{
  "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": "2026-06-25T10:37:20",
  "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "invalid_price_broken",
      "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": 74.5318,
      "price_vs_vwap_pct": -0.9282,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.9987,
        "prev_amount_yi": 1.3308,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5019,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 74.07,
            "high": 74.07,
            "low": 73.92,
            "close": 73.92,
            "amount_yi": 0.7105
          },
          {
            "time": "10:36",
            "open": 73.95,
            "high": 73.95,
            "low": 73.88,
            "close": 73.88,
            "amount_yi": 0.9387
          },
          {
            "time": "10:37",
            "open": 73.84,
            "high": 73.84,
            "low": 73.84,
            "close": 73.84,
            "amount_yi": 0.3495
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.84,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 75.05,
        "open": 75.1,
        "high": 75.8,
        "low": 73.47,
        "bid1": 73.84,
        "ask1": 73.86,
        "bid_qty1": 34,
        "ask_qty1": 10
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 4.9531,
      "intraday_vwap": 51.9534,
      "price_vs_vwap_pct": 2.5919,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3745,
        "prev_amount_yi": 0.5127,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7304,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 53.49,
            "high": 53.49,
            "low": 53.26,
            "close": 53.26,
            "amount_yi": 0.1984
          },
          {
            "time": "10:36",
            "open": 53.2,
            "high": 53.32,
            "low": 53.2,
            "close": 53.32,
            "amount_yi": 0.1102
          },
          {
            "time": "10:37",
            "open": 53.3,
            "high": 53.3,
            "low": 53.3,
            "close": 53.3,
            "amount_yi": 0.0659
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64365.54,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.3,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 51.76,
        "open": 51.26,
        "high": 54.2,
        "low": 49.8,
        "bid1": 53.27,
        "ask1": 53.3,
        "bid_qty1": 117,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:37:20",
      "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": 77.103,
      "price_vs_vwap_pct": 0.2555,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.1052,
        "prev_amount_yi": 0.9383,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1779,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 77.68,
            "high": 77.68,
            "low": 77.54,
            "close": 77.54,
            "amount_yi": 0.3488
          },
          {
            "time": "10:36",
            "open": 77.5,
            "high": 77.5,
            "low": 77.4,
            "close": 77.4,
            "amount_yi": 0.5017
          },
          {
            "time": "10:37",
            "open": 77.3,
            "high": 77.3,
            "low": 77.3,
            "close": 77.3,
            "amount_yi": 0.2547
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.3,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 74.64,
        "open": 76.67,
        "high": 79.38,
        "low": 74.0,
        "bid1": 77.3,
        "ask1": 77.31,
        "bid_qty1": 487,
        "ask_qty1": 3
      },
      "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": "2026-06-25T10:37:20",
      "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": 215.4582,
      "price_vs_vwap_pct": -0.7325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.238,
        "prev_amount_yi": 0.3936,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6047,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 214.28,
            "high": 214.28,
            "low": 214.2,
            "close": 214.2,
            "amount_yi": 0.0953
          },
          {
            "time": "10:36",
            "open": 214.05,
            "high": 214.06,
            "low": 214.05,
            "close": 214.06,
            "amount_yi": 0.0783
          },
          {
            "time": "10:37",
            "open": 213.88,
            "high": 213.88,
            "low": 213.88,
            "close": 213.88,
            "amount_yi": 0.0644
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 213.88,
        "ts": "2026-06-25T10:37:16",
        "prev_close": 219.0,
        "open": 215.31,
        "high": 225.85,
        "low": 208.58,
        "bid1": 213.81,
        "ask1": 213.88,
        "bid_qty1": 1,
        "ask_qty1": 11
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.6181,
      "intraday_vwap": 253.6194,
      "price_vs_vwap_pct": 3.2374,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7851,
        "prev_amount_yi": 0.8798,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8924,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 260.91,
            "high": 260.91,
            "low": 260.59,
            "close": 260.59,
            "amount_yi": 0.2158
          },
          {
            "time": "10:36",
            "open": 262.4,
            "high": 262.6,
            "low": 262.4,
            "close": 262.6,
            "amount_yi": 0.4786
          },
          {
            "time": "10:37",
            "open": 261.83,
            "high": 261.83,
            "low": 261.83,
            "close": 261.83,
            "amount_yi": 0.0907
          }
        ]
      },
      "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": 261.83,
        "ts": "2026-06-25T10:37:19",
        "prev_close": 250.44,
        "open": 250.5,
        "high": 262.8,
        "low": 241.92,
        "bid1": 261.57,
        "ask1": 261.83,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_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": 49.5539,
      "price_vs_vwap_pct": 0.3957,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.6643,
        "prev_amount_yi": 0.6627,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 49.75,
            "high": 49.75,
            "low": 49.68,
            "close": 49.68,
            "amount_yi": 0.3239
          },
          {
            "time": "10:36",
            "open": 49.71,
            "high": 49.71,
            "low": 49.59,
            "close": 49.59,
            "amount_yi": 0.2405
          },
          {
            "time": "10:37",
            "open": 49.75,
            "high": 49.75,
            "low": 49.75,
            "close": 49.75,
            "amount_yi": 0.0999
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.75,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 50.01,
        "open": 48.8,
        "high": 51.43,
        "low": 48.11,
        "bid1": 49.74,
        "ask1": 49.75,
        "bid_qty1": 2,
        "ask_qty1": 27
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.698,
      "intraday_vwap": 74.639,
      "price_vs_vwap_pct": 6.0438,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3216,
        "prev_amount_yi": 0.5102,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 78.96,
            "high": 78.96,
            "low": 78.7,
            "close": 78.7,
            "amount_yi": 0.1184
          },
          {
            "time": "10:36",
            "open": 79.03,
            "high": 79.46,
            "low": 79.03,
            "close": 79.46,
            "amount_yi": 0.1565
          },
          {
            "time": "10:37",
            "open": 79.15,
            "high": 79.15,
            "low": 79.15,
            "close": 79.15,
            "amount_yi": 0.0467
          }
        ]
      },
      "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": 79.15,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 74.95,
        "open": 74.63,
        "high": 79.96,
        "low": 69.0,
        "bid1": 79.08,
        "ask1": 79.15,
        "bid_qty1": 11,
        "ask_qty1": 20
      },
      "previous_state": "TOUCHED",
      "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": "2026-06-25T10:37:20",
      "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": 5.4043,
      "intraday_vwap": 793.0207,
      "price_vs_vwap_pct": 0.1462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4517,
        "prev_amount_yi": 0.4543,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9943,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 795.5,
            "high": 795.5,
            "low": 795.19,
            "close": 795.19,
            "amount_yi": 0.206
          },
          {
            "time": "10:36",
            "open": 795.4,
            "high": 795.4,
            "low": 795.0,
            "close": 795.0,
            "amount_yi": 0.1416
          },
          {
            "time": "10:37",
            "open": 794.18,
            "high": 794.18,
            "low": 794.18,
            "close": 794.18,
            "amount_yi": 0.1041
          }
        ]
      },
      "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": 794.18,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 770.07,
        "open": 778.0,
        "high": 805.61,
        "low": 775.0,
        "bid1": 794.09,
        "ask1": 794.18,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:37:20",
      "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": 7.4573,
      "price_vs_vwap_pct": 0.5726,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.5392,
        "prev_amount_yi": 1.3549,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.136,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 7.53,
            "high": 7.54,
            "low": 7.53,
            "close": 7.54,
            "amount_yi": 0.5155
          },
          {
            "time": "10:36",
            "open": 7.51,
            "high": 7.51,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.8021
          },
          {
            "time": "10:37",
            "open": 7.5,
            "high": 7.5,
            "low": 7.5,
            "close": 7.5,
            "amount_yi": 0.2216
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.5,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 7.07,
        "open": 7.33,
        "high": 7.67,
        "low": 7.14,
        "bid1": 7.5,
        "ask1": 7.51,
        "bid_qty1": 9089,
        "ask_qty1": 2842
      },
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_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": 90.9707,
      "price_vs_vwap_pct": -1.2869,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2029,
        "prev_amount_yi": 0.1579,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.285,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 89.96,
            "high": 89.96,
            "low": 89.88,
            "close": 89.88,
            "amount_yi": 0.0434
          },
          {
            "time": "10:36",
            "open": 89.91,
            "high": 89.91,
            "low": 89.8,
            "close": 89.8,
            "amount_yi": 0.0944
          },
          {
            "time": "10:37",
            "open": 89.8,
            "high": 89.8,
            "low": 89.8,
            "close": 89.8,
            "amount_yi": 0.0651
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.8,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 90.3,
        "open": 90.61,
        "high": 92.43,
        "low": 89.66,
        "bid1": 89.8,
        "ask1": 89.9,
        "bid_qty1": 58,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "TOUCHED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 134.6628,
      "price_vs_vwap_pct": 3.4361,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1281,
        "prev_amount_yi": 0.1408,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9098,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 138.63,
            "high": 138.63,
            "low": 138.18,
            "close": 138.18,
            "amount_yi": 0.0433
          },
          {
            "time": "10:36",
            "open": 138.95,
            "high": 138.95,
            "low": 138.79,
            "close": 138.79,
            "amount_yi": 0.0542
          },
          {
            "time": "10:37",
            "open": 139.29,
            "high": 139.29,
            "low": 139.29,
            "close": 139.29,
            "amount_yi": 0.0306
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 139.29,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 128.7,
        "open": 132.99,
        "high": 140.01,
        "low": 128.3,
        "bid1": 139.29,
        "ask1": 139.34,
        "bid_qty1": 5,
        "ask_qty1": 5
      },
      "previous_state": "OBSERVE",
      "next_state": "TOUCHED",
      "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": "2026-06-25T10:37:20",
      "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": 664.4952,
      "price_vs_vwap_pct": -0.8646,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.815,
        "prev_amount_yi": 0.9796,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.832,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 659.99,
            "high": 659.99,
            "low": 659.01,
            "close": 659.01,
            "amount_yi": 0.4816
          },
          {
            "time": "10:36",
            "open": 658.64,
            "high": 659.62,
            "low": 658.64,
            "close": 659.62,
            "amount_yi": 0.2194
          },
          {
            "time": "10:37",
            "open": 658.75,
            "high": 658.75,
            "low": 658.75,
            "close": 658.75,
            "amount_yi": 0.114
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 658.75,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 619.98,
        "open": 655.0,
        "high": 688.8,
        "low": 640.0,
        "bid1": 658.75,
        "ask1": 658.8,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:37:20",
      "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_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.2403,
        "prev_amount_yi": 1.9146,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:35",
            "open": 155.92,
            "high": 155.92,
            "low": 155.72,
            "close": 155.72,
            "amount_yi": 0.5698
          },
          {
            "time": "10:36",
            "open": 155.96,
            "high": 156.02,
            "low": 155.96,
            "close": 156.02,
            "amount_yi": 0.4933
          },
          {
            "time": "10:37",
            "open": 155.82,
            "high": 155.82,
            "low": 155.82,
            "close": 155.82,
            "amount_yi": 0.1772
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128731.08,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 155.82,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 151.53,
        "open": 152.0,
        "high": 158.0,
        "low": 151.0,
        "bid1": 155.8,
        "ask1": 155.82,
        "bid_qty1": 14,
        "ask_qty1": 76
      },
      "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": "2026-06-25T10:37:20",
      "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": 25.0011,
      "price_vs_vwap_pct": -0.4844,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.36,
        "prev_amount_yi": 0.349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0315,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 24.96,
            "high": 24.96,
            "low": 24.94,
            "close": 24.94,
            "amount_yi": 0.0712
          },
          {
            "time": "10:34",
            "open": 24.9,
            "high": 24.9,
            "low": 24.88,
            "close": 24.88,
            "amount_yi": 0.0804
          },
          {
            "time": "10:35",
            "open": 24.87,
            "high": 24.87,
            "low": 24.87,
            "close": 24.87,
            "amount_yi": 0.11
          },
          {
            "time": "10:36",
            "open": 24.88,
            "high": 24.92,
            "low": 24.88,
            "close": 24.92,
            "amount_yi": 0.0588
          },
          {
            "time": "10:37",
            "open": 24.88,
            "high": 24.88,
            "low": 24.88,
            "close": 24.88,
            "amount_yi": 0.0396
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.88,
        "ts": "2026-06-25T10:37:19",
        "prev_close": 25.51,
        "open": 25.63,
        "high": 26.04,
        "low": 24.42,
        "bid1": 24.87,
        "ask1": 24.88,
        "bid_qty1": 63,
        "ask_qty1": 48
      },
      "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": "2026-06-25T10:37:20",
      "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": 14.6271,
      "price_vs_vwap_pct": 1.3872,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.14,
        "prev_amount_yi": 0.6446,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0231
          },
          {
            "time": "10:34",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0168
          },
          {
            "time": "10:35",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0327
          },
          {
            "time": "10:36",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0536
          },
          {
            "time": "10:37",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0138
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "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": "2026-06-25T10:37:18",
        "prev_close": 13.48,
        "open": 14.68,
        "high": 14.83,
        "low": 13.93,
        "bid1": 14.83,
        "ask1": 0.0,
        "bid_qty1": 53990,
        "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": "2026-06-25T10:37:20",
      "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": 33.7916,
      "price_vs_vwap_pct": -2.0467,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5076,
        "prev_amount_yi": 0.7349,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6907,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 33.1,
            "high": 33.19,
            "low": 33.1,
            "close": 33.19,
            "amount_yi": 0.1423
          },
          {
            "time": "10:34",
            "open": 33.07,
            "high": 33.07,
            "low": 33.04,
            "close": 33.04,
            "amount_yi": 0.1239
          },
          {
            "time": "10:35",
            "open": 33.05,
            "high": 33.05,
            "low": 33.01,
            "close": 33.01,
            "amount_yi": 0.1158
          },
          {
            "time": "10:36",
            "open": 33.08,
            "high": 33.08,
            "low": 33.0,
            "close": 33.0,
            "amount_yi": 0.0893
          },
          {
            "time": "10:37",
            "open": 33.1,
            "high": 33.1,
            "low": 33.1,
            "close": 33.1,
            "amount_yi": 0.0363
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 33.1,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 33.66,
        "open": 33.19,
        "high": 35.9,
        "low": 32.35,
        "bid1": 33.09,
        "ask1": 33.1,
        "bid_qty1": 72,
        "ask_qty1": 33
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "invalid_price_broken",
      "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": 169.7735,
      "price_vs_vwap_pct": -1.8045,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3693,
        "prev_amount_yi": 0.9992,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 167.16,
            "high": 167.16,
            "low": 167.12,
            "close": 167.12,
            "amount_yi": 0.09
          },
          {
            "time": "10:34",
            "open": 167.15,
            "high": 167.15,
            "low": 167.07,
            "close": 167.07,
            "amount_yi": 0.073
          },
          {
            "time": "10:35",
            "open": 167.06,
            "high": 167.06,
            "low": 167.0,
            "close": 167.0,
            "amount_yi": 0.1004
          },
          {
            "time": "10:36",
            "open": 166.86,
            "high": 166.86,
            "low": 166.78,
            "close": 166.78,
            "amount_yi": 0.0722
          },
          {
            "time": "10:37",
            "open": 166.71,
            "high": 166.71,
            "low": 166.71,
            "close": 166.71,
            "amount_yi": 0.0337
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 166.71,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 167.37,
        "open": 172.88,
        "high": 175.0,
        "low": 164.5,
        "bid1": 166.7,
        "ask1": 166.71,
        "bid_qty1": 41,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 265.1601,
      "price_vs_vwap_pct": -0.694,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.6079,
        "prev_amount_yi": 3.5023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4591,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 264.73,
            "high": 265.49,
            "low": 264.73,
            "close": 265.49,
            "amount_yi": 0.5995
          },
          {
            "time": "10:34",
            "open": 264.21,
            "high": 264.21,
            "low": 263.7,
            "close": 263.7,
            "amount_yi": 0.4212
          },
          {
            "time": "10:35",
            "open": 263.95,
            "high": 263.95,
            "low": 263.81,
            "close": 263.81,
            "amount_yi": 0.2427
          },
          {
            "time": "10:36",
            "open": 264.55,
            "high": 264.55,
            "low": 263.8,
            "close": 263.8,
            "amount_yi": 0.2083
          },
          {
            "time": "10:37",
            "open": 263.32,
            "high": 263.32,
            "low": 263.32,
            "close": 263.32,
            "amount_yi": 0.1362
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 263.32,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 266.36,
        "open": 266.5,
        "high": 271.12,
        "low": 257.45,
        "bid1": 263.36,
        "ask1": 263.38,
        "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.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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 1325.4899,
      "price_vs_vwap_pct": -1.834,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.5826,
        "prev_amount_yi": 8.9694,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 1304.3,
            "high": 1306.87,
            "low": 1304.3,
            "close": 1306.87,
            "amount_yi": 1.3885
          },
          {
            "time": "10:34",
            "open": 1304.0,
            "high": 1304.0,
            "low": 1303.5,
            "close": 1303.5,
            "amount_yi": 1.5329
          },
          {
            "time": "10:35",
            "open": 1303.15,
            "high": 1303.15,
            "low": 1302.0,
            "close": 1302.0,
            "amount_yi": 1.6064
          },
          {
            "time": "10:36",
            "open": 1302.8,
            "high": 1302.8,
            "low": 1301.89,
            "close": 1301.89,
            "amount_yi": 2.339
          },
          {
            "time": "10:37",
            "open": 1301.18,
            "high": 1301.18,
            "low": 1301.18,
            "close": 1301.18,
            "amount_yi": 0.7158
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1301.18,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 1312.18,
        "open": 1326.0,
        "high": 1345.09,
        "low": 1301.11,
        "bid1": 1301.12,
        "ask1": 1301.18,
        "bid_qty1": 1,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": null,
      "intraday_vwap": 571.872,
      "price_vs_vwap_pct": -1.5252,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 4.7953,
        "prev_amount_yi": 4.8657,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9855,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 566.92,
            "high": 568.0,
            "low": 566.92,
            "close": 568.0,
            "amount_yi": 0.928
          },
          {
            "time": "10:34",
            "open": 567.32,
            "high": 567.32,
            "low": 564.44,
            "close": 564.44,
            "amount_yi": 0.9597
          },
          {
            "time": "10:35",
            "open": 563.7,
            "high": 563.7,
            "low": 562.88,
            "close": 562.88,
            "amount_yi": 1.4444
          },
          {
            "time": "10:36",
            "open": 565.8,
            "high": 565.8,
            "low": 563.3,
            "close": 563.3,
            "amount_yi": 1.2045
          },
          {
            "time": "10:37",
            "open": 563.15,
            "high": 563.15,
            "low": 563.15,
            "close": 563.15,
            "amount_yi": 0.2587
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 563.15,
        "ts": "2026-06-25T10:37:15",
        "prev_close": 555.3,
        "open": 560.0,
        "high": 582.66,
        "low": 550.06,
        "bid1": 563.13,
        "ask1": 563.3,
        "bid_qty1": 3,
        "ask_qty1": 23
      },
      "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": "2026-06-25T10:37:20",
      "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": 49.4755,
      "price_vs_vwap_pct": -1.6887,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5269,
        "prev_amount_yi": 0.5963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 48.99,
            "high": 49.0,
            "low": 48.99,
            "close": 49.0,
            "amount_yi": 0.0921
          },
          {
            "time": "10:34",
            "open": 49.04,
            "high": 49.04,
            "low": 48.93,
            "close": 48.93,
            "amount_yi": 0.1094
          },
          {
            "time": "10:35",
            "open": 48.86,
            "high": 48.86,
            "low": 48.81,
            "close": 48.81,
            "amount_yi": 0.1444
          },
          {
            "time": "10:36",
            "open": 48.73,
            "high": 48.73,
            "low": 48.66,
            "close": 48.66,
            "amount_yi": 0.1272
          },
          {
            "time": "10:37",
            "open": 48.64,
            "high": 48.64,
            "low": 48.64,
            "close": 48.64,
            "amount_yi": 0.0538
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 155712.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.64,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 52.9,
        "open": 51.6,
        "high": 51.95,
        "low": 47.66,
        "bid1": 48.64,
        "ask1": 48.65,
        "bid_qty1": 7,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:37:20",
      "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": 52.8866,
      "price_vs_vwap_pct": 0.9897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0155,
        "prev_amount_yi": 1.2565,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 53.52,
            "high": 53.52,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 0.3402
          },
          {
            "time": "10:34",
            "open": 53.51,
            "high": 53.51,
            "low": 53.5,
            "close": 53.5,
            "amount_yi": 0.2995
          },
          {
            "time": "10:35",
            "open": 53.49,
            "high": 53.49,
            "low": 53.4,
            "close": 53.4,
            "amount_yi": 0.1819
          },
          {
            "time": "10:36",
            "open": 53.51,
            "high": 53.51,
            "low": 53.45,
            "close": 53.45,
            "amount_yi": 0.1271
          },
          {
            "time": "10:37",
            "open": 53.41,
            "high": 53.41,
            "low": 53.41,
            "close": 53.41,
            "amount_yi": 0.0668
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.41,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 48.65,
        "open": 50.92,
        "high": 53.52,
        "low": 50.55,
        "bid1": 53.4,
        "ask1": 53.41,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "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": 30.6294,
      "price_vs_vwap_pct": -0.1939,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.178,
        "prev_amount_yi": 0.1386,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2843,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 30.28,
            "high": 30.32,
            "low": 30.28,
            "close": 30.32,
            "amount_yi": 0.0395
          },
          {
            "time": "10:34",
            "open": 30.28,
            "high": 30.28,
            "low": 30.24,
            "close": 30.24,
            "amount_yi": 0.0387
          },
          {
            "time": "10:35",
            "open": 30.26,
            "high": 30.26,
            "low": 30.24,
            "close": 30.24,
            "amount_yi": 0.0253
          },
          {
            "time": "10:36",
            "open": 30.24,
            "high": 30.28,
            "low": 30.24,
            "close": 30.28,
            "amount_yi": 0.0196
          },
          {
            "time": "10:37",
            "open": 30.57,
            "high": 30.57,
            "low": 30.57,
            "close": 30.57,
            "amount_yi": 0.0549
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 30.57,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 31.5,
        "open": 31.48,
        "high": 31.49,
        "low": 30.0,
        "bid1": 30.52,
        "ask1": 30.58,
        "bid_qty1": 1,
        "ask_qty1": 19
      },
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_trigger",
      "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": 147.761,
      "price_vs_vwap_pct": 0.5001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.412,
        "prev_amount_yi": 0.3723,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1066,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 148.02,
            "high": 148.2,
            "low": 148.02,
            "close": 148.2,
            "amount_yi": 0.0706
          },
          {
            "time": "10:34",
            "open": 148.2,
            "high": 149.09,
            "low": 148.2,
            "close": 149.09,
            "amount_yi": 0.135
          },
          {
            "time": "10:35",
            "open": 148.53,
            "high": 148.53,
            "low": 148.28,
            "close": 148.28,
            "amount_yi": 0.0861
          },
          {
            "time": "10:36",
            "open": 148.72,
            "high": 148.9,
            "low": 148.72,
            "close": 148.9,
            "amount_yi": 0.0776
          },
          {
            "time": "10:37",
            "open": 148.5,
            "high": 148.5,
            "low": 148.5,
            "close": 148.5,
            "amount_yi": 0.0427
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 148.5,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 151.32,
        "open": 150.0,
        "high": 151.31,
        "low": 145.6,
        "bid1": 148.61,
        "ask1": 148.64,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "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": 24.106,
      "price_vs_vwap_pct": 1.0537,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0937,
        "prev_amount_yi": 0.1099,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 24.44,
            "high": 24.45,
            "low": 24.44,
            "close": 24.45,
            "amount_yi": 0.0283
          },
          {
            "time": "10:34",
            "open": 24.46,
            "high": 24.47,
            "low": 24.46,
            "close": 24.47,
            "amount_yi": 0.0299
          },
          {
            "time": "10:35",
            "open": 24.45,
            "high": 24.45,
            "low": 24.4,
            "close": 24.4,
            "amount_yi": 0.011
          },
          {
            "time": "10:36",
            "open": 24.39,
            "high": 24.39,
            "low": 24.38,
            "close": 24.38,
            "amount_yi": 0.0152
          },
          {
            "time": "10:37",
            "open": 24.36,
            "high": 24.36,
            "low": 24.36,
            "close": 24.36,
            "amount_yi": 0.0093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.36,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 25.04,
        "open": 24.79,
        "high": 25.09,
        "low": 23.07,
        "bid1": 24.34,
        "ask1": 24.36,
        "bid_qty1": 2,
        "ask_qty1": 20
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "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": 3.7202,
      "intraday_vwap": 35.9095,
      "price_vs_vwap_pct": 0.3077,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6179,
        "prev_amount_yi": 0.7346,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8411,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 35.38,
            "high": 35.4,
            "low": 35.38,
            "close": 35.4,
            "amount_yi": 0.0915
          },
          {
            "time": "10:34",
            "open": 35.7,
            "high": 35.8,
            "low": 35.7,
            "close": 35.8,
            "amount_yi": 0.2502
          },
          {
            "time": "10:35",
            "open": 35.8,
            "high": 35.8,
            "low": 35.8,
            "close": 35.8,
            "amount_yi": 0.1077
          },
          {
            "time": "10:36",
            "open": 35.79,
            "high": 35.8,
            "low": 35.79,
            "close": 35.8,
            "amount_yi": 0.0955
          },
          {
            "time": "10:37",
            "open": 36.02,
            "high": 36.02,
            "low": 36.02,
            "close": 36.02,
            "amount_yi": 0.073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.02,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 35.71,
        "open": 34.25,
        "high": 36.98,
        "low": 34.2,
        "bid1": 36.01,
        "ask1": 36.02,
        "bid_qty1": 2,
        "ask_qty1": 20
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "minute_energy_ratio_too_low",
      "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": 3.5892,
      "intraday_vwap": 28.4506,
      "price_vs_vwap_pct": -1.162,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3677,
        "prev_amount_yi": 0.4933,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 28.33,
            "high": 28.36,
            "low": 28.33,
            "close": 28.36,
            "amount_yi": 0.0628
          },
          {
            "time": "10:34",
            "open": 28.38,
            "high": 28.38,
            "low": 28.34,
            "close": 28.34,
            "amount_yi": 0.0842
          },
          {
            "time": "10:35",
            "open": 28.32,
            "high": 28.32,
            "low": 28.23,
            "close": 28.23,
            "amount_yi": 0.0803
          },
          {
            "time": "10:36",
            "open": 28.16,
            "high": 28.16,
            "low": 28.08,
            "close": 28.08,
            "amount_yi": 0.087
          },
          {
            "time": "10:37",
            "open": 28.12,
            "high": 28.12,
            "low": 28.12,
            "close": 28.12,
            "amount_yi": 0.0534
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.12,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 27.85,
        "open": 27.8,
        "high": 29.24,
        "low": 27.77,
        "bid1": 28.12,
        "ask1": 28.14,
        "bid_qty1": 64,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "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": 132.7305,
      "price_vs_vwap_pct": 1.4838,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.529,
        "prev_amount_yi": 0.5412,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9775,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 134.71,
            "high": 134.95,
            "low": 134.71,
            "close": 134.95,
            "amount_yi": 0.1087
          },
          {
            "time": "10:34",
            "open": 134.77,
            "high": 134.77,
            "low": 134.23,
            "close": 134.23,
            "amount_yi": 0.1633
          },
          {
            "time": "10:35",
            "open": 134.25,
            "high": 134.25,
            "low": 133.78,
            "close": 133.78,
            "amount_yi": 0.1026
          },
          {
            "time": "10:36",
            "open": 133.88,
            "high": 134.05,
            "low": 133.88,
            "close": 134.05,
            "amount_yi": 0.0988
          },
          {
            "time": "10:37",
            "open": 134.7,
            "high": 134.7,
            "low": 134.7,
            "close": 134.7,
            "amount_yi": 0.0556
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 134.7,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 132.99,
        "open": 132.03,
        "high": 136.0,
        "low": 129.26,
        "bid1": 134.56,
        "ask1": 134.66,
        "bid_qty1": 10,
        "ask_qty1": 1
      },
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "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": 4.0159,
      "intraday_vwap": 94.6213,
      "price_vs_vwap_pct": 1.0555,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1788,
        "prev_amount_yi": 2.1991,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 96.37,
            "high": 96.73,
            "low": 96.37,
            "close": 96.73,
            "amount_yi": 0.1969
          },
          {
            "time": "10:34",
            "open": 96.43,
            "high": 96.43,
            "low": 95.74,
            "close": 95.74,
            "amount_yi": 0.3747
          },
          {
            "time": "10:35",
            "open": 95.8,
            "high": 95.8,
            "low": 95.37,
            "close": 95.37,
            "amount_yi": 0.2817
          },
          {
            "time": "10:36",
            "open": 95.67,
            "high": 95.67,
            "low": 95.54,
            "close": 95.54,
            "amount_yi": 0.2483
          },
          {
            "time": "10:37",
            "open": 95.62,
            "high": 95.62,
            "low": 95.62,
            "close": 95.62,
            "amount_yi": 0.0772
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 95.62,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 91.72,
        "open": 93.5,
        "high": 99.5,
        "low": 87.0,
        "bid1": 95.59,
        "ask1": 95.62,
        "bid_qty1": 4,
        "ask_qty1": 339
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "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": 4.5716,
      "price_vs_vwap_pct": 2.1524,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2,
        "prev_amount_yi": 0.0987,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0263,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 4.58,
            "high": 4.59,
            "low": 4.58,
            "close": 4.59,
            "amount_yi": 0.0174
          },
          {
            "time": "10:34",
            "open": 4.58,
            "high": 4.58,
            "low": 4.58,
            "close": 4.58,
            "amount_yi": 0.013
          },
          {
            "time": "10:35",
            "open": 4.58,
            "high": 4.64,
            "low": 4.58,
            "close": 4.64,
            "amount_yi": 0.0576
          },
          {
            "time": "10:36",
            "open": 4.68,
            "high": 4.7,
            "low": 4.68,
            "close": 4.7,
            "amount_yi": 0.0808
          },
          {
            "time": "10:37",
            "open": 4.67,
            "high": 4.67,
            "low": 4.67,
            "close": 4.67,
            "amount_yi": 0.0312
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.67,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 4.76,
        "open": 4.52,
        "high": 4.75,
        "low": 4.46,
        "bid1": 4.66,
        "ask1": 4.67,
        "bid_qty1": 112,
        "ask_qty1": 124
      },
      "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": "2026-06-25T10:37:20",
      "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": 22.258,
      "price_vs_vwap_pct": 0.9525,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.224,
        "prev_amount_yi": 0.2062,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 22.37,
            "high": 22.37,
            "low": 22.34,
            "close": 22.34,
            "amount_yi": 0.0394
          },
          {
            "time": "10:34",
            "open": 22.38,
            "high": 22.39,
            "low": 22.38,
            "close": 22.39,
            "amount_yi": 0.0472
          },
          {
            "time": "10:35",
            "open": 22.4,
            "high": 22.42,
            "low": 22.4,
            "close": 22.42,
            "amount_yi": 0.0654
          },
          {
            "time": "10:36",
            "open": 22.44,
            "high": 22.47,
            "low": 22.44,
            "close": 22.47,
            "amount_yi": 0.0457
          },
          {
            "time": "10:37",
            "open": 22.47,
            "high": 22.47,
            "low": 22.47,
            "close": 22.47,
            "amount_yi": 0.0263
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.47,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 22.15,
        "open": 21.58,
        "high": 22.96,
        "low": 21.44,
        "bid1": 22.47,
        "ask1": 22.48,
        "bid_qty1": 77,
        "ask_qty1": 183
      },
      "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": "2026-06-25T10:37:20",
      "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": 79.0315,
      "price_vs_vwap_pct": -0.9635,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1396,
        "prev_amount_yi": 0.209,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 78.49,
            "high": 78.49,
            "low": 78.47,
            "close": 78.47,
            "amount_yi": 0.0359
          },
          {
            "time": "10:34",
            "open": 78.49,
            "high": 78.49,
            "low": 78.26,
            "close": 78.26,
            "amount_yi": 0.0291
          },
          {
            "time": "10:35",
            "open": 78.4,
            "high": 78.52,
            "low": 78.4,
            "close": 78.52,
            "amount_yi": 0.0349
          },
          {
            "time": "10:36",
            "open": 78.39,
            "high": 78.4,
            "low": 78.39,
            "close": 78.4,
            "amount_yi": 0.0311
          },
          {
            "time": "10:37",
            "open": 78.27,
            "high": 78.27,
            "low": 78.27,
            "close": 78.27,
            "amount_yi": 0.0086
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.27,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 80.68,
        "open": 80.5,
        "high": 81.36,
        "low": 77.05,
        "bid1": 78.22,
        "ask1": 78.27,
        "bid_qty1": 12,
        "ask_qty1": 3
      },
      "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": "2026-06-25T10:37:20",
      "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": 115.2986,
      "price_vs_vwap_pct": -0.4671,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.206,
        "prev_amount_yi": 0.3999,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5151,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 114.61,
            "high": 114.84,
            "low": 114.61,
            "close": 114.84,
            "amount_yi": 0.0334
          },
          {
            "time": "10:34",
            "open": 114.86,
            "high": 115.1,
            "low": 114.86,
            "close": 115.1,
            "amount_yi": 0.0944
          },
          {
            "time": "10:35",
            "open": 114.9,
            "high": 114.9,
            "low": 114.7,
            "close": 114.7,
            "amount_yi": 0.0284
          },
          {
            "time": "10:36",
            "open": 114.8,
            "high": 114.8,
            "low": 114.69,
            "close": 114.69,
            "amount_yi": 0.0325
          },
          {
            "time": "10:37",
            "open": 114.76,
            "high": 114.76,
            "low": 114.76,
            "close": 114.76,
            "amount_yi": 0.0173
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 114.76,
        "ts": "2026-06-25T10:37:19",
        "prev_close": 116.12,
        "open": 118.0,
        "high": 118.18,
        "low": 113.38,
        "bid1": 114.6,
        "ask1": 114.76,
        "bid_qty1": 10,
        "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": "2026-06-25T10:37:20",
      "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": 17.7924,
      "price_vs_vwap_pct": -1.8682,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3944,
        "prev_amount_yi": 0.3772,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0456,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 17.48,
            "high": 17.49,
            "low": 17.48,
            "close": 17.49,
            "amount_yi": 0.1598
          },
          {
            "time": "10:34",
            "open": 17.46,
            "high": 17.46,
            "low": 17.45,
            "close": 17.45,
            "amount_yi": 0.0836
          },
          {
            "time": "10:35",
            "open": 17.48,
            "high": 17.48,
            "low": 17.47,
            "close": 17.47,
            "amount_yi": 0.0568
          },
          {
            "time": "10:36",
            "open": 17.49,
            "high": 17.49,
            "low": 17.44,
            "close": 17.44,
            "amount_yi": 0.0569
          },
          {
            "time": "10:37",
            "open": 17.46,
            "high": 17.46,
            "low": 17.46,
            "close": 17.46,
            "amount_yi": 0.0373
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.46,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 18.08,
        "open": 18.15,
        "high": 18.25,
        "low": 17.42,
        "bid1": 17.46,
        "ask1": 17.47,
        "bid_qty1": 579,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 107.7502,
      "price_vs_vwap_pct": -2.2925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3143,
        "prev_amount_yi": 0.4101,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7664,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 105.7,
            "high": 105.82,
            "low": 105.7,
            "close": 105.82,
            "amount_yi": 0.0712
          },
          {
            "time": "10:34",
            "open": 105.79,
            "high": 105.79,
            "low": 105.57,
            "close": 105.57,
            "amount_yi": 0.092
          },
          {
            "time": "10:35",
            "open": 105.52,
            "high": 105.52,
            "low": 105.51,
            "close": 105.51,
            "amount_yi": 0.0597
          },
          {
            "time": "10:36",
            "open": 105.46,
            "high": 105.46,
            "low": 105.36,
            "close": 105.36,
            "amount_yi": 0.05
          },
          {
            "time": "10:37",
            "open": 105.28,
            "high": 105.28,
            "low": 105.28,
            "close": 105.28,
            "amount_yi": 0.0414
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 105.28,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 107.85,
        "open": 109.7,
        "high": 109.9,
        "low": 105.27,
        "bid1": 105.27,
        "ask1": 105.28,
        "bid_qty1": 28,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 59.5203,
      "price_vs_vwap_pct": -4.0831,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.603,
        "prev_amount_yi": 0.868,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 57.2,
            "high": 57.42,
            "low": 57.2,
            "close": 57.42,
            "amount_yi": 0.0917
          },
          {
            "time": "10:34",
            "open": 57.48,
            "high": 57.48,
            "low": 57.14,
            "close": 57.14,
            "amount_yi": 0.1466
          },
          {
            "time": "10:35",
            "open": 57.13,
            "high": 57.17,
            "low": 57.13,
            "close": 57.17,
            "amount_yi": 0.1309
          },
          {
            "time": "10:36",
            "open": 57.18,
            "high": 57.18,
            "low": 57.11,
            "close": 57.11,
            "amount_yi": 0.167
          },
          {
            "time": "10:37",
            "open": 57.09,
            "high": 57.09,
            "low": 57.09,
            "close": 57.09,
            "amount_yi": 0.0668
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 57.09,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 59.55,
        "open": 62.0,
        "high": 62.0,
        "low": 56.88,
        "bid1": 57.08,
        "ask1": 57.09,
        "bid_qty1": 49,
        "ask_qty1": 25
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 231.5454,
      "price_vs_vwap_pct": -0.7581,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2239,
        "prev_amount_yi": 0.2801,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7994,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 229.39,
            "high": 229.8,
            "low": 229.39,
            "close": 229.8,
            "amount_yi": 0.0657
          },
          {
            "time": "10:34",
            "open": 229.91,
            "high": 229.98,
            "low": 229.91,
            "close": 229.98,
            "amount_yi": 0.0561
          },
          {
            "time": "10:35",
            "open": 230.0,
            "high": 230.01,
            "low": 230.0,
            "close": 230.01,
            "amount_yi": 0.0281
          },
          {
            "time": "10:36",
            "open": 230.37,
            "high": 230.37,
            "low": 229.61,
            "close": 229.61,
            "amount_yi": 0.0593
          },
          {
            "time": "10:37",
            "open": 229.79,
            "high": 229.79,
            "low": 229.79,
            "close": 229.79,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 229.79,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 248.33,
        "open": 238.36,
        "high": 240.99,
        "low": 225.88,
        "bid1": 229.79,
        "ask1": 229.8,
        "bid_qty1": 10,
        "ask_qty1": 12
      },
      "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": "2026-06-25T10:37:20",
      "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": 410.9782,
      "price_vs_vwap_pct": -1.406,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1422,
        "prev_amount_yi": 0.1971,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7215,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:33",
            "open": 407.07,
            "high": 407.07,
            "low": 406.8,
            "close": 406.8,
            "amount_yi": 0.0358
          },
          {
            "time": "10:34",
            "open": 407.04,
            "high": 407.04,
            "low": 407.01,
            "close": 407.01,
            "amount_yi": 0.0138
          },
          {
            "time": "10:35",
            "open": 407.0,
            "high": 407.0,
            "low": 406.35,
            "close": 406.35,
            "amount_yi": 0.0264
          },
          {
            "time": "10:36",
            "open": 406.07,
            "high": 406.07,
            "low": 405.63,
            "close": 405.63,
            "amount_yi": 0.0467
          },
          {
            "time": "10:37",
            "open": 405.2,
            "high": 405.2,
            "low": 405.2,
            "close": 405.2,
            "amount_yi": 0.0195
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 405.2,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 404.0,
        "open": 408.0,
        "high": 422.0,
        "low": 393.0,
        "bid1": 405.13,
        "ask1": 405.2,
        "bid_qty1": 2,
        "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": "2026-06-25T10:37:20",
      "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": 80.3666,
      "price_vs_vwap_pct": -2.2604,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1916,
        "prev_amount_yi": 0.226,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8478,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:33",
            "open": 78.8,
            "high": 78.88,
            "low": 78.8,
            "close": 78.88,
            "amount_yi": 0.0417
          },
          {
            "time": "10:34",
            "open": 78.75,
            "high": 78.75,
            "low": 78.67,
            "close": 78.67,
            "amount_yi": 0.0356
          },
          {
            "time": "10:35",
            "open": 78.65,
            "high": 78.65,
            "low": 78.42,
            "close": 78.42,
            "amount_yi": 0.0246
          },
          {
            "time": "10:36",
            "open": 78.44,
            "high": 78.44,
            "low": 78.39,
            "close": 78.39,
            "amount_yi": 0.0482
          },
          {
            "time": "10:37",
            "open": 78.55,
            "high": 78.55,
            "low": 78.55,
            "close": 78.55,
            "amount_yi": 0.0415
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.55,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 73.26,
        "open": 74.58,
        "high": 85.8,
        "low": 74.0,
        "bid1": 78.43,
        "ask1": 78.55,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 95.3163,
      "price_vs_vwap_pct": -1.381,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9695,
        "prev_amount_yi": 0.875,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.108,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 94.32,
            "high": 94.32,
            "low": 94.3,
            "close": 94.3,
            "amount_yi": 0.1257
          },
          {
            "time": "10:34",
            "open": 94.24,
            "high": 94.24,
            "low": 94.18,
            "close": 94.18,
            "amount_yi": 0.2164
          },
          {
            "time": "10:35",
            "open": 94.13,
            "high": 94.13,
            "low": 94.02,
            "close": 94.02,
            "amount_yi": 0.2145
          },
          {
            "time": "10:36",
            "open": 94.05,
            "high": 94.05,
            "low": 94.0,
            "close": 94.0,
            "amount_yi": 0.1622
          },
          {
            "time": "10:37",
            "open": 94.0,
            "high": 94.0,
            "low": 94.0,
            "close": 94.0,
            "amount_yi": 0.2507
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.0,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 96.7,
        "open": 97.2,
        "high": 97.58,
        "low": 93.98,
        "bid1": 94.0,
        "ask1": 94.07,
        "bid_qty1": 25,
        "ask_qty1": 4
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 53.3654,
      "price_vs_vwap_pct": -0.2537,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1045,
        "prev_amount_yi": 0.1598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6539,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 52.87,
            "high": 53.03,
            "low": 52.87,
            "close": 53.03,
            "amount_yi": 0.0182
          },
          {
            "time": "10:34",
            "open": 53.08,
            "high": 53.09,
            "low": 53.08,
            "close": 53.09,
            "amount_yi": 0.0272
          },
          {
            "time": "10:35",
            "open": 53.11,
            "high": 53.11,
            "low": 53.07,
            "close": 53.07,
            "amount_yi": 0.0256
          },
          {
            "time": "10:36",
            "open": 53.12,
            "high": 53.18,
            "low": 53.12,
            "close": 53.18,
            "amount_yi": 0.0208
          },
          {
            "time": "10:37",
            "open": 53.23,
            "high": 53.23,
            "low": 53.23,
            "close": 53.23,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.23,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 55.68,
        "open": 55.38,
        "high": 56.54,
        "low": 51.66,
        "bid1": 53.2,
        "ask1": 53.22,
        "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.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": "2026-06-25T10:37:20",
      "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": 70.1407,
      "price_vs_vwap_pct": -1.5408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.437,
        "prev_amount_yi": 0.5037,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8676,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 68.92,
            "high": 68.93,
            "low": 68.92,
            "close": 68.93,
            "amount_yi": 0.1384
          },
          {
            "time": "10:34",
            "open": 69.08,
            "high": 69.08,
            "low": 68.93,
            "close": 68.93,
            "amount_yi": 0.0922
          },
          {
            "time": "10:35",
            "open": 68.96,
            "high": 68.96,
            "low": 68.9,
            "close": 68.9,
            "amount_yi": 0.1093
          },
          {
            "time": "10:36",
            "open": 68.93,
            "high": 68.97,
            "low": 68.93,
            "close": 68.97,
            "amount_yi": 0.0674
          },
          {
            "time": "10:37",
            "open": 69.06,
            "high": 69.06,
            "low": 69.06,
            "close": 69.06,
            "amount_yi": 0.0297
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.06,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 71.62,
        "open": 71.0,
        "high": 72.19,
        "low": 68.73,
        "bid1": 69.06,
        "ask1": 69.07,
        "bid_qty1": 99,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:37:20",
      "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": 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": null,
      "intraday_vwap": 50.3976,
      "price_vs_vwap_pct": -1.662,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2413,
        "prev_amount_yi": 1.1548,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 50.06,
            "high": 50.11,
            "low": 50.06,
            "close": 50.11,
            "amount_yi": 0.119
          },
          {
            "time": "10:34",
            "open": 50.11,
            "high": 50.11,
            "low": 50.1,
            "close": 50.1,
            "amount_yi": 0.2289
          },
          {
            "time": "10:35",
            "open": 50.07,
            "high": 50.07,
            "low": 50.0,
            "close": 50.0,
            "amount_yi": 0.2758
          },
          {
            "time": "10:36",
            "open": 49.93,
            "high": 49.93,
            "low": 49.75,
            "close": 49.75,
            "amount_yi": 0.2757
          },
          {
            "time": "10:37",
            "open": 49.56,
            "high": 49.56,
            "low": 49.56,
            "close": 49.56,
            "amount_yi": 0.3419
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.56,
        "ts": "2026-06-25T10:37:19",
        "prev_close": 49.63,
        "open": 50.65,
        "high": 51.48,
        "low": 48.65,
        "bid1": 49.64,
        "ask1": 49.66,
        "bid_qty1": 7,
        "ask_qty1": 14
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 18.9551,
      "price_vs_vwap_pct": -0.1852,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1398,
        "prev_amount_yi": 0.1988,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7032,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 18.92,
            "high": 18.96,
            "low": 18.92,
            "close": 18.96,
            "amount_yi": 0.0262
          },
          {
            "time": "10:34",
            "open": 18.94,
            "high": 18.94,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0358
          },
          {
            "time": "10:35",
            "open": 18.95,
            "high": 18.95,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0237
          },
          {
            "time": "10:36",
            "open": 18.9,
            "high": 18.92,
            "low": 18.9,
            "close": 18.92,
            "amount_yi": 0.0414
          },
          {
            "time": "10:37",
            "open": 18.92,
            "high": 18.92,
            "low": 18.92,
            "close": 18.92,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.92,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 18.95,
        "open": 18.81,
        "high": 19.2,
        "low": 18.69,
        "bid1": 18.9,
        "ask1": 18.92,
        "bid_qty1": 109,
        "ask_qty1": 129
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "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": 39.6919,
      "price_vs_vwap_pct": -0.9622,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3779,
        "prev_amount_yi": 0.5824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 39.56,
            "high": 39.62,
            "low": 39.56,
            "close": 39.62,
            "amount_yi": 0.0695
          },
          {
            "time": "10:34",
            "open": 39.49,
            "high": 39.49,
            "low": 39.42,
            "close": 39.42,
            "amount_yi": 0.09
          },
          {
            "time": "10:35",
            "open": 39.45,
            "high": 39.45,
            "low": 39.4,
            "close": 39.4,
            "amount_yi": 0.0579
          },
          {
            "time": "10:36",
            "open": 39.42,
            "high": 39.42,
            "low": 39.34,
            "close": 39.34,
            "amount_yi": 0.0974
          },
          {
            "time": "10:37",
            "open": 39.31,
            "high": 39.31,
            "low": 39.31,
            "close": 39.31,
            "amount_yi": 0.0631
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.31,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 37.54,
        "open": 37.54,
        "high": 40.66,
        "low": 37.27,
        "bid1": 39.31,
        "ask1": 39.33,
        "bid_qty1": 22,
        "ask_qty1": 22
      },
      "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": "2026-06-25T10:37:20",
      "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": 16.654,
      "price_vs_vwap_pct": -1.1048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.11,
        "prev_amount_yi": 0.1128,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9752,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 16.43,
            "high": 16.44,
            "low": 16.43,
            "close": 16.44,
            "amount_yi": 0.0237
          },
          {
            "time": "10:34",
            "open": 16.46,
            "high": 16.46,
            "low": 16.44,
            "close": 16.44,
            "amount_yi": 0.0278
          },
          {
            "time": "10:35",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0187
          },
          {
            "time": "10:36",
            "open": 16.52,
            "high": 16.52,
            "low": 16.46,
            "close": 16.46,
            "amount_yi": 0.0296
          },
          {
            "time": "10:37",
            "open": 16.47,
            "high": 16.47,
            "low": 16.47,
            "close": 16.47,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.47,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 17.08,
        "open": 16.96,
        "high": 17.25,
        "low": 16.34,
        "bid1": 16.46,
        "ask1": 16.47,
        "bid_qty1": 1,
        "ask_qty1": 269
      },
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_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": 24.0034,
      "price_vs_vwap_pct": -0.3891,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2976,
        "prev_amount_yi": 0.2932,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.015,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 23.9,
            "high": 23.93,
            "low": 23.9,
            "close": 23.93,
            "amount_yi": 0.0343
          },
          {
            "time": "10:34",
            "open": 23.95,
            "high": 23.95,
            "low": 23.94,
            "close": 23.94,
            "amount_yi": 0.0604
          },
          {
            "time": "10:35",
            "open": 23.92,
            "high": 23.92,
            "low": 23.9,
            "close": 23.9,
            "amount_yi": 0.0848
          },
          {
            "time": "10:36",
            "open": 23.9,
            "high": 23.9,
            "low": 23.89,
            "close": 23.89,
            "amount_yi": 0.0669
          },
          {
            "time": "10:37",
            "open": 23.91,
            "high": 23.91,
            "low": 23.91,
            "close": 23.91,
            "amount_yi": 0.0512
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.91,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 23.83,
        "open": 23.71,
        "high": 24.42,
        "low": 23.52,
        "bid1": 23.91,
        "ask1": 23.92,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 152.2367,
      "price_vs_vwap_pct": 0.1664,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2268,
        "prev_amount_yi": 1.6581,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 152.3,
            "high": 152.31,
            "low": 152.3,
            "close": 152.31,
            "amount_yi": 0.2527
          },
          {
            "time": "10:34",
            "open": 152.07,
            "high": 152.13,
            "low": 152.07,
            "close": 152.13,
            "amount_yi": 0.3002
          },
          {
            "time": "10:35",
            "open": 152.25,
            "high": 152.25,
            "low": 152.18,
            "close": 152.18,
            "amount_yi": 0.2453
          },
          {
            "time": "10:36",
            "open": 152.37,
            "high": 152.37,
            "low": 152.06,
            "close": 152.06,
            "amount_yi": 0.2864
          },
          {
            "time": "10:37",
            "open": 152.49,
            "high": 152.49,
            "low": 152.49,
            "close": 152.49,
            "amount_yi": 0.1422
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 152.49,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 152.23,
        "open": 153.75,
        "high": 156.6,
        "low": 148.9,
        "bid1": 152.48,
        "ask1": 152.49,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "invalid_price_broken",
      "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": 30.1356,
      "price_vs_vwap_pct": -0.8813,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0931,
        "prev_amount_yi": 0.1288,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7228,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 29.96,
            "high": 29.96,
            "low": 29.94,
            "close": 29.94,
            "amount_yi": 0.015
          },
          {
            "time": "10:34",
            "open": 29.92,
            "high": 29.92,
            "low": 29.92,
            "close": 29.92,
            "amount_yi": 0.0133
          },
          {
            "time": "10:35",
            "open": 29.91,
            "high": 29.91,
            "low": 29.9,
            "close": 29.9,
            "amount_yi": 0.0257
          },
          {
            "time": "10:36",
            "open": 29.92,
            "high": 29.92,
            "low": 29.88,
            "close": 29.88,
            "amount_yi": 0.0238
          },
          {
            "time": "10:37",
            "open": 29.87,
            "high": 29.87,
            "low": 29.87,
            "close": 29.87,
            "amount_yi": 0.0153
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.87,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 30.78,
        "open": 30.48,
        "high": 30.8,
        "low": 29.68,
        "bid1": 29.86,
        "ask1": 29.87,
        "bid_qty1": 131,
        "ask_qty1": 14
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 82.0205,
      "price_vs_vwap_pct": 1.0479,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2542,
        "prev_amount_yi": 0.2576,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 82.5,
            "high": 82.54,
            "low": 82.5,
            "close": 82.54,
            "amount_yi": 0.0773
          },
          {
            "time": "10:34",
            "open": 82.53,
            "high": 82.57,
            "low": 82.53,
            "close": 82.57,
            "amount_yi": 0.0465
          },
          {
            "time": "10:35",
            "open": 82.6,
            "high": 82.6,
            "low": 82.59,
            "close": 82.59,
            "amount_yi": 0.0306
          },
          {
            "time": "10:36",
            "open": 82.68,
            "high": 82.75,
            "low": 82.68,
            "close": 82.75,
            "amount_yi": 0.0701
          },
          {
            "time": "10:37",
            "open": 82.88,
            "high": 82.88,
            "low": 82.88,
            "close": 82.88,
            "amount_yi": 0.0297
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 82.88,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 76.38,
        "open": 74.58,
        "high": 84.02,
        "low": 74.58,
        "bid1": 82.86,
        "ask1": 82.88,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:37:20",
      "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": 32.995,
      "price_vs_vwap_pct": -0.5001,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1483,
        "prev_amount_yi": 0.1993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7441,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 32.75,
            "high": 32.8,
            "low": 32.75,
            "close": 32.8,
            "amount_yi": 0.0468
          },
          {
            "time": "10:34",
            "open": 32.8,
            "high": 32.8,
            "low": 32.79,
            "close": 32.79,
            "amount_yi": 0.0388
          },
          {
            "time": "10:35",
            "open": 32.79,
            "high": 32.79,
            "low": 32.78,
            "close": 32.78,
            "amount_yi": 0.0123
          },
          {
            "time": "10:36",
            "open": 32.79,
            "high": 32.83,
            "low": 32.79,
            "close": 32.83,
            "amount_yi": 0.041
          },
          {
            "time": "10:37",
            "open": 32.83,
            "high": 32.83,
            "low": 32.83,
            "close": 32.83,
            "amount_yi": 0.0094
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.83,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 33.41,
        "open": 33.27,
        "high": 33.55,
        "low": 32.62,
        "bid1": 32.82,
        "ask1": 32.83,
        "bid_qty1": 14,
        "ask_qty1": 62
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 185.0334,
      "price_vs_vwap_pct": -0.4774,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2935,
        "prev_amount_yi": 0.2916,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0065,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 184.79,
            "high": 185.41,
            "low": 184.79,
            "close": 185.41,
            "amount_yi": 0.0674
          },
          {
            "time": "10:34",
            "open": 185.1,
            "high": 185.1,
            "low": 184.84,
            "close": 184.84,
            "amount_yi": 0.0976
          },
          {
            "time": "10:35",
            "open": 184.58,
            "high": 184.58,
            "low": 184.26,
            "close": 184.26,
            "amount_yi": 0.0482
          },
          {
            "time": "10:36",
            "open": 184.38,
            "high": 184.38,
            "low": 184.3,
            "close": 184.3,
            "amount_yi": 0.0586
          },
          {
            "time": "10:37",
            "open": 184.15,
            "high": 184.15,
            "low": 184.15,
            "close": 184.15,
            "amount_yi": 0.0217
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 184.15,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 185.39,
        "open": 186.8,
        "high": 186.85,
        "low": 183.03,
        "bid1": 184.09,
        "ask1": 184.17,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "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": 37.2541,
      "price_vs_vwap_pct": -1.1384,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1323,
        "prev_amount_yi": 0.1833,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 36.75,
            "high": 36.84,
            "low": 36.75,
            "close": 36.84,
            "amount_yi": 0.0347
          },
          {
            "time": "10:34",
            "open": 36.79,
            "high": 36.8,
            "low": 36.79,
            "close": 36.8,
            "amount_yi": 0.0493
          },
          {
            "time": "10:35",
            "open": 36.78,
            "high": 36.81,
            "low": 36.78,
            "close": 36.81,
            "amount_yi": 0.0153
          },
          {
            "time": "10:36",
            "open": 36.78,
            "high": 36.78,
            "low": 36.78,
            "close": 36.78,
            "amount_yi": 0.0211
          },
          {
            "time": "10:37",
            "open": 36.83,
            "high": 36.83,
            "low": 36.83,
            "close": 36.83,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.83,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 38.1,
        "open": 37.8,
        "high": 38.19,
        "low": 36.73,
        "bid1": 36.81,
        "ask1": 36.82,
        "bid_qty1": 5,
        "ask_qty1": 499
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_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": 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": 54.9176,
      "price_vs_vwap_pct": 0.0408,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5018,
        "prev_amount_yi": 0.7441,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6744,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 55.39,
            "high": 55.77,
            "low": 55.39,
            "close": 55.77,
            "amount_yi": 0.1313
          },
          {
            "time": "10:34",
            "open": 55.55,
            "high": 55.55,
            "low": 55.45,
            "close": 55.45,
            "amount_yi": 0.1704
          },
          {
            "time": "10:35",
            "open": 55.33,
            "high": 55.33,
            "low": 55.18,
            "close": 55.18,
            "amount_yi": 0.0569
          },
          {
            "time": "10:36",
            "open": 55.21,
            "high": 55.21,
            "low": 55.03,
            "close": 55.03,
            "amount_yi": 0.094
          },
          {
            "time": "10:37",
            "open": 54.94,
            "high": 54.94,
            "low": 54.94,
            "close": 54.94,
            "amount_yi": 0.0492
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.94,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 54.48,
        "open": 55.35,
        "high": 56.66,
        "low": 53.01,
        "bid1": 54.92,
        "ask1": 54.94,
        "bid_qty1": 23,
        "ask_qty1": 9
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.4554,
      "intraday_vwap": 10.0315,
      "price_vs_vwap_pct": 0.5832,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2244,
        "prev_amount_yi": 0.2186,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0265,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 10.13,
            "high": 10.14,
            "low": 10.13,
            "close": 10.14,
            "amount_yi": 0.0494
          },
          {
            "time": "10:34",
            "open": 10.14,
            "high": 10.14,
            "low": 10.13,
            "close": 10.13,
            "amount_yi": 0.0482
          },
          {
            "time": "10:35",
            "open": 10.13,
            "high": 10.13,
            "low": 10.11,
            "close": 10.11,
            "amount_yi": 0.0321
          },
          {
            "time": "10:36",
            "open": 10.11,
            "high": 10.11,
            "low": 10.1,
            "close": 10.1,
            "amount_yi": 0.0348
          },
          {
            "time": "10:37",
            "open": 10.09,
            "high": 10.09,
            "low": 10.09,
            "close": 10.09,
            "amount_yi": 0.0599
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 10.09,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.23,
        "low": 9.76,
        "bid1": 10.09,
        "ask1": 10.1,
        "bid_qty1": 69,
        "ask_qty1": 350
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "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": 100.4928,
      "price_vs_vwap_pct": -0.8088,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3244,
        "prev_amount_yi": 0.385,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8426,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 99.5,
            "high": 99.65,
            "low": 99.5,
            "close": 99.65,
            "amount_yi": 0.0644
          },
          {
            "time": "10:34",
            "open": 99.54,
            "high": 99.54,
            "low": 99.45,
            "close": 99.45,
            "amount_yi": 0.1009
          },
          {
            "time": "10:35",
            "open": 99.65,
            "high": 99.65,
            "low": 99.46,
            "close": 99.46,
            "amount_yi": 0.0443
          },
          {
            "time": "10:36",
            "open": 99.47,
            "high": 99.47,
            "low": 99.45,
            "close": 99.45,
            "amount_yi": 0.0627
          },
          {
            "time": "10:37",
            "open": 99.68,
            "high": 99.68,
            "low": 99.68,
            "close": 99.68,
            "amount_yi": 0.0521
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 99.68,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 103.81,
        "open": 104.07,
        "high": 105.0,
        "low": 98.08,
        "bid1": 99.66,
        "ask1": 99.68,
        "bid_qty1": 7,
        "ask_qty1": 81
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "invalid_price_broken",
      "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": 38.0029,
      "price_vs_vwap_pct": -2.7443,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.9826,
        "prev_amount_yi": 0.5051,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 37.13,
            "high": 37.15,
            "low": 37.13,
            "close": 37.15,
            "amount_yi": 0.2211
          },
          {
            "time": "10:34",
            "open": 37.06,
            "high": 37.06,
            "low": 37.03,
            "close": 37.03,
            "amount_yi": 0.197
          },
          {
            "time": "10:35",
            "open": 37.03,
            "high": 37.03,
            "low": 37.01,
            "close": 37.01,
            "amount_yi": 0.2447
          },
          {
            "time": "10:36",
            "open": 36.96,
            "high": 36.96,
            "low": 36.95,
            "close": 36.95,
            "amount_yi": 0.2723
          },
          {
            "time": "10:37",
            "open": 36.96,
            "high": 36.96,
            "low": 36.96,
            "close": 36.96,
            "amount_yi": 0.0475
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.96,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 37.76,
        "open": 38.0,
        "high": 39.08,
        "low": 36.88,
        "bid1": 36.96,
        "ask1": 36.98,
        "bid_qty1": 170,
        "ask_qty1": 23
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 115.308,
      "price_vs_vwap_pct": -0.111,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.015,
        "prev_amount_yi": 1.3985,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7258,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 115.2,
            "high": 115.2,
            "low": 115.03,
            "close": 115.03,
            "amount_yi": 0.2738
          },
          {
            "time": "10:34",
            "open": 115.17,
            "high": 115.17,
            "low": 115.11,
            "close": 115.11,
            "amount_yi": 0.1821
          },
          {
            "time": "10:35",
            "open": 115.19,
            "high": 115.19,
            "low": 115.15,
            "close": 115.15,
            "amount_yi": 0.235
          },
          {
            "time": "10:36",
            "open": 115.27,
            "high": 115.27,
            "low": 115.26,
            "close": 115.26,
            "amount_yi": 0.2553
          },
          {
            "time": "10:37",
            "open": 115.18,
            "high": 115.18,
            "low": 115.18,
            "close": 115.18,
            "amount_yi": 0.0688
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 115.18,
        "ts": "2026-06-25T10:37:19",
        "prev_close": 115.4,
        "open": 114.0,
        "high": 117.0,
        "low": 113.23,
        "bid1": 115.17,
        "ask1": 115.18,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "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": "2026-06-25T10:37:20",
      "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": 74.8668,
      "price_vs_vwap_pct": 1.5003,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1594,
        "prev_amount_yi": 0.2058,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7745,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 75.93,
            "high": 76.3,
            "low": 75.93,
            "close": 76.3,
            "amount_yi": 0.0429
          },
          {
            "time": "10:34",
            "open": 76.15,
            "high": 76.32,
            "low": 76.15,
            "close": 76.32,
            "amount_yi": 0.0435
          },
          {
            "time": "10:35",
            "open": 75.96,
            "high": 75.96,
            "low": 75.95,
            "close": 75.95,
            "amount_yi": 0.0323
          },
          {
            "time": "10:36",
            "open": 76.18,
            "high": 76.18,
            "low": 76.0,
            "close": 76.0,
            "amount_yi": 0.0309
          },
          {
            "time": "10:37",
            "open": 75.99,
            "high": 75.99,
            "low": 75.99,
            "close": 75.99,
            "amount_yi": 0.0098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.99,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 73.7,
        "open": 72.73,
        "high": 77.49,
        "low": 72.73,
        "bid1": 75.94,
        "ask1": 75.98,
        "bid_qty1": 32,
        "ask_qty1": 19
      },
      "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": "2026-06-25T10:37:20",
      "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": 192.0484,
      "price_vs_vwap_pct": -0.5459,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3003,
        "prev_amount_yi": 0.4687,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6407,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 191.08,
            "high": 191.54,
            "low": 191.08,
            "close": 191.54,
            "amount_yi": 0.064
          },
          {
            "time": "10:34",
            "open": 191.39,
            "high": 191.39,
            "low": 190.5,
            "close": 190.5,
            "amount_yi": 0.0679
          },
          {
            "time": "10:35",
            "open": 190.6,
            "high": 190.6,
            "low": 190.14,
            "close": 190.14,
            "amount_yi": 0.0697
          },
          {
            "time": "10:36",
            "open": 190.99,
            "high": 191.18,
            "low": 190.99,
            "close": 191.18,
            "amount_yi": 0.0666
          },
          {
            "time": "10:37",
            "open": 191.0,
            "high": 191.0,
            "low": 191.0,
            "close": 191.0,
            "amount_yi": 0.0321
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 191.0,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 194.0,
        "open": 193.51,
        "high": 196.65,
        "low": 188.01,
        "bid1": 190.71,
        "ask1": 191.18,
        "bid_qty1": 4,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:37:20",
      "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": 19.2675,
      "price_vs_vwap_pct": -2.3745,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.381,
        "prev_amount_yi": 0.4598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8286,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 18.56,
            "high": 18.61,
            "low": 18.56,
            "close": 18.61,
            "amount_yi": 0.1534
          },
          {
            "time": "10:34",
            "open": 18.57,
            "high": 18.57,
            "low": 18.56,
            "close": 18.56,
            "amount_yi": 0.0614
          },
          {
            "time": "10:35",
            "open": 18.56,
            "high": 18.61,
            "low": 18.56,
            "close": 18.61,
            "amount_yi": 0.0479
          },
          {
            "time": "10:36",
            "open": 18.68,
            "high": 18.79,
            "low": 18.68,
            "close": 18.79,
            "amount_yi": 0.0473
          },
          {
            "time": "10:37",
            "open": 18.81,
            "high": 18.81,
            "low": 18.81,
            "close": 18.81,
            "amount_yi": 0.071
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.81,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 20.15,
        "open": 19.95,
        "high": 20.15,
        "low": 18.48,
        "bid1": 18.8,
        "ask1": 18.81,
        "bid_qty1": 42,
        "ask_qty1": 178
      },
      "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": "2026-06-25T10:37:20",
      "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": 12.8621,
      "price_vs_vwap_pct": -1.1048,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1138,
        "prev_amount_yi": 0.1228,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9267,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 12.8,
            "high": 12.8,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0271
          },
          {
            "time": "10:34",
            "open": 12.82,
            "high": 12.82,
            "low": 12.8,
            "close": 12.8,
            "amount_yi": 0.0164
          },
          {
            "time": "10:35",
            "open": 12.77,
            "high": 12.77,
            "low": 12.74,
            "close": 12.74,
            "amount_yi": 0.0239
          },
          {
            "time": "10:36",
            "open": 12.73,
            "high": 12.73,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.0219
          },
          {
            "time": "10:37",
            "open": 12.72,
            "high": 12.72,
            "low": 12.72,
            "close": 12.72,
            "amount_yi": 0.0245
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.72,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 13.28,
        "open": 13.0,
        "high": 13.18,
        "low": 12.63,
        "bid1": 12.71,
        "ask1": 12.72,
        "bid_qty1": 1228,
        "ask_qty1": 338
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "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": 3.2109,
      "intraday_vwap": 34.8785,
      "price_vs_vwap_pct": -0.9418,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6298,
        "prev_amount_yi": 0.7023,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8968,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 34.53,
            "high": 34.54,
            "low": 34.53,
            "close": 34.54,
            "amount_yi": 0.1826
          },
          {
            "time": "10:34",
            "open": 34.54,
            "high": 34.58,
            "low": 34.54,
            "close": 34.58,
            "amount_yi": 0.178
          },
          {
            "time": "10:35",
            "open": 34.59,
            "high": 34.6,
            "low": 34.59,
            "close": 34.6,
            "amount_yi": 0.1069
          },
          {
            "time": "10:36",
            "open": 34.61,
            "high": 34.61,
            "low": 34.59,
            "close": 34.59,
            "amount_yi": 0.0672
          },
          {
            "time": "10:37",
            "open": 34.55,
            "high": 34.55,
            "low": 34.55,
            "close": 34.55,
            "amount_yi": 0.0951
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.55,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 34.03,
        "open": 33.9,
        "high": 35.54,
        "low": 33.84,
        "bid1": 34.56,
        "ask1": 34.57,
        "bid_qty1": 30,
        "ask_qty1": 73
      },
      "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": "2026-06-25T10:37:20",
      "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": 62.6234,
      "price_vs_vwap_pct": -1.8897,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1578,
        "prev_amount_yi": 0.1757,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8981,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 61.1,
            "high": 61.1,
            "low": 61.08,
            "close": 61.08,
            "amount_yi": 0.0646
          },
          {
            "time": "10:34",
            "open": 61.29,
            "high": 61.29,
            "low": 61.22,
            "close": 61.22,
            "amount_yi": 0.0391
          },
          {
            "time": "10:35",
            "open": 61.21,
            "high": 61.21,
            "low": 61.19,
            "close": 61.19,
            "amount_yi": 0.0326
          },
          {
            "time": "10:36",
            "open": 61.2,
            "high": 61.23,
            "low": 61.2,
            "close": 61.23,
            "amount_yi": 0.0116
          },
          {
            "time": "10:37",
            "open": 61.44,
            "high": 61.44,
            "low": 61.44,
            "close": 61.44,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.44,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 64.21,
        "open": 63.86,
        "high": 64.86,
        "low": 61.01,
        "bid1": 61.43,
        "ask1": 61.46,
        "bid_qty1": 3,
        "ask_qty1": 34
      },
      "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": "TOUCHED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 22.7567,
      "price_vs_vwap_pct": 3.1345,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2035,
        "prev_amount_yi": 0.273,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7454,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 23.52,
            "high": 23.55,
            "low": 23.52,
            "close": 23.55,
            "amount_yi": 0.0386
          },
          {
            "time": "10:34",
            "open": 23.56,
            "high": 23.56,
            "low": 23.55,
            "close": 23.55,
            "amount_yi": 0.0545
          },
          {
            "time": "10:35",
            "open": 23.51,
            "high": 23.51,
            "low": 23.49,
            "close": 23.49,
            "amount_yi": 0.0549
          },
          {
            "time": "10:36",
            "open": 23.47,
            "high": 23.47,
            "low": 23.44,
            "close": 23.44,
            "amount_yi": 0.0307
          },
          {
            "time": "10:37",
            "open": 23.47,
            "high": 23.47,
            "low": 23.47,
            "close": 23.47,
            "amount_yi": 0.0248
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.47,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 22.42,
        "open": 21.6,
        "high": 23.75,
        "low": 21.6,
        "bid1": 23.47,
        "ask1": 23.48,
        "bid_qty1": 19,
        "ask_qty1": 22
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-25T10:37:20",
      "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": 29.0996,
      "price_vs_vwap_pct": -1.3732,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0955,
        "prev_amount_yi": 0.0717,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3319,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 28.57,
            "high": 28.58,
            "low": 28.57,
            "close": 28.58,
            "amount_yi": 0.0321
          },
          {
            "time": "10:34",
            "open": 28.65,
            "high": 28.65,
            "low": 28.58,
            "close": 28.58,
            "amount_yi": 0.0202
          },
          {
            "time": "10:35",
            "open": 28.59,
            "high": 28.59,
            "low": 28.59,
            "close": 28.59,
            "amount_yi": 0.0154
          },
          {
            "time": "10:36",
            "open": 28.59,
            "high": 28.61,
            "low": 28.59,
            "close": 28.61,
            "amount_yi": 0.0215
          },
          {
            "time": "10:37",
            "open": 28.7,
            "high": 28.7,
            "low": 28.7,
            "close": 28.7,
            "amount_yi": 0.0063
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.7,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 29.8,
        "open": 29.28,
        "high": 30.03,
        "low": 28.5,
        "bid1": 28.69,
        "ask1": 28.7,
        "bid_qty1": 8,
        "ask_qty1": 32
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 113.1901,
      "price_vs_vwap_pct": -1.8907,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3831,
        "prev_amount_yi": 0.2673,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4332,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 111.4,
            "high": 111.56,
            "low": 111.4,
            "close": 111.56,
            "amount_yi": 0.0454
          },
          {
            "time": "10:34",
            "open": 111.33,
            "high": 111.37,
            "low": 111.33,
            "close": 111.37,
            "amount_yi": 0.1135
          },
          {
            "time": "10:35",
            "open": 111.36,
            "high": 111.36,
            "low": 111.3,
            "close": 111.3,
            "amount_yi": 0.0903
          },
          {
            "time": "10:36",
            "open": 111.2,
            "high": 111.2,
            "low": 111.14,
            "close": 111.14,
            "amount_yi": 0.101
          },
          {
            "time": "10:37",
            "open": 111.05,
            "high": 111.05,
            "low": 111.05,
            "close": 111.05,
            "amount_yi": 0.0329
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 199890.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.05,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 114.41,
        "open": 115.59,
        "high": 115.63,
        "low": 111.01,
        "bid1": 111.05,
        "ask1": 111.06,
        "bid_qty1": 2,
        "ask_qty1": 25
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_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": 91.7694,
      "price_vs_vwap_pct": -0.8493,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0936,
        "prev_amount_yi": 0.0783,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1954,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 90.19,
            "high": 90.43,
            "low": 90.19,
            "close": 90.43,
            "amount_yi": 0.0225
          },
          {
            "time": "10:34",
            "open": 90.22,
            "high": 90.22,
            "low": 90.22,
            "close": 90.22,
            "amount_yi": 0.0122
          },
          {
            "time": "10:35",
            "open": 90.47,
            "high": 90.48,
            "low": 90.47,
            "close": 90.48,
            "amount_yi": 0.0226
          },
          {
            "time": "10:36",
            "open": 90.57,
            "high": 90.57,
            "low": 90.49,
            "close": 90.49,
            "amount_yi": 0.0097
          },
          {
            "time": "10:37",
            "open": 90.99,
            "high": 90.99,
            "low": 90.99,
            "close": 90.99,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 90.99,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 90.95,
        "open": 90.0,
        "high": 97.0,
        "low": 88.66,
        "bid1": 90.92,
        "ask1": 90.99,
        "bid_qty1": 5,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "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": 75.4581,
      "price_vs_vwap_pct": -1.9323,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.1497,
        "prev_amount_yi": 1.46,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7875,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 74.08,
            "high": 74.2,
            "low": 74.08,
            "close": 74.2,
            "amount_yi": 0.2363
          },
          {
            "time": "10:34",
            "open": 74.12,
            "high": 74.12,
            "low": 74.09,
            "close": 74.09,
            "amount_yi": 0.24
          },
          {
            "time": "10:35",
            "open": 74.09,
            "high": 74.18,
            "low": 74.09,
            "close": 74.18,
            "amount_yi": 0.2227
          },
          {
            "time": "10:36",
            "open": 73.98,
            "high": 73.98,
            "low": 73.9,
            "close": 73.9,
            "amount_yi": 0.3514
          },
          {
            "time": "10:37",
            "open": 74.0,
            "high": 74.0,
            "low": 74.0,
            "close": 74.0,
            "amount_yi": 0.0993
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.0,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 77.0,
        "open": 78.55,
        "high": 78.55,
        "low": 73.8,
        "bid1": 74.0,
        "ask1": 74.05,
        "bid_qty1": 4,
        "ask_qty1": 9
      },
      "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": "2026-06-25T10:37:20",
      "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": 53.2815,
      "price_vs_vwap_pct": 1.9866,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.348,
        "prev_amount_yi": 0.1866,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 53.77,
            "high": 53.88,
            "low": 53.77,
            "close": 53.88,
            "amount_yi": 0.0525
          },
          {
            "time": "10:34",
            "open": 53.98,
            "high": 54.15,
            "low": 53.98,
            "close": 54.15,
            "amount_yi": 0.0941
          },
          {
            "time": "10:35",
            "open": 54.32,
            "high": 54.45,
            "low": 54.32,
            "close": 54.45,
            "amount_yi": 0.1064
          },
          {
            "time": "10:36",
            "open": 54.44,
            "high": 54.44,
            "low": 54.32,
            "close": 54.32,
            "amount_yi": 0.0713
          },
          {
            "time": "10:37",
            "open": 54.34,
            "high": 54.34,
            "low": 54.34,
            "close": 54.34,
            "amount_yi": 0.0237
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.34,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 54.74,
        "open": 55.0,
        "high": 55.0,
        "low": 51.77,
        "bid1": 54.31,
        "ask1": 54.34,
        "bid_qty1": 17,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "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": 21.2074,
      "price_vs_vwap_pct": -0.3178,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3944,
        "prev_amount_yi": 0.4998,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7891,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 21.31,
            "high": 21.31,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.0955
          },
          {
            "time": "10:34",
            "open": 21.31,
            "high": 21.31,
            "low": 21.31,
            "close": 21.31,
            "amount_yi": 0.1008
          },
          {
            "time": "10:35",
            "open": 21.32,
            "high": 21.32,
            "low": 21.25,
            "close": 21.25,
            "amount_yi": 0.0624
          },
          {
            "time": "10:36",
            "open": 21.23,
            "high": 21.23,
            "low": 21.09,
            "close": 21.09,
            "amount_yi": 0.0642
          },
          {
            "time": "10:37",
            "open": 21.14,
            "high": 21.14,
            "low": 21.14,
            "close": 21.14,
            "amount_yi": 0.0715
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.14,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 21.37,
        "open": 21.17,
        "high": 21.53,
        "low": 20.8,
        "bid1": 21.11,
        "ask1": 21.14,
        "bid_qty1": 12,
        "ask_qty1": 282
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "invalid_price_broken",
      "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": 85.0446,
      "price_vs_vwap_pct": -2.0867,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6773,
        "prev_amount_yi": 0.5702,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1878,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 83.35,
            "high": 83.38,
            "low": 83.35,
            "close": 83.38,
            "amount_yi": 0.1537
          },
          {
            "time": "10:34",
            "open": 83.38,
            "high": 83.38,
            "low": 83.34,
            "close": 83.34,
            "amount_yi": 0.1239
          },
          {
            "time": "10:35",
            "open": 83.31,
            "high": 83.31,
            "low": 83.23,
            "close": 83.23,
            "amount_yi": 0.171
          },
          {
            "time": "10:36",
            "open": 83.25,
            "high": 83.26,
            "low": 83.25,
            "close": 83.26,
            "amount_yi": 0.1633
          },
          {
            "time": "10:37",
            "open": 83.27,
            "high": 83.27,
            "low": 83.27,
            "close": 83.27,
            "amount_yi": 0.0654
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.27,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 85.6,
        "open": 85.6,
        "high": 86.8,
        "low": 83.18,
        "bid1": 83.26,
        "ask1": 83.27,
        "bid_qty1": 51,
        "ask_qty1": 259
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 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": 104.7205,
      "price_vs_vwap_pct": -3.7724,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3698,
        "prev_amount_yi": 0.388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9531,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 101.51,
            "high": 101.51,
            "low": 101.4,
            "close": 101.4,
            "amount_yi": 0.087
          },
          {
            "time": "10:34",
            "open": 101.33,
            "high": 101.33,
            "low": 101.1,
            "close": 101.1,
            "amount_yi": 0.0813
          },
          {
            "time": "10:35",
            "open": 101.27,
            "high": 101.27,
            "low": 101.13,
            "close": 101.13,
            "amount_yi": 0.0477
          },
          {
            "time": "10:36",
            "open": 101.14,
            "high": 101.14,
            "low": 100.9,
            "close": 100.9,
            "amount_yi": 0.0945
          },
          {
            "time": "10:37",
            "open": 100.77,
            "high": 100.77,
            "low": 100.77,
            "close": 100.77,
            "amount_yi": 0.0593
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.77,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 104.86,
        "open": 106.66,
        "high": 108.0,
        "low": 100.74,
        "bid1": 100.74,
        "ask1": 100.77,
        "bid_qty1": 1,
        "ask_qty1": 6
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:37:20",
      "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": 45.2031,
      "price_vs_vwap_pct": -1.5775,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2666,
        "prev_amount_yi": 0.2462,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0829,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 44.37,
            "high": 44.46,
            "low": 44.37,
            "close": 44.46,
            "amount_yi": 0.0772
          },
          {
            "time": "10:34",
            "open": 44.46,
            "high": 44.46,
            "low": 44.4,
            "close": 44.4,
            "amount_yi": 0.0532
          },
          {
            "time": "10:35",
            "open": 44.48,
            "high": 44.57,
            "low": 44.48,
            "close": 44.57,
            "amount_yi": 0.0499
          },
          {
            "time": "10:36",
            "open": 44.52,
            "high": 44.52,
            "low": 44.38,
            "close": 44.38,
            "amount_yi": 0.0736
          },
          {
            "time": "10:37",
            "open": 44.49,
            "high": 44.49,
            "low": 44.49,
            "close": 44.49,
            "amount_yi": 0.0127
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 44.49,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 46.15,
        "open": 47.0,
        "high": 47.1,
        "low": 44.25,
        "bid1": 44.47,
        "ask1": 44.5,
        "bid_qty1": 1,
        "ask_qty1": 100
      },
      "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": "2026-06-25T10:37:20",
      "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": 21.8649,
      "price_vs_vwap_pct": 1.2582,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0617,
        "prev_amount_yi": 1.7418,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6095,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 22.4,
            "high": 22.41,
            "low": 22.4,
            "close": 22.41,
            "amount_yi": 0.2801
          },
          {
            "time": "10:34",
            "open": 22.36,
            "high": 22.36,
            "low": 22.31,
            "close": 22.31,
            "amount_yi": 0.1996
          },
          {
            "time": "10:35",
            "open": 22.26,
            "high": 22.26,
            "low": 22.22,
            "close": 22.22,
            "amount_yi": 0.1613
          },
          {
            "time": "10:36",
            "open": 22.2,
            "high": 22.2,
            "low": 22.18,
            "close": 22.18,
            "amount_yi": 0.3114
          },
          {
            "time": "10:37",
            "open": 22.14,
            "high": 22.14,
            "low": 22.14,
            "close": 22.14,
            "amount_yi": 0.1093
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.14,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 20.98,
        "open": 21.38,
        "high": 22.65,
        "low": 20.73,
        "bid1": 22.13,
        "ask1": 22.14,
        "bid_qty1": 321,
        "ask_qty1": 321
      },
      "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": "2026-06-25T10:37:20",
      "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": 388.1753,
      "price_vs_vwap_pct": 0.7277,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8586,
        "prev_amount_yi": 1.1626,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7385,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 390.88,
            "high": 392.55,
            "low": 390.88,
            "close": 392.55,
            "amount_yi": 0.2268
          },
          {
            "time": "10:34",
            "open": 391.0,
            "high": 391.0,
            "low": 390.6,
            "close": 390.6,
            "amount_yi": 0.175
          },
          {
            "time": "10:35",
            "open": 390.74,
            "high": 390.74,
            "low": 390.72,
            "close": 390.72,
            "amount_yi": 0.116
          },
          {
            "time": "10:36",
            "open": 392.15,
            "high": 392.15,
            "low": 391.74,
            "close": 391.74,
            "amount_yi": 0.1386
          },
          {
            "time": "10:37",
            "open": 391.0,
            "high": 391.0,
            "low": 391.0,
            "close": 391.0,
            "amount_yi": 0.2022
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 391.0,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 406.0,
        "open": 394.01,
        "high": 397.9,
        "low": 378.0,
        "bid1": 391.0,
        "ask1": 391.19,
        "bid_qty1": 48,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "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": 110.6507,
      "price_vs_vwap_pct": -0.3169,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0701,
        "prev_amount_yi": 0.1417,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4947,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:33",
            "open": 110.7,
            "high": 110.76,
            "low": 110.7,
            "close": 110.76,
            "amount_yi": 0.0102
          },
          {
            "time": "10:34",
            "open": 110.58,
            "high": 110.58,
            "low": 110.39,
            "close": 110.39,
            "amount_yi": 0.0154
          },
          {
            "time": "10:35",
            "open": 110.43,
            "high": 110.43,
            "low": 110.34,
            "close": 110.34,
            "amount_yi": 0.017
          },
          {
            "time": "10:36",
            "open": 110.44,
            "high": 110.44,
            "low": 110.32,
            "close": 110.32,
            "amount_yi": 0.0183
          },
          {
            "time": "10:37",
            "open": 110.3,
            "high": 110.3,
            "low": 110.3,
            "close": 110.3,
            "amount_yi": 0.0092
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 110.3,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 111.0,
        "open": 112.41,
        "high": 113.22,
        "low": 107.5,
        "bid1": 110.31,
        "ask1": 110.37,
        "bid_qty1": 1,
        "ask_qty1": 27
      },
      "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": "2026-06-25T10:37:20",
      "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": 12.7404,
      "price_vs_vwap_pct": 1.4097,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1664,
        "prev_amount_yi": 0.3971,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.419,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 13.03,
            "high": 13.03,
            "low": 13.03,
            "close": 13.03,
            "amount_yi": 0.021
          },
          {
            "time": "10:34",
            "open": 13.01,
            "high": 13.01,
            "low": 12.99,
            "close": 12.99,
            "amount_yi": 0.0462
          },
          {
            "time": "10:35",
            "open": 12.99,
            "high": 12.99,
            "low": 12.96,
            "close": 12.96,
            "amount_yi": 0.0259
          },
          {
            "time": "10:36",
            "open": 12.96,
            "high": 12.96,
            "low": 12.95,
            "close": 12.95,
            "amount_yi": 0.0439
          },
          {
            "time": "10:37",
            "open": 12.92,
            "high": 12.92,
            "low": 12.92,
            "close": 12.92,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.92,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 12.04,
        "open": 12.19,
        "high": 13.11,
        "low": 12.06,
        "bid1": 12.91,
        "ask1": 12.92,
        "bid_qty1": 270,
        "ask_qty1": 243
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "shadow_watch_blocked_market_gate_not_passed",
      "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": 3.2016,
      "intraday_vwap": 84.161,
      "price_vs_vwap_pct": -0.1675,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4609,
        "prev_amount_yi": 0.8135,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5666,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 84.24,
            "high": 84.27,
            "low": 84.24,
            "close": 84.27,
            "amount_yi": 0.0665
          },
          {
            "time": "10:34",
            "open": 84.23,
            "high": 84.23,
            "low": 84.07,
            "close": 84.07,
            "amount_yi": 0.0587
          },
          {
            "time": "10:35",
            "open": 84.05,
            "high": 84.05,
            "low": 84.0,
            "close": 84.0,
            "amount_yi": 0.1867
          },
          {
            "time": "10:36",
            "open": 84.07,
            "high": 84.07,
            "low": 83.97,
            "close": 83.97,
            "amount_yi": 0.0877
          },
          {
            "time": "10:37",
            "open": 84.02,
            "high": 84.02,
            "low": 84.02,
            "close": 84.02,
            "amount_yi": 0.0613
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 429.1,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 84.02,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 83.64,
        "open": 84.0,
        "high": 85.1,
        "low": 83.16,
        "bid1": 84.01,
        "ask1": 84.02,
        "bid_qty1": 39,
        "ask_qty1": 30
      },
      "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": "2026-06-25T10:37:20",
      "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": 864.8282,
      "price_vs_vwap_pct": -1.8302,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9145,
        "prev_amount_yi": 3.0345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6309,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 853.5,
            "high": 853.5,
            "low": 853.1,
            "close": 853.1,
            "amount_yi": 0.4082
          },
          {
            "time": "10:34",
            "open": 853.7,
            "high": 853.7,
            "low": 853.0,
            "close": 853.0,
            "amount_yi": 0.4455
          },
          {
            "time": "10:35",
            "open": 852.52,
            "high": 852.52,
            "low": 852.0,
            "close": 852.0,
            "amount_yi": 0.2669
          },
          {
            "time": "10:36",
            "open": 851.0,
            "high": 851.0,
            "low": 850.02,
            "close": 850.02,
            "amount_yi": 0.3154
          },
          {
            "time": "10:37",
            "open": 849.0,
            "high": 849.0,
            "low": 849.0,
            "close": 849.0,
            "amount_yi": 0.4785
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 849.0,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 810.0,
        "open": 830.0,
        "high": 890.55,
        "low": 829.19,
        "bid1": 848.93,
        "ask1": 849.0,
        "bid_qty1": 1,
        "ask_qty1": 165
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_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": 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": null,
      "intraday_vwap": 262.4664,
      "price_vs_vwap_pct": -0.5625,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2842,
        "prev_amount_yi": 0.3721,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 262.28,
            "high": 262.28,
            "low": 262.27,
            "close": 262.27,
            "amount_yi": 0.0642
          },
          {
            "time": "10:34",
            "open": 262.45,
            "high": 262.45,
            "low": 262.27,
            "close": 262.27,
            "amount_yi": 0.0897
          },
          {
            "time": "10:35",
            "open": 261.12,
            "high": 261.12,
            "low": 260.5,
            "close": 260.5,
            "amount_yi": 0.0869
          },
          {
            "time": "10:36",
            "open": 261.99,
            "high": 261.99,
            "low": 261.0,
            "close": 261.0,
            "amount_yi": 0.0306
          },
          {
            "time": "10:37",
            "open": 260.99,
            "high": 260.99,
            "low": 260.99,
            "close": 260.99,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 260.99,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 258.9,
        "open": 261.0,
        "high": 268.58,
        "low": 252.0,
        "bid1": 260.63,
        "ask1": 260.99,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "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": 65.9966,
      "price_vs_vwap_pct": -1.0707,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4851,
        "prev_amount_yi": 0.5388,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9003,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 65.07,
            "high": 65.1,
            "low": 65.07,
            "close": 65.1,
            "amount_yi": 0.134
          },
          {
            "time": "10:34",
            "open": 65.25,
            "high": 65.25,
            "low": 65.12,
            "close": 65.12,
            "amount_yi": 0.0985
          },
          {
            "time": "10:35",
            "open": 65.16,
            "high": 65.16,
            "low": 65.1,
            "close": 65.1,
            "amount_yi": 0.1005
          },
          {
            "time": "10:36",
            "open": 65.14,
            "high": 65.14,
            "low": 65.11,
            "close": 65.11,
            "amount_yi": 0.073
          },
          {
            "time": "10:37",
            "open": 65.29,
            "high": 65.29,
            "low": 65.29,
            "close": 65.29,
            "amount_yi": 0.0791
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.29,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 66.13,
        "open": 66.0,
        "high": 67.44,
        "low": 64.88,
        "bid1": 65.22,
        "ask1": 65.29,
        "bid_qty1": 7,
        "ask_qty1": 79
      },
      "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": "2026-06-25T10:37:20",
      "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": 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": null,
      "intraday_vwap": 27.7642,
      "price_vs_vwap_pct": -1.6719,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.707,
        "prev_amount_yi": 0.829,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8528,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 27.37,
            "high": 27.39,
            "low": 27.37,
            "close": 27.39,
            "amount_yi": 0.0902
          },
          {
            "time": "10:34",
            "open": 27.37,
            "high": 27.37,
            "low": 27.32,
            "close": 27.32,
            "amount_yi": 0.2218
          },
          {
            "time": "10:35",
            "open": 27.32,
            "high": 27.32,
            "low": 27.28,
            "close": 27.28,
            "amount_yi": 0.1918
          },
          {
            "time": "10:36",
            "open": 27.3,
            "high": 27.3,
            "low": 27.3,
            "close": 27.3,
            "amount_yi": 0.085
          },
          {
            "time": "10:37",
            "open": 27.3,
            "high": 27.3,
            "low": 27.3,
            "close": 27.3,
            "amount_yi": 0.1182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.3,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 27.66,
        "open": 27.61,
        "high": 28.25,
        "low": 27.26,
        "bid1": 27.29,
        "ask1": 27.3,
        "bid_qty1": 109,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_trigger",
      "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": null,
      "intraday_vwap": 172.0133,
      "price_vs_vwap_pct": -0.7635,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1755,
        "prev_amount_yi": 0.2598,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 172.24,
            "high": 172.26,
            "low": 172.24,
            "close": 172.26,
            "amount_yi": 0.0454
          },
          {
            "time": "10:34",
            "open": 171.99,
            "high": 171.99,
            "low": 171.38,
            "close": 171.38,
            "amount_yi": 0.0446
          },
          {
            "time": "10:35",
            "open": 171.4,
            "high": 171.4,
            "low": 171.03,
            "close": 171.03,
            "amount_yi": 0.0465
          },
          {
            "time": "10:36",
            "open": 171.04,
            "high": 171.04,
            "low": 170.88,
            "close": 170.88,
            "amount_yi": 0.0262
          },
          {
            "time": "10:37",
            "open": 170.7,
            "high": 170.7,
            "low": 170.7,
            "close": 170.7,
            "amount_yi": 0.0128
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 170.7,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 167.9,
        "open": 167.18,
        "high": 175.73,
        "low": 166.0,
        "bid1": 170.7,
        "ask1": 170.71,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "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": 81.3506,
      "price_vs_vwap_pct": 2.7651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0607,
        "prev_amount_yi": 0.0824,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7367,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0118
          },
          {
            "time": "10:34",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0064
          },
          {
            "time": "10:35",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0087
          },
          {
            "time": "10:36",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0162
          },
          {
            "time": "10:37",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "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": "2026-06-25T10:37:15",
        "prev_close": 76.0,
        "open": 76.22,
        "high": 83.6,
        "low": 76.15,
        "bid1": 83.6,
        "ask1": 0.0,
        "bid_qty1": 32958,
        "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": "2026-06-25T10:37:20",
      "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": 127.7088,
      "price_vs_vwap_pct": 2.8355,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0085,
        "prev_amount_yi": 0.012,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0014
          },
          {
            "time": "10:34",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0009
          },
          {
            "time": "10:35",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0049
          },
          {
            "time": "10:36",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0005
          },
          {
            "time": "10:37",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0008
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "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": "2026-06-25T10:37:16",
        "prev_close": 119.39,
        "open": 122.5,
        "high": 131.33,
        "low": 122.5,
        "bid1": 131.33,
        "ask1": 0.0,
        "bid_qty1": 15345,
        "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": "2026-06-25T10:37:20",
      "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": 81.5942,
      "price_vs_vwap_pct": -1.3655,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2803,
        "prev_amount_yi": 0.2491,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1253,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 81.03,
            "high": 81.03,
            "low": 81.0,
            "close": 81.0,
            "amount_yi": 0.0403
          },
          {
            "time": "10:34",
            "open": 80.75,
            "high": 80.75,
            "low": 80.62,
            "close": 80.62,
            "amount_yi": 0.0784
          },
          {
            "time": "10:35",
            "open": 80.77,
            "high": 80.77,
            "low": 80.75,
            "close": 80.75,
            "amount_yi": 0.0729
          },
          {
            "time": "10:36",
            "open": 80.75,
            "high": 80.75,
            "low": 80.49,
            "close": 80.49,
            "amount_yi": 0.0709
          },
          {
            "time": "10:37",
            "open": 80.48,
            "high": 80.48,
            "low": 80.48,
            "close": 80.48,
            "amount_yi": 0.0178
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.48,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 83.85,
        "open": 83.99,
        "high": 84.56,
        "low": 79.86,
        "bid1": 80.41,
        "ask1": 80.48,
        "bid_qty1": 6,
        "ask_qty1": 39
      },
      "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": "2026-06-25T10:37:20",
      "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": 226.144,
      "price_vs_vwap_pct": -0.6695,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2251,
        "prev_amount_yi": 0.4369,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5152,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 226.01,
            "high": 226.44,
            "low": 226.01,
            "close": 226.44,
            "amount_yi": 0.0825
          },
          {
            "time": "10:34",
            "open": 226.1,
            "high": 226.1,
            "low": 225.24,
            "close": 225.24,
            "amount_yi": 0.0452
          },
          {
            "time": "10:35",
            "open": 225.34,
            "high": 225.34,
            "low": 225.01,
            "close": 225.01,
            "amount_yi": 0.0334
          },
          {
            "time": "10:36",
            "open": 224.98,
            "high": 224.98,
            "low": 224.73,
            "close": 224.73,
            "amount_yi": 0.0555
          },
          {
            "time": "10:37",
            "open": 224.63,
            "high": 224.63,
            "low": 224.63,
            "close": 224.63,
            "amount_yi": 0.0085
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 224.63,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 227.75,
        "open": 227.77,
        "high": 234.77,
        "low": 221.2,
        "bid1": 224.57,
        "ask1": 224.74,
        "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.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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 122.874,
      "price_vs_vwap_pct": -0.3532,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1747,
        "prev_amount_yi": 0.208,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8399,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 122.34,
            "high": 122.54,
            "low": 122.34,
            "close": 122.54,
            "amount_yi": 0.0318
          },
          {
            "time": "10:34",
            "open": 122.37,
            "high": 122.37,
            "low": 122.35,
            "close": 122.35,
            "amount_yi": 0.0391
          },
          {
            "time": "10:35",
            "open": 122.45,
            "high": 122.45,
            "low": 122.31,
            "close": 122.31,
            "amount_yi": 0.0517
          },
          {
            "time": "10:36",
            "open": 122.32,
            "high": 122.4,
            "low": 122.32,
            "close": 122.4,
            "amount_yi": 0.0268
          },
          {
            "time": "10:37",
            "open": 122.44,
            "high": 122.44,
            "low": 122.44,
            "close": 122.44,
            "amount_yi": 0.0253
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 122.44,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 121.58,
        "open": 122.3,
        "high": 124.97,
        "low": 120.0,
        "bid1": 122.43,
        "ask1": 122.5,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 38.1407,
      "price_vs_vwap_pct": -0.3165,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0896,
        "prev_amount_yi": 0.0768,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1667,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 38.18,
            "high": 38.18,
            "low": 38.11,
            "close": 38.11,
            "amount_yi": 0.0268
          },
          {
            "time": "10:34",
            "open": 38.17,
            "high": 38.17,
            "low": 38.12,
            "close": 38.12,
            "amount_yi": 0.0122
          },
          {
            "time": "10:35",
            "open": 38.11,
            "high": 38.11,
            "low": 38.1,
            "close": 38.1,
            "amount_yi": 0.0191
          },
          {
            "time": "10:36",
            "open": 38.09,
            "high": 38.1,
            "low": 38.09,
            "close": 38.1,
            "amount_yi": 0.0251
          },
          {
            "time": "10:37",
            "open": 38.02,
            "high": 38.02,
            "low": 38.02,
            "close": 38.02,
            "amount_yi": 0.0064
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 38.02,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 38.1,
        "open": 38.12,
        "high": 38.64,
        "low": 37.55,
        "bid1": 38.02,
        "ask1": 38.04,
        "bid_qty1": 25,
        "ask_qty1": 202
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "sim_reason": "waiting_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": 76.1131,
      "price_vs_vwap_pct": -0.9369,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.5454,
        "prev_amount_yi": 3.2351,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7868,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 75.83,
            "high": 75.83,
            "low": 75.82,
            "close": 75.82,
            "amount_yi": 0.6218
          },
          {
            "time": "10:34",
            "open": 75.77,
            "high": 75.77,
            "low": 75.57,
            "close": 75.57,
            "amount_yi": 0.3911
          },
          {
            "time": "10:35",
            "open": 75.45,
            "high": 75.45,
            "low": 75.34,
            "close": 75.34,
            "amount_yi": 0.6624
          },
          {
            "time": "10:36",
            "open": 75.5,
            "high": 75.5,
            "low": 75.35,
            "close": 75.35,
            "amount_yi": 0.6861
          },
          {
            "time": "10:37",
            "open": 75.4,
            "high": 75.4,
            "low": 75.4,
            "close": 75.4,
            "amount_yi": 0.184
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.4,
        "ts": "2026-06-25T10:37:17",
        "prev_close": 76.78,
        "open": 77.59,
        "high": 77.7,
        "low": 75.23,
        "bid1": 75.4,
        "ask1": 75.46,
        "bid_qty1": 162,
        "ask_qty1": 38
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:37:20",
      "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": 107.5183,
      "price_vs_vwap_pct": 3.4708,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5973,
        "prev_amount_yi": 0.345,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7313,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 110.08,
            "high": 110.08,
            "low": 110.0,
            "close": 110.0,
            "amount_yi": 0.0283
          },
          {
            "time": "10:34",
            "open": 110.96,
            "high": 110.96,
            "low": 110.93,
            "close": 110.93,
            "amount_yi": 0.1922
          },
          {
            "time": "10:35",
            "open": 110.72,
            "high": 110.72,
            "low": 110.42,
            "close": 110.42,
            "amount_yi": 0.0684
          },
          {
            "time": "10:36",
            "open": 111.29,
            "high": 111.44,
            "low": 111.29,
            "close": 111.44,
            "amount_yi": 0.2361
          },
          {
            "time": "10:37",
            "open": 111.25,
            "high": 111.25,
            "low": 111.25,
            "close": 111.25,
            "amount_yi": 0.0723
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 111.25,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 100.09,
        "open": 102.0,
        "high": 111.9,
        "low": 100.0,
        "bid1": 111.11,
        "ask1": 111.25,
        "bid_qty1": 5,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:37:20",
      "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": 280.0304,
      "price_vs_vwap_pct": 1.3426,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.0757,
        "prev_amount_yi": 0.0492,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5386,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 282.58,
            "high": 284.18,
            "low": 282.58,
            "close": 284.18,
            "amount_yi": 0.0173
          },
          {
            "time": "10:34",
            "open": 284.0,
            "high": 284.03,
            "low": 284.0,
            "close": 284.03,
            "amount_yi": 0.0383
          },
          {
            "time": "10:35",
            "open": 284.0,
            "high": 284.0,
            "low": 283.01,
            "close": 283.01,
            "amount_yi": 0.0104
          },
          {
            "time": "10:36",
            "open": 283.36,
            "high": 283.77,
            "low": 283.36,
            "close": 283.77,
            "amount_yi": 0.0053
          },
          {
            "time": "10:37",
            "open": 283.79,
            "high": 283.79,
            "low": 283.79,
            "close": 283.79,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 0.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 283.79,
        "ts": "2026-06-25T10:37:18",
        "prev_close": 283.96,
        "open": 284.76,
        "high": 287.76,
        "low": 272.0,
        "bid1": 283.01,
        "ask1": 283.79,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 467149.0,
    "market_value": 605546.0,
    "total_value": 1072695.0,
    "unrealized_pnl": 100014.0,
    "unrealized_pnl_pct_of_initial": 10.0014,
    "realized_pnl": -27319.0,
    "realized_pnl_pct_of_initial": -2.7319,
    "total_pnl": 72695.0,
    "total_pnl_pct": 7.269499999999995
  },
  "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": "2026-06-25T10:37:20",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.306531679554766
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 111.05,
      "market_value": 199890.0,
      "unrealized_pnl": 4517.999999999984,
      "unrealized_pnl_pct": 2.312511516491611,
      "updated_at": "2026-06-25T10:37:20",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 18.634374169731377
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 3200,
      "sellable_qty": 3200,
      "avg_cost": 36.7,
      "last_price": 48.64,
      "market_value": 155648.0,
      "unrealized_pnl": 38207.99999999999,
      "unrealized_pnl_pct": 32.53405994550407,
      "updated_at": "2026-06-25T10:37:20",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 14.509995851570112
    }
  ],
  "paper_orders": [
    {
      "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1",
      "rule_id": "profit_protection_day_drop_v1",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "qty": 1600,
      "quantity": 1600,
      "price": 49.47,
      "amount": 79152.0,
      "reason": "持仓利润保护：浮盈超过20%，当日跌幅超过6%，先卖出可卖数量的约三分之一锁定利润；若跌幅扩大再继续降仓。",
      "trigger_price": 49.47,
      "day_return_pct": -6.4839,
      "unrealized_profit_pct": 34.7956,
      "quantity_before": 4800,
      "sellable_qty_before": 4800,
      "id": 1,
      "plan_date": "20260624",
      "trade_date": "20260625",
      "ts": "2026-06-25T10:17:03",
      "sim_reason": "profit_protection_day_drop_v1",
      "template_key": "BREAK_PREV_HIGH",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "theme": "光刻胶 / 光刻工艺",
      "exec_low": 53.68,
      "exec_high": 54.49,
      "invalid_price": 52.07,
      "chase_ceiling": 55.29,
      "max_chase_pct": 1.5,
      "base_exec_high": 54.49,
      "entry_zone_low": 52.87,
      "entry_zone_high": 54.49,
      "intraday_vwap": 49.4755,
      "price_vs_vwap_pct": -1.6887,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5269,
        "prev_amount_yi": 0.5963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:33",
            "open": 48.99,
            "high": 49.0,
            "low": 48.99,
            "close": 49.0,
            "amount_yi": 0.0921
          },
          {
            "time": "10:34",
            "open": 49.04,
            "high": 49.04,
            "low": 48.93,
            "close": 48.93,
            "amount_yi": 0.1094
          },
          {
            "time": "10:35",
            "open": 48.86,
            "high": 48.86,
            "low": 48.81,
            "close": 48.81,
            "amount_yi": 0.1444
          },
          {
            "time": "10:36",
            "open": 48.73,
            "high": 48.73,
            "low": 48.66,
            "close": 48.66,
            "amount_yi": 0.1272
          },
          {
            "time": "10:37",
            "open": 48.64,
            "high": 48.64,
            "low": 48.64,
            "close": 48.64,
            "amount_yi": 0.0538
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 858.21,
      "current_position_value": 155712.0,
      "cash_before_order": 467149.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 48.64,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 48.64,
      "quote_ask1": 48.65,
      "quote_bid_qty1": 7,
      "quote_ask_qty1": 4,
      "quote_ts": "2026-06-25T10:37:17"
    }
  ],
  "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": 1,
    "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
  }
}