{
  "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": "2026-06-25T10:59:46",
  "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": "2026-06-25T10:59:46",
      "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": 74.3925,
      "price_vs_vwap_pct": -0.5276,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.2685,
        "prev_amount_yi": 1.1014,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1517,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 73.8,
            "high": 73.8,
            "low": 73.8,
            "close": 73.8,
            "amount_yi": 0.5941
          },
          {
            "time": "10:58",
            "open": 73.75,
            "high": 73.79,
            "low": 73.75,
            "close": 73.79,
            "amount_yi": 0.3006
          },
          {
            "time": "10:59",
            "open": 73.81,
            "high": 74.0,
            "low": 73.81,
            "close": 74.0,
            "amount_yi": 0.3738
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:45",
        "prev_close": 75.05,
        "open": 75.1,
        "high": 75.8,
        "low": 73.18,
        "bid1": 73.95,
        "ask1": 74.0,
        "bid_qty1": 12,
        "ask_qty1": 9
      },
      "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": "TOUCHED",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "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": null,
      "intraday_vwap": 52.3052,
      "price_vs_vwap_pct": 4.1961,
      "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": 0.5233,
        "prev_amount_yi": 0.8733,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 54.79,
            "high": 54.79,
            "low": 54.69,
            "close": 54.69,
            "amount_yi": 0.2319
          },
          {
            "time": "10:58",
            "open": 54.5,
            "high": 54.5,
            "low": 54.35,
            "close": 54.35,
            "amount_yi": 0.1087
          },
          {
            "time": "10:59",
            "open": 54.25,
            "high": 54.5,
            "low": 54.25,
            "close": 54.5,
            "amount_yi": 0.1827
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 54.5,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 51.76,
        "open": 51.26,
        "high": 55.89,
        "low": 49.8,
        "bid1": 54.49,
        "ask1": 54.5,
        "bid_qty1": 26,
        "ask_qty1": 2
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-25T10:59:46",
      "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": 77.0794,
      "price_vs_vwap_pct": 0.5586,
      "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": 0.9884,
        "prev_amount_yi": 1.1144,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8869,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 77.8,
            "high": 77.8,
            "low": 77.74,
            "close": 77.74,
            "amount_yi": 0.5676
          },
          {
            "time": "10:58",
            "open": 77.41,
            "high": 77.41,
            "low": 77.36,
            "close": 77.36,
            "amount_yi": 0.2203
          },
          {
            "time": "10:59",
            "open": 77.38,
            "high": 77.51,
            "low": 77.38,
            "close": 77.51,
            "amount_yi": 0.2005
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 77.51,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 74.64,
        "open": 76.67,
        "high": 79.38,
        "low": 74.0,
        "bid1": 77.51,
        "ask1": 77.55,
        "bid_qty1": 133,
        "ask_qty1": 9
      },
      "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": "2026-06-25T10:59:46",
      "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": 215.2426,
      "price_vs_vwap_pct": -1.3392,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.402,
        "prev_amount_yi": 0.2776,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4481,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 212.94,
            "high": 213.0,
            "low": 212.94,
            "close": 213.0,
            "amount_yi": 0.0833
          },
          {
            "time": "10:58",
            "open": 212.51,
            "high": 212.51,
            "low": 212.44,
            "close": 212.44,
            "amount_yi": 0.1936
          },
          {
            "time": "10:59",
            "open": 212.01,
            "high": 212.36,
            "low": 212.01,
            "close": 212.36,
            "amount_yi": 0.1251
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 212.36,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 219.0,
        "open": 215.31,
        "high": 225.85,
        "low": 208.58,
        "bid1": 212.03,
        "ask1": 212.36,
        "bid_qty1": 6,
        "ask_qty1": 1
      },
      "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": "TOUCHED",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "PCB / 电子铜箔",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 262.4,
      "max_chase_pct": 3.0,
      "base_exec_high": 262.4,
      "dynamic_exec_high": null,
      "entry_zone_low": 250.94,
      "entry_zone_high": 258.58,
      "entry_risk_pct": null,
      "intraday_vwap": 255.1472,
      "price_vs_vwap_pct": 4.2692,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.811,
        "prev_amount_yi": 0.549,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4772,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 262.87,
            "high": 264.0,
            "low": 262.87,
            "close": 264.0,
            "amount_yi": 0.1745
          },
          {
            "time": "10:58",
            "open": 264.68,
            "high": 265.78,
            "low": 264.68,
            "close": 265.78,
            "amount_yi": 0.2885
          },
          {
            "time": "10:59",
            "open": 265.46,
            "high": 266.04,
            "low": 265.46,
            "close": 266.04,
            "amount_yi": 0.348
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 266.04,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 250.44,
        "open": 250.5,
        "high": 266.5,
        "low": 241.92,
        "bid1": 266.04,
        "ask1": 266.08,
        "bid_qty1": 41,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "invalid_price_broken",
      "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": 49.5208,
      "price_vs_vwap_pct": -0.5468,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.5837,
        "prev_amount_yi": 0.4416,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3218,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 49.37,
            "high": 49.38,
            "low": 49.37,
            "close": 49.38,
            "amount_yi": 0.228
          },
          {
            "time": "10:58",
            "open": 49.28,
            "high": 49.33,
            "low": 49.28,
            "close": 49.33,
            "amount_yi": 0.2203
          },
          {
            "time": "10:59",
            "open": 49.28,
            "high": 49.28,
            "low": 49.25,
            "close": 49.25,
            "amount_yi": 0.1354
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.25,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 50.01,
        "open": 48.8,
        "high": 51.43,
        "low": 48.11,
        "bid1": 49.25,
        "ask1": 49.26,
        "bid_qty1": 151,
        "ask_qty1": 3
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 5.2792,
      "intraday_vwap": 74.9606,
      "price_vs_vwap_pct": 5.1486,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2748,
        "prev_amount_yi": 0.2615,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 78.81,
            "high": 78.81,
            "low": 78.5,
            "close": 78.5,
            "amount_yi": 0.1177
          },
          {
            "time": "10:58",
            "open": 78.43,
            "high": 78.43,
            "low": 78.31,
            "close": 78.31,
            "amount_yi": 0.0707
          },
          {
            "time": "10:59",
            "open": 78.41,
            "high": 78.82,
            "low": 78.41,
            "close": 78.82,
            "amount_yi": 0.0864
          }
        ]
      },
      "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": 78.82,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 74.95,
        "open": 74.63,
        "high": 79.96,
        "low": 69.0,
        "bid1": 78.65,
        "ask1": 78.8,
        "bid_qty1": 1,
        "ask_qty1": 12
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002371:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002371:BREAK_PREV_HIGH",
      "symbol": "SZSE.002371",
      "name": "北方华创",
      "side": "BUY",
      "priority": "P7",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 774.5,
      "exec_low": 774.5,
      "exec_high": 797.74,
      "invalid_price": 751.26,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 4.9555,
      "intraday_vwap": 792.642,
      "price_vs_vwap_pct": -0.3333,
      "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": 0.4547,
        "prev_amount_yi": 0.4992,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 790.05,
            "high": 791.08,
            "low": 790.05,
            "close": 791.08,
            "amount_yi": 0.1322
          },
          {
            "time": "10:58",
            "open": 789.98,
            "high": 789.98,
            "low": 789.8,
            "close": 789.8,
            "amount_yi": 0.1596
          },
          {
            "time": "10:59",
            "open": 790.01,
            "high": 790.01,
            "low": 790.0,
            "close": 790.0,
            "amount_yi": 0.1629
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64185.54,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 790.0,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 770.07,
        "open": 778.0,
        "high": 805.61,
        "low": 775.0,
        "bid1": 790.0,
        "ask1": 790.43,
        "bid_qty1": 6,
        "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": "2026-06-25T10:59:46",
      "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": 7.4561,
      "price_vs_vwap_pct": -0.6183,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.4897,
        "prev_amount_yi": 0.9923,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5013,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 7.45,
            "high": 7.45,
            "low": 7.45,
            "close": 7.45,
            "amount_yi": 0.3708
          },
          {
            "time": "10:58",
            "open": 7.42,
            "high": 7.43,
            "low": 7.42,
            "close": 7.43,
            "amount_yi": 0.4167
          },
          {
            "time": "10:59",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.7022
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 7.41,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 7.07,
        "open": 7.33,
        "high": 7.67,
        "low": 7.14,
        "bid1": 7.41,
        "ask1": 7.42,
        "bid_qty1": 1324,
        "ask_qty1": 5083
      },
      "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": "2026-06-25T10:59:46",
      "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": 90.7951,
      "price_vs_vwap_pct": -0.9969,
      "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": 0.1436,
        "prev_amount_yi": 0.1518,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.946,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 89.85,
            "high": 89.9,
            "low": 89.85,
            "close": 89.9,
            "amount_yi": 0.0695
          },
          {
            "time": "10:58",
            "open": 89.76,
            "high": 89.89,
            "low": 89.76,
            "close": 89.89,
            "amount_yi": 0.0428
          },
          {
            "time": "10:59",
            "open": 89.83,
            "high": 89.89,
            "low": 89.83,
            "close": 89.89,
            "amount_yi": 0.0313
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 89.89,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 90.3,
        "open": 90.61,
        "high": 92.43,
        "low": 89.15,
        "bid1": 89.89,
        "ask1": 89.9,
        "bid_qty1": 52,
        "ask_qty1": 2
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 134.94,
      "exec_low": 134.94,
      "exec_high": 138.99,
      "invalid_price": 130.89,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "qty": 0,
      "prev_close": null,
      "theme": "激光设备 / 精密激光加工",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 138.99,
      "max_chase_pct": 3.0,
      "base_exec_high": 138.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 132.92,
      "entry_zone_high": 136.96,
      "entry_risk_pct": 4.152,
      "intraday_vwap": 134.8778,
      "price_vs_vwap_pct": 1.225,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0846,
        "prev_amount_yi": 0.0691,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 136.21,
            "high": 136.21,
            "low": 135.87,
            "close": 135.87,
            "amount_yi": 0.0279
          },
          {
            "time": "10:58",
            "open": 135.72,
            "high": 136.0,
            "low": 135.72,
            "close": 136.0,
            "amount_yi": 0.0311
          },
          {
            "time": "10:59",
            "open": 135.86,
            "high": 136.53,
            "low": 135.86,
            "close": 136.53,
            "amount_yi": 0.0256
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64185.54,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 136.53,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 128.7,
        "open": 132.99,
        "high": 140.01,
        "low": 128.3,
        "bid1": 136.53,
        "ask1": 136.56,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301308:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301308:BREAK_PREV_HIGH",
      "symbol": "SZSE.301308",
      "name": "江波龙",
      "side": "BUY",
      "priority": "P11",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 619.99,
      "exec_low": 619.99,
      "exec_high": 638.59,
      "invalid_price": 601.39,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 662.6514,
      "price_vs_vwap_pct": -1.3629,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0853,
        "prev_amount_yi": 0.9052,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.199,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 659.33,
            "high": 659.33,
            "low": 659.0,
            "close": 659.0,
            "amount_yi": 0.4706
          },
          {
            "time": "10:58",
            "open": 657.99,
            "high": 657.99,
            "low": 655.2,
            "close": 655.2,
            "amount_yi": 0.3373
          },
          {
            "time": "10:59",
            "open": 654.0,
            "high": 654.0,
            "low": 653.62,
            "close": 653.62,
            "amount_yi": 0.2774
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128371.08,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 653.62,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 619.98,
        "open": 655.0,
        "high": 688.8,
        "low": 640.0,
        "bid1": 653.01,
        "ask1": 653.62,
        "bid_qty1": 1,
        "ask_qty1": 42
      },
      "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": "OBSERVE",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.4382,
      "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": 3.9723,
        "prev_amount_yi": 3.832,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0366,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "open": 157.78,
            "high": 157.78,
            "low": 157.56,
            "close": 157.56,
            "amount_yi": 2.5638
          },
          {
            "time": "10:58",
            "open": 157.55,
            "high": 157.55,
            "low": 157.12,
            "close": 157.12,
            "amount_yi": 0.7971
          },
          {
            "time": "10:59",
            "open": 157.2,
            "high": 157.2,
            "low": 157.06,
            "close": 157.06,
            "amount_yi": 0.6114
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64185.54,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 157.06,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 151.53,
        "open": 152.0,
        "high": 158.66,
        "low": 151.0,
        "bid1": 157.02,
        "ask1": 157.06,
        "bid_qty1": 54,
        "ask_qty1": 15
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 钨钼锗",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 27.68,
      "max_chase_pct": 1.5,
      "base_exec_high": 27.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 26.47,
      "entry_zone_high": 27.27,
      "entry_risk_pct": null,
      "intraday_vwap": 24.9882,
      "price_vs_vwap_pct": -0.0728,
      "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": 0.2023,
        "prev_amount_yi": 0.3061,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6609,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 25.04,
            "high": 25.04,
            "low": 25.04,
            "close": 25.04,
            "amount_yi": 0.0518
          },
          {
            "time": "10:56",
            "open": 25.05,
            "high": 25.05,
            "low": 25.05,
            "close": 25.05,
            "amount_yi": 0.0175
          },
          {
            "time": "10:57",
            "open": 24.98,
            "high": 24.98,
            "low": 24.94,
            "close": 24.94,
            "amount_yi": 0.0467
          },
          {
            "time": "10:58",
            "open": 24.98,
            "high": 24.98,
            "low": 24.97,
            "close": 24.97,
            "amount_yi": 0.0233
          },
          {
            "time": "10:59",
            "open": 24.92,
            "high": 24.97,
            "low": 24.92,
            "close": 24.97,
            "amount_yi": 0.063
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 24.97,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 25.51,
        "open": 25.63,
        "high": 26.04,
        "low": 24.42,
        "bid1": 24.97,
        "ask1": 25.0,
        "bid_qty1": 13,
        "ask_qty1": 144
      },
      "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": "2026-06-25T10:59:46",
      "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": 14.6756,
      "price_vs_vwap_pct": 1.0521,
      "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": 0.0347,
        "prev_amount_yi": 0.0319,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0878,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0099
          },
          {
            "time": "10:56",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0093
          },
          {
            "time": "10:57",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0059
          },
          {
            "time": "10:58",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0058
          },
          {
            "time": "10:59",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0038
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:45",
        "prev_close": 13.48,
        "open": 14.68,
        "high": 14.83,
        "low": 13.93,
        "bid1": 14.83,
        "ask1": 0.0,
        "bid_qty1": 84071,
        "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": "2026-06-25T10:59:46",
      "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": 33.7121,
      "price_vs_vwap_pct": -3.3285,
      "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": 0.4101,
        "prev_amount_yi": 0.42,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9764,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 32.57,
            "high": 32.57,
            "low": 32.52,
            "close": 32.52,
            "amount_yi": 0.0728
          },
          {
            "time": "10:56",
            "open": 32.61,
            "high": 32.66,
            "low": 32.61,
            "close": 32.66,
            "amount_yi": 0.0854
          },
          {
            "time": "10:57",
            "open": 32.58,
            "high": 32.58,
            "low": 32.57,
            "close": 32.57,
            "amount_yi": 0.1144
          },
          {
            "time": "10:58",
            "open": 32.53,
            "high": 32.61,
            "low": 32.53,
            "close": 32.61,
            "amount_yi": 0.0852
          },
          {
            "time": "10:59",
            "open": 32.6,
            "high": 32.6,
            "low": 32.59,
            "close": 32.59,
            "amount_yi": 0.0523
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.59,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 33.66,
        "open": 33.19,
        "high": 35.9,
        "low": 32.35,
        "bid1": 32.59,
        "ask1": 32.6,
        "bid_qty1": 44,
        "ask_qty1": 51
      },
      "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": "2026-06-25T10:59:46",
      "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": 169.1868,
      "price_vs_vwap_pct": -3.1248,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8696,
        "prev_amount_yi": 0.3706,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.3465,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 164.75,
            "high": 164.75,
            "low": 164.54,
            "close": 164.54,
            "amount_yi": 0.0632
          },
          {
            "time": "10:56",
            "open": 164.2,
            "high": 164.2,
            "low": 164.06,
            "close": 164.06,
            "amount_yi": 0.1769
          },
          {
            "time": "10:57",
            "open": 164.5,
            "high": 164.5,
            "low": 164.42,
            "close": 164.42,
            "amount_yi": 0.2713
          },
          {
            "time": "10:58",
            "open": 164.26,
            "high": 164.26,
            "low": 164.22,
            "close": 164.22,
            "amount_yi": 0.1002
          },
          {
            "time": "10:59",
            "open": 164.05,
            "high": 164.05,
            "low": 163.9,
            "close": 163.9,
            "amount_yi": 0.258
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 163.9,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 167.37,
        "open": 172.88,
        "high": 175.0,
        "low": 163.89,
        "bid1": 163.89,
        "ask1": 163.91,
        "bid_qty1": 3,
        "ask_qty1": 10
      },
      "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": "2026-06-25T10:59:46",
      "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": 263.7265,
      "price_vs_vwap_pct": -1.6747,
      "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": 3.4118,
        "prev_amount_yi": 7.4411,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4585,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 256.84,
            "high": 256.98,
            "low": 256.84,
            "close": 256.98,
            "amount_yi": 0.9833
          },
          {
            "time": "10:56",
            "open": 257.22,
            "high": 258.1,
            "low": 257.22,
            "close": 258.1,
            "amount_yi": 0.5411
          },
          {
            "time": "10:57",
            "open": 257.18,
            "high": 257.18,
            "low": 257.0,
            "close": 257.0,
            "amount_yi": 0.8952
          },
          {
            "time": "10:58",
            "open": 256.95,
            "high": 257.24,
            "low": 256.95,
            "close": 257.24,
            "amount_yi": 0.5203
          },
          {
            "time": "10:59",
            "open": 257.68,
            "high": 259.31,
            "low": 257.68,
            "close": 259.31,
            "amount_yi": 0.4719
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 259.31,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 266.36,
        "open": 266.5,
        "high": 271.12,
        "low": 256.0,
        "bid1": 259.21,
        "ask1": 259.35,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.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": "2026-06-25T10:59:46",
      "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": 1317.7752,
      "price_vs_vwap_pct": -1.6995,
      "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": 8.9926,
        "prev_amount_yi": 12.5378,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7172,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 1281.98,
            "high": 1283.45,
            "low": 1281.98,
            "close": 1283.45,
            "amount_yi": 1.874
          },
          {
            "time": "10:56",
            "open": 1282.02,
            "high": 1286.0,
            "low": 1282.02,
            "close": 1286.0,
            "amount_yi": 2.2646
          },
          {
            "time": "10:57",
            "open": 1287.5,
            "high": 1287.5,
            "low": 1286.45,
            "close": 1286.45,
            "amount_yi": 1.7063
          },
          {
            "time": "10:58",
            "open": 1291.0,
            "high": 1294.09,
            "low": 1291.0,
            "close": 1294.09,
            "amount_yi": 1.7748
          },
          {
            "time": "10:59",
            "open": 1294.99,
            "high": 1295.38,
            "low": 1294.99,
            "close": 1295.38,
            "amount_yi": 1.3729
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 1295.38,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 1312.18,
        "open": 1326.0,
        "high": 1345.09,
        "low": 1280.02,
        "bid1": 1295.38,
        "ask1": 1295.39,
        "bid_qty1": 94,
        "ask_qty1": 80
      },
      "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": "2026-06-25T10:59:46",
      "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": 569.7075,
      "price_vs_vwap_pct": -1.8321,
      "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": 3.9597,
        "prev_amount_yi": 7.7829,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5088,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 555.07,
            "high": 555.51,
            "low": 555.07,
            "close": 555.51,
            "amount_yi": 0.8556
          },
          {
            "time": "10:56",
            "open": 555.05,
            "high": 556.0,
            "low": 555.05,
            "close": 556.0,
            "amount_yi": 0.7082
          },
          {
            "time": "10:57",
            "open": 556.15,
            "high": 556.15,
            "low": 555.53,
            "close": 555.53,
            "amount_yi": 1.0048
          },
          {
            "time": "10:58",
            "open": 555.6,
            "high": 557.51,
            "low": 555.6,
            "close": 557.51,
            "amount_yi": 0.6865
          },
          {
            "time": "10:59",
            "open": 557.91,
            "high": 559.27,
            "low": 557.91,
            "close": 559.27,
            "amount_yi": 0.7046
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 559.27,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 555.3,
        "open": 560.0,
        "high": 582.66,
        "low": 550.06,
        "bid1": 558.8,
        "ask1": 559.26,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:59:46",
      "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": 49.233,
      "price_vs_vwap_pct": -2.2607,
      "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": 0.4452,
        "prev_amount_yi": 1.2262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 48.32,
            "high": 48.32,
            "low": 48.22,
            "close": 48.22,
            "amount_yi": 0.1277
          },
          {
            "time": "10:56",
            "open": 48.21,
            "high": 48.3,
            "low": 48.21,
            "close": 48.3,
            "amount_yi": 0.077
          },
          {
            "time": "10:57",
            "open": 48.3,
            "high": 48.32,
            "low": 48.3,
            "close": 48.32,
            "amount_yi": 0.0854
          },
          {
            "time": "10:58",
            "open": 48.31,
            "high": 48.31,
            "low": 48.29,
            "close": 48.29,
            "amount_yi": 0.0532
          },
          {
            "time": "10:59",
            "open": 48.16,
            "high": 48.16,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.1019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 77024.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 48.12,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 52.9,
        "open": 51.6,
        "high": 51.95,
        "low": 47.66,
        "bid1": 48.11,
        "ask1": 48.12,
        "bid_qty1": 10,
        "ask_qty1": 124
      },
      "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": "2026-06-25T10:59:46",
      "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": 52.8675,
      "price_vs_vwap_pct": -0.1466,
      "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": 0.3248,
        "prev_amount_yi": 0.4534,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7164,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 52.79,
            "high": 52.79,
            "low": 52.77,
            "close": 52.77,
            "amount_yi": 0.0565
          },
          {
            "time": "10:56",
            "open": 52.97,
            "high": 52.97,
            "low": 52.97,
            "close": 52.97,
            "amount_yi": 0.0711
          },
          {
            "time": "10:57",
            "open": 52.81,
            "high": 52.81,
            "low": 52.71,
            "close": 52.71,
            "amount_yi": 0.0286
          },
          {
            "time": "10:58",
            "open": 52.67,
            "high": 52.78,
            "low": 52.67,
            "close": 52.78,
            "amount_yi": 0.0442
          },
          {
            "time": "10:59",
            "open": 52.96,
            "high": 52.96,
            "low": 52.79,
            "close": 52.79,
            "amount_yi": 0.1244
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.79,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 48.65,
        "open": 50.92,
        "high": 53.52,
        "low": 50.55,
        "bid1": 52.76,
        "ask1": 52.79,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "near_trigger",
      "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": 30.7332,
      "price_vs_vwap_pct": 2.5601,
      "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": 0.4488,
        "prev_amount_yi": 0.5969,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7519,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 31.26,
            "high": 31.26,
            "low": 31.17,
            "close": 31.17,
            "amount_yi": 0.0721
          },
          {
            "time": "10:56",
            "open": 31.4,
            "high": 31.56,
            "low": 31.4,
            "close": 31.56,
            "amount_yi": 0.1644
          },
          {
            "time": "10:57",
            "open": 31.44,
            "high": 31.44,
            "low": 31.39,
            "close": 31.39,
            "amount_yi": 0.079
          },
          {
            "time": "10:58",
            "open": 31.41,
            "high": 31.41,
            "low": 31.34,
            "close": 31.34,
            "amount_yi": 0.0512
          },
          {
            "time": "10:59",
            "open": 31.48,
            "high": 31.52,
            "low": 31.48,
            "close": 31.52,
            "amount_yi": 0.0821
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 31.52,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 31.5,
        "open": 31.48,
        "high": 31.59,
        "low": 30.0,
        "bid1": 31.52,
        "ask1": 31.53,
        "bid_qty1": 51,
        "ask_qty1": 15
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002975:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002975:BREAK_PREV_HIGH",
      "symbol": "SZSE.002975",
      "name": "博杰股份",
      "side": "BUY",
      "priority": "W10",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 152.7,
      "exec_low": 152.7,
      "exec_high": 154.99,
      "invalid_price": 148.12,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "被动元件 / MLCC/晶振",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 157.28,
      "max_chase_pct": 1.5,
      "base_exec_high": 154.99,
      "dynamic_exec_high": null,
      "entry_zone_low": 150.41,
      "entry_zone_high": 154.99,
      "entry_risk_pct": null,
      "intraday_vwap": 147.7138,
      "price_vs_vwap_pct": -0.402,
      "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": 0.3208,
        "prev_amount_yi": 0.3098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0355,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 147.49,
            "high": 147.49,
            "low": 147.21,
            "close": 147.21,
            "amount_yi": 0.0773
          },
          {
            "time": "10:56",
            "open": 147.09,
            "high": 147.18,
            "low": 147.09,
            "close": 147.18,
            "amount_yi": 0.0373
          },
          {
            "time": "10:57",
            "open": 146.79,
            "high": 146.8,
            "low": 146.79,
            "close": 146.8,
            "amount_yi": 0.1049
          },
          {
            "time": "10:58",
            "open": 146.89,
            "high": 146.93,
            "low": 146.89,
            "close": 146.93,
            "amount_yi": 0.02
          },
          {
            "time": "10:59",
            "open": 146.84,
            "high": 147.12,
            "low": 146.84,
            "close": 147.12,
            "amount_yi": 0.0813
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 147.12,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 151.32,
        "open": 150.0,
        "high": 151.31,
        "low": 145.6,
        "bid1": 147.05,
        "ask1": 147.14,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.300522:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.300522:BREAK_PREV_HIGH",
      "symbol": "SZSE.300522",
      "name": "世名科技",
      "side": "BUY",
      "priority": "W11",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 25.6,
      "exec_low": 25.6,
      "exec_high": 25.98,
      "invalid_price": 24.83,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 24.0673,
      "price_vs_vwap_pct": -3.0219,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2057,
        "prev_amount_yi": 0.1047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 23.6,
            "high": 23.6,
            "low": 23.56,
            "close": 23.56,
            "amount_yi": 0.0353
          },
          {
            "time": "10:56",
            "open": 23.56,
            "high": 23.56,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.0485
          },
          {
            "time": "10:57",
            "open": 23.53,
            "high": 23.53,
            "low": 23.52,
            "close": 23.52,
            "amount_yi": 0.0408
          },
          {
            "time": "10:58",
            "open": 23.47,
            "high": 23.47,
            "low": 23.4,
            "close": 23.4,
            "amount_yi": 0.0501
          },
          {
            "time": "10:59",
            "open": 23.37,
            "high": 23.37,
            "low": 23.34,
            "close": 23.34,
            "amount_yi": 0.031
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.34,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 25.04,
        "open": 24.79,
        "high": 25.09,
        "low": 23.07,
        "bid1": 23.33,
        "ask1": 23.34,
        "bid_qty1": 75,
        "ask_qty1": 5
      },
      "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": "2026-06-25T10:59:46",
      "sim_reason": "waiting_trigger",
      "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": null,
      "intraday_vwap": 35.8726,
      "price_vs_vwap_pct": -2.4325,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8603,
        "prev_amount_yi": 0.4077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1101,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 35.29,
            "high": 35.29,
            "low": 35.17,
            "close": 35.17,
            "amount_yi": 0.2183
          },
          {
            "time": "10:56",
            "open": 35.19,
            "high": 35.36,
            "low": 35.19,
            "close": 35.36,
            "amount_yi": 0.1383
          },
          {
            "time": "10:57",
            "open": 35.23,
            "high": 35.23,
            "low": 35.12,
            "close": 35.12,
            "amount_yi": 0.1146
          },
          {
            "time": "10:58",
            "open": 35.1,
            "high": 35.1,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.0946
          },
          {
            "time": "10:59",
            "open": 35.0,
            "high": 35.0,
            "low": 35.0,
            "close": 35.0,
            "amount_yi": 0.2945
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 35.0,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 35.71,
        "open": 34.25,
        "high": 36.98,
        "low": 34.2,
        "bid1": 34.98,
        "ask1": 35.0,
        "bid_qty1": 58,
        "ask_qty1": 208
      },
      "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": "2026-06-25T10:59:46",
      "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": 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": null,
      "intraday_vwap": 28.2867,
      "price_vs_vwap_pct": -4.0185,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7311,
        "prev_amount_yi": 0.5883,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2427,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 27.45,
            "high": 27.45,
            "low": 27.35,
            "close": 27.35,
            "amount_yi": 0.0977
          },
          {
            "time": "10:56",
            "open": 27.32,
            "high": 27.32,
            "low": 27.32,
            "close": 27.32,
            "amount_yi": 0.1311
          },
          {
            "time": "10:57",
            "open": 27.32,
            "high": 27.32,
            "low": 27.32,
            "close": 27.32,
            "amount_yi": 0.089
          },
          {
            "time": "10:58",
            "open": 27.26,
            "high": 27.26,
            "low": 27.2,
            "close": 27.2,
            "amount_yi": 0.2152
          },
          {
            "time": "10:59",
            "open": 27.2,
            "high": 27.2,
            "low": 27.15,
            "close": 27.15,
            "amount_yi": 0.1981
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.15,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 27.85,
        "open": 27.8,
        "high": 29.24,
        "low": 27.14,
        "bid1": 27.14,
        "ask1": 27.15,
        "bid_qty1": 13,
        "ask_qty1": 168
      },
      "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": "2026-06-25T10:59:46",
      "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": 132.7482,
      "price_vs_vwap_pct": 0.2801,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4123,
        "prev_amount_yi": 0.3875,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 133.25,
            "high": 133.33,
            "low": 133.25,
            "close": 133.33,
            "amount_yi": 0.0782
          },
          {
            "time": "10:56",
            "open": 133.5,
            "high": 133.99,
            "low": 133.5,
            "close": 133.99,
            "amount_yi": 0.0744
          },
          {
            "time": "10:57",
            "open": 133.8,
            "high": 133.8,
            "low": 133.3,
            "close": 133.3,
            "amount_yi": 0.1217
          },
          {
            "time": "10:58",
            "open": 133.28,
            "high": 133.28,
            "low": 133.2,
            "close": 133.2,
            "amount_yi": 0.0682
          },
          {
            "time": "10:59",
            "open": 133.1,
            "high": 133.12,
            "low": 133.1,
            "close": 133.12,
            "amount_yi": 0.0698
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 133.12,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 132.99,
        "open": 132.03,
        "high": 136.0,
        "low": 129.26,
        "bid1": 133.11,
        "ask1": 133.12,
        "bid_qty1": 1,
        "ask_qty1": 26
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "电子化学品 / 半导体材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 97.46,
      "max_chase_pct": 1.5,
      "base_exec_high": 96.04,
      "dynamic_exec_high": null,
      "entry_zone_low": 93.2,
      "entry_zone_high": 96.04,
      "entry_risk_pct": null,
      "intraday_vwap": 94.5916,
      "price_vs_vwap_pct": -0.5937,
      "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": 1.4597,
        "prev_amount_yi": 1.5904,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 93.67,
            "high": 93.67,
            "low": 93.32,
            "close": 93.32,
            "amount_yi": 0.3379
          },
          {
            "time": "10:56",
            "open": 93.39,
            "high": 93.55,
            "low": 93.39,
            "close": 93.55,
            "amount_yi": 0.2841
          },
          {
            "time": "10:57",
            "open": 93.7,
            "high": 93.71,
            "low": 93.7,
            "close": 93.71,
            "amount_yi": 0.3671
          },
          {
            "time": "10:58",
            "open": 93.68,
            "high": 93.97,
            "low": 93.68,
            "close": 93.97,
            "amount_yi": 0.2108
          },
          {
            "time": "10:59",
            "open": 93.9,
            "high": 94.03,
            "low": 93.9,
            "close": 94.03,
            "amount_yi": 0.2598
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 94.03,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 91.72,
        "open": 93.5,
        "high": 99.5,
        "low": 87.0,
        "bid1": 93.96,
        "ask1": 94.03,
        "bid_qty1": 23,
        "ask_qty1": 3
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "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": 4.5712,
      "price_vs_vwap_pct": -1.1201,
      "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": 0.1163,
        "prev_amount_yi": 0.0721,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.613,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 4.52,
            "high": 4.53,
            "low": 4.52,
            "close": 4.53,
            "amount_yi": 0.0139
          },
          {
            "time": "10:56",
            "open": 4.51,
            "high": 4.52,
            "low": 4.51,
            "close": 4.52,
            "amount_yi": 0.0282
          },
          {
            "time": "10:57",
            "open": 4.53,
            "high": 4.53,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.017
          },
          {
            "time": "10:58",
            "open": 4.52,
            "high": 4.52,
            "low": 4.52,
            "close": 4.52,
            "amount_yi": 0.0278
          },
          {
            "time": "10:59",
            "open": 4.51,
            "high": 4.52,
            "low": 4.51,
            "close": 4.52,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 4.52,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 4.76,
        "open": 4.52,
        "high": 4.75,
        "low": 4.46,
        "bid1": 4.51,
        "ask1": 4.52,
        "bid_qty1": 489,
        "ask_qty1": 623
      },
      "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": "2026-06-25T10:59:46",
      "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": 22.2619,
      "price_vs_vwap_pct": 0.3508,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1576,
        "prev_amount_yi": 0.1277,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2341,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 22.43,
            "high": 22.43,
            "low": 22.4,
            "close": 22.4,
            "amount_yi": 0.0713
          },
          {
            "time": "10:56",
            "open": 22.36,
            "high": 22.37,
            "low": 22.36,
            "close": 22.37,
            "amount_yi": 0.0252
          },
          {
            "time": "10:57",
            "open": 22.33,
            "high": 22.33,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.0204
          },
          {
            "time": "10:58",
            "open": 22.3,
            "high": 22.35,
            "low": 22.3,
            "close": 22.35,
            "amount_yi": 0.0142
          },
          {
            "time": "10:59",
            "open": 22.38,
            "high": 22.38,
            "low": 22.34,
            "close": 22.34,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.34,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 22.15,
        "open": 21.58,
        "high": 22.96,
        "low": 21.44,
        "bid1": 22.33,
        "ask1": 22.35,
        "bid_qty1": 22,
        "ask_qty1": 29
      },
      "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": "2026-06-25T10:59:46",
      "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": 77.7863,
      "price_vs_vwap_pct": -4.8419,
      "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": 0.5454,
        "prev_amount_yi": 0.6118,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8915,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 74.61,
            "high": 74.61,
            "low": 74.48,
            "close": 74.48,
            "amount_yi": 0.0873
          },
          {
            "time": "10:56",
            "open": 74.02,
            "high": 74.02,
            "low": 74.02,
            "close": 74.02,
            "amount_yi": 0.0818
          },
          {
            "time": "10:57",
            "open": 73.99,
            "high": 73.99,
            "low": 73.5,
            "close": 73.5,
            "amount_yi": 0.096
          },
          {
            "time": "10:58",
            "open": 72.7,
            "high": 72.72,
            "low": 72.7,
            "close": 72.72,
            "amount_yi": 0.1783
          },
          {
            "time": "10:59",
            "open": 73.91,
            "high": 74.02,
            "low": 73.91,
            "close": 74.02,
            "amount_yi": 0.102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.02,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 80.68,
        "open": 80.5,
        "high": 81.36,
        "low": 72.51,
        "bid1": 74.07,
        "ask1": 74.2,
        "bid_qty1": 1,
        "ask_qty1": 8
      },
      "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": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 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": 114.9763,
      "price_vs_vwap_pct": -1.2666,
      "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": 0.3578,
        "prev_amount_yi": 0.4312,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 113.21,
            "high": 113.25,
            "low": 113.21,
            "close": 113.25,
            "amount_yi": 0.0786
          },
          {
            "time": "10:56",
            "open": 113.21,
            "high": 113.4,
            "low": 113.21,
            "close": 113.4,
            "amount_yi": 0.0251
          },
          {
            "time": "10:57",
            "open": 113.24,
            "high": 113.24,
            "low": 113.11,
            "close": 113.11,
            "amount_yi": 0.0896
          },
          {
            "time": "10:58",
            "open": 113.19,
            "high": 113.28,
            "low": 113.19,
            "close": 113.28,
            "amount_yi": 0.0554
          },
          {
            "time": "10:59",
            "open": 113.02,
            "high": 113.52,
            "low": 113.02,
            "close": 113.52,
            "amount_yi": 0.1091
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 113.52,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 116.12,
        "open": 118.0,
        "high": 118.18,
        "low": 113.01,
        "bid1": 113.45,
        "ask1": 113.56,
        "bid_qty1": 1,
        "ask_qty1": 13
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 17.7354,
      "price_vs_vwap_pct": -1.6656,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.298,
        "prev_amount_yi": 0.2465,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 17.42,
            "high": 17.42,
            "low": 17.39,
            "close": 17.39,
            "amount_yi": 0.0744
          },
          {
            "time": "10:56",
            "open": 17.42,
            "high": 17.45,
            "low": 17.42,
            "close": 17.45,
            "amount_yi": 0.0542
          },
          {
            "time": "10:57",
            "open": 17.42,
            "high": 17.42,
            "low": 17.41,
            "close": 17.41,
            "amount_yi": 0.081
          },
          {
            "time": "10:58",
            "open": 17.4,
            "high": 17.42,
            "low": 17.4,
            "close": 17.42,
            "amount_yi": 0.0557
          },
          {
            "time": "10:59",
            "open": 17.4,
            "high": 17.44,
            "low": 17.4,
            "close": 17.44,
            "amount_yi": 0.0327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 17.44,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 18.08,
        "open": 18.15,
        "high": 18.25,
        "low": 17.27,
        "bid1": 17.42,
        "ask1": 17.44,
        "bid_qty1": 89,
        "ask_qty1": 9
      },
      "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": "2026-06-25T10:59:46",
      "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": 107.2426,
      "price_vs_vwap_pct": -2.231,
      "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": 0.2548,
        "prev_amount_yi": 0.3332,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7647,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 104.65,
            "high": 104.72,
            "low": 104.65,
            "close": 104.72,
            "amount_yi": 0.0285
          },
          {
            "time": "10:56",
            "open": 104.69,
            "high": 105.0,
            "low": 104.69,
            "close": 105.0,
            "amount_yi": 0.0439
          },
          {
            "time": "10:57",
            "open": 104.97,
            "high": 104.97,
            "low": 104.86,
            "close": 104.86,
            "amount_yi": 0.0657
          },
          {
            "time": "10:58",
            "open": 104.54,
            "high": 104.74,
            "low": 104.54,
            "close": 104.74,
            "amount_yi": 0.1017
          },
          {
            "time": "10:59",
            "open": 104.7,
            "high": 104.85,
            "low": 104.7,
            "close": 104.85,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 104.85,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 107.85,
        "open": 109.7,
        "high": 109.9,
        "low": 104.3,
        "bid1": 104.82,
        "ask1": 104.85,
        "bid_qty1": 3,
        "ask_qty1": 10
      },
      "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": "2026-06-25T10:59:46",
      "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": 59.2456,
      "price_vs_vwap_pct": -4.2461,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6944,
        "prev_amount_yi": 0.6523,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0645,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 57.2,
            "high": 57.2,
            "low": 57.18,
            "close": 57.18,
            "amount_yi": 0.1404
          },
          {
            "time": "10:56",
            "open": 57.19,
            "high": 57.33,
            "low": 57.19,
            "close": 57.33,
            "amount_yi": 0.1329
          },
          {
            "time": "10:57",
            "open": 57.2,
            "high": 57.2,
            "low": 57.16,
            "close": 57.16,
            "amount_yi": 0.1887
          },
          {
            "time": "10:58",
            "open": 56.93,
            "high": 56.93,
            "low": 56.87,
            "close": 56.87,
            "amount_yi": 0.111
          },
          {
            "time": "10:59",
            "open": 56.7,
            "high": 56.73,
            "low": 56.7,
            "close": 56.73,
            "amount_yi": 0.1214
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 56.73,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 59.55,
        "open": 62.0,
        "high": 62.0,
        "low": 56.35,
        "bid1": 56.71,
        "ask1": 56.73,
        "bid_qty1": 2,
        "ask_qty1": 27
      },
      "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": "2026-06-25T10:59:46",
      "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": 231.0488,
      "price_vs_vwap_pct": -1.7827,
      "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": 0.2762,
        "prev_amount_yi": 0.3017,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9155,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 226.93,
            "high": 226.97,
            "low": 226.93,
            "close": 226.97,
            "amount_yi": 0.0677
          },
          {
            "time": "10:56",
            "open": 227.13,
            "high": 227.13,
            "low": 226.98,
            "close": 226.98,
            "amount_yi": 0.0436
          },
          {
            "time": "10:57",
            "open": 226.91,
            "high": 226.91,
            "low": 226.8,
            "close": 226.8,
            "amount_yi": 0.103
          },
          {
            "time": "10:58",
            "open": 226.7,
            "high": 227.0,
            "low": 226.7,
            "close": 227.0,
            "amount_yi": 0.0406
          },
          {
            "time": "10:59",
            "open": 226.85,
            "high": 226.93,
            "low": 226.85,
            "close": 226.93,
            "amount_yi": 0.0213
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 226.93,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 248.33,
        "open": 238.36,
        "high": 240.99,
        "low": 225.88,
        "bid1": 226.88,
        "ask1": 226.94,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:59:46",
      "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": 409.6904,
      "price_vs_vwap_pct": -2.5215,
      "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": 0.1231,
        "prev_amount_yi": 0.1616,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7618,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:55",
            "open": 400.47,
            "high": 400.49,
            "low": 400.47,
            "close": 400.49,
            "amount_yi": 0.018
          },
          {
            "time": "10:56",
            "open": 400.59,
            "high": 400.59,
            "low": 400.55,
            "close": 400.55,
            "amount_yi": 0.0184
          },
          {
            "time": "10:57",
            "open": 400.15,
            "high": 400.15,
            "low": 399.33,
            "close": 399.33,
            "amount_yi": 0.0352
          },
          {
            "time": "10:58",
            "open": 398.68,
            "high": 399.34,
            "low": 398.68,
            "close": 399.34,
            "amount_yi": 0.0355
          },
          {
            "time": "10:59",
            "open": 398.75,
            "high": 399.36,
            "low": 398.75,
            "close": 399.36,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 399.36,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 404.0,
        "open": 408.0,
        "high": 422.0,
        "low": 393.0,
        "bid1": 398.76,
        "ask1": 399.57,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:59:46",
      "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": 80.1982,
      "price_vs_vwap_pct": -2.4168,
      "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": 0.1956,
        "prev_amount_yi": 0.1786,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:55",
            "open": 78.37,
            "high": 78.37,
            "low": 78.2,
            "close": 78.2,
            "amount_yi": 0.0505
          },
          {
            "time": "10:56",
            "open": 78.44,
            "high": 78.51,
            "low": 78.44,
            "close": 78.51,
            "amount_yi": 0.0215
          },
          {
            "time": "10:57",
            "open": 78.5,
            "high": 78.5,
            "low": 78.49,
            "close": 78.49,
            "amount_yi": 0.0644
          },
          {
            "time": "10:58",
            "open": 78.26,
            "high": 78.26,
            "low": 78.26,
            "close": 78.26,
            "amount_yi": 0.0193
          },
          {
            "time": "10:59",
            "open": 78.17,
            "high": 78.26,
            "low": 78.17,
            "close": 78.26,
            "amount_yi": 0.0399
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 78.26,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 73.26,
        "open": 74.58,
        "high": 85.8,
        "low": 74.0,
        "bid1": 78.22,
        "ask1": 78.26,
        "bid_qty1": 5,
        "ask_qty1": 83
      },
      "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": "2026-06-25T10:59:46",
      "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": 94.8951,
      "price_vs_vwap_pct": -1.997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8792,
        "prev_amount_yi": 0.7357,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1951,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 92.9,
            "high": 93.03,
            "low": 92.9,
            "close": 93.03,
            "amount_yi": 0.2231
          },
          {
            "time": "10:56",
            "open": 93.23,
            "high": 93.32,
            "low": 93.23,
            "close": 93.32,
            "amount_yi": 0.1679
          },
          {
            "time": "10:57",
            "open": 93.18,
            "high": 93.18,
            "low": 93.0,
            "close": 93.0,
            "amount_yi": 0.222
          },
          {
            "time": "10:58",
            "open": 92.87,
            "high": 93.0,
            "low": 92.87,
            "close": 93.0,
            "amount_yi": 0.1026
          },
          {
            "time": "10:59",
            "open": 92.8,
            "high": 93.0,
            "low": 92.8,
            "close": 93.0,
            "amount_yi": 0.1636
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 93.0,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 96.7,
        "open": 97.2,
        "high": 97.58,
        "low": 92.42,
        "bid1": 93.0,
        "ask1": 93.01,
        "bid_qty1": 5,
        "ask_qty1": 79
      },
      "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": "2026-06-25T10:59:46",
      "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": 53.3305,
      "price_vs_vwap_pct": -1.5948,
      "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": 0.1494,
        "prev_amount_yi": 0.1676,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8914,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 52.6,
            "high": 52.6,
            "low": 52.41,
            "close": 52.41,
            "amount_yi": 0.0426
          },
          {
            "time": "10:56",
            "open": 52.59,
            "high": 52.76,
            "low": 52.59,
            "close": 52.76,
            "amount_yi": 0.0207
          },
          {
            "time": "10:57",
            "open": 52.61,
            "high": 52.61,
            "low": 52.5,
            "close": 52.5,
            "amount_yi": 0.0292
          },
          {
            "time": "10:58",
            "open": 52.47,
            "high": 52.47,
            "low": 52.42,
            "close": 52.42,
            "amount_yi": 0.0262
          },
          {
            "time": "10:59",
            "open": 52.43,
            "high": 52.48,
            "low": 52.43,
            "close": 52.48,
            "amount_yi": 0.0307
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 52.48,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 55.68,
        "open": 55.38,
        "high": 56.54,
        "low": 51.66,
        "bid1": 52.48,
        "ask1": 52.49,
        "bid_qty1": 14,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:59:46",
      "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": 70.0206,
      "price_vs_vwap_pct": -1.1434,
      "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": 0.4527,
        "prev_amount_yi": 0.4769,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9493,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 69.04,
            "high": 69.04,
            "low": 68.95,
            "close": 68.95,
            "amount_yi": 0.1199
          },
          {
            "time": "10:56",
            "open": 69.01,
            "high": 69.11,
            "low": 69.01,
            "close": 69.11,
            "amount_yi": 0.0539
          },
          {
            "time": "10:57",
            "open": 69.1,
            "high": 69.1,
            "low": 69.05,
            "close": 69.05,
            "amount_yi": 0.1144
          },
          {
            "time": "10:58",
            "open": 69.32,
            "high": 69.32,
            "low": 69.29,
            "close": 69.29,
            "amount_yi": 0.0707
          },
          {
            "time": "10:59",
            "open": 69.14,
            "high": 69.22,
            "low": 69.14,
            "close": 69.22,
            "amount_yi": 0.0938
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 69.22,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 71.62,
        "open": 71.0,
        "high": 72.19,
        "low": 68.68,
        "bid1": 69.22,
        "ask1": 69.28,
        "bid_qty1": 134,
        "ask_qty1": 8
      },
      "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": "2026-06-25T10:59:46",
      "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": 50.2771,
      "price_vs_vwap_pct": -1.2871,
      "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": 0.5628,
        "prev_amount_yi": 0.8872,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6344,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 50.0,
            "high": 50.0,
            "low": 49.8,
            "close": 49.8,
            "amount_yi": 0.1285
          },
          {
            "time": "10:56",
            "open": 50.05,
            "high": 50.15,
            "low": 50.05,
            "close": 50.15,
            "amount_yi": 0.1247
          },
          {
            "time": "10:57",
            "open": 50.0,
            "high": 50.03,
            "low": 50.0,
            "close": 50.03,
            "amount_yi": 0.1437
          },
          {
            "time": "10:58",
            "open": 49.89,
            "high": 49.89,
            "low": 49.85,
            "close": 49.85,
            "amount_yi": 0.1011
          },
          {
            "time": "10:59",
            "open": 49.78,
            "high": 49.78,
            "low": 49.63,
            "close": 49.63,
            "amount_yi": 0.0648
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 49.63,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 49.63,
        "open": 50.65,
        "high": 51.48,
        "low": 48.65,
        "bid1": 49.62,
        "ask1": 49.63,
        "bid_qty1": 17,
        "ask_qty1": 65
      },
      "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": "2026-06-25T10:59:46",
      "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": 18.9429,
      "price_vs_vwap_pct": -0.0681,
      "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": 0.106,
        "prev_amount_yi": 0.1622,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6535,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 18.96,
            "high": 18.96,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.01
          },
          {
            "time": "10:56",
            "open": 18.95,
            "high": 18.99,
            "low": 18.95,
            "close": 18.99,
            "amount_yi": 0.0418
          },
          {
            "time": "10:57",
            "open": 18.99,
            "high": 18.99,
            "low": 18.96,
            "close": 18.96,
            "amount_yi": 0.0221
          },
          {
            "time": "10:58",
            "open": 18.94,
            "high": 18.94,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0125
          },
          {
            "time": "10:59",
            "open": 18.93,
            "high": 18.93,
            "low": 18.93,
            "close": 18.93,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.93,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 18.95,
        "open": 18.81,
        "high": 19.2,
        "low": 18.69,
        "bid1": 18.92,
        "ask1": 18.93,
        "bid_qty1": 102,
        "ask_qty1": 204
      },
      "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": "2026-06-25T10:59:46",
      "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": 39.6305,
      "price_vs_vwap_pct": -1.3891,
      "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": 0.259,
        "prev_amount_yi": 0.441,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5873,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 39.12,
            "high": 39.12,
            "low": 39.08,
            "close": 39.08,
            "amount_yi": 0.0528
          },
          {
            "time": "10:56",
            "open": 39.16,
            "high": 39.23,
            "low": 39.16,
            "close": 39.23,
            "amount_yi": 0.0559
          },
          {
            "time": "10:57",
            "open": 39.18,
            "high": 39.18,
            "low": 39.14,
            "close": 39.14,
            "amount_yi": 0.0468
          },
          {
            "time": "10:58",
            "open": 39.1,
            "high": 39.11,
            "low": 39.1,
            "close": 39.11,
            "amount_yi": 0.0549
          },
          {
            "time": "10:59",
            "open": 39.07,
            "high": 39.08,
            "low": 39.07,
            "close": 39.08,
            "amount_yi": 0.0486
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 39.08,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 37.54,
        "open": 37.54,
        "high": 40.66,
        "low": 37.27,
        "bid1": 39.07,
        "ask1": 39.09,
        "bid_qty1": 21,
        "ask_qty1": 15
      },
      "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": "2026-06-25T10:59:46",
      "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": 16.6324,
      "price_vs_vwap_pct": -0.7359,
      "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": 0.1035,
        "prev_amount_yi": 0.1227,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8435,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 16.57,
            "high": 16.57,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0363
          },
          {
            "time": "10:56",
            "open": 16.56,
            "high": 16.57,
            "low": 16.56,
            "close": 16.57,
            "amount_yi": 0.0241
          },
          {
            "time": "10:57",
            "open": 16.53,
            "high": 16.53,
            "low": 16.53,
            "close": 16.53,
            "amount_yi": 0.0168
          },
          {
            "time": "10:58",
            "open": 16.52,
            "high": 16.52,
            "low": 16.52,
            "close": 16.52,
            "amount_yi": 0.0112
          },
          {
            "time": "10:59",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 16.51,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 17.08,
        "open": 16.96,
        "high": 17.25,
        "low": 16.34,
        "bid1": 16.51,
        "ask1": 16.53,
        "bid_qty1": 299,
        "ask_qty1": 12
      },
      "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": "2026-06-25T10:59:46",
      "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": 23.9821,
      "price_vs_vwap_pct": -0.5925,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2648,
        "prev_amount_yi": 0.2381,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 23.83,
            "high": 23.83,
            "low": 23.78,
            "close": 23.78,
            "amount_yi": 0.0425
          },
          {
            "time": "10:56",
            "open": 23.8,
            "high": 23.83,
            "low": 23.8,
            "close": 23.83,
            "amount_yi": 0.0545
          },
          {
            "time": "10:57",
            "open": 23.85,
            "high": 23.85,
            "low": 23.81,
            "close": 23.81,
            "amount_yi": 0.0696
          },
          {
            "time": "10:58",
            "open": 23.78,
            "high": 23.81,
            "low": 23.78,
            "close": 23.81,
            "amount_yi": 0.0638
          },
          {
            "time": "10:59",
            "open": 23.82,
            "high": 23.84,
            "low": 23.82,
            "close": 23.84,
            "amount_yi": 0.0344
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.84,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 23.83,
        "open": 23.71,
        "high": 24.42,
        "low": 23.52,
        "bid1": 23.83,
        "ask1": 23.84,
        "bid_qty1": 21,
        "ask_qty1": 164
      },
      "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": "2026-06-25T10:59:46",
      "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": 151.9779,
      "price_vs_vwap_pct": -1.3475,
      "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": 2.0631,
        "prev_amount_yi": 3.9527,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5219,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 150.18,
            "high": 150.18,
            "low": 149.99,
            "close": 149.99,
            "amount_yi": 0.221
          },
          {
            "time": "10:56",
            "open": 150.18,
            "high": 150.21,
            "low": 150.18,
            "close": 150.21,
            "amount_yi": 0.245
          },
          {
            "time": "10:57",
            "open": 149.68,
            "high": 149.68,
            "low": 149.25,
            "close": 149.25,
            "amount_yi": 0.4775
          },
          {
            "time": "10:58",
            "open": 149.12,
            "high": 149.35,
            "low": 149.12,
            "close": 149.35,
            "amount_yi": 0.8559
          },
          {
            "time": "10:59",
            "open": 149.4,
            "high": 149.93,
            "low": 149.4,
            "close": 149.93,
            "amount_yi": 0.2637
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 149.93,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 152.23,
        "open": 153.75,
        "high": 156.6,
        "low": 148.9,
        "bid1": 149.89,
        "ask1": 149.95,
        "bid_qty1": 131,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:59:46",
      "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": 30.0347,
      "price_vs_vwap_pct": -0.848,
      "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": 0.1009,
        "prev_amount_yi": 0.098,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0296,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 29.44,
            "high": 29.44,
            "low": 29.44,
            "close": 29.44,
            "amount_yi": 0.0171
          },
          {
            "time": "10:56",
            "open": 29.46,
            "high": 29.53,
            "low": 29.46,
            "close": 29.53,
            "amount_yi": 0.0169
          },
          {
            "time": "10:57",
            "open": 29.66,
            "high": 29.72,
            "low": 29.66,
            "close": 29.72,
            "amount_yi": 0.0145
          },
          {
            "time": "10:58",
            "open": 29.8,
            "high": 29.8,
            "low": 29.78,
            "close": 29.78,
            "amount_yi": 0.032
          },
          {
            "time": "10:59",
            "open": 29.82,
            "high": 29.82,
            "low": 29.78,
            "close": 29.78,
            "amount_yi": 0.0204
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 29.78,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 30.78,
        "open": 30.48,
        "high": 30.8,
        "low": 29.27,
        "bid1": 29.78,
        "ask1": 29.8,
        "bid_qty1": 14,
        "ask_qty1": 19
      },
      "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": "2026-06-25T10:59:46",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "小金属 / 钨钼锗",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 78.98,
      "max_chase_pct": 1.5,
      "base_exec_high": 77.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.53,
      "entry_zone_high": 77.83,
      "entry_risk_pct": null,
      "intraday_vwap": 81.971,
      "price_vs_vwap_pct": -1.2944,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5042,
        "prev_amount_yi": 0.3609,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3971,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 81.48,
            "high": 81.48,
            "low": 81.33,
            "close": 81.33,
            "amount_yi": 0.0544
          },
          {
            "time": "10:56",
            "open": 81.53,
            "high": 81.66,
            "low": 81.53,
            "close": 81.66,
            "amount_yi": 0.0601
          },
          {
            "time": "10:57",
            "open": 81.4,
            "high": 81.4,
            "low": 81.3,
            "close": 81.3,
            "amount_yi": 0.0473
          },
          {
            "time": "10:58",
            "open": 81.17,
            "high": 81.17,
            "low": 81.05,
            "close": 81.05,
            "amount_yi": 0.0783
          },
          {
            "time": "10:59",
            "open": 80.88,
            "high": 80.91,
            "low": 80.88,
            "close": 80.91,
            "amount_yi": 0.2641
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.91,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 76.38,
        "open": 74.58,
        "high": 84.02,
        "low": 74.58,
        "bid1": 80.8,
        "ask1": 80.91,
        "bid_qty1": 33,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600895:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600895:BREAK_PREV_HIGH",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.99,
      "exec_low": 33.99,
      "exec_high": 34.5,
      "invalid_price": 32.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 32.9659,
      "price_vs_vwap_pct": -0.5639,
      "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": 0.0883,
        "prev_amount_yi": 0.0686,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2872,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 32.79,
            "high": 32.79,
            "low": 32.75,
            "close": 32.75,
            "amount_yi": 0.0237
          },
          {
            "time": "10:56",
            "open": 32.76,
            "high": 32.86,
            "low": 32.76,
            "close": 32.86,
            "amount_yi": 0.0151
          },
          {
            "time": "10:57",
            "open": 32.8,
            "high": 32.8,
            "low": 32.8,
            "close": 32.8,
            "amount_yi": 0.0161
          },
          {
            "time": "10:58",
            "open": 32.74,
            "high": 32.75,
            "low": 32.74,
            "close": 32.75,
            "amount_yi": 0.0153
          },
          {
            "time": "10:59",
            "open": 32.76,
            "high": 32.78,
            "low": 32.76,
            "close": 32.78,
            "amount_yi": 0.0181
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 32.78,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 33.41,
        "open": 33.27,
        "high": 33.55,
        "low": 32.62,
        "bid1": 32.77,
        "ask1": 32.78,
        "bid_qty1": 20,
        "ask_qty1": 29
      },
      "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": "2026-06-25T10:59:46",
      "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": 184.8085,
      "price_vs_vwap_pct": -0.4375,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2665,
        "prev_amount_yi": 0.2442,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0913,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 183.31,
            "high": 183.34,
            "low": 183.31,
            "close": 183.34,
            "amount_yi": 0.0985
          },
          {
            "time": "10:56",
            "open": 183.88,
            "high": 184.38,
            "low": 183.88,
            "close": 184.38,
            "amount_yi": 0.0886
          },
          {
            "time": "10:57",
            "open": 183.89,
            "high": 183.89,
            "low": 183.65,
            "close": 183.65,
            "amount_yi": 0.0318
          },
          {
            "time": "10:58",
            "open": 183.69,
            "high": 183.89,
            "low": 183.69,
            "close": 183.89,
            "amount_yi": 0.0283
          },
          {
            "time": "10:59",
            "open": 183.92,
            "high": 184.0,
            "low": 183.92,
            "close": 184.0,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 184.0,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 185.39,
        "open": 186.8,
        "high": 186.85,
        "low": 182.36,
        "bid1": 184.0,
        "ask1": 184.1,
        "bid_qty1": 3,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:59:46",
      "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": 37.1667,
      "price_vs_vwap_pct": -1.4171,
      "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": 0.1024,
        "prev_amount_yi": 0.1605,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.638,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 36.69,
            "high": 36.69,
            "low": 36.6,
            "close": 36.6,
            "amount_yi": 0.0241
          },
          {
            "time": "10:56",
            "open": 36.64,
            "high": 36.66,
            "low": 36.64,
            "close": 36.66,
            "amount_yi": 0.0119
          },
          {
            "time": "10:57",
            "open": 36.68,
            "high": 36.68,
            "low": 36.66,
            "close": 36.66,
            "amount_yi": 0.0333
          },
          {
            "time": "10:58",
            "open": 36.61,
            "high": 36.69,
            "low": 36.61,
            "close": 36.69,
            "amount_yi": 0.0132
          },
          {
            "time": "10:59",
            "open": 36.62,
            "high": 36.64,
            "low": 36.62,
            "close": 36.64,
            "amount_yi": 0.0199
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.64,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 38.1,
        "open": 37.8,
        "high": 38.19,
        "low": 36.4,
        "bid1": 36.63,
        "ask1": 36.64,
        "bid_qty1": 10,
        "ask_qty1": 17
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603618:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603618:BREAK_PREV_HIGH",
      "symbol": "SHSE.603618",
      "name": "杭电股份",
      "side": "BUY",
      "priority": "W40",
      "status": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 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": 54.7681,
      "price_vs_vwap_pct": -1.9502,
      "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": 0.6135,
        "prev_amount_yi": 0.9207,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6663,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 53.59,
            "high": 53.64,
            "low": 53.59,
            "close": 53.64,
            "amount_yi": 0.1258
          },
          {
            "time": "10:56",
            "open": 53.74,
            "high": 53.76,
            "low": 53.74,
            "close": 53.76,
            "amount_yi": 0.0933
          },
          {
            "time": "10:57",
            "open": 53.64,
            "high": 53.64,
            "low": 53.53,
            "close": 53.53,
            "amount_yi": 0.1803
          },
          {
            "time": "10:58",
            "open": 53.49,
            "high": 53.56,
            "low": 53.49,
            "close": 53.56,
            "amount_yi": 0.1345
          },
          {
            "time": "10:59",
            "open": 53.6,
            "high": 53.7,
            "low": 53.6,
            "close": 53.7,
            "amount_yi": 0.0796
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.7,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 54.48,
        "open": 55.35,
        "high": 56.66,
        "low": 53.01,
        "bid1": 53.61,
        "ask1": 53.71,
        "bid_qty1": 5,
        "ask_qty1": 28
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 3.5,
      "intraday_vwap": 10.0214,
      "price_vs_vwap_pct": -0.3133,
      "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": 0.1448,
        "prev_amount_yi": 0.1653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.876,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 9.99,
            "high": 9.99,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.052
          },
          {
            "time": "10:56",
            "open": 9.99,
            "high": 10.01,
            "low": 9.99,
            "close": 10.01,
            "amount_yi": 0.0189
          },
          {
            "time": "10:57",
            "open": 9.99,
            "high": 10.0,
            "low": 9.99,
            "close": 10.0,
            "amount_yi": 0.0403
          },
          {
            "time": "10:58",
            "open": 9.99,
            "high": 9.99,
            "low": 9.98,
            "close": 9.98,
            "amount_yi": 0.0164
          },
          {
            "time": "10:59",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 427.9,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 9.99,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.23,
        "low": 9.76,
        "bid1": 9.99,
        "ask1": 10.0,
        "bid_qty1": 351,
        "ask_qty1": 476
      },
      "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": "2026-06-25T10:59:46",
      "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": 99.9835,
      "price_vs_vwap_pct": -3.4841,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.2641,
        "prev_amount_yi": 0.8395,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5058,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 97.84,
            "high": 97.84,
            "low": 97.6,
            "close": 97.6,
            "amount_yi": 0.0997
          },
          {
            "time": "10:56",
            "open": 97.66,
            "high": 97.86,
            "low": 97.66,
            "close": 97.86,
            "amount_yi": 0.2124
          },
          {
            "time": "10:57",
            "open": 97.47,
            "high": 97.47,
            "low": 97.18,
            "close": 97.18,
            "amount_yi": 0.2034
          },
          {
            "time": "10:58",
            "open": 96.96,
            "high": 96.96,
            "low": 96.58,
            "close": 96.58,
            "amount_yi": 0.3369
          },
          {
            "time": "10:59",
            "open": 96.82,
            "high": 96.82,
            "low": 96.5,
            "close": 96.5,
            "amount_yi": 0.4117
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 96.5,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 103.81,
        "open": 104.07,
        "high": 105.0,
        "low": 96.38,
        "bid1": 96.57,
        "ask1": 96.78,
        "bid_qty1": 20,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600641:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600641:BREAK_PREV_HIGH",
      "symbol": "SHSE.600641",
      "name": "先导基电",
      "side": "BUY",
      "priority": "W43",
      "status": "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": "2026-06-25T10:59:46",
      "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": 37.8926,
      "price_vs_vwap_pct": -2.5931,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4456,
        "prev_amount_yi": 0.3782,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1782,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 37.01,
            "high": 37.01,
            "low": 36.96,
            "close": 36.96,
            "amount_yi": 0.1063
          },
          {
            "time": "10:56",
            "open": 37.02,
            "high": 37.07,
            "low": 37.02,
            "close": 37.07,
            "amount_yi": 0.0665
          },
          {
            "time": "10:57",
            "open": 36.98,
            "high": 36.98,
            "low": 36.95,
            "close": 36.95,
            "amount_yi": 0.0901
          },
          {
            "time": "10:58",
            "open": 36.87,
            "high": 36.91,
            "low": 36.87,
            "close": 36.91,
            "amount_yi": 0.0645
          },
          {
            "time": "10:59",
            "open": 36.83,
            "high": 36.91,
            "low": 36.83,
            "close": 36.91,
            "amount_yi": 0.1182
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 36.91,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 37.76,
        "open": 38.0,
        "high": 39.08,
        "low": 36.69,
        "bid1": 36.9,
        "ask1": 36.93,
        "bid_qty1": 10,
        "ask_qty1": 2
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "near_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": 115.3245,
      "price_vs_vwap_pct": 0.4557,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3625,
        "prev_amount_yi": 0.9928,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3724,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 115.51,
            "high": 115.72,
            "low": 115.51,
            "close": 115.72,
            "amount_yi": 0.1569
          },
          {
            "time": "10:56",
            "open": 115.56,
            "high": 115.72,
            "low": 115.56,
            "close": 115.72,
            "amount_yi": 0.1826
          },
          {
            "time": "10:57",
            "open": 115.7,
            "high": 115.85,
            "low": 115.7,
            "close": 115.85,
            "amount_yi": 0.2008
          },
          {
            "time": "10:58",
            "open": 115.85,
            "high": 115.91,
            "low": 115.85,
            "close": 115.91,
            "amount_yi": 0.1332
          },
          {
            "time": "10:59",
            "open": 116.09,
            "high": 116.09,
            "low": 115.85,
            "close": 115.85,
            "amount_yi": 0.689
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 115.85,
        "ts": "2026-06-25T10:59:43",
        "prev_close": 115.4,
        "open": 114.0,
        "high": 117.0,
        "low": 113.23,
        "bid1": 115.82,
        "ask1": 115.85,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "OBSERVE",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 3.1363,
      "intraday_vwap": 74.841,
      "price_vs_vwap_pct": -0.3087,
      "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": 0.1579,
        "prev_amount_yi": 0.183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8628,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 74.79,
            "high": 74.99,
            "low": 74.79,
            "close": 74.99,
            "amount_yi": 0.0668
          },
          {
            "time": "10:56",
            "open": 74.9,
            "high": 75.2,
            "low": 74.9,
            "close": 75.2,
            "amount_yi": 0.025
          },
          {
            "time": "10:57",
            "open": 75.15,
            "high": 75.15,
            "low": 74.8,
            "close": 74.8,
            "amount_yi": 0.0301
          },
          {
            "time": "10:58",
            "open": 74.5,
            "high": 74.53,
            "low": 74.5,
            "close": 74.53,
            "amount_yi": 0.0198
          },
          {
            "time": "10:59",
            "open": 74.65,
            "high": 74.65,
            "low": 74.61,
            "close": 74.61,
            "amount_yi": 0.0162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 427.9,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 74.61,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 73.7,
        "open": 72.73,
        "high": 77.49,
        "low": 72.73,
        "bid1": 74.58,
        "ask1": 74.61,
        "bid_qty1": 5,
        "ask_qty1": 2
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-25T10:59:46",
      "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": 191.7755,
      "price_vs_vwap_pct": -1.3013,
      "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": 0.3048,
        "prev_amount_yi": 0.348,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 188.56,
            "high": 188.79,
            "low": 188.56,
            "close": 188.79,
            "amount_yi": 0.0731
          },
          {
            "time": "10:56",
            "open": 188.8,
            "high": 188.97,
            "low": 188.8,
            "close": 188.97,
            "amount_yi": 0.0644
          },
          {
            "time": "10:57",
            "open": 188.87,
            "high": 188.87,
            "low": 188.87,
            "close": 188.87,
            "amount_yi": 0.0682
          },
          {
            "time": "10:58",
            "open": 188.66,
            "high": 188.9,
            "low": 188.66,
            "close": 188.9,
            "amount_yi": 0.0404
          },
          {
            "time": "10:59",
            "open": 188.96,
            "high": 189.28,
            "low": 188.96,
            "close": 189.28,
            "amount_yi": 0.0587
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 189.28,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 194.0,
        "open": 193.51,
        "high": 196.65,
        "low": 188.01,
        "bid1": 189.2,
        "ask1": 189.31,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "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": "2026-06-25T10:59:46",
      "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": 19.1923,
      "price_vs_vwap_pct": -2.4088,
      "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": 0.1265,
        "prev_amount_yi": 0.1849,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6842,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 18.77,
            "high": 18.77,
            "low": 18.73,
            "close": 18.73,
            "amount_yi": 0.0313
          },
          {
            "time": "10:56",
            "open": 18.8,
            "high": 18.8,
            "low": 18.75,
            "close": 18.75,
            "amount_yi": 0.0169
          },
          {
            "time": "10:57",
            "open": 18.75,
            "high": 18.75,
            "low": 18.75,
            "close": 18.75,
            "amount_yi": 0.0412
          },
          {
            "time": "10:58",
            "open": 18.68,
            "high": 18.72,
            "low": 18.68,
            "close": 18.72,
            "amount_yi": 0.0182
          },
          {
            "time": "10:59",
            "open": 18.7,
            "high": 18.73,
            "low": 18.7,
            "close": 18.73,
            "amount_yi": 0.0189
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.73,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 20.15,
        "open": 19.95,
        "high": 20.15,
        "low": 18.47,
        "bid1": 18.73,
        "ask1": 18.74,
        "bid_qty1": 97,
        "ask_qty1": 261
      },
      "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": "2026-06-25T10:59:46",
      "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": 12.8309,
      "price_vs_vwap_pct": -0.8643,
      "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": 0.0795,
        "prev_amount_yi": 0.1026,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7749,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 12.66,
            "high": 12.66,
            "low": 12.66,
            "close": 12.66,
            "amount_yi": 0.0174
          },
          {
            "time": "10:56",
            "open": 12.67,
            "high": 12.67,
            "low": 12.67,
            "close": 12.67,
            "amount_yi": 0.0147
          },
          {
            "time": "10:57",
            "open": 12.69,
            "high": 12.71,
            "low": 12.69,
            "close": 12.71,
            "amount_yi": 0.0143
          },
          {
            "time": "10:58",
            "open": 12.7,
            "high": 12.72,
            "low": 12.7,
            "close": 12.72,
            "amount_yi": 0.0231
          },
          {
            "time": "10:59",
            "open": 12.71,
            "high": 12.72,
            "low": 12.71,
            "close": 12.72,
            "amount_yi": 0.01
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:45",
        "prev_close": 13.28,
        "open": 13.0,
        "high": 13.18,
        "low": 12.59,
        "bid1": 12.72,
        "ask1": 12.73,
        "bid_qty1": 23,
        "ask_qty1": 52
      },
      "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": "2026-06-25T10:59:46",
      "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": 3.0707,
      "intraday_vwap": 34.8207,
      "price_vs_vwap_pct": -0.921,
      "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": 0.6345,
        "prev_amount_yi": 0.7979,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7952,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 34.41,
            "high": 34.41,
            "low": 34.41,
            "close": 34.41,
            "amount_yi": 0.1156
          },
          {
            "time": "10:56",
            "open": 34.51,
            "high": 34.51,
            "low": 34.51,
            "close": 34.51,
            "amount_yi": 0.1398
          },
          {
            "time": "10:57",
            "open": 34.52,
            "high": 34.52,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.1584
          },
          {
            "time": "10:58",
            "open": 34.51,
            "high": 34.53,
            "low": 34.51,
            "close": 34.53,
            "amount_yi": 0.1232
          },
          {
            "time": "10:59",
            "open": 34.51,
            "high": 34.51,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.0975
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 427.9,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 34.5,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 34.03,
        "open": 33.9,
        "high": 35.54,
        "low": 33.84,
        "bid1": 34.5,
        "ask1": 34.52,
        "bid_qty1": 32,
        "ask_qty1": 153
      },
      "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": "2026-06-25T10:59:46",
      "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": 62.5045,
      "price_vs_vwap_pct": -2.0231,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1737,
        "prev_amount_yi": 0.1366,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2716,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 61.13,
            "high": 61.13,
            "low": 61.06,
            "close": 61.06,
            "amount_yi": 0.0541
          },
          {
            "time": "10:56",
            "open": 61.06,
            "high": 61.09,
            "low": 61.06,
            "close": 61.09,
            "amount_yi": 0.0304
          },
          {
            "time": "10:57",
            "open": 61.12,
            "high": 61.12,
            "low": 61.1,
            "close": 61.1,
            "amount_yi": 0.0295
          },
          {
            "time": "10:58",
            "open": 61.2,
            "high": 61.35,
            "low": 61.2,
            "close": 61.35,
            "amount_yi": 0.0303
          },
          {
            "time": "10:59",
            "open": 61.2,
            "high": 61.24,
            "low": 61.2,
            "close": 61.24,
            "amount_yi": 0.0294
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 61.24,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 64.21,
        "open": 63.86,
        "high": 64.86,
        "low": 61.01,
        "bid1": 61.24,
        "ask1": 61.26,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH",
      "symbol": "SHSE.605006",
      "name": "山东玻纤",
      "side": "BUY",
      "priority": "W51",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.77,
      "exec_low": 22.77,
      "exec_high": 23.11,
      "invalid_price": 22.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.1233,
      "intraday_vwap": 22.799,
      "price_vs_vwap_pct": 1.0571,
      "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": 0.1539,
        "prev_amount_yi": 0.2443,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.63,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 23.2,
            "high": 23.2,
            "low": 23.2,
            "close": 23.2,
            "amount_yi": 0.052
          },
          {
            "time": "10:56",
            "open": 23.2,
            "high": 23.2,
            "low": 23.19,
            "close": 23.19,
            "amount_yi": 0.0247
          },
          {
            "time": "10:57",
            "open": 23.17,
            "high": 23.17,
            "low": 23.16,
            "close": 23.16,
            "amount_yi": 0.0276
          },
          {
            "time": "10:58",
            "open": 23.16,
            "high": 23.16,
            "low": 23.15,
            "close": 23.15,
            "amount_yi": 0.024
          },
          {
            "time": "10:59",
            "open": 23.11,
            "high": 23.11,
            "low": 23.04,
            "close": 23.04,
            "amount_yi": 0.0256
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 427.9,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.04,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 22.42,
        "open": 21.6,
        "high": 23.75,
        "low": 21.6,
        "bid1": 23.03,
        "ask1": 23.04,
        "bid_qty1": 23,
        "ask_qty1": 89
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000762:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000762:BREAK_PREV_HIGH",
      "symbol": "SZSE.000762",
      "name": "西藏矿业",
      "side": "BUY",
      "priority": "W52",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 30.13,
      "exec_low": 30.13,
      "exec_high": 30.58,
      "invalid_price": 29.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 29.0582,
      "price_vs_vwap_pct": -1.3704,
      "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": 0.0883,
        "prev_amount_yi": 0.0738,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1965,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 28.6,
            "high": 28.6,
            "low": 28.59,
            "close": 28.59,
            "amount_yi": 0.0231
          },
          {
            "time": "10:56",
            "open": 28.59,
            "high": 28.63,
            "low": 28.59,
            "close": 28.63,
            "amount_yi": 0.0088
          },
          {
            "time": "10:57",
            "open": 28.65,
            "high": 28.65,
            "low": 28.62,
            "close": 28.62,
            "amount_yi": 0.0299
          },
          {
            "time": "10:58",
            "open": 28.72,
            "high": 28.72,
            "low": 28.72,
            "close": 28.72,
            "amount_yi": 0.0183
          },
          {
            "time": "10:59",
            "open": 28.63,
            "high": 28.66,
            "low": 28.63,
            "close": 28.66,
            "amount_yi": 0.0082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 28.66,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 29.8,
        "open": 29.28,
        "high": 30.03,
        "low": 28.5,
        "bid1": 28.65,
        "ask1": 28.66,
        "bid_qty1": 5,
        "ask_qty1": 6
      },
      "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": "2026-06-25T10:59:46",
      "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": 112.7045,
      "price_vs_vwap_pct": -2.1335,
      "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": 0.2747,
        "prev_amount_yi": 0.282,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9741,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 110.38,
            "high": 110.38,
            "low": 110.24,
            "close": 110.24,
            "amount_yi": 0.0489
          },
          {
            "time": "10:56",
            "open": 110.55,
            "high": 110.65,
            "low": 110.55,
            "close": 110.65,
            "amount_yi": 0.023
          },
          {
            "time": "10:57",
            "open": 110.37,
            "high": 110.37,
            "low": 110.22,
            "close": 110.22,
            "amount_yi": 0.0688
          },
          {
            "time": "10:58",
            "open": 110.0,
            "high": 110.25,
            "low": 110.0,
            "close": 110.25,
            "amount_yi": 0.1017
          },
          {
            "time": "10:59",
            "open": 110.1,
            "high": 110.3,
            "low": 110.1,
            "close": 110.3,
            "amount_yi": 0.0323
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 198234.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:42",
        "prev_close": 114.41,
        "open": 115.59,
        "high": 115.63,
        "low": 109.33,
        "bid1": 110.3,
        "ask1": 110.35,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:59:46",
      "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": 91.6947,
      "price_vs_vwap_pct": -0.2669,
      "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": 0.097,
        "prev_amount_yi": 0.1183,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8199,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 92.2,
            "high": 92.2,
            "low": 92.2,
            "close": 92.2,
            "amount_yi": 0.0285
          },
          {
            "time": "10:56",
            "open": 92.38,
            "high": 92.38,
            "low": 92.13,
            "close": 92.13,
            "amount_yi": 0.0266
          },
          {
            "time": "10:57",
            "open": 92.39,
            "high": 92.39,
            "low": 92.07,
            "close": 92.07,
            "amount_yi": 0.0198
          },
          {
            "time": "10:58",
            "open": 91.41,
            "high": 91.6,
            "low": 91.41,
            "close": 91.6,
            "amount_yi": 0.0075
          },
          {
            "time": "10:59",
            "open": 91.42,
            "high": 91.45,
            "low": 91.42,
            "close": 91.45,
            "amount_yi": 0.0146
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 91.45,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 90.95,
        "open": 90.0,
        "high": 97.0,
        "low": 88.66,
        "bid1": 91.44,
        "ask1": 91.58,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "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": 75.1638,
      "price_vs_vwap_pct": -2.799,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 2.0008,
        "prev_amount_yi": 1.2854,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5566,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 73.31,
            "high": 73.31,
            "low": 73.24,
            "close": 73.24,
            "amount_yi": 0.2659
          },
          {
            "time": "10:56",
            "open": 73.31,
            "high": 73.4,
            "low": 73.31,
            "close": 73.4,
            "amount_yi": 0.2514
          },
          {
            "time": "10:57",
            "open": 73.17,
            "high": 73.17,
            "low": 73.1,
            "close": 73.1,
            "amount_yi": 0.2926
          },
          {
            "time": "10:58",
            "open": 73.0,
            "high": 73.0,
            "low": 72.83,
            "close": 72.83,
            "amount_yi": 0.6276
          },
          {
            "time": "10:59",
            "open": 72.88,
            "high": 73.06,
            "low": 72.88,
            "close": 73.06,
            "amount_yi": 0.5633
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 73.06,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 77.0,
        "open": 78.55,
        "high": 78.55,
        "low": 72.81,
        "bid1": 73.06,
        "ask1": 73.08,
        "bid_qty1": 4,
        "ask_qty1": 24
      },
      "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": "2026-06-25T10:59:46",
      "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": 53.3327,
      "price_vs_vwap_pct": 0.7824,
      "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": 0.132,
        "prev_amount_yi": 0.1251,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0552,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 53.86,
            "high": 53.86,
            "low": 53.77,
            "close": 53.77,
            "amount_yi": 0.038
          },
          {
            "time": "10:56",
            "open": 53.73,
            "high": 53.83,
            "low": 53.73,
            "close": 53.83,
            "amount_yi": 0.008
          },
          {
            "time": "10:57",
            "open": 53.72,
            "high": 53.72,
            "low": 53.7,
            "close": 53.7,
            "amount_yi": 0.017
          },
          {
            "time": "10:58",
            "open": 53.65,
            "high": 53.79,
            "low": 53.65,
            "close": 53.79,
            "amount_yi": 0.0207
          },
          {
            "time": "10:59",
            "open": 53.78,
            "high": 53.78,
            "low": 53.75,
            "close": 53.75,
            "amount_yi": 0.0483
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 53.75,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 54.74,
        "open": 55.0,
        "high": 55.0,
        "low": 51.77,
        "bid1": 53.73,
        "ask1": 53.77,
        "bid_qty1": 5,
        "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": "2026-06-25T10:59:46",
      "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": 21.1917,
      "price_vs_vwap_pct": -0.2912,
      "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": 0.1879,
        "prev_amount_yi": 0.3403,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5522,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 21.11,
            "high": 21.11,
            "low": 21.1,
            "close": 21.1,
            "amount_yi": 0.0447
          },
          {
            "time": "10:56",
            "open": 21.12,
            "high": 21.14,
            "low": 21.12,
            "close": 21.14,
            "amount_yi": 0.0305
          },
          {
            "time": "10:57",
            "open": 21.08,
            "high": 21.08,
            "low": 21.08,
            "close": 21.08,
            "amount_yi": 0.0379
          },
          {
            "time": "10:58",
            "open": 21.05,
            "high": 21.06,
            "low": 21.05,
            "close": 21.06,
            "amount_yi": 0.033
          },
          {
            "time": "10:59",
            "open": 21.11,
            "high": 21.13,
            "low": 21.11,
            "close": 21.13,
            "amount_yi": 0.0418
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.13,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 21.37,
        "open": 21.17,
        "high": 21.53,
        "low": 20.8,
        "bid1": 21.12,
        "ask1": 21.13,
        "bid_qty1": 405,
        "ask_qty1": 14
      },
      "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": "2026-06-25T10:59:46",
      "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": 84.7936,
      "price_vs_vwap_pct": -1.9855,
      "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": 0.4143,
        "prev_amount_yi": 0.5383,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7696,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 83.15,
            "high": 83.15,
            "low": 83.13,
            "close": 83.13,
            "amount_yi": 0.0667
          },
          {
            "time": "10:56",
            "open": 83.29,
            "high": 83.44,
            "low": 83.29,
            "close": 83.44,
            "amount_yi": 0.0398
          },
          {
            "time": "10:57",
            "open": 83.24,
            "high": 83.24,
            "low": 83.17,
            "close": 83.17,
            "amount_yi": 0.1465
          },
          {
            "time": "10:58",
            "open": 83.12,
            "high": 83.12,
            "low": 83.08,
            "close": 83.08,
            "amount_yi": 0.1096
          },
          {
            "time": "10:59",
            "open": 83.08,
            "high": 83.11,
            "low": 83.08,
            "close": 83.11,
            "amount_yi": 0.0517
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.11,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 85.6,
        "open": 85.6,
        "high": 86.8,
        "low": 82.79,
        "bid1": 83.1,
        "ask1": 83.11,
        "bid_qty1": 58,
        "ask_qty1": 49
      },
      "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": "2026-06-25T10:59:46",
      "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": 103.9093,
      "price_vs_vwap_pct": -3.1848,
      "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": 0.327,
        "prev_amount_yi": 0.4187,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.781,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 99.37,
            "high": 99.43,
            "low": 99.37,
            "close": 99.43,
            "amount_yi": 0.0425
          },
          {
            "time": "10:56",
            "open": 100.0,
            "high": 100.15,
            "low": 100.0,
            "close": 100.15,
            "amount_yi": 0.0628
          },
          {
            "time": "10:57",
            "open": 99.89,
            "high": 99.97,
            "low": 99.89,
            "close": 99.97,
            "amount_yi": 0.0855
          },
          {
            "time": "10:58",
            "open": 99.77,
            "high": 100.06,
            "low": 99.77,
            "close": 100.06,
            "amount_yi": 0.0623
          },
          {
            "time": "10:59",
            "open": 100.41,
            "high": 100.6,
            "low": 100.41,
            "close": 100.6,
            "amount_yi": 0.0739
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 100.6,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 104.86,
        "open": 106.66,
        "high": 108.0,
        "low": 99.06,
        "bid1": 100.6,
        "ask1": 100.69,
        "bid_qty1": 5,
        "ask_qty1": 29
      },
      "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": "2026-06-25T10:59:46",
      "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": 44.9973,
      "price_vs_vwap_pct": -2.8831,
      "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": 0.3289,
        "prev_amount_yi": 0.4569,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7199,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 43.92,
            "high": 43.92,
            "low": 43.91,
            "close": 43.91,
            "amount_yi": 0.0338
          },
          {
            "time": "10:56",
            "open": 43.93,
            "high": 43.98,
            "low": 43.93,
            "close": 43.98,
            "amount_yi": 0.0562
          },
          {
            "time": "10:57",
            "open": 43.84,
            "high": 43.84,
            "low": 43.73,
            "close": 43.73,
            "amount_yi": 0.1001
          },
          {
            "time": "10:58",
            "open": 43.69,
            "high": 43.7,
            "low": 43.69,
            "close": 43.7,
            "amount_yi": 0.0791
          },
          {
            "time": "10:59",
            "open": 43.68,
            "high": 43.7,
            "low": 43.68,
            "close": 43.7,
            "amount_yi": 0.0597
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 43.7,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 46.15,
        "open": 47.0,
        "high": 47.1,
        "low": 43.66,
        "bid1": 43.7,
        "ask1": 43.73,
        "bid_qty1": 44,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:59:46",
      "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": 21.8873,
      "price_vs_vwap_pct": 1.9769,
      "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": 1.1104,
        "prev_amount_yi": 1.594,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6966,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 22.34,
            "high": 22.34,
            "low": 22.23,
            "close": 22.23,
            "amount_yi": 0.2147
          },
          {
            "time": "10:56",
            "open": 22.27,
            "high": 22.35,
            "low": 22.27,
            "close": 22.35,
            "amount_yi": 0.2481
          },
          {
            "time": "10:57",
            "open": 22.3,
            "high": 22.3,
            "low": 22.28,
            "close": 22.28,
            "amount_yi": 0.1859
          },
          {
            "time": "10:58",
            "open": 22.23,
            "high": 22.27,
            "low": 22.23,
            "close": 22.27,
            "amount_yi": 0.1412
          },
          {
            "time": "10:59",
            "open": 22.29,
            "high": 22.32,
            "low": 22.29,
            "close": 22.32,
            "amount_yi": 0.3205
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 22.32,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 20.98,
        "open": 21.38,
        "high": 22.65,
        "low": 20.73,
        "bid1": 22.31,
        "ask1": 22.32,
        "bid_qty1": 1,
        "ask_qty1": 328
      },
      "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": "2026-06-25T10:59:46",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 425.7,
      "max_chase_pct": 1.5,
      "base_exec_high": 419.5,
      "dynamic_exec_high": null,
      "entry_zone_low": 407.1,
      "entry_zone_high": 419.5,
      "entry_risk_pct": null,
      "intraday_vwap": 387.9922,
      "price_vs_vwap_pct": -0.3614,
      "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": 0.9166,
        "prev_amount_yi": 1.1363,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8067,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 385.0,
            "high": 385.0,
            "low": 384.7,
            "close": 384.7,
            "amount_yi": 0.0939
          },
          {
            "time": "10:56",
            "open": 385.0,
            "high": 385.38,
            "low": 385.0,
            "close": 385.38,
            "amount_yi": 0.1951
          },
          {
            "time": "10:57",
            "open": 384.87,
            "high": 384.87,
            "low": 384.71,
            "close": 384.71,
            "amount_yi": 0.187
          },
          {
            "time": "10:58",
            "open": 384.24,
            "high": 384.94,
            "low": 384.24,
            "close": 384.94,
            "amount_yi": 0.3334
          },
          {
            "time": "10:59",
            "open": 385.04,
            "high": 386.59,
            "low": 385.04,
            "close": 386.59,
            "amount_yi": 0.1072
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 386.59,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 406.0,
        "open": 394.01,
        "high": 397.9,
        "low": 378.0,
        "bid1": 386.08,
        "ask1": 386.58,
        "bid_qty1": 1,
        "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": "2026-06-25T10:59:46",
      "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": 110.2577,
      "price_vs_vwap_pct": -2.1474,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5189,
        "prev_amount_yi": 0.159,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.2635,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:55",
            "open": 108.79,
            "high": 108.79,
            "low": 108.74,
            "close": 108.74,
            "amount_yi": 0.0147
          },
          {
            "time": "10:56",
            "open": 108.58,
            "high": 108.58,
            "low": 108.31,
            "close": 108.31,
            "amount_yi": 0.2723
          },
          {
            "time": "10:57",
            "open": 107.88,
            "high": 107.88,
            "low": 107.6,
            "close": 107.6,
            "amount_yi": 0.1678
          },
          {
            "time": "10:58",
            "open": 107.53,
            "high": 107.79,
            "low": 107.53,
            "close": 107.79,
            "amount_yi": 0.0448
          },
          {
            "time": "10:59",
            "open": 107.84,
            "high": 107.89,
            "low": 107.84,
            "close": 107.89,
            "amount_yi": 0.0193
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 107.89,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 111.0,
        "open": 112.41,
        "high": 113.22,
        "low": 107.5,
        "bid1": 107.83,
        "ask1": 107.89,
        "bid_qty1": 18,
        "ask_qty1": 2
      },
      "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": "2026-06-25T10:59:46",
      "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": 12.7481,
      "price_vs_vwap_pct": 0.2502,
      "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": 0.1394,
        "prev_amount_yi": 0.1429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9755,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 12.82,
            "high": 12.82,
            "low": 12.78,
            "close": 12.78,
            "amount_yi": 0.0231
          },
          {
            "time": "10:56",
            "open": 12.82,
            "high": 12.84,
            "low": 12.82,
            "close": 12.84,
            "amount_yi": 0.0381
          },
          {
            "time": "10:57",
            "open": 12.78,
            "high": 12.8,
            "low": 12.78,
            "close": 12.8,
            "amount_yi": 0.0365
          },
          {
            "time": "10:58",
            "open": 12.81,
            "high": 12.81,
            "low": 12.81,
            "close": 12.81,
            "amount_yi": 0.0172
          },
          {
            "time": "10:59",
            "open": 12.8,
            "high": 12.8,
            "low": 12.78,
            "close": 12.78,
            "amount_yi": 0.0245
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 12.78,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 12.04,
        "open": 12.19,
        "high": 13.11,
        "low": 12.06,
        "bid1": 12.78,
        "ask1": 12.8,
        "bid_qty1": 192,
        "ask_qty1": 247
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "near_trigger",
      "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": null,
      "intraday_vwap": 83.9938,
      "price_vs_vwap_pct": -0.7427,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5115,
        "prev_amount_yi": 0.4759,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 83.36,
            "high": 83.36,
            "low": 83.24,
            "close": 83.24,
            "amount_yi": 0.1004
          },
          {
            "time": "10:56",
            "open": 83.4,
            "high": 83.56,
            "low": 83.4,
            "close": 83.56,
            "amount_yi": 0.1332
          },
          {
            "time": "10:57",
            "open": 83.33,
            "high": 83.33,
            "low": 83.31,
            "close": 83.31,
            "amount_yi": 0.0754
          },
          {
            "time": "10:58",
            "open": 83.24,
            "high": 83.36,
            "low": 83.24,
            "close": 83.36,
            "amount_yi": 0.0858
          },
          {
            "time": "10:59",
            "open": 83.28,
            "high": 83.37,
            "low": 83.28,
            "close": 83.37,
            "amount_yi": 0.1167
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 83.37,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 83.64,
        "open": 84.0,
        "high": 85.1,
        "low": 82.87,
        "bid1": 83.33,
        "ask1": 83.38,
        "bid_qty1": 23,
        "ask_qty1": 28
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "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": 862.5764,
      "price_vs_vwap_pct": -1.9217,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.4883,
        "prev_amount_yi": 1.4126,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0536,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 853.75,
            "high": 853.95,
            "low": 853.75,
            "close": 853.95,
            "amount_yi": 0.2893
          },
          {
            "time": "10:56",
            "open": 853.9,
            "high": 853.9,
            "low": 853.76,
            "close": 853.76,
            "amount_yi": 0.1673
          },
          {
            "time": "10:57",
            "open": 853.0,
            "high": 853.0,
            "low": 849.12,
            "close": 849.12,
            "amount_yi": 0.3502
          },
          {
            "time": "10:58",
            "open": 847.11,
            "high": 847.11,
            "low": 847.0,
            "close": 847.0,
            "amount_yi": 0.2348
          },
          {
            "time": "10:59",
            "open": 845.9,
            "high": 846.0,
            "low": 845.9,
            "close": 846.0,
            "amount_yi": 0.4467
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 846.0,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 810.0,
        "open": 830.0,
        "high": 890.55,
        "low": 829.19,
        "bid1": 846.0,
        "ask1": 846.77,
        "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.301183:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301183:BREAK_PREV_HIGH",
      "symbol": "SZSE.301183",
      "name": "东田微",
      "side": "BUY",
      "priority": "W67",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 262.88,
      "exec_low": 262.88,
      "exec_high": 266.82,
      "invalid_price": 254.99,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 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": 262.0063,
      "price_vs_vwap_pct": -1.8115,
      "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": 0.2524,
        "prev_amount_yi": 0.3488,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7236,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 256.01,
            "high": 256.01,
            "low": 256.01,
            "close": 256.01,
            "amount_yi": 0.1119
          },
          {
            "time": "10:56",
            "open": 255.83,
            "high": 257.35,
            "low": 255.83,
            "close": 257.35,
            "amount_yi": 0.0571
          },
          {
            "time": "10:57",
            "open": 256.01,
            "high": 256.02,
            "low": 256.01,
            "close": 256.02,
            "amount_yi": 0.0367
          },
          {
            "time": "10:58",
            "open": 256.4,
            "high": 256.5,
            "low": 256.4,
            "close": 256.5,
            "amount_yi": 0.0208
          },
          {
            "time": "10:59",
            "open": 256.87,
            "high": 257.26,
            "low": 256.87,
            "close": 257.26,
            "amount_yi": 0.0259
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 257.26,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 258.9,
        "open": 261.0,
        "high": 268.58,
        "low": 252.0,
        "bid1": 257.2,
        "ask1": 257.27,
        "bid_qty1": 1,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002466:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002466:BREAK_PREV_HIGH",
      "symbol": "SZSE.002466",
      "name": "天齐锂业",
      "side": "BUY",
      "priority": "W68",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 66.51,
      "exec_low": 66.51,
      "exec_high": 67.51,
      "invalid_price": 64.51,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 65.923,
      "price_vs_vwap_pct": -1.0967,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4267,
        "prev_amount_yi": 0.3993,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0686,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 65.16,
            "high": 65.16,
            "low": 65.07,
            "close": 65.07,
            "amount_yi": 0.0971
          },
          {
            "time": "10:56",
            "open": 65.07,
            "high": 65.15,
            "low": 65.07,
            "close": 65.15,
            "amount_yi": 0.0839
          },
          {
            "time": "10:57",
            "open": 65.18,
            "high": 65.18,
            "low": 65.16,
            "close": 65.16,
            "amount_yi": 0.0785
          },
          {
            "time": "10:58",
            "open": 65.36,
            "high": 65.39,
            "low": 65.36,
            "close": 65.39,
            "amount_yi": 0.0729
          },
          {
            "time": "10:59",
            "open": 65.18,
            "high": 65.2,
            "low": 65.18,
            "close": 65.2,
            "amount_yi": 0.0943
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 65.2,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 66.13,
        "open": 66.0,
        "high": 67.44,
        "low": 64.88,
        "bid1": 65.2,
        "ask1": 65.31,
        "bid_qty1": 82,
        "ask_qty1": 1
      },
      "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": "2026-06-25T10:59:46",
      "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": 27.6824,
      "price_vs_vwap_pct": -1.4536,
      "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": 0.4265,
        "prev_amount_yi": 0.5572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7654,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 27.21,
            "high": 27.21,
            "low": 27.19,
            "close": 27.19,
            "amount_yi": 0.0728
          },
          {
            "time": "10:56",
            "open": 27.24,
            "high": 27.27,
            "low": 27.24,
            "close": 27.27,
            "amount_yi": 0.0446
          },
          {
            "time": "10:57",
            "open": 27.22,
            "high": 27.22,
            "low": 27.2,
            "close": 27.2,
            "amount_yi": 0.1276
          },
          {
            "time": "10:58",
            "open": 27.22,
            "high": 27.25,
            "low": 27.22,
            "close": 27.25,
            "amount_yi": 0.0628
          },
          {
            "time": "10:59",
            "open": 27.22,
            "high": 27.28,
            "low": 27.22,
            "close": 27.28,
            "amount_yi": 0.1187
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 27.28,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 27.66,
        "open": 27.61,
        "high": 28.25,
        "low": 27.06,
        "bid1": 27.27,
        "ask1": 27.29,
        "bid_qty1": 26,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:59:46",
      "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": 171.6411,
      "price_vs_vwap_pct": -1.5387,
      "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": 0.1692,
        "prev_amount_yi": 0.283,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5979,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 168.39,
            "high": 168.51,
            "low": 168.39,
            "close": 168.51,
            "amount_yi": 0.0388
          },
          {
            "time": "10:56",
            "open": 168.41,
            "high": 168.79,
            "low": 168.41,
            "close": 168.79,
            "amount_yi": 0.0329
          },
          {
            "time": "10:57",
            "open": 168.74,
            "high": 168.74,
            "low": 168.7,
            "close": 168.7,
            "amount_yi": 0.049
          },
          {
            "time": "10:58",
            "open": 168.43,
            "high": 168.95,
            "low": 168.43,
            "close": 168.95,
            "amount_yi": 0.0238
          },
          {
            "time": "10:59",
            "open": 168.7,
            "high": 169.0,
            "low": 168.7,
            "close": 169.0,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 169.0,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 167.9,
        "open": 167.18,
        "high": 175.73,
        "low": 166.0,
        "bid1": 169.0,
        "ask1": 169.18,
        "bid_qty1": 104,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.603267:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.603267:BREAK_PREV_HIGH",
      "symbol": "SHSE.603267",
      "name": "鸿远电子",
      "side": "BUY",
      "priority": "W71",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.38,
      "exec_low": 76.38,
      "exec_high": 77.53,
      "invalid_price": 74.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T10:59:46",
      "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": 81.4318,
      "price_vs_vwap_pct": 2.6626,
      "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": 0.0475,
        "prev_amount_yi": 0.0635,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.748,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0109
          },
          {
            "time": "10:56",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0091
          },
          {
            "time": "10:57",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.013
          },
          {
            "time": "10:58",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0102
          },
          {
            "time": "10:59",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:42",
        "prev_close": 76.0,
        "open": 76.22,
        "high": 83.6,
        "low": 76.15,
        "bid1": 83.6,
        "ask1": 0.0,
        "bid_qty1": 22525,
        "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": "2026-06-25T10:59:46",
      "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": 127.7327,
      "price_vs_vwap_pct": 2.8163,
      "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": 0.0057,
        "prev_amount_yi": 0.0107,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5327,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0022
          },
          {
            "time": "10:56",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0012
          },
          {
            "time": "10:57",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0007
          },
          {
            "time": "10:58",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0013
          },
          {
            "time": "10:59",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0003
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "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": "2026-06-25T10:59:43",
        "prev_close": 119.39,
        "open": 122.5,
        "high": 131.33,
        "low": 122.5,
        "bid1": 131.33,
        "ask1": 0.0,
        "bid_qty1": 15051,
        "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": "2026-06-25T10:59:46",
      "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": 81.4305,
      "price_vs_vwap_pct": -1.6339,
      "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": 0.3175,
        "prev_amount_yi": 0.3263,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.973,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 80.41,
            "high": 80.41,
            "low": 80.29,
            "close": 80.29,
            "amount_yi": 0.0204
          },
          {
            "time": "10:56",
            "open": 80.42,
            "high": 80.49,
            "low": 80.42,
            "close": 80.49,
            "amount_yi": 0.019
          },
          {
            "time": "10:57",
            "open": 80.36,
            "high": 80.36,
            "low": 80.16,
            "close": 80.16,
            "amount_yi": 0.0838
          },
          {
            "time": "10:58",
            "open": 80.07,
            "high": 80.07,
            "low": 80.06,
            "close": 80.06,
            "amount_yi": 0.0781
          },
          {
            "time": "10:59",
            "open": 80.08,
            "high": 80.1,
            "low": 80.08,
            "close": 80.1,
            "amount_yi": 0.1162
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 80.1,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 83.85,
        "open": 83.99,
        "high": 84.56,
        "low": 79.86,
        "bid1": 80.09,
        "ask1": 80.1,
        "bid_qty1": 30,
        "ask_qty1": 6
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "sim_reason": "near_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": 225.9811,
      "price_vs_vwap_pct": 0.327,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6132,
        "prev_amount_yi": 0.3725,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6462,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 225.64,
            "high": 226.61,
            "low": 225.64,
            "close": 226.61,
            "amount_yi": 0.2329
          },
          {
            "time": "10:56",
            "open": 227.58,
            "high": 227.7,
            "low": 227.58,
            "close": 227.7,
            "amount_yi": 0.1582
          },
          {
            "time": "10:57",
            "open": 227.17,
            "high": 227.6,
            "low": 227.17,
            "close": 227.6,
            "amount_yi": 0.1162
          },
          {
            "time": "10:58",
            "open": 226.52,
            "high": 226.72,
            "low": 226.52,
            "close": 226.72,
            "amount_yi": 0.0603
          },
          {
            "time": "10:59",
            "open": 226.82,
            "high": 226.82,
            "low": 226.72,
            "close": 226.72,
            "amount_yi": 0.0456
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 226.72,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 227.75,
        "open": 227.77,
        "high": 234.77,
        "low": 221.2,
        "bid1": 226.72,
        "ask1": 226.95,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-25T10:59:46",
      "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": 122.7594,
      "price_vs_vwap_pct": -0.4638,
      "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": 0.1469,
        "prev_amount_yi": 0.1775,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8276,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 122.17,
            "high": 122.17,
            "low": 121.97,
            "close": 121.97,
            "amount_yi": 0.0172
          },
          {
            "time": "10:56",
            "open": 122.19,
            "high": 122.4,
            "low": 122.19,
            "close": 122.4,
            "amount_yi": 0.0252
          },
          {
            "time": "10:57",
            "open": 122.15,
            "high": 122.15,
            "low": 122.0,
            "close": 122.0,
            "amount_yi": 0.0277
          },
          {
            "time": "10:58",
            "open": 122.11,
            "high": 122.11,
            "low": 121.99,
            "close": 121.99,
            "amount_yi": 0.0408
          },
          {
            "time": "10:59",
            "open": 121.84,
            "high": 122.19,
            "low": 121.84,
            "close": 122.19,
            "amount_yi": 0.036
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 122.19,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 121.58,
        "open": 122.3,
        "high": 124.97,
        "low": 120.0,
        "bid1": 122.16,
        "ask1": 122.19,
        "bid_qty1": 6,
        "ask_qty1": 4
      },
      "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": "2026-06-25T10:59:46",
      "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": 38.1002,
      "price_vs_vwap_pct": -0.4992,
      "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": 0.0779,
        "prev_amount_yi": 0.0963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8089,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 37.73,
            "high": 37.78,
            "low": 37.73,
            "close": 37.78,
            "amount_yi": 0.0103
          },
          {
            "time": "10:56",
            "open": 37.9,
            "high": 37.99,
            "low": 37.9,
            "close": 37.99,
            "amount_yi": 0.0161
          },
          {
            "time": "10:57",
            "open": 37.95,
            "high": 37.95,
            "low": 37.95,
            "close": 37.95,
            "amount_yi": 0.0133
          },
          {
            "time": "10:58",
            "open": 37.96,
            "high": 37.96,
            "low": 37.96,
            "close": 37.96,
            "amount_yi": 0.0248
          },
          {
            "time": "10:59",
            "open": 37.95,
            "high": 37.95,
            "low": 37.91,
            "close": 37.91,
            "amount_yi": 0.0134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 37.91,
        "ts": "2026-06-25T10:59:45",
        "prev_close": 38.1,
        "open": 38.12,
        "high": 38.64,
        "low": 37.55,
        "bid1": 37.91,
        "ask1": 37.93,
        "bid_qty1": 7,
        "ask_qty1": 7
      },
      "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": "2026-06-25T10:59:46",
      "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": 75.9463,
      "price_vs_vwap_pct": -0.7457,
      "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": 1.6246,
        "prev_amount_yi": 2.2429,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 75.09,
            "high": 75.09,
            "low": 75.04,
            "close": 75.04,
            "amount_yi": 0.2817
          },
          {
            "time": "10:56",
            "open": 75.06,
            "high": 75.24,
            "low": 75.06,
            "close": 75.24,
            "amount_yi": 0.433
          },
          {
            "time": "10:57",
            "open": 75.11,
            "high": 75.19,
            "low": 75.11,
            "close": 75.19,
            "amount_yi": 0.3191
          },
          {
            "time": "10:58",
            "open": 75.17,
            "high": 75.37,
            "low": 75.17,
            "close": 75.37,
            "amount_yi": 0.2685
          },
          {
            "time": "10:59",
            "open": 75.36,
            "high": 75.38,
            "low": 75.36,
            "close": 75.38,
            "amount_yi": 0.3223
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 75.38,
        "ts": "2026-06-25T10:59:44",
        "prev_close": 76.78,
        "open": 77.59,
        "high": 77.7,
        "low": 74.85,
        "bid1": 75.38,
        "ask1": 75.41,
        "bid_qty1": 176,
        "ask_qty1": 7
      },
      "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": "2026-06-25T10:59:46",
      "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": 108.341,
      "price_vs_vwap_pct": 3.8573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6737,
        "prev_amount_yi": 0.5336,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2626,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 112.75,
            "high": 112.75,
            "low": 112.5,
            "close": 112.5,
            "amount_yi": 0.212
          },
          {
            "time": "10:56",
            "open": 113.12,
            "high": 113.23,
            "low": 113.12,
            "close": 113.23,
            "amount_yi": 0.2102
          },
          {
            "time": "10:57",
            "open": 112.58,
            "high": 112.58,
            "low": 112.42,
            "close": 112.42,
            "amount_yi": 0.1242
          },
          {
            "time": "10:58",
            "open": 112.42,
            "high": 112.43,
            "low": 112.42,
            "close": 112.43,
            "amount_yi": 0.0531
          },
          {
            "time": "10:59",
            "open": 112.98,
            "high": 112.98,
            "low": 112.52,
            "close": 112.52,
            "amount_yi": 0.0742
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 112.52,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 100.09,
        "open": 102.0,
        "high": 113.5,
        "low": 100.0,
        "bid1": 112.52,
        "ask1": 112.59,
        "bid_qty1": 3,
        "ask_qty1": 6
      },
      "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": "2026-06-25T10:59:46",
      "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": 279.9858,
      "price_vs_vwap_pct": -0.6021,
      "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": 0.0999,
        "prev_amount_yi": 0.1232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8109,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 278.28,
            "high": 278.28,
            "low": 278.26,
            "close": 278.26,
            "amount_yi": 0.0352
          },
          {
            "time": "10:56",
            "open": 278.26,
            "high": 278.26,
            "low": 278.0,
            "close": 278.0,
            "amount_yi": 0.0247
          },
          {
            "time": "10:57",
            "open": 278.0,
            "high": 278.5,
            "low": 278.0,
            "close": 278.5,
            "amount_yi": 0.0196
          },
          {
            "time": "10:58",
            "open": 278.6,
            "high": 278.6,
            "low": 278.49,
            "close": 278.49,
            "amount_yi": 0.015
          },
          {
            "time": "10:59",
            "open": 278.63,
            "high": 278.63,
            "low": 278.3,
            "close": 278.3,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 278.3,
        "ts": "2026-06-25T10:59:42",
        "prev_close": 283.96,
        "open": 284.76,
        "high": 287.76,
        "low": 272.0,
        "bid1": 278.27,
        "ask1": 278.3,
        "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": 544493.0,
    "market_value": 525540.0,
    "total_value": 1070033.0,
    "unrealized_pnl": 78728.0,
    "unrealized_pnl_pct_of_initial": 7.872800000000001,
    "realized_pnl": -8695.0,
    "realized_pnl_pct_of_initial": -0.8694999999999999,
    "total_pnl": 70033.0,
    "total_pnl_pct": 7.003300000000001
  },
  "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": "2026-06-25T10:59:46",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.36451305707394
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 110.3,
      "market_value": 198540.0,
      "unrealized_pnl": 3167.9999999999836,
      "unrealized_pnl_pct": 1.6215220195319624,
      "updated_at": "2026-06-25T10:59:46",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 18.554567943231657
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 48.12,
      "market_value": 76992.0,
      "unrealized_pnl": 18271.999999999993,
      "unrealized_pnl_pct": 31.11716621253404,
      "updated_at": "2026-06-25T10:59:46",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.195292107813497
    }
  ],
  "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": 49.233,
      "price_vs_vwap_pct": -2.2607,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4452,
        "prev_amount_yi": 1.2262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 48.32,
            "high": 48.32,
            "low": 48.22,
            "close": 48.22,
            "amount_yi": 0.1277
          },
          {
            "time": "10:56",
            "open": 48.21,
            "high": 48.3,
            "low": 48.21,
            "close": 48.3,
            "amount_yi": 0.077
          },
          {
            "time": "10:57",
            "open": 48.3,
            "high": 48.32,
            "low": 48.3,
            "close": 48.32,
            "amount_yi": 0.0854
          },
          {
            "time": "10:58",
            "open": 48.31,
            "high": 48.31,
            "low": 48.29,
            "close": 48.29,
            "amount_yi": 0.0532
          },
          {
            "time": "10:59",
            "open": 48.16,
            "high": 48.16,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.1019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 77024.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 48.12,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 48.11,
      "quote_ask1": 48.12,
      "quote_bid_qty1": 10,
      "quote_ask_qty1": 124,
      "quote_ts": "2026-06-25T10:59:44"
    },
    {
      "event_id": "20260625:SHSE.600353:profit_protection_day_drop_v1:accelerated",
      "rule_id": "profit_protection_day_drop_v1",
      "tier": "accelerated",
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "side": "SELL",
      "status": "FILLED",
      "qty": 1600,
      "quantity": 1600,
      "price": 48.34,
      "amount": 77344.0,
      "reason": "持仓利润保护加速：浮盈超过20%，当日跌幅扩大到8.5%以下，继续降低剩余可卖仓位。",
      "trigger_price": 48.34,
      "day_return_pct": -8.62,
      "unrealized_profit_pct": 31.7166,
      "quantity_before": 3200,
      "sellable_qty_before": 3200,
      "id": 2,
      "plan_date": "20260624",
      "trade_date": "20260625",
      "ts": "2026-06-25T10:40:42",
      "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": 49.233,
      "price_vs_vwap_pct": -2.2607,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4452,
        "prev_amount_yi": 1.2262,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3631,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:55",
            "open": 48.32,
            "high": 48.32,
            "low": 48.22,
            "close": 48.22,
            "amount_yi": 0.1277
          },
          {
            "time": "10:56",
            "open": 48.21,
            "high": 48.3,
            "low": 48.21,
            "close": 48.3,
            "amount_yi": 0.077
          },
          {
            "time": "10:57",
            "open": 48.3,
            "high": 48.32,
            "low": 48.3,
            "close": 48.32,
            "amount_yi": 0.0854
          },
          {
            "time": "10:58",
            "open": 48.31,
            "high": 48.31,
            "low": 48.29,
            "close": 48.29,
            "amount_yi": 0.0532
          },
          {
            "time": "10:59",
            "open": 48.16,
            "high": 48.16,
            "low": 48.12,
            "close": 48.12,
            "amount_yi": 0.1019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.81,
      "current_position_value": 77024.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 48.12,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 48.11,
      "quote_ask1": 48.12,
      "quote_bid_qty1": 10,
      "quote_ask_qty1": 124,
      "quote_ts": "2026-06-25T10:59:44"
    }
  ],
  "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": 2,
    "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
  }
}