs_vwap_pct": -0.226,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 1.3133,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 74.36,
            "high": 74.36,
            "low": 74.36,
            "close": 74.36,
            "amount_yi": 0.5875
          },
          {
            "time": "10:05",
            "open": 74.36,
            "high": 74.48,
            "low": 74.36,
            "close": 74.48,
            "amount_yi": 0.7258
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.48,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 75.05,
        "open": 75.1,
        "high": 75.8,
        "low": 73.47,
        "bid1": 74.48,
        "ask1": 74.49,
        "bid_qty1": 14,
        "ask_qty1": 173
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "P1",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 52.23,
      "exec_low": 52.23,
      "exec_high": 53.8,
      "invalid_price": 50.66,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 钨钼锗",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 53.8,
      "max_chase_pct": 3.0,
      "base_exec_high": 53.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.45,
      "entry_zone_high": 53.01,
      "entry_risk_pct": 3.5966,
      "intraday_vwap": 51.3414,
      "price_vs_vwap_pct": 2.2761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 1.2188,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 52.43,
            "high": 52.43,
            "low": 52.43,
            "close": 52.43,
            "amount_yi": 0.2757
          },
          {
            "time": "10:05",
            "open": 52.79,
            "high": 52.79,
            "low": 52.51,
            "close": 52.51,
            "amount_yi": 0.9431
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64685.58,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.51,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 51.76,
        "open": 51.26,
        "high": 52.86,
        "low": 49.8,
        "bid1": 52.51,
        "ask1": 52.55,
        "bid_qty1": 21,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002156:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002156:BREAK_PREV_HIGH",
      "symbol": "SZSE.002156",
      "name": "通富微电",
      "side": "BUY",
      "priority": "P2",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 74.84,
      "exec_low": 74.84,
      "exec_high": 77.09,
      "invalid_price": 72.59,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 77.09,
      "max_chase_pct": 3.0,
      "base_exec_high": 77.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 73.72,
      "entry_zone_high": 75.96,
      "entry_risk_pct": null,
      "intraday_vwap": 76.809,
      "price_vs_vwap_pct": 1.5506,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 1.3176,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 78.14,
            "high": 78.14,
            "low": 78.14,
            "close": 78.14,
            "amount_yi": 0.3953
          },
          {
            "time": "10:05",
            "open": 78.15,
            "high": 78.15,
            "low": 78.0,
            "close": 78.0,
            "amount_yi": 0.9223
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.0,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 74.64,
        "open": 76.67,
        "high": 78.8,
        "low": 74.0,
        "bid1": 77.91,
        "ask1": 78.0,
        "bid_qty1": 66,
        "ask_qty1": 111
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603629:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603629:BREAK_PREV_HIGH",
      "symbol": "SHSE.603629",
      "name": "利通电子",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 222.12,
      "exec_low": 222.12,
      "exec_high": 228.78,
      "invalid_price": 215.46,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力基础设施 / 算力租赁",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 228.78,
      "max_chase_pct": 3.0,
      "base_exec_high": 228.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 218.79,
      "entry_zone_high": 225.45,
      "entry_risk_pct": null,
      "intraday_vwap": 216.7578,
      "price_vs_vwap_pct": -1.36,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.9335,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 213.3,
            "high": 213.3,
            "low": 213.3,
            "close": 213.3,
            "amount_yi": 0.3727
          },
          {
            "time": "10:05",
            "open": 213.55,
            "high": 213.81,
            "low": 213.55,
            "close": 213.81,
            "amount_yi": 0.5608
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 213.81,
        "ts": "2026-06-25T10:05:49",
        "prev_close": 219.0,
        "open": 215.31,
        "high": 225.85,
        "low": 213.1,
        "bid1": 213.79,
        "ask1": 213.81,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603186:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603186:BREAK_PREV_HIGH",
      "symbol": "SHSE.603186",
      "name": "华正新材",
      "side": "BUY",
      "priority": "P4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 254.76,
      "exec_low": 254.76,
      "exec_high": 262.4,
      "invalid_price": 247.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 262.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 262.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 250.94,
      "entry_zone_high": 258.58,
      "entry_risk_pct": null,
      "intraday_vwap": 251.8627,
      "price_vs_vwap_pct": -0.541,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.3388,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 248.84,
            "high": 248.84,
            "low": 248.84,
            "close": 248.84,
            "amount_yi": 0.1538
          },
          {
            "time": "10:05",
            "open": 249.47,
            "high": 250.5,
            "low": 249.47,
            "close": 250.5,
            "amount_yi": 0.185
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 250.5,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 250.44,
        "open": 250.5,
        "high": 259.4,
        "low": 241.92,
        "bid1": 250.5,
        "ask1": 250.53,
        "bid_qty1": 1,
        "ask_qty1": 14
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600460:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600460:BREAK_PREV_HIGH",
      "symbol": "SHSE.600460",
      "name": "士兰微",
      "side": "BUY",
      "priority": "P5",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 50.8,
      "exec_low": 50.8,
      "exec_high": 52.32,
      "invalid_price": 49.28,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体 / 国产替代",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 52.32,
      "max_chase_pct": 3.0,
      "base_exec_high": 52.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.04,
      "entry_zone_high": 51.56,
      "entry_risk_pct": null,
      "intraday_vwap": 49.3726,
      "price_vs_vwap_pct": 2.8506,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 1.5913,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 51.28,
            "high": 51.28,
            "low": 51.28,
            "close": 51.28,
            "amount_yi": 0.6167
          },
          {
            "time": "10:05",
            "open": 51.06,
            "high": 51.06,
            "low": 50.78,
            "close": 50.78,
            "amount_yi": 0.9746
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.78,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 50.01,
        "open": 48.8,
        "high": 51.43,
        "low": 48.11,
        "bid1": 50.77,
        "ask1": 50.78,
        "bid_qty1": 50,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301013:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301013:BREAK_PREV_HIGH",
      "symbol": "SZSE.301013",
      "name": "利和兴",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.95,
      "exec_low": 76.95,
      "exec_high": 79.26,
      "invalid_price": 74.64,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 79.26,
      "max_chase_pct": 3.0,
      "base_exec_high": 79.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.8,
      "entry_zone_high": 78.1,
      "entry_risk_pct": null,
      "intraday_vwap": 73.022,
      "price_vs_vwap_pct": 3.0648,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.2948,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 75.14,
            "high": 75.14,
            "low": 75.14,
            "close": 75.14,
            "amount_yi": 0.0565
          },
          {
            "time": "10:05",
            "open": 75.29,
            "high": 75.29,
            "low": 75.26,
            "close": 75.26,
            "amount_yi": 0.2383
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.26,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 74.95,
        "open": 74.63,
        "high": 75.5,
        "low": 69.0,
        "bid1": 75.27,
        "ask1": 75.28,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002371:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002371:BREAK_PREV_HIGH",
      "symbol": "SZSE.002371",
      "name": "北方华创",
      "side": "BUY",
      "priority": "P7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 774.5,
      "exec_low": 774.5,
      "exec_high": 797.74,
      "invalid_price": 751.26,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 797.74,
      "max_chase_pct": 3.0,
      "base_exec_high": 797.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 762.88,
      "entry_zone_high": 786.12,
      "entry_risk_pct": 5.4829,
      "intraday_vwap": 792.0833,
      "price_vs_vwap_pct": 0.2458,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.4559,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 794.02,
            "high": 794.02,
            "low": 794.02,
            "close": 794.02,
            "amount_yi": 0.1912
          },
          {
            "time": "10:05",
            "open": 795.17,
            "high": 795.17,
            "low": 794.03,
            "close": 794.03,
            "amount_yi": 0.2647
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 794.03,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 770.07,
        "open": 778.0,
        "high": 805.61,
        "low": 775.0,
        "bid1": 794.02,
        "ask1": 794.84,
        "bid_qty1": 2,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000725:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000725:BREAK_PREV_HIGH",
      "symbol": "SZSE.000725",
      "name": "京东方Ａ",
      "side": "BUY",
      "priority": "P8",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 7.15,
      "exec_low": 7.15,
      "exec_high": 7.36,
      "invalid_price": 6.94,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "玻璃基板 / 先进封装",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 7.36,
      "max_chase_pct": 3.0,
      "base_exec_high": 7.36,
      "dynamic_exec_high": null,
      "entry_zone_low": 7.04,
      "entry_zone_high": 7.26,
      "entry_risk_pct": null,
      "intraday_vwap": 7.4445,
      "price_vs_vwap_pct": 2.3574,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 2.482,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 7.64,
            "high": 7.64,
            "low": 7.64,
            "close": 7.64,
            "amount_yi": 1.0516
          },
          {
            "time": "10:05",
            "open": 7.64,
            "high": 7.64,
            "low": 7.62,
            "close": 7.62,
            "amount_yi": 1.4304
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.62,
        "ts": "2026-06-25T10:05:54",
        "prev_close": 7.07,
        "open": 7.33,
        "high": 7.67,
        "low": 7.14,
        "bid1": 7.62,
        "ask1": 7.63,
        "bid_qty1": 423,
        "ask_qty1": 10400
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603501:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603501:BREAK_PREV_HIGH",
      "symbol": "SHSE.603501",
      "name": "豪威集团",
      "side": "BUY",
      "priority": "P9",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 91.59,
      "exec_low": 91.59,
      "exec_high": 94.34,
      "invalid_price": 88.84,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 94.34,
      "max_chase_pct": 3.0,
      "base_exec_high": 94.34,
      "dynamic_exec_high": null,
      "entry_zone_low": 90.22,
      "entry_zone_high": 92.96,
      "entry_risk_pct": null,
      "intraday_vwap": 91.2589,
      "price_vs_vwap_pct": -0.4919,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.2566,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 91.1,
            "high": 91.1,
            "low": 91.1,
            "close": 91.1,
            "amount_yi": 0.0521
          },
          {
            "time": "10:05",
            "open": 91.03,
            "high": 91.03,
            "low": 90.81,
            "close": 90.81,
            "amount_yi": 0.2045
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.81,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 90.3,
        "open": 90.61,
        "high": 92.43,
        "low": 90.01,
        "bid1": 90.8,
        "ask1": 90.81,
        "bid_qty1": 74,
        "ask_qty1": 8
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301021:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301021:BREAK_PREV_HIGH",
      "symbol": "SZSE.301021",
      "name": "英诺激光",
      "side": "BUY",
      "priority": "P10",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 134.94,
      "exec_low": 134.94,
      "exec_high": 138.99,
      "invalid_price": 130.89,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "激光设备 / 精密激光加工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 138.99,
      "max_chase_pct": 3.0,
      "base_exec_high": 138.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 132.92,
      "entry_zone_high": 136.96,
      "entry_risk_pct": 3.941,
      "intraday_vwap": 132.5822,
      "price_vs_vwap_pct": 2.7287,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.4329,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 134.8,
            "high": 134.8,
            "low": 134.8,
            "close": 134.8,
            "amount_yi": 0.101
          },
          {
            "time": "10:05",
            "open": 135.99,
            "high": 136.2,
            "low": 135.99,
            "close": 136.2,
            "amount_yi": 0.3319
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64685.58,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 136.2,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 128.7,
        "open": 132.99,
        "high": 136.26,
        "low": 128.3,
        "bid1": 136.2,
        "ask1": 136.26,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH",
      "symbol": "SZSE.301308",
      "name": "江波龙",
      "side": "BUY",
      "priority": "P11",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 619.99,
      "exec_low": 619.99,
      "exec_high": 638.59,
      "invalid_price": 601.39,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / 存储模组",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 638.59,
      "max_chase_pct": 3.0,
      "base_exec_high": 638.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 610.69,
      "entry_zone_high": 629.29,
      "entry_risk_pct": null,
      "intraday_vwap": 665.2947,
      "price_vs_vwap_pct": 0.5329,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 0.8159,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 670.92,
            "high": 670.92,
            "low": 670.92,
            "close": 670.92,
            "amount_yi": 0.2413
          },
          {
            "time": "10:05",
            "open": 669.69,
            "high": 669.69,
            "low": 668.84,
            "close": 668.84,
            "amount_yi": 0.5746
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 668.84,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 619.98,
        "open": 655.0,
        "high": 688.8,
        "low": 640.0,
        "bid1": 668.71,
        "ask1": 668.78,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.688981:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.688981:BREAK_PREV_HIGH",
      "symbol": "SHSE.688981",
      "name": "中芯国际",
      "side": "BUY",
      "priority": "P12",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 156.35,
      "exec_low": 156.35,
      "exec_high": 161.04,
      "invalid_price": 151.66,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 161.04,
      "max_chase_pct": 3.0,
      "base_exec_high": 161.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 154.0,
      "entry_zone_high": 158.7,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 2,
        "min_samples": 2,
        "amount_yi": 1.1696,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 156.35,
            "high": 156.35,
            "low": 156.35,
            "close": 156.35,
            "amount_yi": 0.4294
          },
          {
            "time": "10:05",
            "open": 156.06,
            "high": 156.06,
            "low": 155.55,
            "close": 155.55,
            "amount_yi": 0.7402
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 129371.16,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 155.55,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 151.53,
        "open": 152.0,
        "high": 157.75,
        "low": 151.0,
        "bid1": 155.55,
        "ask1": 155.58,
        "bid_qty1": 5,
        "ask_qty1": 23
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600397:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600397:BREAK_PREV_HIGH",
      "symbol": "SHSE.600397",
      "name": "江钨装备",
      "side": "BUY",
      "priority": "W0",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 26.87,
      "exec_low": 26.87,
      "exec_high": 27.27,
      "invalid_price": 26.06,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 钨钼锗",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 27.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.47,
      "entry_zone_high": 27.27,
      "entry_risk_pct": null,
      "intraday_vwap": 24.9587,
      "price_vs_vwap_pct": 1.4075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.302,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 25.18,
            "high": 25.18,
            "low": 25.18,
            "close": 25.18,
            "amount_yi": 0.1241
          },
          {
            "time": "10:05",
            "open": 25.14,
            "high": 25.31,
            "low": 25.14,
            "close": 25.31,
            "amount_yi": 0.1779
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 25.31,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 25.51,
        "open": 25.63,
        "high": 26.04,
        "low": 24.42,
        "bid1": 25.31,
        "ask1": 25.32,
        "bid_qty1": 7,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002068:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002068:BREAK_PREV_HIGH",
      "symbol": "SZSE.002068",
      "name": "黑猫股份",
      "side": "BUY",
      "priority": "W1",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 13.69,
      "exec_low": 13.69,
      "exec_high": 13.9,
      "invalid_price": 13.28,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "PVDF / 氟化工材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 14.1,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.9,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.48,
      "entry_zone_high": 13.9,
      "entry_risk_pct": null,
      "intraday_vwap": 14.5972,
      "price_vs_vwap_pct": 1.5948,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0121,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0068
          },
          {
            "time": "10:05",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0053
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 14.83,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 13.48,
        "open": 14.68,
        "high": 14.83,
        "low": 13.93,
        "bid1": 14.83,
        "ask1": 0.0,
        "bid_qty1": 103696,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002297:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002297:BREAK_PREV_HIGH",
      "symbol": "SZSE.002297",
      "name": "博云新材",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 34.33,
      "exec_low": 34.33,
      "exec_high": 34.84,
      "invalid_price": 33.3,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "军工材料 / 碳基复合材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.84,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.82,
      "entry_zone_high": 34.84,
      "entry_risk_pct": null,
      "intraday_vwap": 34.1073,
      "price_vs_vwap_pct": -3.3052,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.7639,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 32.83,
            "high": 32.83,
            "low": 32.83,
            "close": 32.83,
            "amount_yi": 0.4082
          },
          {
            "time": "10:05",
            "open": 32.89,
            "high": 32.98,
            "low": 32.89,
            "close": 32.98,
            "amount_yi": 0.3557
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.98,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 33.66,
        "open": 33.19,
        "high": 35.9,
        "low": 32.74,
        "bid1": 32.95,
        "ask1": 32.98,
        "bid_qty1": 27,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603773:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603773:BREAK_PREV_HIGH",
      "symbol": "SHSE.603773",
      "name": "沃格光电",
      "side": "BUY",
      "priority": "W3",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 172.99,
      "exec_low": 172.99,
      "exec_high": 175.58,
      "invalid_price": 167.8,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "玻璃基板 / 先进封装",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 178.18,
      "max_chase_pct": 1.5,
      "base_exec_high": 175.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 170.4,
      "entry_zone_high": 175.58,
      "entry_risk_pct": null,
      "intraday_vwap": 170.2622,
      "price_vs_vwap_pct": -0.1481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2277,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 170.37,
            "high": 170.37,
            "low": 170.37,
            "close": 170.37,
            "amount_yi": 0.0464
          },
          {
            "time": "10:05",
            "open": 170.01,
            "high": 170.01,
            "low": 170.01,
            "close": 170.01,
            "amount_yi": 0.1813
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 170.01,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 167.37,
        "open": 172.88,
        "high": 175.0,
        "low": 164.5,
        "bid1": 170.04,
        "ask1": 170.28,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002281:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002281:BREAK_PREV_HIGH",
      "symbol": "SZSE.002281",
      "name": "光迅科技",
      "side": "BUY",
      "priority": "W4",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 272.44,
      "exec_low": 272.44,
      "exec_high": 276.53,
      "invalid_price": 264.27,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 280.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 276.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 268.35,
      "entry_zone_high": 276.53,
      "entry_risk_pct": null,
      "intraday_vwap": 265.3108,
      "price_vs_vwap_pct": 1.3754,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 1.0838,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 268.39,
            "high": 268.39,
            "low": 268.39,
            "close": 268.39,
            "amount_yi": 0.2619
          },
          {
            "time": "10:05",
            "open": 268.0,
            "high": 268.96,
            "low": 268.0,
            "close": 268.96,
            "amount_yi": 0.8219
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 268.96,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 266.36,
        "open": 266.5,
        "high": 271.12,
        "low": 257.45,
        "bid1": 268.96,
        "ask1": 268.99,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300308:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300308:BREAK_PREV_HIGH",
      "symbol": "SZSE.300308",
      "name": "中际旭创",
      "side": "BUY",
      "priority": "W5",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 1344.88,
      "exec_low": 1344.88,
      "exec_high": 1365.05,
      "invalid_price": 1304.53,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 1385.23,
      "max_chase_pct": 1.5,
      "base_exec_high": 1365.05,
      "dynamic_exec_high": null,
      "entry_zone_low": 1324.71,
      "entry_zone_high": 1365.05,
      "entry_risk_pct": null,
      "intraday_vwap": 1331.5267,
      "price_vs_vwap_pct": -0.1162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 2.4414,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 1327.69,
            "high": 1327.69,
            "low": 1327.69,
            "close": 1327.69,
            "amount_yi": 0.8828
          },
          {
            "time": "10:05",
            "open": 1332.0,
            "high": 1332.0,
            "low": 1329.98,
            "close": 1329.98,
            "amount_yi": 1.5586
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1329.98,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 1312.18,
        "open": 1326.0,
        "high": 1345.09,
        "low": 1308.01,
        "bid1": 1329.97,
        "ask1": 1329.98,
        "bid_qty1": 1,
        "ask_qty1": 32
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300502:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300502:BREAK_PREV_HIGH",
      "symbol": "SZSE.300502",
      "name": "新易盛",
      "side": "BUY",
      "priority": "W6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 574.48,
      "exec_low": 574.48,
      "exec_high": 583.1,
      "invalid_price": 557.25,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 591.71,
      "max_chase_pct": 1.5,
      "base_exec_high": 583.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 565.86,
      "entry_zone_high": 583.1,
      "entry_risk_pct": 3.4915,
      "intraday_vwap": 572.5694,
      "price_vs_vwap_pct": 0.8437,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 1.4553,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 576.06,
            "high": 576.06,
            "low": 576.06,
            "close": 576.06,
            "amount_yi": 0.381
          },
          {
            "time": "10:05",
            "open": 577.36,
            "high": 577.4,
            "low": 577.36,
            "close": 577.4,
            "amount_yi": 1.0743
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 577.4,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 555.3,
        "open": 560.0,
        "high": 582.66,
        "low": 550.06,
        "bid1": 577.4,
        "ask1": 577.41,
        "bid_qty1": 18,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600353:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600353:BREAK_PREV_HIGH",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "BUY",
      "priority": "W7",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 53.68,
      "exec_low": 53.68,
      "exec_high": 54.49,
      "invalid_price": 52.07,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 55.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.49,
      "dynamic_exec_high": null,
      "entry_zone_low": 52.87,
      "entry_zone_high": 54.49,
      "entry_risk_pct": null,
      "intraday_vwap": 49.6162,
      "price_vs_vwap_pct": -0.7381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.299,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 49.47,
            "high": 49.47,
            "low": 49.47,
            "close": 49.47,
            "amount_yi": 0.0733
          },
          {
            "time": "10:05",
            "open": 49.25,
            "high": 49.25,
            "low": 49.25,
            "close": 49.25,
            "amount_yi": 0.2257
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 236400.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.25,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 52.9,
        "open": 51.6,
        "high": 51.95,
        "low": 47.66,
        "bid1": 49.24,
        "ask1": 49.25,
        "bid_qty1": 13,
        "ask_qty1": 42
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000811:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000811:BREAK_PREV_HIGH",
      "symbol": "SZSE.000811",
      "name": "冰轮环境",
      "side": "BUY",
      "priority": "W8",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 49.47,
      "exec_low": 49.47,
      "exec_high": 50.21,
      "invalid_price": 47.99,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "工业制冷 / 冷链设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 50.95,
      "max_chase_pct": 1.5,
      "base_exec_high": 50.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 48.73,
      "entry_zone_high": 50.21,
      "entry_risk_pct": null,
      "intraday_vwap": 52.819,
      "price_vs_vwap_pct": 1.3272,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0224,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 53.52,
            "high": 53.52,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 0.0048
          },
          {
            "time": "10:05",
            "open": 53.52,
            "high": 53.52,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.52,
        "ts": "2026-06-25T10:05:54",
        "prev_close": 48.65,
        "open": 50.92,
        "high": 53.52,
        "low": 50.55,
        "bid1": 53.52,
        "ask1": 0.0,
        "bid_qty1": 41878,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300327:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300327:BREAK_PREV_HIGH",
      "symbol": "SZSE.300327",
      "name": "中颖电子",
      "side": "BUY",
      "priority": "W9",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 31.79,
      "exec_low": 31.79,
      "exec_high": 32.27,
      "invalid_price": 30.84,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "数字芯片设计",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.74,
      "max_chase_pct": 1.5,
      "base_exec_high": 32.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 31.31,
      "entry_zone_high": 32.27,
      "entry_risk_pct": null,
      "intraday_vwap": 30.7786,
      "price_vs_vwap_pct": -1.0676,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.097,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 30.51,
            "high": 30.51,
            "low": 30.51,
            "close": 30.51,
            "amount_yi": 0.0334
          },
          {
            "time": "10:05",
            "open": 30.53,
            "high": 30.53,
            "low": 30.45,
            "close": 30.45,
            "amount_yi": 0.0636
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.45,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 31.5,
        "open": 31.48,
        "high": 31.49,
        "low": 30.4,
        "bid1": 30.45,
        "ask1": 30.46,
        "bid_qty1": 115,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH",
      "symbol": "SZSE.002975",
      "name": "博杰股份",
      "side": "BUY",
      "priority": "W10",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 152.7,
      "exec_low": 152.7,
      "exec_high": 154.99,
      "invalid_price": 148.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "被动元件 / MLCC/晶振",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 157.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 150.41,
      "entry_zone_high": 154.99,
      "entry_risk_pct": null,
      "intraday_vwap": 148.2098,
      "price_vs_vwap_pct": -0.6881,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2157,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 147.4,
            "high": 147.4,
            "low": 147.4,
            "close": 147.4,
            "amount_yi": 0.0765
          },
          {
            "time": "10:05",
            "open": 147.27,
            "high": 147.27,
            "low": 147.19,
            "close": 147.19,
            "amount_yi": 0.1392
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.19,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 151.32,
        "open": 150.0,
        "high": 151.31,
        "low": 145.6,
        "bid1": 147.18,
        "ask1": 147.19,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH",
      "symbol": "SZSE.300522",
      "name": "世名科技",
      "side": "BUY",
      "priority": "W11",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 25.6,
      "exec_low": 25.6,
      "exec_high": 25.98,
      "invalid_price": 24.83,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 26.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 25.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 25.22,
      "entry_zone_high": 25.98,
      "entry_risk_pct": null,
      "intraday_vwap": 24.0205,
      "price_vs_vwap_pct": 3.0786,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0771,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 24.82,
            "high": 24.82,
            "low": 24.82,
            "close": 24.82,
            "amount_yi": 0.0162
          },
          {
            "time": "10:05",
            "open": 24.78,
            "high": 24.78,
            "low": 24.76,
            "close": 24.76,
            "amount_yi": 0.0609
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.76,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 25.04,
        "open": 24.79,
        "high": 25.09,
        "low": 23.07,
        "bid1": 24.76,
        "ask1": 24.78,
        "bid_qty1": 657,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600961:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600961:BREAK_PREV_HIGH",
      "symbol": "SHSE.600961",
      "name": "株冶集团",
      "side": "BUY",
      "priority": "W12",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 35.75,
      "exec_low": 35.75,
      "exec_high": 36.29,
      "invalid_price": 34.68,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 铅锌",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 36.82,
      "max_chase_pct": 1.5,
      "base_exec_high": 36.29,
      "dynamic_exec_high": null,
      "entry_zone_low": 35.21,
      "entry_zone_high": 36.29,
      "entry_risk_pct": 4.2254,
      "intraday_vwap": 35.9863,
      "price_vs_vwap_pct": 0.6216,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3298,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 36.21,
            "high": 36.21,
            "low": 36.21,
            "close": 36.21,
            "amount_yi": 0.0797
          },
          {
            "time": "10:05",
            "open": 36.26,
            "high": 36.26,
            "low": 36.21,
            "close": 36.21,
            "amount_yi": 0.2501
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.21,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 35.71,
        "open": 34.25,
        "high": 36.98,
        "low": 34.2,
        "bid1": 36.2,
        "ask1": 36.21,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600552:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600552:BREAK_PREV_HIGH",
      "symbol": "SHSE.600552",
      "name": "凯盛科技",
      "side": "BUY",
      "priority": "W13",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.97,
      "exec_low": 27.97,
      "exec_high": 28.39,
      "invalid_price": 27.13,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "被动元件 / MLCC/晶振",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.39,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.55,
      "entry_zone_high": 28.39,
      "entry_risk_pct": 4.4382,
      "intraday_vwap": 28.5142,
      "price_vs_vwap_pct": -0.4356,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2642,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 28.36,
            "high": 28.36,
            "low": 28.36,
            "close": 28.36,
            "amount_yi": 0.1
          },
          {
            "time": "10:05",
            "open": 28.42,
            "high": 28.42,
            "low": 28.39,
            "close": 28.39,
            "amount_yi": 0.1642
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.39,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 27.85,
        "open": 27.8,
        "high": 29.24,
        "low": 27.77,
        "bid1": 28.38,
        "ask1": 28.39,
        "bid_qty1": 165,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300373:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300373:BREAK_PREV_HIGH",
      "symbol": "SZSE.300373",
      "name": "扬杰科技",
      "side": "BUY",
      "priority": "W14",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 142.72,
      "exec_low": 142.72,
      "exec_high": 144.86,
      "invalid_price": 138.44,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "第三代半导体 / 碳化硅",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 147.0,
      "max_chase_pct": 1.5,
      "base_exec_high": 144.86,
      "dynamic_exec_high": null,
      "entry_zone_low": 140.58,
      "entry_zone_high": 144.86,
      "entry_risk_pct": null,
      "intraday_vwap": 132.2778,
      "price_vs_vwap_pct": 1.2264,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3232,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 134.53,
            "high": 134.53,
            "low": 134.53,
            "close": 134.53,
            "amount_yi": 0.1339
          },
          {
            "time": "10:05",
            "open": 134.35,
            "high": 134.35,
            "low": 133.9,
            "close": 133.9,
            "amount_yi": 0.1893
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 133.9,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 132.99,
        "open": 132.03,
        "high": 136.0,
        "low": 129.26,
        "bid1": 133.9,
        "ask1": 134.09,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300285:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300285:BREAK_PREV_HIGH",
      "symbol": "SZSE.300285",
      "name": "国瓷材料",
      "side": "BUY",
      "priority": "W15",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 94.62,
      "exec_low": 94.62,
      "exec_high": 96.04,
      "invalid_price": 91.78,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 97.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 96.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 93.2,
      "entry_zone_high": 96.04,
      "entry_risk_pct": null,
      "intraday_vwap": 94.3499,
      "price_vs_vwap_pct": 3.0102,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.5299,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 96.89,
            "high": 96.89,
            "low": 96.89,
            "close": 96.89,
            "amount_yi": 0.1766
          },
          {
            "time": "10:05",
            "open": 97.29,
            "high": 97.29,
            "low": 97.19,
            "close": 97.19,
            "amount_yi": 0.3533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 97.19,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 91.72,
        "open": 93.5,
        "high": 99.5,
        "low": 87.0,
        "bid1": 97.1,
        "ask1": 97.2,
        "bid_qty1": 8,
        "ask_qty1": 24
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002141:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002141:BREAK_PREV_HIGH",
      "symbol": "SZSE.002141",
      "name": "贤丰控股",
      "side": "BUY",
      "priority": "W16",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 5.04,
      "exec_low": 5.04,
      "exec_high": 5.12,
      "invalid_price": 4.89,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 5.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 5.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 4.96,
      "entry_zone_high": 5.12,
      "entry_risk_pct": null,
      "intraday_vwap": 4.5771,
      "price_vs_vwap_pct": -1.6845,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0861,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 4.54,
            "high": 4.54,
            "low": 4.54,
            "close": 4.54,
            "amount_yi": 0.031
          },
          {
            "time": "10:05",
            "open": 4.52,
            "high": 4.52,
            "low": 4.5,
            "close": 4.5,
            "amount_yi": 0.0551
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.5,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 4.76,
        "open": 4.52,
        "high": 4.75,
        "low": 4.46,
        "bid1": 4.5,
        "ask1": 4.51,
        "bid_qty1": 4631,
        "ask_qty1": 345
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300497:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300497:BREAK_PREV_HIGH",
      "symbol": "SZSE.300497",
      "name": "富祥股份",
      "side": "BUY",
      "priority": "W17",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 23.92,
      "exec_low": 23.92,
      "exec_high": 24.28,
      "invalid_price": 23.2,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "未归入强势板块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.28,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.56,
      "entry_zone_high": 24.28,
      "entry_risk_pct": null,
      "intraday_vwap": 22.2601,
      "price_vs_vwap_pct": 0.1792,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0963,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 22.33,
            "high": 22.33,
            "low": 22.33,
            "close": 22.33,
            "amount_yi": 0.0307
          },
          {
            "time": "10:05",
            "open": 22.28,
            "high": 22.3,
            "low": 22.28,
            "close": 22.3,
            "amount_yi": 0.0656
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.3,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 22.15,
        "open": 21.58,
        "high": 22.96,
        "low": 21.44,
        "bid1": 22.3,
        "ask1": 22.32,
        "bid_qty1": 13,
        "ask_qty1": 47
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301580:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301580:BREAK_PREV_HIGH",
      "symbol": "SZSE.301580",
      "name": "爱迪特",
      "side": "BUY",
      "priority": "W18",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 83.69,
      "exec_low": 83.69,
      "exec_high": 84.95,
      "invalid_price": 81.18,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "口腔医疗 / 齿科材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 86.2,
      "max_chase_pct": 1.5,
      "base_exec_high": 84.95,
      "dynamic_exec_high": null,
      "entry_zone_low": 82.43,
      "entry_zone_high": 84.95,
      "entry_risk_pct": null,
      "intraday_vwap": 79.3227,
      "price_vs_vwap_pct": -1.0372,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0862,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 78.87,
            "high": 78.87,
            "low": 78.87,
            "close": 78.87,
            "amount_yi": 0.0225
          },
          {
            "time": "10:05",
            "open": 78.66,
            "high": 78.66,
            "low": 78.5,
            "close": 78.5,
            "amount_yi": 0.0637
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.5,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 80.68,
        "open": 80.5,
        "high": 81.36,
        "low": 77.05,
        "bid1": 78.5,
        "ask1": 78.51,
        "bid_qty1": 13,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603306:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603306:BREAK_PREV_HIGH",
      "symbol": "SHSE.603306",
      "name": "华懋科技",
      "side": "BUY",
      "priority": "W19",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 117.45,
      "exec_low": 117.45,
      "exec_high": 119.21,
      "invalid_price": 113.93,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 120.97,
      "max_chase_pct": 1.5,
      "base_exec_high": 119.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 115.69,
      "entry_zone_high": 119.21,
      "entry_risk_pct": null,
      "intraday_vwap": 115.4096,
      "price_vs_vwap_pct": 0.4423,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.084,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 115.9,
            "high": 115.9,
            "low": 115.9,
            "close": 115.9,
            "amount_yi": 0.0279
          },
          {
            "time": "10:05",
            "open": 116.08,
            "high": 116.08,
            "low": 115.92,
            "close": 115.92,
            "amount_yi": 0.0561
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 115.92,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 116.12,
        "open": 118.0,
        "high": 118.18,
        "low": 113.38,
        "bid1": 115.92,
        "ask1": 115.94,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300655:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300655:BREAK_PREV_HIGH",
      "symbol": "SZSE.300655",
      "name": "晶瑞电材",
      "side": "BUY",
      "priority": "W20",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 18.28,
      "exec_low": 18.28,
      "exec_high": 18.55,
      "invalid_price": 17.73,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 18.83,
      "max_chase_pct": 1.5,
      "base_exec_high": 18.55,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.01,
      "entry_zone_high": 18.55,
      "entry_risk_pct": null,
      "intraday_vwap": 17.8867,
      "price_vs_vwap_pct": -0.8761,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1161,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 17.77,
            "high": 17.77,
            "low": 17.77,
            "close": 17.77,
            "amount_yi": 0.028
          },
          {
            "time": "10:05",
            "open": 17.78,
            "high": 17.78,
            "low": 17.73,
            "close": 17.73,
            "amount_yi": 0.0881
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.73,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 18.08,
        "open": 18.15,
        "high": 18.25,
        "low": 17.62,
        "bid1": 17.72,
        "ask1": 17.73,
        "bid_qty1": 19,
        "ask_qty1": 153
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301269:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301269:BREAK_PREV_HIGH",
      "symbol": "SZSE.301269",
      "name": "华大九天",
      "side": "BUY",
      "priority": "W21",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 109.08,
      "exec_low": 109.08,
      "exec_high": 110.72,
      "invalid_price": 105.81,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 112.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 110.72,
      "dynamic_exec_high": null,
      "entry_zone_low": 107.44,
      "entry_zone_high": 110.72,
      "entry_risk_pct": null,
      "intraday_vwap": 108.4097,
      "price_vs_vwap_pct": -1.1343,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1968,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 108.0,
            "high": 108.0,
            "low": 108.0,
            "close": 108.0,
            "amount_yi": 0.0664
          },
          {
            "time": "10:05",
            "open": 107.8,
            "high": 107.8,
            "low": 107.18,
            "close": 107.18,
            "amount_yi": 0.1304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.18,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 107.85,
        "open": 109.7,
        "high": 109.9,
        "low": 107.0,
        "bid1": 107.19,
        "ask1": 107.25,
        "bid_qty1": 4,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300302:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300302:BREAK_PREV_HIGH",
      "symbol": "SZSE.300302",
      "name": "同有科技",
      "side": "BUY",
      "priority": "W22",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 60.11,
      "exec_low": 60.11,
      "exec_high": 61.01,
      "invalid_price": 58.31,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 61.91,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.21,
      "entry_zone_high": 61.01,
      "entry_risk_pct": null,
      "intraday_vwap": 60.0948,
      "price_vs_vwap_pct": -2.97,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.8171,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 58.87,
            "high": 58.87,
            "low": 58.87,
            "close": 58.87,
            "amount_yi": 0.2946
          },
          {
            "time": "10:05",
            "open": 58.62,
            "high": 58.62,
            "low": 58.31,
            "close": 58.31,
            "amount_yi": 0.5225
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 58.31,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 59.55,
        "open": 62.0,
        "high": 62.0,
        "low": 58.31,
        "bid1": 58.31,
        "ask1": 58.32,
        "bid_qty1": 103,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300835:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300835:BREAK_PREV_HIGH",
      "symbol": "SZSE.300835",
      "name": "龙磁科技",
      "side": "BUY",
      "priority": "W23",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 250.0,
      "exec_low": 250.0,
      "exec_high": 253.75,
      "invalid_price": 242.5,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "稀土永磁 / 磁性材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 257.5,
      "max_chase_pct": 1.5,
      "base_exec_high": 253.75,
      "dynamic_exec_high": null,
      "entry_zone_low": 246.25,
      "entry_zone_high": 253.75,
      "entry_risk_pct": null,
      "intraday_vwap": 232.3918,
      "price_vs_vwap_pct": -1.6316,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1121,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 228.0,
            "high": 228.0,
            "low": 228.0,
            "close": 228.0,
            "amount_yi": 0.0374
          },
          {
            "time": "10:05",
            "open": 228.5,
            "high": 228.6,
            "low": 228.5,
            "close": 228.6,
            "amount_yi": 0.0747
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 228.6,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 248.33,
        "open": 238.36,
        "high": 240.99,
        "low": 225.88,
        "bid1": 228.98,
        "ask1": 229.0,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301629:WATCH_CONFIRM:BUY",
      "plan_id": "20260624:SZSE.301629:WATCH_CONFIRM",
      "symbol": "SZSE.301629",
      "name": "矽电股份",
      "side": "BUY",
      "priority": "W24",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 384.55,
      "exec_low": 384.55,
      "exec_high": 390.32,
      "invalid_price": 373.01,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体设备 / 前道&封装设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 396.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 390.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 378.78,
      "entry_zone_high": 390.32,
      "entry_risk_pct": null,
      "intraday_vwap": 410.6027,
      "price_vs_vwap_pct": 1.8016,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1239,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:04",
            "open": 418.96,
            "high": 418.96,
            "low": 418.96,
            "close": 418.96,
            "amount_yi": 0.0712
          },
          {
            "time": "10:05",
            "open": 417.99,
            "high": 418.0,
            "low": 417.99,
            "close": 418.0,
            "amount_yi": 0.0527
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 418.0,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 404.0,
        "open": 408.0,
        "high": 422.0,
        "low": 393.0,
        "bid1": 417.29,
        "ask1": 418.0,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300613:WATCH_CONFIRM:BUY",
      "plan_id": "20260624:SZSE.300613:WATCH_CONFIRM",
      "symbol": "SZSE.300613",
      "name": "富瀚微",
      "side": "BUY",
      "priority": "W25",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 69.14,
      "exec_low": 69.14,
      "exec_high": 70.18,
      "invalid_price": 67.07,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "数字芯片设计",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 71.21,
      "max_chase_pct": 1.5,
      "base_exec_high": 70.18,
      "dynamic_exec_high": null,
      "entry_zone_low": 68.1,
      "entry_zone_high": 70.18,
      "entry_risk_pct": null,
      "intraday_vwap": 80.5936,
      "price_vs_vwap_pct": -0.7241,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1112,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:04",
            "open": 80.15,
            "high": 80.15,
            "low": 80.15,
            "close": 80.15,
            "amount_yi": 0.023
          },
          {
            "time": "10:05",
            "open": 80.37,
            "high": 80.37,
            "low": 80.01,
            "close": 80.01,
            "amount_yi": 0.0882
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.01,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 73.26,
        "open": 74.58,
        "high": 85.8,
        "low": 74.0,
        "bid1": 80.0,
        "ask1": 80.01,
        "bid_qty1": 106,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300054:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300054:BREAK_PREV_HIGH",
      "symbol": "SZSE.300054",
      "name": "鼎龙股份",
      "side": "BUY",
      "priority": "W26",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 97.65,
      "exec_low": 97.65,
      "exec_high": 99.11,
      "invalid_price": 94.72,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 100.58,
      "max_chase_pct": 1.5,
      "base_exec_high": 99.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.19,
      "entry_zone_high": 99.11,
      "entry_risk_pct": null,
      "intraday_vwap": 95.7345,
      "price_vs_vwap_pct": -0.6419,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3642,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 95.6,
            "high": 95.6,
            "low": 95.6,
            "close": 95.6,
            "amount_yi": 0.0872
          },
          {
            "time": "10:05",
            "open": 95.47,
            "high": 95.47,
            "low": 95.12,
            "close": 95.12,
            "amount_yi": 0.277
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.12,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 96.7,
        "open": 97.2,
        "high": 97.58,
        "low": 94.4,
        "bid1": 95.11,
        "ask1": 95.12,
        "bid_qty1": 18,
        "ask_qty1": 72
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603823:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603823:BREAK_PREV_HIGH",
      "symbol": "SHSE.603823",
      "name": "百合花",
      "side": "BUY",
      "priority": "W27",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 56.66,
      "exec_low": 56.66,
      "exec_high": 57.51,
      "invalid_price": 54.96,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.81,
      "entry_zone_high": 57.51,
      "entry_risk_pct": null,
      "intraday_vwap": 53.3963,
      "price_vs_vwap_pct": -1.6411,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1139,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 52.15,
            "high": 52.15,
            "low": 52.15,
            "close": 52.15,
            "amount_yi": 0.0498
          },
          {
            "time": "10:05",
            "open": 52.25,
            "high": 52.52,
            "low": 52.25,
            "close": 52.52,
            "amount_yi": 0.0641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.52,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 55.68,
        "open": 55.38,
        "high": 56.54,
        "low": 51.66,
        "bid1": 52.5,
        "ask1": 52.52,
        "bid_qty1": 20,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002460:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002460:BREAK_PREV_HIGH",
      "symbol": "SZSE.002460",
      "name": "赣锋锂业",
      "side": "BUY",
      "priority": "W28",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 72.3,
      "exec_low": 72.3,
      "exec_high": 73.38,
      "invalid_price": 70.13,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 74.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 73.38,
      "dynamic_exec_high": null,
      "entry_zone_low": 71.22,
      "entry_zone_high": 73.38,
      "entry_risk_pct": null,
      "intraday_vwap": 70.5377,
      "price_vs_vwap_pct": -1.5704,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3417,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 69.46,
            "high": 69.46,
            "low": 69.46,
            "close": 69.46,
            "amount_yi": 0.1265
          },
          {
            "time": "10:05",
            "open": 69.37,
            "high": 69.43,
            "low": 69.37,
            "close": 69.43,
            "amount_yi": 0.2152
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.43,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 71.62,
        "open": 71.0,
        "high": 72.19,
        "low": 69.12,
        "bid1": 69.44,
        "ask1": 69.47,
        "bid_qty1": 24,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603005:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603005:BREAK_PREV_HIGH",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "W29",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 50.5,
      "exec_low": 50.5,
      "exec_high": 51.26,
      "invalid_price": 48.98,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 52.02,
      "max_chase_pct": 1.5,
      "base_exec_high": 51.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 49.74,
      "entry_zone_high": 51.26,
      "entry_risk_pct": 3.7154,
      "intraday_vwap": 50.3566,
      "price_vs_vwap_pct": 0.9997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.4944,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 50.7,
            "high": 50.7,
            "low": 50.7,
            "close": 50.7,
            "amount_yi": 0.2014
          },
          {
            "time": "10:05",
            "open": 50.68,
            "high": 50.86,
            "low": 50.68,
            "close": 50.86,
            "amount_yi": 0.293
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 50.86,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 49.63,
        "open": 50.65,
        "high": 51.48,
        "low": 48.65,
        "bid1": 50.86,
        "ask1": 50.87,
        "bid_qty1": 58,
        "ask_qty1": 70
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002077:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002077:BREAK_PREV_HIGH",
      "symbol": "SZSE.002077",
      "name": "大港股份",
      "side": "BUY",
      "priority": "W30",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 18.98,
      "exec_low": 18.98,
      "exec_high": 19.26,
      "invalid_price": 18.41,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 19.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 19.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.7,
      "entry_zone_high": 19.26,
      "entry_risk_pct": 3.1562,
      "intraday_vwap": 18.9641,
      "price_vs_vwap_pct": 0.242,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0955,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 19.05,
            "high": 19.05,
            "low": 19.05,
            "close": 19.05,
            "amount_yi": 0.0499
          },
          {
            "time": "10:05",
            "open": 19.05,
            "high": 19.05,
            "low": 19.01,
            "close": 19.01,
            "amount_yi": 0.0456
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.01,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 18.95,
        "open": 18.81,
        "high": 19.2,
        "low": 18.69,
        "bid1": 19.0,
        "ask1": 19.01,
        "bid_qty1": 410,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300458:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300458:BREAK_PREV_HIGH",
      "symbol": "SZSE.300458",
      "name": "全志科技",
      "side": "BUY",
      "priority": "W31",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 37.68,
      "exec_low": 37.68,
      "exec_high": 38.25,
      "invalid_price": 36.55,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 38.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.11,
      "entry_zone_high": 38.25,
      "entry_risk_pct": null,
      "intraday_vwap": 39.6376,
      "price_vs_vwap_pct": 0.3088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1952,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 39.85,
            "high": 39.85,
            "low": 39.85,
            "close": 39.85,
            "amount_yi": 0.0557
          },
          {
            "time": "10:05",
            "open": 39.85,
            "high": 39.85,
            "low": 39.76,
            "close": 39.76,
            "amount_yi": 0.1395
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.76,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 37.54,
        "open": 37.54,
        "high": 40.49,
        "low": 37.27,
        "bid1": 39.75,
        "ask1": 39.76,
        "bid_qty1": 33,
        "ask_qty1": 48
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300429:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300429:BREAK_PREV_HIGH",
      "symbol": "SZSE.300429",
      "name": "强力新材",
      "side": "BUY",
      "priority": "W32",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 17.15,
      "exec_low": 17.15,
      "exec_high": 17.41,
      "invalid_price": 16.64,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 17.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 17.41,
      "dynamic_exec_high": null,
      "entry_zone_low": 16.89,
      "entry_zone_high": 17.41,
      "entry_risk_pct": null,
      "intraday_vwap": 16.718,
      "price_vs_vwap_pct": -1.1245,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0566,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 16.56,
            "high": 16.56,
            "low": 16.56,
            "close": 16.56,
            "amount_yi": 0.013
          },
          {
            "time": "10:05",
            "open": 16.55,
            "high": 16.55,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0436
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.53,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 17.08,
        "open": 16.96,
        "high": 17.25,
        "low": 16.41,
        "bid1": 16.52,
        "ask1": 16.53,
        "bid_qty1": 117,
        "ask_qty1": 24
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002241:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002241:BREAK_PREV_HIGH",
      "symbol": "SZSE.002241",
      "name": "歌尔股份",
      "side": "BUY",
      "priority": "W33",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 24.16,
      "exec_low": 24.16,
      "exec_high": 24.52,
      "invalid_price": 23.44,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "消费电子 / ARVR",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 24.88,
      "max_chase_pct": 1.5,
      "base_exec_high": 24.52,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.8,
      "entry_zone_high": 24.52,
      "entry_risk_pct": null,
      "intraday_vwap": 24.032,
      "price_vs_vwap_pct": 0.1165,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1835,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 24.05,
            "high": 24.05,
            "low": 24.05,
            "close": 24.05,
            "amount_yi": 0.0653
          },
          {
            "time": "10:05",
            "open": 24.04,
            "high": 24.06,
            "low": 24.04,
            "close": 24.06,
            "amount_yi": 0.1182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.06,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 23.83,
        "open": 23.71,
        "high": 24.42,
        "low": 23.52,
        "bid1": 24.05,
        "ask1": 24.06,
        "bid_qty1": 5,
        "ask_qty1": 780
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002008:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002008:BREAK_PREV_HIGH",
      "symbol": "SZSE.002008",
      "name": "大族激光",
      "side": "BUY",
      "priority": "W34",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 157.74,
      "exec_low": 157.74,
      "exec_high": 160.11,
      "invalid_price": 153.01,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 162.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 160.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 155.37,
      "entry_zone_high": 160.11,
      "entry_risk_pct": null,
      "intraday_vwap": 152.1205,
      "price_vs_vwap_pct": 0.7096,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 2.5966,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 153.9,
            "high": 153.9,
            "low": 153.9,
            "close": 153.9,
            "amount_yi": 0.7252
          },
          {
            "time": "10:05",
            "open": 153.7,
            "high": 153.7,
            "low": 153.2,
            "close": 153.2,
            "amount_yi": 1.8714
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 153.2,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 152.23,
        "open": 153.75,
        "high": 156.6,
        "low": 148.9,
        "bid1": 153.16,
        "ask1": 153.2,
        "bid_qty1": 2,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301348:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301348:BREAK_PREV_HIGH",
      "symbol": "SZSE.301348",
      "name": "蓝箭电子",
      "side": "BUY",
      "priority": "W35",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 31.2,
      "exec_low": 31.2,
      "exec_high": 31.67,
      "invalid_price": 30.26,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "玻璃基板 / 先进封装",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 32.14,
      "max_chase_pct": 1.5,
      "base_exec_high": 31.67,
      "dynamic_exec_high": null,
      "entry_zone_low": 30.73,
      "entry_zone_high": 31.67,
      "entry_risk_pct": null,
      "intraday_vwap": 30.1719,
      "price_vs_vwap_pct": 0.5903,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.077,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 30.42,
            "high": 30.42,
            "low": 30.42,
            "close": 30.42,
            "amount_yi": 0.0188
          },
          {
            "time": "10:05",
            "open": 30.46,
            "high": 30.46,
            "low": 30.35,
            "close": 30.35,
            "amount_yi": 0.0582
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.35,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 30.78,
        "open": 30.48,
        "high": 30.8,
        "low": 29.68,
        "bid1": 30.35,
        "ask1": 30.36,
        "bid_qty1": 26,
        "ask_qty1": 31
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000962:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000962:BREAK_PREV_HIGH",
      "symbol": "SZSE.000962",
      "name": "东方钽业",
      "side": "BUY",
      "priority": "W36",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.68,
      "exec_low": 76.68,
      "exec_high": 77.83,
      "invalid_price": 74.38,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 钨钼锗",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.53,
      "entry_zone_high": 77.83,
      "entry_risk_pct": null,
      "intraday_vwap": 81.856,
      "price_vs_vwap_pct": 2.3871,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.299,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 83.89,
            "high": 83.89,
            "low": 83.89,
            "close": 83.89,
            "amount_yi": 0.0696
          },
          {
            "time": "10:05",
            "open": 83.78,
            "high": 83.81,
            "low": 83.78,
            "close": 83.81,
            "amount_yi": 0.2294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.81,
        "ts": "2026-06-25T10:05:54",
        "prev_close": 76.38,
        "open": 74.58,
        "high": 84.02,
        "low": 74.58,
        "bid1": 83.82,
        "ask1": 83.84,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600895:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600895:BREAK_PREV_HIGH",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.99,
      "exec_low": 33.99,
      "exec_high": 34.5,
      "invalid_price": 32.97,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.01,
      "max_chase_pct": 1.5,
      "base_exec_high": 34.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.48,
      "entry_zone_high": 34.5,
      "entry_risk_pct": null,
      "intraday_vwap": 33.0753,
      "price_vs_vwap_pct": -0.3486,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0681,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 33.05,
            "high": 33.05,
            "low": 33.05,
            "close": 33.05,
            "amount_yi": 0.0276
          },
          {
            "time": "10:05",
            "open": 33.02,
            "high": 33.02,
            "low": 32.96,
            "close": 32.96,
            "amount_yi": 0.0405
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.96,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 33.41,
        "open": 33.27,
        "high": 33.55,
        "low": 32.62,
        "bid1": 32.96,
        "ask1": 32.99,
        "bid_qty1": 119,
        "ask_qty1": 174
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603893:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603893:BREAK_PREV_HIGH",
      "symbol": "SHSE.603893",
      "name": "瑞芯微",
      "side": "BUY",
      "priority": "W38",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 186.86,
      "exec_low": 186.86,
      "exec_high": 189.66,
      "invalid_price": 181.25,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "数字芯片设计",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 192.47,
      "max_chase_pct": 1.5,
      "base_exec_high": 189.66,
      "dynamic_exec_high": null,
      "entry_zone_low": 184.06,
      "entry_zone_high": 189.66,
      "entry_risk_pct": null,
      "intraday_vwap": 185.3375,
      "price_vs_vwap_pct": -0.4789,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2615,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 185.05,
            "high": 185.05,
            "low": 185.05,
            "close": 185.05,
            "amount_yi": 0.0445
          },
          {
            "time": "10:05",
            "open": 184.7,
            "high": 184.7,
            "low": 184.45,
            "close": 184.45,
            "amount_yi": 0.217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 184.45,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 185.39,
        "open": 186.8,
        "high": 186.85,
        "low": 183.21,
        "bid1": 184.44,
        "ask1": 184.51,
        "bid_qty1": 5,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002831:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002831:BREAK_PREV_HIGH",
      "symbol": "SZSE.002831",
      "name": "裕同科技",
      "side": "BUY",
      "priority": "W39",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 38.46,
      "exec_low": 38.46,
      "exec_high": 39.04,
      "invalid_price": 37.31,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "包装印刷 / 消费电子包装",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.61,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.88,
      "entry_zone_high": 39.04,
      "entry_risk_pct": null,
      "intraday_vwap": 37.4305,
      "price_vs_vwap_pct": -1.4173,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1903,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 36.91,
            "high": 36.91,
            "low": 36.91,
            "close": 36.91,
            "amount_yi": 0.1054
          },
          {
            "time": "10:05",
            "open": 36.89,
            "high": 36.9,
            "low": 36.89,
            "close": 36.9,
            "amount_yi": 0.0849
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.9,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 38.1,
        "open": 37.8,
        "high": 38.19,
        "low": 36.82,
        "bid1": 36.9,
        "ask1": 36.91,
        "bid_qty1": 21,
        "ask_qty1": 17
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603618:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603618:BREAK_PREV_HIGH",
      "symbol": "SHSE.603618",
      "name": "杭电股份",
      "side": "BUY",
      "priority": "W40",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 55.38,
      "exec_low": 55.38,
      "exec_high": 56.21,
      "invalid_price": 53.72,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 57.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 56.21,
      "dynamic_exec_high": null,
      "entry_zone_low": 54.55,
      "entry_zone_high": 56.21,
      "entry_risk_pct": null,
      "intraday_vwap": 54.7018,
      "price_vs_vwap_pct": 3.0862,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.4458,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 56.29,
            "high": 56.29,
            "low": 56.29,
            "close": 56.29,
            "amount_yi": 0.1042
          },
          {
            "time": "10:05",
            "open": 56.14,
            "high": 56.39,
            "low": 56.14,
            "close": 56.39,
            "amount_yi": 0.3416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.39,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 54.48,
        "open": 55.35,
        "high": 56.66,
        "low": 53.01,
        "bid1": 56.38,
        "ask1": 56.39,
        "bid_qty1": 1,
        "ask_qty1": 23
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300303:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300303:BREAK_PREV_HIGH",
      "symbol": "SZSE.300303",
      "name": "聚飞光电",
      "side": "BUY",
      "priority": "W41",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 9.95,
      "exec_low": 9.95,
      "exec_high": 10.1,
      "invalid_price": 9.65,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 10.25,
      "max_chase_pct": 1.5,
      "base_exec_high": 10.1,
      "dynamic_exec_high": null,
      "entry_zone_low": 9.8,
      "entry_zone_high": 10.1,
      "entry_risk_pct": null,
      "intraday_vwap": 10.0086,
      "price_vs_vwap_pct": 1.7125,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1586,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.0606
          },
          {
            "time": "10:05",
            "open": 10.18,
            "high": 10.18,
            "low": 10.18,
            "close": 10.18,
            "amount_yi": 0.098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.18,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.23,
        "low": 9.76,
        "bid1": 10.18,
        "ask1": 10.19,
        "bid_qty1": 74,
        "ask_qty1": 373
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603663:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603663:BREAK_PREV_HIGH",
      "symbol": "SHSE.603663",
      "name": "三祥新材",
      "side": "BUY",
      "priority": "W42",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 105.85,
      "exec_low": 105.85,
      "exec_high": 107.44,
      "invalid_price": 102.67,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锆材料 / 固态电池材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.44,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.26,
      "entry_zone_high": 107.44,
      "entry_risk_pct": null,
      "intraday_vwap": 100.755,
      "price_vs_vwap_pct": -1.3647,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3401,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 99.29,
            "high": 99.29,
            "low": 99.29,
            "close": 99.29,
            "amount_yi": 0.1358
          },
          {
            "time": "10:05",
            "open": 99.08,
            "high": 99.38,
            "low": 99.08,
            "close": 99.38,
            "amount_yi": 0.2043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.38,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 103.81,
        "open": 104.07,
        "high": 105.0,
        "low": 98.08,
        "bid1": 99.38,
        "ask1": 99.46,
        "bid_qty1": 229,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH",
      "symbol": "SHSE.600641",
      "name": "先导基电",
      "side": "BUY",
      "priority": "W43",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 38.45,
      "exec_low": 38.45,
      "exec_high": 39.03,
      "invalid_price": 37.3,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体材料 / 靶材",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 39.03,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.87,
      "entry_zone_high": 39.03,
      "entry_risk_pct": null,
      "intraday_vwap": 38.3176,
      "price_vs_vwap_pct": -1.4291,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.5817,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 37.83,
            "high": 37.83,
            "low": 37.83,
            "close": 37.83,
            "amount_yi": 0.2513
          },
          {
            "time": "10:05",
            "open": 37.74,
            "high": 37.77,
            "low": 37.74,
            "close": 37.77,
            "amount_yi": 0.3304
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.77,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 37.76,
        "open": 38.0,
        "high": 39.08,
        "low": 37.07,
        "bid1": 37.77,
        "ask1": 37.78,
        "bid_qty1": 95,
        "ask_qty1": 180
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603259:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603259:BREAK_PREV_HIGH",
      "symbol": "SHSE.603259",
      "name": "药明康德",
      "side": "BUY",
      "priority": "W44",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 116.94,
      "exec_low": 116.94,
      "exec_high": 118.69,
      "invalid_price": 113.43,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "医药研发服务 / CXO",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 120.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 118.69,
      "dynamic_exec_high": null,
      "entry_zone_low": 115.19,
      "entry_zone_high": 118.69,
      "entry_risk_pct": null,
      "intraday_vwap": 115.2601,
      "price_vs_vwap_pct": -0.0348,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.6001,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 115.12,
            "high": 115.12,
            "low": 115.12,
            "close": 115.12,
            "amount_yi": 0.1631
          },
          {
            "time": "10:05",
            "open": 115.1,
            "high": 115.22,
            "low": 115.1,
            "close": 115.22,
            "amount_yi": 0.437
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 115.22,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 115.4,
        "open": 114.0,
        "high": 117.0,
        "low": 113.23,
        "bid1": 115.22,
        "ask1": 115.23,
        "bid_qty1": 10,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603757:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603757:BREAK_PREV_HIGH",
      "symbol": "SHSE.603757",
      "name": "大元泵业",
      "side": "BUY",
      "priority": "W45",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 74.51,
      "exec_low": 74.51,
      "exec_high": 75.63,
      "invalid_price": 72.27,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "水泵设备 / 热管理",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 76.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 75.63,
      "dynamic_exec_high": null,
      "entry_zone_low": 73.39,
      "entry_zone_high": 75.63,
      "entry_risk_pct": null,
      "intraday_vwap": 74.4179,
      "price_vs_vwap_pct": 2.9457,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1936,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 76.25,
            "high": 76.25,
            "low": 76.25,
            "close": 76.25,
            "amount_yi": 0.0443
          },
          {
            "time": "10:05",
            "open": 76.28,
            "high": 76.61,
            "low": 76.28,
            "close": 76.61,
            "amount_yi": 0.1493
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.61,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 73.7,
        "open": 72.73,
        "high": 76.69,
        "low": 72.73,
        "bid1": 76.52,
        "ask1": 76.62,
        "bid_qty1": 14,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.003031:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.003031:BREAK_PREV_HIGH",
      "symbol": "SZSE.003031",
      "name": "中瓷电子",
      "side": "BUY",
      "priority": "W46",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 194.9,
      "exec_low": 194.9,
      "exec_high": 197.82,
      "invalid_price": 189.05,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 200.75,
      "max_chase_pct": 1.5,
      "base_exec_high": 197.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 191.98,
      "entry_zone_high": 197.82,
      "entry_risk_pct": null,
      "intraday_vwap": 192.757,
      "price_vs_vwap_pct": -0.3875,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2035,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 192.39,
            "high": 192.39,
            "low": 192.39,
            "close": 192.39,
            "amount_yi": 0.0568
          },
          {
            "time": "10:05",
            "open": 192.04,
            "high": 192.04,
            "low": 192.01,
            "close": 192.01,
            "amount_yi": 0.1467
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 192.01,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 194.0,
        "open": 193.51,
        "high": 196.65,
        "low": 190.0,
        "bid1": 192.01,
        "ask1": 192.27,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300304:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300304:BREAK_PREV_HIGH",
      "symbol": "SZSE.300304",
      "name": "云意电气",
      "side": "BUY",
      "priority": "W47",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 20.66,
      "exec_low": 20.66,
      "exec_high": 20.97,
      "invalid_price": 20.04,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "汽车电子 / 整流器",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 20.97,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.35,
      "entry_zone_high": 20.97,
      "entry_risk_pct": null,
      "intraday_vwap": 19.5789,
      "price_vs_vwap_pct": -1.6799,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0858,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 19.3,
            "high": 19.3,
            "low": 19.3,
            "close": 19.3,
            "amount_yi": 0.0156
          },
          {
            "time": "10:05",
            "open": 19.27,
            "high": 19.27,
            "low": 19.25,
            "close": 19.25,
            "amount_yi": 0.0702
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 19.25,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 20.15,
        "open": 19.95,
        "high": 20.15,
        "low": 19.24,
        "bid1": 19.24,
        "ask1": 19.25,
        "bid_qty1": 37,
        "ask_qty1": 213
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002201:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002201:BREAK_PREV_HIGH",
      "symbol": "SZSE.002201",
      "name": "九鼎新材",
      "side": "BUY",
      "priority": "W48",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 13.65,
      "exec_low": 13.65,
      "exec_high": 13.85,
      "invalid_price": 13.24,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "玻纤制造 / 复合材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 14.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 13.85,
      "dynamic_exec_high": null,
      "entry_zone_low": 13.45,
      "entry_zone_high": 13.85,
      "entry_risk_pct": null,
      "intraday_vwap": 12.8794,
      "price_vs_vwap_pct": 0.5482,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0674,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 12.9,
            "high": 12.9,
            "low": 12.9,
            "close": 12.9,
            "amount_yi": 0.0209
          },
          {
            "time": "10:05",
            "open": 12.94,
            "high": 12.95,
            "low": 12.94,
            "close": 12.95,
            "amount_yi": 0.0465
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.95,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 13.28,
        "open": 13.0,
        "high": 13.18,
        "low": 12.63,
        "bid1": 12.95,
        "ask1": 12.97,
        "bid_qty1": 12,
        "ask_qty1": 245
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002415:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002415:BREAK_PREV_HIGH",
      "symbol": "SZSE.002415",
      "name": "海康威视",
      "side": "BUY",
      "priority": "W49",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 34.5,
      "exec_low": 34.5,
      "exec_high": 35.02,
      "invalid_price": 33.46,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 35.54,
      "max_chase_pct": 1.5,
      "base_exec_high": 35.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 33.98,
      "entry_zone_high": 35.02,
      "entry_risk_pct": 3.4622,
      "intraday_vwap": 34.9362,
      "price_vs_vwap_pct": -0.8192,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.5605,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 34.67,
            "high": 34.67,
            "low": 34.67,
            "close": 34.67,
            "amount_yi": 0.342
          },
          {
            "time": "10:05",
            "open": 34.65,
            "high": 34.65,
            "low": 34.65,
            "close": 34.65,
            "amount_yi": 0.2185
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.65,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 34.03,
        "open": 33.9,
        "high": 35.54,
        "low": 33.84,
        "bid1": 34.65,
        "ask1": 34.66,
        "bid_qty1": 101,
        "ask_qty1": 82
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002756:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002756:BREAK_PREV_HIGH",
      "symbol": "SZSE.002756",
      "name": "永兴材料",
      "side": "BUY",
      "priority": "W50",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 65.03,
      "exec_low": 65.03,
      "exec_high": 66.01,
      "invalid_price": 63.08,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 66.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 66.01,
      "dynamic_exec_high": null,
      "entry_zone_low": 64.05,
      "entry_zone_high": 66.01,
      "entry_risk_pct": null,
      "intraday_vwap": 63.0054,
      "price_vs_vwap_pct": -1.6434,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0674,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 61.87,
            "high": 61.87,
            "low": 61.87,
            "close": 61.87,
            "amount_yi": 0.0221
          },
          {
            "time": "10:05",
            "open": 61.92,
            "high": 61.97,
            "low": 61.92,
            "close": 61.97,
            "amount_yi": 0.0453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.97,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 64.21,
        "open": 63.86,
        "high": 64.86,
        "low": 61.28,
        "bid1": 61.98,
        "ask1": 61.99,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH",
      "symbol": "SHSE.605006",
      "name": "山东玻纤",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.77,
      "exec_low": 22.77,
      "exec_high": 23.11,
      "invalid_price": 22.09,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "玻纤制造 / 复合材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.43,
      "entry_zone_high": 23.11,
      "entry_risk_pct": 3.9983,
      "intraday_vwap": 22.5335,
      "price_vs_vwap_pct": 2.0703,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.4584,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 23.25,
            "high": 23.25,
            "low": 23.25,
            "close": 23.25,
            "amount_yi": 0.1157
          },
          {
            "time": "10:05",
            "open": 23.1,
            "high": 23.1,
            "low": 23.0,
            "close": 23.0,
            "amount_yi": 0.3427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.0,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 22.42,
        "open": 21.6,
        "high": 23.3,
        "low": 21.6,
        "bid1": 23.0,
        "ask1": 23.01,
        "bid_qty1": 3,
        "ask_qty1": 37
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000762:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000762:BREAK_PREV_HIGH",
      "symbol": "SZSE.000762",
      "name": "西藏矿业",
      "side": "BUY",
      "priority": "W52",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 30.13,
      "exec_low": 30.13,
      "exec_high": 30.58,
      "invalid_price": 29.23,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 31.03,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.58,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.68,
      "entry_zone_high": 30.58,
      "entry_risk_pct": null,
      "intraday_vwap": 29.2471,
      "price_vs_vwap_pct": -1.8022,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0759,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 28.78,
            "high": 28.78,
            "low": 28.78,
            "close": 28.78,
            "amount_yi": 0.0262
          },
          {
            "time": "10:05",
            "open": 28.75,
            "high": 28.75,
            "low": 28.72,
            "close": 28.72,
            "amount_yi": 0.0497
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.72,
        "ts": "2026-06-25T10:05:54",
        "prev_close": 29.8,
        "open": 29.28,
        "high": 30.03,
        "low": 28.7,
        "bid1": 28.71,
        "ask1": 28.72,
        "bid_qty1": 54,
        "ask_qty1": 27
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300236:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300236:BREAK_PREV_HIGH",
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "side": "BUY",
      "priority": "W53",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 115.2,
      "exec_low": 115.2,
      "exec_high": 116.93,
      "invalid_price": 111.74,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 118.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 116.93,
      "dynamic_exec_high": null,
      "entry_zone_low": 113.47,
      "entry_zone_high": 116.93,
      "entry_risk_pct": null,
      "intraday_vwap": 113.7365,
      "price_vs_vwap_pct": -0.8058,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1401,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 113.09,
            "high": 113.09,
            "low": 113.09,
            "close": 113.09,
            "amount_yi": 0.0299
          },
          {
            "time": "10:05",
            "open": 113.16,
            "high": 113.16,
            "low": 112.82,
            "close": 112.82,
            "amount_yi": 0.1102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 203688.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.82,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 114.41,
        "open": 115.59,
        "high": 115.63,
        "low": 112.02,
        "bid1": 112.85,
        "ask1": 112.94,
        "bid_qty1": 1,
        "ask_qty1": 22
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301687:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301687:BREAK_PREV_HIGH",
      "symbol": "SZSE.301687",
      "name": "新广益",
      "side": "BUY",
      "priority": "W54",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 91.88,
      "exec_low": 91.88,
      "exec_high": 93.26,
      "invalid_price": 89.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 94.64,
      "max_chase_pct": 1.5,
      "base_exec_high": 93.26,
      "dynamic_exec_high": null,
      "entry_zone_low": 90.5,
      "entry_zone_high": 93.26,
      "entry_risk_pct": null,
      "intraday_vwap": 92.3704,
      "price_vs_vwap_pct": -2.0141,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0645,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 90.3,
            "high": 90.3,
            "low": 90.3,
            "close": 90.3,
            "amount_yi": 0.0071
          },
          {
            "time": "10:05",
            "open": 90.53,
            "high": 90.53,
            "low": 90.51,
            "close": 90.51,
            "amount_yi": 0.0574
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.51,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 90.95,
        "open": 90.0,
        "high": 97.0,
        "low": 88.66,
        "bid1": 90.51,
        "ask1": 90.53,
        "bid_qty1": 13,
        "ask_qty1": 16
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300346:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300346:BREAK_PREV_HIGH",
      "symbol": "SZSE.300346",
      "name": "南大光电",
      "side": "BUY",
      "priority": "W55",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 78.44,
      "exec_low": 78.44,
      "exec_high": 79.62,
      "invalid_price": 76.09,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 80.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 79.62,
      "dynamic_exec_high": null,
      "entry_zone_low": 77.26,
      "entry_zone_high": 79.62,
      "entry_risk_pct": null,
      "intraday_vwap": 75.8464,
      "price_vs_vwap_pct": -1.5247,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.6215,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 74.89,
            "high": 74.89,
            "low": 74.89,
            "close": 74.89,
            "amount_yi": 0.1682
          },
          {
            "time": "10:05",
            "open": 74.92,
            "high": 74.92,
            "low": 74.69,
            "close": 74.69,
            "amount_yi": 0.4533
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.69,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 77.0,
        "open": 78.55,
        "high": 78.55,
        "low": 74.26,
        "bid1": 74.63,
        "ask1": 74.69,
        "bid_qty1": 10,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301297:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301297:BREAK_PREV_HIGH",
      "symbol": "SZSE.301297",
      "name": "富乐德",
      "side": "BUY",
      "priority": "W56",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 56.4,
      "exec_low": 56.4,
      "exec_high": 57.25,
      "invalid_price": 54.71,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体设备 / 前道&封装设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 58.09,
      "max_chase_pct": 1.5,
      "base_exec_high": 57.25,
      "dynamic_exec_high": null,
      "entry_zone_low": 55.55,
      "entry_zone_high": 57.25,
      "entry_risk_pct": null,
      "intraday_vwap": 53.1561,
      "price_vs_vwap_pct": 0.4588,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1067,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 53.4,
            "high": 53.4,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.0265
          },
          {
            "time": "10:05",
            "open": 53.4,
            "high": 53.4,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.0802
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.4,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 54.74,
        "open": 55.0,
        "high": 55.0,
        "low": 51.77,
        "bid1": 53.4,
        "ask1": 53.44,
        "bid_qty1": 147,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300131:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300131:BREAK_PREV_HIGH",
      "symbol": "SZSE.300131",
      "name": "英唐智控",
      "side": "BUY",
      "priority": "W57",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.46,
      "exec_low": 22.46,
      "exec_high": 22.8,
      "invalid_price": 21.79,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体产业链 / 分销设计",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.13,
      "max_chase_pct": 1.5,
      "base_exec_high": 22.8,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.12,
      "entry_zone_high": 22.8,
      "entry_risk_pct": null,
      "intraday_vwap": 21.2362,
      "price_vs_vwap_pct": -0.6884,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1569,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 21.2,
            "high": 21.2,
            "low": 21.2,
            "close": 21.2,
            "amount_yi": 0.0326
          },
          {
            "time": "10:05",
            "open": 21.12,
            "high": 21.12,
            "low": 21.09,
            "close": 21.09,
            "amount_yi": 0.1243
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.09,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 21.37,
        "open": 21.17,
        "high": 21.53,
        "low": 20.87,
        "bid1": 21.08,
        "ask1": 21.09,
        "bid_qty1": 268,
        "ask_qty1": 165
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300442:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300442:BREAK_PREV_HIGH",
      "symbol": "SZSE.300442",
      "name": "润泽科技",
      "side": "BUY",
      "priority": "W58",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 85.86,
      "exec_low": 85.86,
      "exec_high": 87.15,
      "invalid_price": 83.28,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "数据中心 / 算力基础设施",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 88.44,
      "max_chase_pct": 1.5,
      "base_exec_high": 87.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.57,
      "entry_zone_high": 87.15,
      "entry_risk_pct": null,
      "intraday_vwap": 85.713,
      "price_vs_vwap_pct": -1.8352,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.7564,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 84.59,
            "high": 84.59,
            "low": 84.59,
            "close": 84.59,
            "amount_yi": 0.2889
          },
          {
            "time": "10:05",
            "open": 84.24,
            "high": 84.24,
            "low": 84.14,
            "close": 84.14,
            "amount_yi": 0.4675
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.14,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 85.6,
        "open": 85.6,
        "high": 86.8,
        "low": 84.12,
        "bid1": 84.12,
        "ask1": 84.14,
        "bid_qty1": 5,
        "ask_qty1": 18
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301095:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301095:BREAK_PREV_HIGH",
      "symbol": "SZSE.301095",
      "name": "广立微",
      "side": "BUY",
      "priority": "W59",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 106.01,
      "exec_low": 106.01,
      "exec_high": 107.6,
      "invalid_price": 102.83,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 109.19,
      "max_chase_pct": 1.5,
      "base_exec_high": 107.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 104.42,
      "entry_zone_high": 107.6,
      "entry_risk_pct": null,
      "intraday_vwap": 105.7067,
      "price_vs_vwap_pct": -2.097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0995,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 104.03,
            "high": 104.03,
            "low": 104.03,
            "close": 104.03,
            "amount_yi": 0.0382
          },
          {
            "time": "10:05",
            "open": 103.97,
            "high": 103.97,
            "low": 103.49,
            "close": 103.49,
            "amount_yi": 0.0613
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 103.49,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 104.86,
        "open": 106.66,
        "high": 108.0,
        "low": 103.1,
        "bid1": 103.46,
        "ask1": 103.58,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603078:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603078:BREAK_PREV_HIGH",
      "symbol": "SHSE.603078",
      "name": "江化微",
      "side": "BUY",
      "priority": "W60",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 47.18,
      "exec_low": 47.18,
      "exec_high": 47.89,
      "invalid_price": 45.76,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 48.6,
      "max_chase_pct": 1.5,
      "base_exec_high": 47.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 46.47,
      "entry_zone_high": 47.89,
      "entry_risk_pct": null,
      "intraday_vwap": 45.4888,
      "price_vs_vwap_pct": -0.7888,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1117,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 45.1,
            "high": 45.1,
            "low": 45.1,
            "close": 45.1,
            "amount_yi": 0.0403
          },
          {
            "time": "10:05",
            "open": 45.1,
            "high": 45.13,
            "low": 45.1,
            "close": 45.13,
            "amount_yi": 0.0714
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 45.13,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 46.15,
        "open": 47.0,
        "high": 47.1,
        "low": 44.6,
        "bid1": 45.1,
        "ask1": 45.13,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002185:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002185:BREAK_PREV_HIGH",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "W61",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.22,
      "exec_low": 21.22,
      "exec_high": 21.54,
      "invalid_price": 20.58,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 21.86,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.9,
      "entry_zone_high": 21.54,
      "entry_risk_pct": null,
      "intraday_vwap": 21.7535,
      "price_vs_vwap_pct": 3.6155,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 1.5552,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 22.51,
            "high": 22.51,
            "low": 22.51,
            "close": 22.51,
            "amount_yi": 0.6841
          },
          {
            "time": "10:05",
            "open": 22.6,
            "high": 22.6,
            "low": 22.54,
            "close": 22.54,
            "amount_yi": 0.8711
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.54,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 20.98,
        "open": 21.38,
        "high": 22.65,
        "low": 20.73,
        "bid1": 22.51,
        "ask1": 22.54,
        "bid_qty1": 24,
        "ask_qty1": 170
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300620:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300620:BREAK_PREV_HIGH",
      "symbol": "SZSE.300620",
      "name": "光库科技",
      "side": "BUY",
      "priority": "W62",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 413.3,
      "exec_low": 413.3,
      "exec_high": 419.5,
      "invalid_price": 400.9,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 425.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 419.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 407.1,
      "entry_zone_high": 419.5,
      "entry_risk_pct": null,
      "intraday_vwap": 387.6674,
      "price_vs_vwap_pct": 1.7857,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.5203,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 394.0,
            "high": 394.0,
            "low": 394.0,
            "close": 394.0,
            "amount_yi": 0.152
          },
          {
            "time": "10:05",
            "open": 394.7,
            "high": 394.7,
            "low": 394.59,
            "close": 394.59,
            "amount_yi": 0.3683
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 394.59,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 406.0,
        "open": 394.01,
        "high": 397.9,
        "low": 378.0,
        "bid1": 394.58,
        "ask1": 394.59,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300990:WATCH_CONFIRM:BUY",
      "plan_id": "20260624:SZSE.300990:WATCH_CONFIRM",
      "symbol": "SZSE.300990",
      "name": "同飞股份",
      "side": "BUY",
      "priority": "W63",
      "status": "TOUCHED",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 101.5,
      "exec_low": 101.5,
      "exec_high": 103.02,
      "invalid_price": 98.45,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力基础设施 / 算力租赁",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 104.55,
      "max_chase_pct": 1.5,
      "base_exec_high": 103.02,
      "dynamic_exec_high": null,
      "entry_zone_low": 99.98,
      "entry_zone_high": 103.02,
      "entry_risk_pct": null,
      "intraday_vwap": 110.6001,
      "price_vs_vwap_pct": 0.8137,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0346,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:04",
            "open": 111.69,
            "high": 111.69,
            "low": 111.69,
            "close": 111.69,
            "amount_yi": 0.0078
          },
          {
            "time": "10:05",
            "open": 111.65,
            "high": 111.65,
            "low": 111.5,
            "close": 111.5,
            "amount_yi": 0.0268
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.5,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 111.0,
        "open": 112.41,
        "high": 113.22,
        "low": 107.5,
        "bid1": 111.5,
        "ask1": 111.54,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002745:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002745:BREAK_PREV_HIGH",
      "symbol": "SZSE.002745",
      "name": "木林森",
      "side": "BUY",
      "priority": "W64",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 12.15,
      "exec_low": 12.15,
      "exec_high": 12.33,
      "invalid_price": 11.79,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 12.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 12.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 11.97,
      "entry_zone_high": 12.33,
      "entry_risk_pct": null,
      "intraday_vwap": 12.6812,
      "price_vs_vwap_pct": 2.1197,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1668,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 12.93,
            "high": 12.93,
            "low": 12.93,
            "close": 12.93,
            "amount_yi": 0.0647
          },
          {
            "time": "10:05",
            "open": 12.96,
            "high": 12.96,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.1021
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.95,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 12.04,
        "open": 12.19,
        "high": 13.08,
        "low": 12.06,
        "bid1": 12.92,
        "ask1": 12.95,
        "bid_qty1": 5,
        "ask_qty1": 264
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002049:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002049:BREAK_PREV_HIGH",
      "symbol": "SZSE.002049",
      "name": "紫光国微",
      "side": "BUY",
      "priority": "W65",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 83.85,
      "exec_low": 83.85,
      "exec_high": 85.11,
      "invalid_price": 81.33,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "数字芯片设计",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 86.37,
      "max_chase_pct": 1.5,
      "base_exec_high": 85.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 82.59,
      "entry_zone_high": 85.11,
      "entry_risk_pct": 3.5231,
      "intraday_vwap": 84.3266,
      "price_vs_vwap_pct": -0.0908,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2982,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 84.38,
            "high": 84.38,
            "low": 84.38,
            "close": 84.38,
            "amount_yi": 0.0814
          },
          {
            "time": "10:05",
            "open": 84.45,
            "high": 84.45,
            "low": 84.25,
            "close": 84.25,
            "amount_yi": 0.2168
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.25,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 83.64,
        "open": 84.0,
        "high": 85.1,
        "low": 83.2,
        "bid1": 84.24,
        "ask1": 84.3,
        "bid_qty1": 26,
        "ask_qty1": 68
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.001309:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.001309:BREAK_PREV_HIGH",
      "symbol": "SZSE.001309",
      "name": "德明利",
      "side": "BUY",
      "priority": "W66",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 816.89,
      "exec_low": 816.89,
      "exec_high": 829.14,
      "invalid_price": 792.38,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "存储芯片 / CIS",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 841.4,
      "max_chase_pct": 1.5,
      "base_exec_high": 829.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 804.64,
      "entry_zone_high": 829.14,
      "entry_risk_pct": null,
      "intraday_vwap": 865.821,
      "price_vs_vwap_pct": 0.5277,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.7837,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 872.66,
            "high": 872.66,
            "low": 872.66,
            "close": 872.66,
            "amount_yi": 0.299
          },
          {
            "time": "10:05",
            "open": 872.01,
            "high": 872.01,
            "low": 870.39,
            "close": 870.39,
            "amount_yi": 0.4847
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 870.39,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 810.0,
        "open": 830.0,
        "high": 890.55,
        "low": 829.19,
        "bid1": 870.3,
        "ask1": 870.5,
        "bid_qty1": 9,
        "ask_qty1": 40
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301183:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH",
      "symbol": "SZSE.301183",
      "name": "东田微",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 262.88,
      "exec_low": 262.88,
      "exec_high": 266.82,
      "invalid_price": 254.99,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 270.77,
      "max_chase_pct": 1.5,
      "base_exec_high": 266.82,
      "dynamic_exec_high": null,
      "entry_zone_low": 258.94,
      "entry_zone_high": 266.82,
      "entry_risk_pct": 3.7592,
      "intraday_vwap": 262.5339,
      "price_vs_vwap_pct": 0.7679,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1036,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 265.59,
            "high": 265.59,
            "low": 265.59,
            "close": 265.59,
            "amount_yi": 0.0477
          },
          {
            "time": "10:05",
            "open": 265.0,
            "high": 265.0,
            "low": 264.55,
            "close": 264.55,
            "amount_yi": 0.0559
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 264.55,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 258.9,
        "open": 261.0,
        "high": 268.58,
        "low": 252.0,
        "bid1": 264.58,
        "ask1": 264.95,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002466:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002466:BREAK_PREV_HIGH",
      "symbol": "SZSE.002466",
      "name": "天齐锂业",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 66.51,
      "exec_low": 66.51,
      "exec_high": 67.51,
      "invalid_price": 64.51,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 68.51,
      "max_chase_pct": 1.5,
      "base_exec_high": 67.51,
      "dynamic_exec_high": null,
      "entry_zone_low": 65.51,
      "entry_zone_high": 67.51,
      "entry_risk_pct": null,
      "intraday_vwap": 66.2017,
      "price_vs_vwap_pct": -1.075,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3462,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 65.34,
            "high": 65.34,
            "low": 65.34,
            "close": 65.34,
            "amount_yi": 0.0964
          },
          {
            "time": "10:05",
            "open": 65.37,
            "high": 65.49,
            "low": 65.37,
            "close": 65.49,
            "amount_yi": 0.2498
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.49,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 66.13,
        "open": 66.0,
        "high": 67.44,
        "low": 64.97,
        "bid1": 65.49,
        "ask1": 65.5,
        "bid_qty1": 7,
        "ask_qty1": 221
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000938:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000938:BREAK_PREV_HIGH",
      "symbol": "SZSE.000938",
      "name": "紫光股份",
      "side": "BUY",
      "priority": "W69",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 27.66,
      "exec_low": 27.66,
      "exec_high": 28.07,
      "invalid_price": 26.83,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 28.49,
      "max_chase_pct": 1.5,
      "base_exec_high": 28.07,
      "dynamic_exec_high": null,
      "entry_zone_low": 27.25,
      "entry_zone_high": 28.07,
      "entry_risk_pct": 3.1757,
      "intraday_vwap": 27.9099,
      "price_vs_vwap_pct": -0.7521,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.7791,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 27.83,
            "high": 27.83,
            "low": 27.83,
            "close": 27.83,
            "amount_yi": 0.2448
          },
          {
            "time": "10:05",
            "open": 27.7,
            "high": 27.7,
            "low": 27.7,
            "close": 27.7,
            "amount_yi": 0.5343
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.7,
        "ts": "2026-06-25T10:05:54",
        "prev_close": 27.66,
        "open": 27.61,
        "high": 28.25,
        "low": 27.48,
        "bid1": 27.7,
        "ask1": 27.71,
        "bid_qty1": 1,
        "ask_qty1": 95
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301338:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301338:BREAK_PREV_HIGH",
      "symbol": "SZSE.301338",
      "name": "凯格精机",
      "side": "BUY",
      "priority": "W70",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 172.5,
      "exec_low": 172.5,
      "exec_high": 175.09,
      "invalid_price": 167.32,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 177.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 175.09,
      "dynamic_exec_high": null,
      "entry_zone_low": 169.91,
      "entry_zone_high": 175.09,
      "entry_risk_pct": 3.0928,
      "intraday_vwap": 172.0952,
      "price_vs_vwap_pct": 0.3282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1202,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 173.1,
            "high": 173.1,
            "low": 173.1,
            "close": 173.1,
            "amount_yi": 0.0581
          },
          {
            "time": "10:05",
            "open": 172.64,
            "high": 172.66,
            "low": 172.64,
            "close": 172.66,
            "amount_yi": 0.0621
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 172.66,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 167.9,
        "open": 167.18,
        "high": 175.73,
        "low": 166.0,
        "bid1": 172.6,
        "ask1": 172.66,
        "bid_qty1": 0,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603267:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603267:BREAK_PREV_HIGH",
      "symbol": "SHSE.603267",
      "name": "鸿远电子",
      "side": "BUY",
      "priority": "W71",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.38,
      "exec_low": 76.38,
      "exec_high": 77.53,
      "invalid_price": 74.09,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.67,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.53,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.23,
      "entry_zone_high": 77.53,
      "entry_risk_pct": null,
      "intraday_vwap": 80.7364,
      "price_vs_vwap_pct": 3.5469,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.021,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0036
          },
          {
            "time": "10:05",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0174
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.6,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 76.0,
        "open": 76.22,
        "high": 83.6,
        "low": 76.15,
        "bid1": 83.6,
        "ask1": 0.0,
        "bid_qty1": 40393,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603115:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603115:BREAK_PREV_HIGH",
      "symbol": "SHSE.603115",
      "name": "海星股份",
      "side": "BUY",
      "priority": "W72",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 121.0,
      "exec_low": 121.0,
      "exec_high": 122.81,
      "invalid_price": 117.37,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "被动元件 / 电容箔材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 124.63,
      "max_chase_pct": 1.5,
      "base_exec_high": 122.81,
      "dynamic_exec_high": null,
      "entry_zone_low": 119.19,
      "entry_zone_high": 122.81,
      "entry_risk_pct": null,
      "intraday_vwap": 127.6411,
      "price_vs_vwap_pct": 2.8901,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0055,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0009
          },
          {
            "time": "10:05",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 131.33,
        "ts": "2026-06-25T10:05:52",
        "prev_close": 119.39,
        "open": 122.5,
        "high": 131.33,
        "low": 122.5,
        "bid1": 131.33,
        "ask1": 0.0,
        "bid_qty1": 16533,
        "ask_qty1": 0
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300260:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300260:BREAK_PREV_HIGH",
      "symbol": "SZSE.300260",
      "name": "新莱应材",
      "side": "BUY",
      "priority": "W73",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 85.48,
      "exec_low": 85.48,
      "exec_high": 86.76,
      "invalid_price": 82.92,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 88.04,
      "max_chase_pct": 1.5,
      "base_exec_high": 86.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 84.2,
      "entry_zone_high": 86.76,
      "entry_risk_pct": null,
      "intraday_vwap": 82.0477,
      "price_vs_vwap_pct": -1.7888,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3658,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 81.08,
            "high": 81.08,
            "low": 81.08,
            "close": 81.08,
            "amount_yi": 0.0822
          },
          {
            "time": "10:05",
            "open": 80.87,
            "high": 80.87,
            "low": 80.58,
            "close": 80.58,
            "amount_yi": 0.2836
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.58,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 83.85,
        "open": 83.99,
        "high": 84.56,
        "low": 80.58,
        "bid1": 80.55,
        "ask1": 80.58,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300751:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300751:BREAK_PREV_HIGH",
      "symbol": "SZSE.300751",
      "name": "迈为股份",
      "side": "BUY",
      "priority": "W74",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 228.0,
      "exec_low": 228.0,
      "exec_high": 231.42,
      "invalid_price": 221.16,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "光伏设备 / HJT电池设备",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 234.84,
      "max_chase_pct": 1.5,
      "base_exec_high": 231.42,
      "dynamic_exec_high": null,
      "entry_zone_low": 224.58,
      "entry_zone_high": 231.42,
      "entry_risk_pct": null,
      "intraday_vwap": 227.2422,
      "price_vs_vwap_pct": -2.0472,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.2148,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 223.35,
            "high": 223.35,
            "low": 223.35,
            "close": 223.35,
            "amount_yi": 0.0506
          },
          {
            "time": "10:05",
            "open": 223.21,
            "high": 223.21,
            "low": 222.59,
            "close": 222.59,
            "amount_yi": 0.1642
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 222.59,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 227.75,
        "open": 227.77,
        "high": 234.77,
        "low": 222.59,
        "bid1": 222.58,
        "ask1": 222.8,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301536:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301536:BREAK_PREV_HIGH",
      "symbol": "SZSE.301536",
      "name": "星宸科技",
      "side": "BUY",
      "priority": "W75",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 122.7,
      "exec_low": 122.7,
      "exec_high": 124.54,
      "invalid_price": 119.02,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体 / 国产替代",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 126.38,
      "max_chase_pct": 1.5,
      "base_exec_high": 124.54,
      "dynamic_exec_high": null,
      "entry_zone_low": 120.86,
      "entry_zone_high": 124.54,
      "entry_risk_pct": 3.3693,
      "intraday_vwap": 122.9588,
      "price_vs_vwap_pct": 0.1148,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.1342,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 123.21,
            "high": 123.21,
            "low": 123.21,
            "close": 123.21,
            "amount_yi": 0.0269
          },
          {
            "time": "10:05",
            "open": 123.42,
            "high": 123.42,
            "low": 123.1,
            "close": 123.1,
            "amount_yi": 0.1073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 123.1,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 121.58,
        "open": 122.3,
        "high": 124.97,
        "low": 120.0,
        "bid1": 123.1,
        "ask1": 123.17,
        "bid_qty1": 1,
        "ask_qty1": 59
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.003026:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.003026:BREAK_PREV_HIGH",
      "symbol": "SZSE.003026",
      "name": "中晶科技",
      "side": "BUY",
      "priority": "W76",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 38.2,
      "exec_low": 38.2,
      "exec_high": 38.77,
      "invalid_price": 37.05,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "minute_energy_warmup_2/3",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体材料 / 靶材",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 39.35,
      "max_chase_pct": 1.5,
      "base_exec_high": 38.77,
      "dynamic_exec_high": null,
      "entry_zone_low": 37.63,
      "entry_zone_high": 38.77,
      "entry_risk_pct": 3.1879,
      "intraday_vwap": 38.175,
      "price_vs_vwap_pct": 0.2489,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0578,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 38.34,
            "high": 38.34,
            "low": 38.34,
            "close": 38.34,
            "amount_yi": 0.0125
          },
          {
            "time": "10:05",
            "open": 38.31,
            "high": 38.31,
            "low": 38.27,
            "close": 38.27,
            "amount_yi": 0.0453
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 431.24,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.27,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 38.1,
        "open": 38.12,
        "high": 38.64,
        "low": 37.55,
        "bid1": 38.26,
        "ask1": 38.27,
        "bid_qty1": 26,
        "ask_qty1": 13
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.601138:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.601138:BREAK_PREV_HIGH",
      "symbol": "SHSE.601138",
      "name": "工业富联",
      "side": "BUY",
      "priority": "W77",
      "status": "NEAR_TRIGGER",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.99,
      "exec_low": 76.99,
      "exec_high": 78.14,
      "invalid_price": 74.68,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI算力基础设施 / 算力租赁",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 79.3,
      "max_chase_pct": 1.5,
      "base_exec_high": 78.14,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.84,
      "entry_zone_high": 78.14,
      "entry_risk_pct": null,
      "intraday_vwap": 76.2501,
      "price_vs_vwap_pct": 0.0392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 1.3703,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 76.15,
            "high": 76.15,
            "low": 76.15,
            "close": 76.15,
            "amount_yi": 0.4332
          },
          {
            "time": "10:05",
            "open": 76.2,
            "high": 76.28,
            "low": 76.2,
            "close": 76.28,
            "amount_yi": 0.9371
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 76.28,
        "ts": "2026-06-25T10:05:50",
        "prev_close": 76.78,
        "open": 77.59,
        "high": 77.7,
        "low": 75.5,
        "bid1": 76.21,
        "ask1": 76.26,
        "bid_qty1": 13,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300806:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300806:BREAK_PREV_HIGH",
      "symbol": "SZSE.300806",
      "name": "斯迪克",
      "side": "BUY",
      "priority": "W78",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 102.58,
      "exec_low": 102.58,
      "exec_high": 104.12,
      "invalid_price": 99.5,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 105.66,
      "max_chase_pct": 1.5,
      "base_exec_high": 104.12,
      "dynamic_exec_high": null,
      "entry_zone_low": 101.04,
      "entry_zone_high": 104.12,
      "entry_risk_pct": null,
      "intraday_vwap": 106.5884,
      "price_vs_vwap_pct": 3.97,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.3167,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 110.91,
            "high": 110.91,
            "low": 110.91,
            "close": 110.91,
            "amount_yi": 0.1516
          },
          {
            "time": "10:05",
            "open": 110.95,
            "high": 110.95,
            "low": 110.82,
            "close": 110.82,
            "amount_yi": 0.1651
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 110.82,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 100.09,
        "open": 102.0,
        "high": 111.77,
        "low": 100.0,
        "bid1": 110.57,
        "ask1": 110.83,
        "bid_qty1": 1,
        "ask_qty1": 15
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301630:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301630:BREAK_PREV_HIGH",
      "symbol": "SZSE.301630",
      "name": "同宇新材",
      "side": "BUY",
      "priority": "W79",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 406.04,
      "exec_low": 406.04,
      "exec_high": 412.13,
      "invalid_price": 393.86,
      "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": "2026-06-25T10:05:55",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "光刻胶 / 光刻工艺",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 418.22,
      "max_chase_pct": 1.5,
      "base_exec_high": 412.13,
      "dynamic_exec_high": null,
      "entry_zone_low": 399.95,
      "entry_zone_high": 412.13,
      "entry_risk_pct": null,
      "intraday_vwap": 278.0155,
      "price_vs_vwap_pct": 0.7929,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_warmup_2/3",
        "window_min": 5,
        "bar_count": 2,
        "min_samples": 3,
        "amount_yi": 0.0212,
        "prev_amount_yi": 0,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": null,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:04",
            "open": 281.36,
            "high": 281.36,
            "low": 281.36,
            "close": 281.36,
            "amount_yi": 0.0114
          },
          {
            "time": "10:05",
            "open": 280.76,
            "high": 280.76,
            "low": 280.22,
            "close": 280.22,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 862.47,
      "current_position_value": 0.0,
      "cash_before_order": 387997.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 280.22,
        "ts": "2026-06-25T10:05:51",
        "prev_close": 283.96,
        "open": 284.76,
        "high": 285.01,
        "low": 272.0,
        "bid1": 280.11,
        "ask1": 280.21,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 387997.0,
    "market_value": 689484.0,
    "total_value": 1077481.0,
    "unrealized_pnl": 125231.99999999997,
    "unrealized_pnl_pct_of_initial": 12.523199999999997,
    "realized_pnl": -47750.99999999997,
    "realized_pnl_pct_of_initial": -4.7750999999999975,
    "total_pnl": 77481.0,
    "total_pnl_pct": 7.748099999999991
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 104.17,
      "market_value": 250008.0,
      "unrealized_pnl": 57288.000000000015,
      "unrealized_pnl_pct": 29.72602739726029,
      "updated_at": "2026-06-25T10:05:55",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.20300775605324
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 4800,
      "sellable_qty": 4800,
      "avg_cost": 36.7,
      "last_price": 49.25,
      "market_value": 236400.0,
      "unrealized_pnl": 60239.999999999985,
      "unrealized_pnl_pct": 34.19618528610353,
      "updated_at": "2026-06-25T10:05:55",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 21.940062052138273
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 112.82,
      "market_value": 203076.0,
      "unrealized_pnl": 7703.999999999976,
      "unrealized_pnl_pct": 3.943246729316363,
      "updated_at": "2026-06-25T10:05:55",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 18.847292898900307
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "effective_shadow_total_position_pct": 0.45,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap"
      }
    },
    "cash_buffer_pct": 0.02
  },
  "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
  },
  "position_add_config": {
    "enabled": true,
    "min_profit_pct": 6.0,
    "target_pct": 0.08,
    "max_vwap_premium_pct": 8.0,
    "max_orders_per_day": 2,
    "before_time": "14:30"
  },
  "summary": {
    "active_contracts": 93,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 80,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}