{
  "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": "2026-06-25T11:01:19",
  "signals": [
    {
      "event_id": "20260624:20260625:SZSE.002475:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002475:BREAK_PREV_HIGH",
      "symbol": "SZSE.002475",
      "name": "立讯精密",
      "side": "BUY",
      "priority": "P0",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.3,
      "exec_low": 76.3,
      "exec_high": 78.59,
      "invalid_price": 74.01,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "AI光通信链 / CPO光模块",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 78.59,
      "max_chase_pct": 3.0,
      "base_exec_high": 78.59,
      "dynamic_exec_high": null,
      "entry_zone_low": 75.16,
      "entry_zone_high": 77.44,
      "entry_risk_pct": null,
      "intraday_vwap": 74.3902,
      "price_vs_vwap_pct": -0.4035,
      "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": 0.9482,
        "prev_amount_yi": 1.2572,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7542,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 73.81,
            "high": 74.0,
            "low": 73.81,
            "close": 74.0,
            "amount_yi": 0.3738
          },
          {
            "time": "11:00",
            "open": 73.86,
            "high": 73.89,
            "low": 73.86,
            "close": 73.89,
            "amount_yi": 0.4192
          },
          {
            "time": "11:01",
            "open": 74.09,
            "high": 74.09,
            "low": 74.09,
            "close": 74.09,
            "amount_yi": 0.1552
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 74.09,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 75.05,
        "open": 75.1,
        "high": 75.8,
        "low": 73.18,
        "bid1": 74.06,
        "ask1": 74.1,
        "bid_qty1": 61,
        "ask_qty1": 192
      },
      "previous_state": "CANCELLED",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600206:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600206:BREAK_PREV_HIGH",
      "symbol": "SHSE.600206",
      "name": "有研新材",
      "side": "BUY",
      "priority": "P1",
      "status": "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": "2026-06-25T11:01:19",
      "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": 52.313,
      "price_vs_vwap_pct": 4.6585,
      "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": 0.3715,
        "prev_amount_yi": 0.5998,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6194,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 54.25,
            "high": 54.5,
            "low": 54.25,
            "close": 54.5,
            "amount_yi": 0.1827
          },
          {
            "time": "11:00",
            "open": 54.63,
            "high": 54.63,
            "low": 54.6,
            "close": 54.6,
            "amount_yi": 0.1453
          },
          {
            "time": "11:01",
            "open": 54.75,
            "high": 54.75,
            "low": 54.75,
            "close": 54.75,
            "amount_yi": 0.0435
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 54.75,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 51.76,
        "open": 51.26,
        "high": 55.89,
        "low": 49.8,
        "bid1": 54.73,
        "ask1": 54.76,
        "bid_qty1": 3,
        "ask_qty1": 42
      },
      "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": "2026-06-25T11:01:19",
      "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": 77.0803,
      "price_vs_vwap_pct": 0.7132,
      "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": 0.4237,
        "prev_amount_yi": 1.0109,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4191,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 77.38,
            "high": 77.51,
            "low": 77.38,
            "close": 77.51,
            "amount_yi": 0.2005
          },
          {
            "time": "11:00",
            "open": 77.54,
            "high": 77.57,
            "low": 77.54,
            "close": 77.57,
            "amount_yi": 0.1583
          },
          {
            "time": "11:01",
            "open": 77.63,
            "high": 77.63,
            "low": 77.63,
            "close": 77.63,
            "amount_yi": 0.0649
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 77.63,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 74.64,
        "open": 76.67,
        "high": 79.38,
        "low": 74.0,
        "bid1": 77.63,
        "ask1": 77.65,
        "bid_qty1": 13,
        "ask_qty1": 10
      },
      "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": "2026-06-25T11:01:19",
      "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": 215.2366,
      "price_vs_vwap_pct": -1.3086,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2215,
        "prev_amount_yi": 0.3825,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5791,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 212.01,
            "high": 212.36,
            "low": 212.01,
            "close": 212.36,
            "amount_yi": 0.1251
          },
          {
            "time": "11:00",
            "open": 212.38,
            "high": 212.4,
            "low": 212.38,
            "close": 212.4,
            "amount_yi": 0.0488
          },
          {
            "time": "11:01",
            "open": 212.42,
            "high": 212.42,
            "low": 212.42,
            "close": 212.42,
            "amount_yi": 0.0476
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 212.42,
        "ts": "2026-06-25T11:01:16",
        "prev_close": 219.0,
        "open": 215.31,
        "high": 225.85,
        "low": 208.58,
        "bid1": 212.51,
        "ask1": 212.65,
        "bid_qty1": 1,
        "ask_qty1": 10
      },
      "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": "2026-06-25T11:01:19",
      "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": 255.3364,
      "price_vs_vwap_pct": 3.7298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.7757,
        "prev_amount_yi": 0.6449,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2028,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 265.46,
            "high": 266.04,
            "low": 265.46,
            "close": 266.04,
            "amount_yi": 0.348
          },
          {
            "time": "11:00",
            "open": 266.04,
            "high": 266.04,
            "low": 265.95,
            "close": 265.95,
            "amount_yi": 0.3076
          },
          {
            "time": "11:01",
            "open": 264.86,
            "high": 264.86,
            "low": 264.86,
            "close": 264.86,
            "amount_yi": 0.1201
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 264.86,
        "ts": "2026-06-25T11:01:16",
        "prev_close": 250.44,
        "open": 250.5,
        "high": 266.6,
        "low": 241.92,
        "bid1": 264.85,
        "ask1": 265.88,
        "bid_qty1": 3,
        "ask_qty1": 14
      },
      "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": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 50.8,
      "exec_low": 50.8,
      "exec_high": 52.32,
      "invalid_price": 49.28,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "半导体 / 国产替代",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 52.32,
      "max_chase_pct": 3.0,
      "base_exec_high": 52.32,
      "dynamic_exec_high": null,
      "entry_zone_low": 50.04,
      "entry_zone_high": 51.56,
      "entry_risk_pct": null,
      "intraday_vwap": 49.5201,
      "price_vs_vwap_pct": -0.081,
      "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": 0.2928,
        "prev_amount_yi": 0.622,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 49.28,
            "high": 49.28,
            "low": 49.25,
            "close": 49.25,
            "amount_yi": 0.1354
          },
          {
            "time": "11:00",
            "open": 49.26,
            "high": 49.29,
            "low": 49.26,
            "close": 49.29,
            "amount_yi": 0.1022
          },
          {
            "time": "11:01",
            "open": 49.48,
            "high": 49.48,
            "low": 49.48,
            "close": 49.48,
            "amount_yi": 0.0552
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 49.48,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 50.01,
        "open": 48.8,
        "high": 51.43,
        "low": 48.11,
        "bid1": 49.48,
        "ask1": 49.5,
        "bid_qty1": 14,
        "ask_qty1": 200
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.301013:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.301013:BREAK_PREV_HIGH",
      "symbol": "SZSE.301013",
      "name": "利和兴",
      "side": "BUY",
      "priority": "P6",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 76.95,
      "exec_low": 76.95,
      "exec_high": 79.26,
      "invalid_price": 74.64,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "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": 5.519,
      "intraday_vwap": 74.9778,
      "price_vs_vwap_pct": 5.3645,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2042,
        "prev_amount_yi": 0.3271,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6243,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 78.41,
            "high": 78.82,
            "low": 78.41,
            "close": 78.82,
            "amount_yi": 0.0864
          },
          {
            "time": "11:00",
            "open": 78.79,
            "high": 78.88,
            "low": 78.79,
            "close": 78.88,
            "amount_yi": 0.0791
          },
          {
            "time": "11:01",
            "open": 79.0,
            "high": 79.0,
            "low": 79.0,
            "close": 79.0,
            "amount_yi": 0.0387
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 79.0,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 74.95,
        "open": 74.63,
        "high": 79.96,
        "low": 69.0,
        "bid1": 78.98,
        "ask1": 79.0,
        "bid_qty1": 1,
        "ask_qty1": 76
      },
      "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": "2026-06-25T11:01:19",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "qty": 0,
      "prev_close": null,
      "theme": "中芯产业链 / 半导体设备材料",
      "decision": "active_plan",
      "paper_scope": "shadow_active",
      "chase_ceiling": 797.74,
      "max_chase_pct": 3.0,
      "base_exec_high": 797.74,
      "dynamic_exec_high": null,
      "entry_zone_low": 762.88,
      "entry_zone_high": 786.12,
      "entry_risk_pct": 5.0948,
      "intraday_vwap": 792.634,
      "price_vs_vwap_pct": -0.2074,
      "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": 0.347,
        "prev_amount_yi": 0.4921,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7051,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 790.01,
            "high": 790.01,
            "low": 790.0,
            "close": 790.0,
            "amount_yi": 0.1629
          },
          {
            "time": "11:00",
            "open": 790.0,
            "high": 790.0,
            "low": 789.11,
            "close": 789.11,
            "amount_yi": 0.1051
          },
          {
            "time": "11:01",
            "open": 790.99,
            "high": 790.99,
            "low": 790.99,
            "close": 790.99,
            "amount_yi": 0.079
          }
        ]
      },
      "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": 790.99,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 770.07,
        "open": 778.0,
        "high": 805.61,
        "low": 775.0,
        "bid1": 790.79,
        "ask1": 791.59,
        "bid_qty1": 4,
        "ask_qty1": 5
      },
      "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": "2026-06-25T11:01:19",
      "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": 7.456,
      "price_vs_vwap_pct": -0.2146,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.4238,
        "prev_amount_yi": 1.0544,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 7.41,
            "high": 7.41,
            "low": 7.41,
            "close": 7.41,
            "amount_yi": 0.7022
          },
          {
            "time": "11:00",
            "open": 7.43,
            "high": 7.43,
            "low": 7.43,
            "close": 7.43,
            "amount_yi": 0.5573
          },
          {
            "time": "11:01",
            "open": 7.44,
            "high": 7.44,
            "low": 7.44,
            "close": 7.44,
            "amount_yi": 0.1643
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 7.44,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 7.07,
        "open": 7.33,
        "high": 7.67,
        "low": 7.14,
        "bid1": 7.43,
        "ask1": 7.44,
        "bid_qty1": 385,
        "ask_qty1": 5889
      },
      "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": "2026-06-25T11:01:19",
      "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": 90.792,
      "price_vs_vwap_pct": -0.9054,
      "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": 0.0762,
        "prev_amount_yi": 0.1328,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5738,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 89.83,
            "high": 89.89,
            "low": 89.83,
            "close": 89.89,
            "amount_yi": 0.0313
          },
          {
            "time": "11:00",
            "open": 89.89,
            "high": 89.9,
            "low": 89.89,
            "close": 89.9,
            "amount_yi": 0.0298
          },
          {
            "time": "11:01",
            "open": 89.97,
            "high": 89.97,
            "low": 89.97,
            "close": 89.97,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 89.97,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 90.3,
        "open": 90.61,
        "high": 92.43,
        "low": 89.15,
        "bid1": 89.97,
        "ask1": 89.98,
        "bid_qty1": 1,
        "ask_qty1": 69
      },
      "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": "2026-06-25T11:01:19",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.2712,
      "intraday_vwap": 134.8826,
      "price_vs_vwap_pct": 1.3177,
      "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": 0.0527,
        "prev_amount_yi": 0.0718,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.734,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 135.86,
            "high": 136.53,
            "low": 135.86,
            "close": 136.53,
            "amount_yi": 0.0256
          },
          {
            "time": "11:00",
            "open": 136.19,
            "high": 136.28,
            "low": 136.19,
            "close": 136.28,
            "amount_yi": 0.0145
          },
          {
            "time": "11:01",
            "open": 136.66,
            "high": 136.66,
            "low": 136.66,
            "close": 136.66,
            "amount_yi": 0.0126
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64185.06,
      "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": 136.66,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 128.7,
        "open": 132.99,
        "high": 140.01,
        "low": 128.3,
        "bid1": 136.69,
        "ask1": 136.73,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.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": "2026-06-25T11:01:19",
      "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": 662.6193,
      "price_vs_vwap_pct": -1.5528,
      "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": 0.6265,
        "prev_amount_yi": 1.1642,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5381,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 654.0,
            "high": 654.0,
            "low": 653.62,
            "close": 653.62,
            "amount_yi": 0.2774
          },
          {
            "time": "11:00",
            "open": 652.52,
            "high": 652.52,
            "low": 652.14,
            "close": 652.14,
            "amount_yi": 0.235
          },
          {
            "time": "11:01",
            "open": 652.33,
            "high": 652.33,
            "low": 652.33,
            "close": 652.33,
            "amount_yi": 0.1141
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 12.0,
      "target_amount": 128370.12,
      "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": 652.33,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 619.98,
        "open": 655.0,
        "high": 688.8,
        "low": 640.0,
        "bid1": 652.52,
        "ask1": 652.57,
        "bid_qty1": 1,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 3.891,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.3602,
        "prev_amount_yi": 5.9316,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.2293,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:59",
            "open": 157.2,
            "high": 157.2,
            "low": 157.06,
            "close": 157.06,
            "amount_yi": 0.6114
          },
          {
            "time": "11:00",
            "open": 156.83,
            "high": 157.05,
            "low": 156.83,
            "close": 157.05,
            "amount_yi": 0.3856
          },
          {
            "time": "11:01",
            "open": 157.8,
            "high": 157.8,
            "low": 157.8,
            "close": 157.8,
            "amount_yi": 0.3632
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 6.0,
      "target_amount": 64185.06,
      "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": 157.8,
        "ts": "2026-06-25T11:01:17",
        "prev_close": 151.53,
        "open": 152.0,
        "high": 158.66,
        "low": 151.0,
        "bid1": 157.68,
        "ask1": 157.8,
        "bid_qty1": 3,
        "ask_qty1": 18
      },
      "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": "2026-06-25T11:01:19",
      "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": 24.9879,
      "price_vs_vwap_pct": -0.5919,
      "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": 0.198,
        "prev_amount_yi": 0.2258,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8769,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 24.94,
            "high": 24.94,
            "low": 24.88,
            "close": 24.88,
            "amount_yi": 0.0406
          },
          {
            "time": "11:01",
            "open": 24.84,
            "high": 24.84,
            "low": 24.84,
            "close": 24.84,
            "amount_yi": 0.0244
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 24.84,
        "ts": "2026-06-25T11:01:16",
        "prev_close": 25.51,
        "open": 25.63,
        "high": 26.04,
        "low": 24.42,
        "bid1": 24.84,
        "ask1": 24.85,
        "bid_qty1": 2,
        "ask_qty1": 14
      },
      "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": "2026-06-25T11:01:19",
      "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": 14.6757,
      "price_vs_vwap_pct": 1.0514,
      "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": 0.0239,
        "prev_amount_yi": 0.0321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7445,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0075
          },
          {
            "time": "11:01",
            "open": 14.83,
            "high": 14.83,
            "low": 14.83,
            "close": 14.83,
            "amount_yi": 0.0009
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:15",
        "prev_close": 13.48,
        "open": 14.68,
        "high": 14.83,
        "low": 13.93,
        "bid1": 14.83,
        "ask1": 0.0,
        "bid_qty1": 83623,
        "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": "2026-06-25T11:01:19",
      "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": 33.7055,
      "price_vs_vwap_pct": -3.2502,
      "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": 0.3847,
        "prev_amount_yi": 0.3963,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 32.56,
            "high": 32.56,
            "low": 32.56,
            "close": 32.56,
            "amount_yi": 0.0916
          },
          {
            "time": "11:01",
            "open": 32.61,
            "high": 32.61,
            "low": 32.61,
            "close": 32.61,
            "amount_yi": 0.0412
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 32.61,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 33.66,
        "open": 33.19,
        "high": 35.9,
        "low": 32.35,
        "bid1": 32.6,
        "ask1": 32.61,
        "bid_qty1": 23,
        "ask_qty1": 39
      },
      "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": "2026-06-25T11:01:19",
      "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": 169.1027,
      "price_vs_vwap_pct": -3.668,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.0513,
        "prev_amount_yi": 0.4161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5266,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 163.7,
            "high": 163.7,
            "low": 163.12,
            "close": 163.12,
            "amount_yi": 0.2042
          },
          {
            "time": "11:01",
            "open": 162.9,
            "high": 162.9,
            "low": 162.9,
            "close": 162.9,
            "amount_yi": 0.2176
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 162.9,
        "ts": "2026-06-25T11:01:17",
        "prev_close": 167.37,
        "open": 172.88,
        "high": 175.0,
        "low": 162.9,
        "bid1": 162.89,
        "ask1": 162.9,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "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": "2026-06-25T11:01:19",
      "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": 263.6878,
      "price_vs_vwap_pct": -1.5313,
      "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": 2.5848,
        "prev_amount_yi": 4.9949,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 259.13,
            "high": 259.13,
            "low": 258.2,
            "close": 258.2,
            "amount_yi": 0.5453
          },
          {
            "time": "11:01",
            "open": 259.65,
            "high": 259.65,
            "low": 259.65,
            "close": 259.65,
            "amount_yi": 0.1521
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 259.65,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 266.36,
        "open": 266.5,
        "high": 271.12,
        "low": 256.0,
        "bid1": 259.58,
        "ask1": 259.66,
        "bid_qty1": 38,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 1317.5389,
      "price_vs_vwap_pct": -1.3395,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 7.3377,
        "prev_amount_yi": 10.3199,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.711,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 1294.89,
            "high": 1294.89,
            "low": 1294.87,
            "close": 1294.87,
            "amount_yi": 1.8755
          },
          {
            "time": "11:01",
            "open": 1299.89,
            "high": 1299.89,
            "low": 1299.89,
            "close": 1299.89,
            "amount_yi": 0.6082
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 1299.89,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 1312.18,
        "open": 1326.0,
        "high": 1345.09,
        "low": 1280.02,
        "bid1": 1299.58,
        "ask1": 1299.89,
        "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.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": "2026-06-25T11:01:19",
      "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": 569.6342,
      "price_vs_vwap_pct": -1.7229,
      "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": 3.5387,
        "prev_amount_yi": 6.3549,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5568,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 558.99,
            "high": 558.99,
            "low": 558.11,
            "close": 558.11,
            "amount_yi": 0.9371
          },
          {
            "time": "11:01",
            "open": 559.82,
            "high": 559.82,
            "low": 559.82,
            "close": 559.82,
            "amount_yi": 0.2057
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 559.82,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 555.3,
        "open": 560.0,
        "high": 582.66,
        "low": 550.06,
        "bid1": 559.52,
        "ask1": 559.87,
        "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": "2026-06-25T11:01:19",
      "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": 49.2272,
      "price_vs_vwap_pct": -2.5336,
      "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": 0.7168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 48.02,
            "high": 48.02,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.0749
          },
          {
            "time": "11:01",
            "open": 47.98,
            "high": 47.98,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.0424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "current_position_value": 76800.0,
      "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": 47.98,
        "ts": "2026-06-25T11:01:14",
        "prev_close": 52.9,
        "open": 51.6,
        "high": 51.95,
        "low": 47.66,
        "bid1": 47.98,
        "ask1": 47.99,
        "bid_qty1": 4,
        "ask_qty1": 9
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.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": "2026-06-25T11:01:19",
      "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": 52.8674,
      "price_vs_vwap_pct": -0.1275,
      "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": 0.2366,
        "prev_amount_yi": 0.3978,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5948,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 52.74,
            "high": 52.78,
            "low": 52.74,
            "close": 52.78,
            "amount_yi": 0.0225
          },
          {
            "time": "11:01",
            "open": 52.8,
            "high": 52.8,
            "low": 52.8,
            "close": 52.8,
            "amount_yi": 0.0169
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 52.8,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 48.65,
        "open": 50.92,
        "high": 53.52,
        "low": 50.55,
        "bid1": 52.79,
        "ask1": 52.8,
        "bid_qty1": 10,
        "ask_qty1": 18
      },
      "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": "2026-06-25T11:01:19",
      "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": 30.7645,
      "price_vs_vwap_pct": 3.3009,
      "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": 0.4353,
        "prev_amount_yi": 0.5542,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7855,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 31.54,
            "high": 31.55,
            "low": 31.54,
            "close": 31.55,
            "amount_yi": 0.1157
          },
          {
            "time": "11:01",
            "open": 31.78,
            "high": 31.78,
            "low": 31.78,
            "close": 31.78,
            "amount_yi": 0.1073
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 31.78,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 31.5,
        "open": 31.48,
        "high": 31.85,
        "low": 30.0,
        "bid1": 31.78,
        "ask1": 31.84,
        "bid_qty1": 47,
        "ask_qty1": 10
      },
      "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": "2026-06-25T11:01:19",
      "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": 147.7111,
      "price_vs_vwap_pct": -0.2377,
      "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": 0.2699,
        "prev_amount_yi": 0.3109,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8681,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 147.04,
            "high": 147.28,
            "low": 147.04,
            "close": 147.28,
            "amount_yi": 0.0284
          },
          {
            "time": "11:01",
            "open": 147.36,
            "high": 147.36,
            "low": 147.36,
            "close": 147.36,
            "amount_yi": 0.0353
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 147.36,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 151.32,
        "open": 150.0,
        "high": 151.31,
        "low": 145.6,
        "bid1": 147.27,
        "ask1": 147.4,
        "bid_qty1": 16,
        "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": "2026-06-25T11:01:19",
      "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": 24.06,
      "price_vs_vwap_pct": -1.5794,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1929,
        "prev_amount_yi": 0.1592,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2117,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 23.45,
            "high": 23.63,
            "low": 23.45,
            "close": 23.63,
            "amount_yi": 0.0538
          },
          {
            "time": "11:01",
            "open": 23.68,
            "high": 23.68,
            "low": 23.68,
            "close": 23.68,
            "amount_yi": 0.0172
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 23.68,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 25.04,
        "open": 24.79,
        "high": 25.09,
        "low": 23.07,
        "bid1": 23.68,
        "ask1": 23.69,
        "bid_qty1": 24,
        "ask_qty1": 1
      },
      "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": "2026-06-25T11:01:19",
      "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": 35.866,
      "price_vs_vwap_pct": -2.1357,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.6868,
        "prev_amount_yi": 0.6077,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1302,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 34.99,
            "high": 35.03,
            "low": 34.99,
            "close": 35.03,
            "amount_yi": 0.1457
          },
          {
            "time": "11:01",
            "open": 35.1,
            "high": 35.1,
            "low": 35.1,
            "close": 35.1,
            "amount_yi": 0.0374
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 35.1,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 35.71,
        "open": 34.25,
        "high": 36.98,
        "low": 34.2,
        "bid1": 35.09,
        "ask1": 35.1,
        "bid_qty1": 47,
        "ask_qty1": 4
      },
      "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": "2026-06-25T11:01:19",
      "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": 28.2743,
      "price_vs_vwap_pct": -3.4105,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.8026,
        "prev_amount_yi": 0.5675,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4143,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 27.12,
            "high": 27.19,
            "low": 27.12,
            "close": 27.19,
            "amount_yi": 0.2477
          },
          {
            "time": "11:01",
            "open": 27.31,
            "high": 27.31,
            "low": 27.31,
            "close": 27.31,
            "amount_yi": 0.0526
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 27.31,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 27.85,
        "open": 27.8,
        "high": 29.24,
        "low": 27.11,
        "bid1": 27.32,
        "ask1": 27.33,
        "bid_qty1": 8,
        "ask_qty1": 31
      },
      "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": "2026-06-25T11:01:19",
      "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": 132.7497,
      "price_vs_vwap_pct": 0.6782,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3574,
        "prev_amount_yi": 0.338,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0574,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 133.0,
            "high": 133.12,
            "low": 133.0,
            "close": 133.12,
            "amount_yi": 0.0631
          },
          {
            "time": "11:01",
            "open": 133.65,
            "high": 133.65,
            "low": 133.65,
            "close": 133.65,
            "amount_yi": 0.0346
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 133.65,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 132.99,
        "open": 132.03,
        "high": 136.0,
        "low": 129.26,
        "bid1": 133.65,
        "ask1": 133.8,
        "bid_qty1": 4,
        "ask_qty1": 31
      },
      "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": "2026-06-25T11:01:19",
      "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": 94.5904,
      "price_vs_vwap_pct": -0.4656,
      "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": 1.1665,
        "prev_amount_yi": 1.5614,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7471,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 94.11,
            "high": 94.39,
            "low": 94.11,
            "close": 94.39,
            "amount_yi": 0.223
          },
          {
            "time": "11:01",
            "open": 94.15,
            "high": 94.15,
            "low": 94.15,
            "close": 94.15,
            "amount_yi": 0.1058
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 94.15,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 91.72,
        "open": 93.5,
        "high": 99.5,
        "low": 87.0,
        "bid1": 94.12,
        "ask1": 94.15,
        "bid_qty1": 2,
        "ask_qty1": 269
      },
      "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": "2026-06-25T11:01:19",
      "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": 4.5695,
      "price_vs_vwap_pct": -1.7398,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1712,
        "prev_amount_yi": 0.0841,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0357,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 4.5,
            "high": 4.5,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0749
          },
          {
            "time": "11:01",
            "open": 4.49,
            "high": 4.49,
            "low": 4.49,
            "close": 4.49,
            "amount_yi": 0.0221
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 4.49,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 4.76,
        "open": 4.52,
        "high": 4.75,
        "low": 4.46,
        "bid1": 4.48,
        "ask1": 4.49,
        "bid_qty1": 5513,
        "ask_qty1": 958
      },
      "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": "2026-06-25T11:01:19",
      "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": 22.2621,
      "price_vs_vwap_pct": 0.5745,
      "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": 0.0814,
        "prev_amount_yi": 0.1696,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.48,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 22.35,
            "high": 22.35,
            "low": 22.35,
            "close": 22.35,
            "amount_yi": 0.0085
          },
          {
            "time": "11:01",
            "open": 22.39,
            "high": 22.39,
            "low": 22.39,
            "close": 22.39,
            "amount_yi": 0.0118
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 22.39,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 22.15,
        "open": 21.58,
        "high": 22.96,
        "low": 21.44,
        "bid1": 22.38,
        "ask1": 22.39,
        "bid_qty1": 1,
        "ask_qty1": 135
      },
      "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": "2026-06-25T11:01:19",
      "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": 77.7356,
      "price_vs_vwap_pct": -5.3201,
      "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": 0.4796,
        "prev_amount_yi": 0.5399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8883,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 74.1,
            "high": 74.1,
            "low": 73.79,
            "close": 73.79,
            "amount_yi": 0.0898
          },
          {
            "time": "11:01",
            "open": 73.6,
            "high": 73.6,
            "low": 73.6,
            "close": 73.6,
            "amount_yi": 0.0135
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 73.6,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 80.68,
        "open": 80.5,
        "high": 81.36,
        "low": 72.51,
        "bid1": 73.58,
        "ask1": 73.6,
        "bid_qty1": 1,
        "ask_qty1": 7
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.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": "2026-06-25T11:01:19",
      "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": 114.9676,
      "price_vs_vwap_pct": -1.3113,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3008,
        "prev_amount_yi": 0.2512,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1975,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 113.2,
            "high": 113.24,
            "low": 113.2,
            "close": 113.24,
            "amount_yi": 0.0424
          },
          {
            "time": "11:01",
            "open": 113.46,
            "high": 113.46,
            "low": 113.46,
            "close": 113.46,
            "amount_yi": 0.0043
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 113.46,
        "ts": "2026-06-25T11:01:16",
        "prev_close": 116.12,
        "open": 118.0,
        "high": 118.18,
        "low": 113.01,
        "bid1": 113.45,
        "ask1": 113.46,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-06-25T11:01:19",
      "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": 17.7334,
      "price_vs_vwap_pct": -1.5981,
      "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": 0.2562,
        "prev_amount_yi": 0.2599,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9858,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 17.44,
            "high": 17.44,
            "low": 17.42,
            "close": 17.42,
            "amount_yi": 0.0662
          },
          {
            "time": "11:01",
            "open": 17.45,
            "high": 17.45,
            "low": 17.45,
            "close": 17.45,
            "amount_yi": 0.0206
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 17.45,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 18.08,
        "open": 18.15,
        "high": 18.25,
        "low": 17.27,
        "bid1": 17.44,
        "ask1": 17.45,
        "bid_qty1": 62,
        "ask_qty1": 225
      },
      "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": "2026-06-25T11:01:19",
      "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": 107.2327,
      "price_vs_vwap_pct": -2.3525,
      "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": 0.2267,
        "prev_amount_yi": 0.2018,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1234,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 104.61,
            "high": 104.66,
            "low": 104.61,
            "close": 104.66,
            "amount_yi": 0.0332
          },
          {
            "time": "11:01",
            "open": 104.71,
            "high": 104.71,
            "low": 104.71,
            "close": 104.71,
            "amount_yi": 0.0111
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 104.71,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 107.85,
        "open": 109.7,
        "high": 109.9,
        "low": 104.3,
        "bid1": 104.7,
        "ask1": 104.77,
        "bid_qty1": 12,
        "ask_qty1": 2
      },
      "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": "2026-06-25T11:01:19",
      "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": 59.2399,
      "price_vs_vwap_pct": -3.7642,
      "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": 0.5071,
        "prev_amount_yi": 0.5156,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9835,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 56.77,
            "high": 56.92,
            "low": 56.77,
            "close": 56.92,
            "amount_yi": 0.0594
          },
          {
            "time": "11:01",
            "open": 57.01,
            "high": 57.01,
            "low": 57.01,
            "close": 57.01,
            "amount_yi": 0.0266
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 57.01,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 59.55,
        "open": 62.0,
        "high": 62.0,
        "low": 56.35,
        "bid1": 57.0,
        "ask1": 57.01,
        "bid_qty1": 47,
        "ask_qty1": 10
      },
      "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": "2026-06-25T11:01:19",
      "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": 231.023,
      "price_vs_vwap_pct": -1.815,
      "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": 0.2366,
        "prev_amount_yi": 0.2253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0502,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 226.79,
            "high": 226.79,
            "low": 226.72,
            "close": 226.72,
            "amount_yi": 0.0567
          },
          {
            "time": "11:01",
            "open": 226.83,
            "high": 226.83,
            "low": 226.83,
            "close": 226.83,
            "amount_yi": 0.015
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 226.83,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 248.33,
        "open": 238.36,
        "high": 240.99,
        "low": 225.88,
        "bid1": 226.83,
        "ask1": 226.98,
        "bid_qty1": 16,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 409.661,
      "price_vs_vwap_pct": -2.4144,
      "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": 0.1055,
        "prev_amount_yi": 0.0799,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3204,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 400.28,
            "high": 400.28,
            "low": 399.0,
            "close": 399.0,
            "amount_yi": 0.016
          },
          {
            "time": "11:01",
            "open": 399.77,
            "high": 399.77,
            "low": 399.77,
            "close": 399.77,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 399.77,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 404.0,
        "open": 408.0,
        "high": 422.0,
        "low": 393.0,
        "bid1": 399.83,
        "ask1": 400.45,
        "bid_qty1": 2,
        "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": "2026-06-25T11:01:19",
      "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": 80.1922,
      "price_vs_vwap_pct": -1.6613,
      "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": 0.176,
        "prev_amount_yi": 0.1786,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9854,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 78.54,
            "high": 78.69,
            "low": 78.54,
            "close": 78.69,
            "amount_yi": 0.028
          },
          {
            "time": "11:01",
            "open": 78.86,
            "high": 78.86,
            "low": 78.86,
            "close": 78.86,
            "amount_yi": 0.0244
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 78.86,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 73.26,
        "open": 74.58,
        "high": 85.8,
        "low": 74.0,
        "bid1": 78.87,
        "ask1": 78.88,
        "bid_qty1": 5,
        "ask_qty1": 28
      },
      "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": "2026-06-25T11:01:19",
      "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": 94.8862,
      "price_vs_vwap_pct": -1.8508,
      "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": 0.6294,
        "prev_amount_yi": 0.7412,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8492,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 92.89,
            "high": 92.92,
            "low": 92.89,
            "close": 92.92,
            "amount_yi": 0.0996
          },
          {
            "time": "11:01",
            "open": 93.13,
            "high": 93.13,
            "low": 93.13,
            "close": 93.13,
            "amount_yi": 0.0416
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 93.13,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 96.7,
        "open": 97.2,
        "high": 97.58,
        "low": 92.42,
        "bid1": 93.12,
        "ask1": 93.13,
        "bid_qty1": 3,
        "ask_qty1": 27
      },
      "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": "2026-06-25T11:01:19",
      "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": 53.3278,
      "price_vs_vwap_pct": -1.421,
      "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": 0.1135,
        "prev_amount_yi": 0.164,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6921,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 52.49,
            "high": 52.5,
            "low": 52.49,
            "close": 52.5,
            "amount_yi": 0.0199
          },
          {
            "time": "11:01",
            "open": 52.57,
            "high": 52.57,
            "low": 52.57,
            "close": 52.57,
            "amount_yi": 0.0075
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 52.57,
        "ts": "2026-06-25T11:01:14",
        "prev_close": 55.68,
        "open": 55.38,
        "high": 56.54,
        "low": 51.66,
        "bid1": 52.55,
        "ask1": 52.57,
        "bid_qty1": 66,
        "ask_qty1": 4
      },
      "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": "2026-06-25T11:01:19",
      "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": 70.018,
      "price_vs_vwap_pct": -1.0683,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_ratio_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3693,
        "prev_amount_yi": 0.4971,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7429,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 69.27,
            "high": 69.27,
            "low": 69.21,
            "close": 69.21,
            "amount_yi": 0.0657
          },
          {
            "time": "11:01",
            "open": 69.27,
            "high": 69.27,
            "low": 69.27,
            "close": 69.27,
            "amount_yi": 0.0247
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 69.27,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 71.62,
        "open": 71.0,
        "high": 72.19,
        "low": 68.68,
        "bid1": 69.27,
        "ask1": 69.3,
        "bid_qty1": 8,
        "ask_qty1": 76
      },
      "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": "2026-06-25T11:01:19",
      "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": 50.2754,
      "price_vs_vwap_pct": -0.866,
      "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": 0.4457,
        "prev_amount_yi": 0.7572,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5886,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 49.76,
            "high": 49.83,
            "low": 49.76,
            "close": 49.83,
            "amount_yi": 0.094
          },
          {
            "time": "11:01",
            "open": 49.84,
            "high": 49.84,
            "low": 49.84,
            "close": 49.84,
            "amount_yi": 0.0421
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 49.84,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 49.63,
        "open": 50.65,
        "high": 51.48,
        "low": 48.65,
        "bid1": 49.84,
        "ask1": 49.85,
        "bid_qty1": 78,
        "ask_qty1": 639
      },
      "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": "2026-06-25T11:01:19",
      "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": 0.0375,
      "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": 0.0713,
        "prev_amount_yi": 0.1764,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4042,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 18.92,
            "high": 18.94,
            "low": 18.92,
            "close": 18.94,
            "amount_yi": 0.0111
          },
          {
            "time": "11:01",
            "open": 18.95,
            "high": 18.95,
            "low": 18.95,
            "close": 18.95,
            "amount_yi": 0.006
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 18.95,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 18.95,
        "open": 18.81,
        "high": 19.2,
        "low": 18.69,
        "bid1": 18.94,
        "ask1": 18.95,
        "bid_qty1": 23,
        "ask_qty1": 148
      },
      "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": "2026-06-25T11:01:19",
      "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": 39.6288,
      "price_vs_vwap_pct": -1.3344,
      "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": 0.2329,
        "prev_amount_yi": 0.3487,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6679,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:57",
            "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
          },
          {
            "time": "11:00",
            "open": 39.04,
            "high": 39.04,
            "low": 39.01,
            "close": 39.01,
            "amount_yi": 0.0455
          },
          {
            "time": "11:01",
            "open": 39.1,
            "high": 39.1,
            "low": 39.1,
            "close": 39.1,
            "amount_yi": 0.0371
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 39.1,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 37.54,
        "open": 37.54,
        "high": 40.66,
        "low": 37.27,
        "bid1": 39.08,
        "ask1": 39.1,
        "bid_qty1": 13,
        "ask_qty1": 199
      },
      "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": "2026-06-25T11:01:19",
      "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": 16.6316,
      "price_vs_vwap_pct": -0.7311,
      "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": 0.0697,
        "prev_amount_yi": 0.1297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5374,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 16.53,
            "high": 16.53,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0214
          },
          {
            "time": "11:01",
            "open": 16.51,
            "high": 16.51,
            "low": 16.51,
            "close": 16.51,
            "amount_yi": 0.0052
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:15",
        "prev_close": 17.08,
        "open": 16.96,
        "high": 17.25,
        "low": 16.34,
        "bid1": 16.5,
        "ask1": 16.51,
        "bid_qty1": 75,
        "ask_qty1": 251
      },
      "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": "2026-06-25T11:01:19",
      "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": 23.9814,
      "price_vs_vwap_pct": -0.673,
      "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": 0.2297,
        "prev_amount_yi": 0.2324,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9884,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 23.8,
            "high": 23.8,
            "low": 23.79,
            "close": 23.79,
            "amount_yi": 0.0393
          },
          {
            "time": "11:01",
            "open": 23.82,
            "high": 23.82,
            "low": 23.82,
            "close": 23.82,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 23.82,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 23.83,
        "open": 23.71,
        "high": 24.42,
        "low": 23.52,
        "bid1": 23.82,
        "ask1": 23.83,
        "bid_qty1": 100,
        "ask_qty1": 43
      },
      "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": "2026-06-25T11:01:19",
      "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": 151.9666,
      "price_vs_vwap_pct": -1.0967,
      "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": 2.0366,
        "prev_amount_yi": 3.2967,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6178,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 150.0,
            "high": 150.19,
            "low": 150.0,
            "close": 150.19,
            "amount_yi": 0.3261
          },
          {
            "time": "11:01",
            "open": 150.3,
            "high": 150.3,
            "low": 150.3,
            "close": 150.3,
            "amount_yi": 0.1134
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 150.3,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 152.23,
        "open": 153.75,
        "high": 156.6,
        "low": 148.9,
        "bid1": 150.27,
        "ask1": 150.3,
        "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.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": "2026-06-25T11:01:19",
      "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": 30.0326,
      "price_vs_vwap_pct": -1.1741,
      "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": 0.1025,
        "prev_amount_yi": 0.0966,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0611,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 29.8,
            "high": 29.8,
            "low": 29.72,
            "close": 29.72,
            "amount_yi": 0.0257
          },
          {
            "time": "11:01",
            "open": 29.68,
            "high": 29.68,
            "low": 29.68,
            "close": 29.68,
            "amount_yi": 0.0099
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 29.68,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 30.78,
        "open": 30.48,
        "high": 30.8,
        "low": 29.27,
        "bid1": 29.67,
        "ask1": 29.68,
        "bid_qty1": 8,
        "ask_qty1": 47
      },
      "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": "2026-06-25T11:01:19",
      "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": 81.9671,
      "price_vs_vwap_pct": -1.0579,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.49,
        "prev_amount_yi": 0.3561,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.376,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 80.85,
            "high": 80.96,
            "low": 80.85,
            "close": 80.96,
            "amount_yi": 0.0565
          },
          {
            "time": "11:01",
            "open": 81.1,
            "high": 81.1,
            "low": 81.1,
            "close": 81.1,
            "amount_yi": 0.0438
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 81.1,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 76.38,
        "open": 74.58,
        "high": 84.02,
        "low": 74.58,
        "bid1": 81.1,
        "ask1": 81.19,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.600895:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.600895:BREAK_PREV_HIGH",
      "symbol": "SHSE.600895",
      "name": "张江高科",
      "side": "BUY",
      "priority": "W37",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 33.99,
      "exec_low": 33.99,
      "exec_high": 34.5,
      "invalid_price": 32.97,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "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": 32.965,
      "price_vs_vwap_pct": -0.6522,
      "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": 0.072,
        "prev_amount_yi": 0.0653,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1026,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 32.74,
            "high": 32.74,
            "low": 32.74,
            "close": 32.74,
            "amount_yi": 0.0123
          },
          {
            "time": "11:01",
            "open": 32.75,
            "high": 32.75,
            "low": 32.75,
            "close": 32.75,
            "amount_yi": 0.0102
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 32.75,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 33.41,
        "open": 33.27,
        "high": 33.55,
        "low": 32.62,
        "bid1": 32.75,
        "ask1": 32.76,
        "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.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": "2026-06-25T11:01:19",
      "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": 184.8055,
      "price_vs_vwap_pct": -0.2194,
      "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": 0.3297,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.3837,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 183.9,
            "high": 183.9,
            "low": 183.89,
            "close": 183.89,
            "amount_yi": 0.0245
          },
          {
            "time": "11:01",
            "open": 184.4,
            "high": 184.4,
            "low": 184.4,
            "close": 184.4,
            "amount_yi": 0.0226
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 184.4,
        "ts": "2026-06-25T11:01:17",
        "prev_close": 185.39,
        "open": 186.8,
        "high": 186.85,
        "low": 182.36,
        "bid1": 184.39,
        "ask1": 184.4,
        "bid_qty1": 4,
        "ask_qty1": 21
      },
      "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": "2026-06-25T11:01:19",
      "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": 37.1644,
      "price_vs_vwap_pct": -1.0612,
      "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": 0.0858,
        "prev_amount_yi": 0.1625,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.528,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 36.61,
            "high": 36.64,
            "low": 36.61,
            "close": 36.64,
            "amount_yi": 0.014
          },
          {
            "time": "11:01",
            "open": 36.77,
            "high": 36.77,
            "low": 36.77,
            "close": 36.77,
            "amount_yi": 0.0054
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 36.77,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 38.1,
        "open": 37.8,
        "high": 38.19,
        "low": 36.4,
        "bid1": 36.77,
        "ask1": 36.78,
        "bid_qty1": 95,
        "ask_qty1": 15
      },
      "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": "2026-06-25T11:01:19",
      "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": 54.7575,
      "price_vs_vwap_pct": -2.26,
      "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": 0.5809,
        "prev_amount_yi": 0.6672,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8707,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 53.49,
            "high": 53.5,
            "low": 53.49,
            "close": 53.5,
            "amount_yi": 0.1634
          },
          {
            "time": "11:01",
            "open": 53.52,
            "high": 53.52,
            "low": 53.52,
            "close": 53.52,
            "amount_yi": 0.0231
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 53.52,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 54.48,
        "open": 55.35,
        "high": 56.66,
        "low": 53.01,
        "bid1": 53.52,
        "ask1": 53.53,
        "bid_qty1": 29,
        "ask_qty1": 5
      },
      "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": "2026-06-25T11:01:19",
      "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": 3.4034,
      "intraday_vwap": 10.0213,
      "price_vs_vwap_pct": -0.3123,
      "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": 0.1042,
        "prev_amount_yi": 0.161,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6472,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 10.0,
            "high": 10.0,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0195
          },
          {
            "time": "11:01",
            "open": 9.99,
            "high": 9.99,
            "low": 9.99,
            "close": 9.99,
            "amount_yi": 0.0108
          }
        ]
      },
      "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": "2026-06-25T11:01:15",
        "prev_close": 9.95,
        "open": 9.91,
        "high": 10.23,
        "low": 9.76,
        "bid1": 9.98,
        "ask1": 9.99,
        "bid_qty1": 844,
        "ask_qty1": 91
      },
      "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": "2026-06-25T11:01:19",
      "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": 99.9088,
      "price_vs_vwap_pct": -3.1517,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.3075,
        "prev_amount_yi": 0.7632,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7132,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 96.41,
            "high": 96.55,
            "low": 96.41,
            "close": 96.55,
            "amount_yi": 0.3011
          },
          {
            "time": "11:01",
            "open": 96.76,
            "high": 96.76,
            "low": 96.76,
            "close": 96.76,
            "amount_yi": 0.0544
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 96.76,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 103.81,
        "open": 104.07,
        "high": 105.0,
        "low": 96.31,
        "bid1": 96.74,
        "ask1": 96.75,
        "bid_qty1": 10,
        "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": "2026-06-25T11:01:19",
      "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": 37.8888,
      "price_vs_vwap_pct": -2.6889,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3594,
        "prev_amount_yi": 0.3142,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1439,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 36.89,
            "high": 36.89,
            "low": 36.82,
            "close": 36.82,
            "amount_yi": 0.0747
          },
          {
            "time": "11:01",
            "open": 36.87,
            "high": 36.87,
            "low": 36.87,
            "close": 36.87,
            "amount_yi": 0.0119
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 36.87,
        "ts": "2026-06-25T11:01:14",
        "prev_close": 37.76,
        "open": 38.0,
        "high": 39.08,
        "low": 36.69,
        "bid1": 36.87,
        "ask1": 36.88,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 115.3349,
      "price_vs_vwap_pct": 1.0275,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.572,
        "prev_amount_yi": 1.0082,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 116.11,
            "high": 116.17,
            "low": 116.11,
            "close": 116.17,
            "amount_yi": 0.2845
          },
          {
            "time": "11:01",
            "open": 116.52,
            "high": 116.52,
            "low": 116.52,
            "close": 116.52,
            "amount_yi": 0.2645
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 116.52,
        "ts": "2026-06-25T11:01:16",
        "prev_close": 115.4,
        "open": 114.0,
        "high": 117.0,
        "low": 113.23,
        "bid1": 116.52,
        "ask1": 116.56,
        "bid_qty1": 2,
        "ask_qty1": 34
      },
      "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": "2026-06-25T11:01:19",
      "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": 3.3307,
      "intraday_vwap": 74.8404,
      "price_vs_vwap_pct": -0.1208,
      "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": 0.1087,
        "prev_amount_yi": 0.219,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4963,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 74.52,
            "high": 74.72,
            "low": 74.52,
            "close": 74.72,
            "amount_yi": 0.0248
          },
          {
            "time": "11:01",
            "open": 74.75,
            "high": 74.75,
            "low": 74.75,
            "close": 74.75,
            "amount_yi": 0.0178
          }
        ]
      },
      "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": 74.75,
        "ts": "2026-06-25T11:01:17",
        "prev_close": 73.7,
        "open": 72.73,
        "high": 77.49,
        "low": 72.73,
        "bid1": 74.75,
        "ask1": 74.76,
        "bid_qty1": 1,
        "ask_qty1": 4
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.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": "2026-06-25T11:01:19",
      "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": 191.7655,
      "price_vs_vwap_pct": -1.343,
      "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": 0.2245,
        "prev_amount_yi": 0.3252,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6903,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 188.92,
            "high": 188.92,
            "low": 188.78,
            "close": 188.78,
            "amount_yi": 0.0364
          },
          {
            "time": "11:01",
            "open": 189.19,
            "high": 189.19,
            "low": 189.19,
            "close": 189.19,
            "amount_yi": 0.0208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 189.19,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 194.0,
        "open": 193.51,
        "high": 196.65,
        "low": 188.01,
        "bid1": 189.11,
        "ask1": 189.19,
        "bid_qty1": 2,
        "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": "2026-06-25T11:01:19",
      "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": 19.1891,
      "price_vs_vwap_pct": -1.8193,
      "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": 0.1285,
        "prev_amount_yi": 0.1319,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9742,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 18.78,
            "high": 18.79,
            "low": 18.78,
            "close": 18.79,
            "amount_yi": 0.0237
          },
          {
            "time": "11:01",
            "open": 18.84,
            "high": 18.84,
            "low": 18.84,
            "close": 18.84,
            "amount_yi": 0.0265
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 18.84,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 20.15,
        "open": 19.95,
        "high": 20.15,
        "low": 18.47,
        "bid1": 18.8,
        "ask1": 18.84,
        "bid_qty1": 171,
        "ask_qty1": 7
      },
      "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": "2026-06-25T11:01:19",
      "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": 12.8306,
      "price_vs_vwap_pct": -0.7841,
      "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": 0.0609,
        "prev_amount_yi": 0.0956,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.637,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 12.73,
            "high": 12.74,
            "low": 12.73,
            "close": 12.74,
            "amount_yi": 0.0095
          },
          {
            "time": "11:01",
            "open": 12.73,
            "high": 12.73,
            "low": 12.73,
            "close": 12.73,
            "amount_yi": 0.004
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 12.73,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 13.28,
        "open": 13.0,
        "high": 13.18,
        "low": 12.59,
        "bid1": 12.73,
        "ask1": 12.74,
        "bid_qty1": 17,
        "ask_qty1": 230
      },
      "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": "2026-06-25T11:01:19",
      "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": 3.1268,
      "intraday_vwap": 34.8197,
      "price_vs_vwap_pct": -0.8033,
      "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": 0.4831,
        "prev_amount_yi": 0.714,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6766,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 34.52,
            "high": 34.52,
            "low": 34.5,
            "close": 34.5,
            "amount_yi": 0.0678
          },
          {
            "time": "11:01",
            "open": 34.54,
            "high": 34.54,
            "low": 34.54,
            "close": 34.54,
            "amount_yi": 0.0362
          }
        ]
      },
      "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": 34.54,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 34.03,
        "open": 33.9,
        "high": 35.54,
        "low": 33.84,
        "bid1": 34.53,
        "ask1": 34.54,
        "bid_qty1": 35,
        "ask_qty1": 145
      },
      "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": "2026-06-25T11:01:19",
      "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": 62.5005,
      "price_vs_vwap_pct": -1.8888,
      "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": 0.1172,
        "prev_amount_yi": 0.154,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 61.25,
            "high": 61.28,
            "low": 61.25,
            "close": 61.28,
            "amount_yi": 0.0202
          },
          {
            "time": "11:01",
            "open": 61.32,
            "high": 61.32,
            "low": 61.32,
            "close": 61.32,
            "amount_yi": 0.0078
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 61.32,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 64.21,
        "open": 63.86,
        "high": 64.86,
        "low": 61.01,
        "bid1": 61.31,
        "ask1": 61.32,
        "bid_qty1": 11,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SHSE.605006:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SHSE.605006:BREAK_PREV_HIGH",
      "symbol": "SHSE.605006",
      "name": "山东玻纤",
      "side": "BUY",
      "priority": "W51",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.77,
      "exec_low": 22.77,
      "exec_high": 23.11,
      "invalid_price": 22.09,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "玻纤制造 / 复合材料",
      "decision": "conditional_plan",
      "paper_scope": "shadow_watch",
      "chase_ceiling": 23.45,
      "max_chase_pct": 1.5,
      "base_exec_high": 23.11,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.43,
      "entry_zone_high": 23.11,
      "entry_risk_pct": null,
      "intraday_vwap": 22.8003,
      "price_vs_vwap_pct": 1.6215,
      "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": 0.1426,
        "prev_amount_yi": 0.2432,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5863,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 23.01,
            "high": 23.15,
            "low": 23.01,
            "close": 23.15,
            "amount_yi": 0.0534
          },
          {
            "time": "11:01",
            "open": 23.17,
            "high": 23.17,
            "low": 23.17,
            "close": 23.17,
            "amount_yi": 0.012
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 23.17,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 22.42,
        "open": 21.6,
        "high": 23.75,
        "low": 21.6,
        "bid1": 23.17,
        "ask1": 23.18,
        "bid_qty1": 40,
        "ask_qty1": 19
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.000762:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.000762:BREAK_PREV_HIGH",
      "symbol": "SZSE.000762",
      "name": "西藏矿业",
      "side": "BUY",
      "priority": "W52",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 30.13,
      "exec_low": 30.13,
      "exec_high": 30.58,
      "invalid_price": 29.23,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "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": 29.0525,
      "price_vs_vwap_pct": -1.1101,
      "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": 0.122,
        "prev_amount_yi": 0.0646,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8885,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 28.65,
            "high": 28.65,
            "low": 28.63,
            "close": 28.63,
            "amount_yi": 0.0117
          },
          {
            "time": "11:01",
            "open": 28.73,
            "high": 28.73,
            "low": 28.73,
            "close": 28.73,
            "amount_yi": 0.0539
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 28.73,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 29.8,
        "open": 29.28,
        "high": 30.03,
        "low": 28.5,
        "bid1": 28.73,
        "ask1": 28.75,
        "bid_qty1": 18,
        "ask_qty1": 22
      },
      "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": "2026-06-25T11:01:19",
      "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": 112.6956,
      "price_vs_vwap_pct": -2.0991,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2479,
        "prev_amount_yi": 0.1943,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2759,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 110.15,
            "high": 110.15,
            "low": 110.15,
            "close": 110.15,
            "amount_yi": 0.0255
          },
          {
            "time": "11:01",
            "open": 110.33,
            "high": 110.33,
            "low": 110.33,
            "close": 110.33,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "current_position_value": 198450.0,
      "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": 110.33,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 114.41,
        "open": 115.59,
        "high": 115.63,
        "low": 109.33,
        "bid1": 110.28,
        "ask1": 110.35,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "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": "2026-06-25T11:01:19",
      "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": 91.6945,
      "price_vs_vwap_pct": 0.126,
      "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": 0.0596,
        "prev_amount_yi": 0.1272,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4686,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 91.5,
            "high": 91.7,
            "low": 91.5,
            "close": 91.7,
            "amount_yi": 0.016
          },
          {
            "time": "11:01",
            "open": 91.81,
            "high": 91.81,
            "low": 91.81,
            "close": 91.81,
            "amount_yi": 0.0017
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 91.81,
        "ts": "2026-06-25T11:01:12",
        "prev_close": 90.95,
        "open": 90.0,
        "high": 97.0,
        "low": 88.66,
        "bid1": 91.8,
        "ask1": 91.92,
        "bid_qty1": 1,
        "ask_qty1": 2
      },
      "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": "2026-06-25T11:01:19",
      "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": 75.1448,
      "price_vs_vwap_pct": -2.3885,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 1.9456,
        "prev_amount_yi": 1.2146,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6018,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 73.0,
            "high": 73.0,
            "low": 72.99,
            "close": 72.99,
            "amount_yi": 0.2517
          },
          {
            "time": "11:01",
            "open": 73.35,
            "high": 73.35,
            "low": 73.35,
            "close": 73.35,
            "amount_yi": 0.2104
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 73.35,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 77.0,
        "open": 78.55,
        "high": 78.55,
        "low": 72.81,
        "bid1": 73.17,
        "ask1": 73.32,
        "bid_qty1": 3,
        "ask_qty1": 1
      },
      "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": "2026-06-25T11:01:19",
      "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": 53.3345,
      "price_vs_vwap_pct": 0.5353,
      "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": 0.1341,
        "prev_amount_yi": 0.1044,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2845,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 53.68,
            "high": 53.68,
            "low": 53.65,
            "close": 53.65,
            "amount_yi": 0.0127
          },
          {
            "time": "11:01",
            "open": 53.62,
            "high": 53.62,
            "low": 53.62,
            "close": 53.62,
            "amount_yi": 0.0354
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 53.62,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 54.74,
        "open": 55.0,
        "high": 55.0,
        "low": 51.77,
        "bid1": 53.62,
        "ask1": 53.64,
        "bid_qty1": 1,
        "ask_qty1": 65
      },
      "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": "2026-06-25T11:01:19",
      "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": 21.1911,
      "price_vs_vwap_pct": -0.3355,
      "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": 0.2007,
        "prev_amount_yi": 0.2992,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6708,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 21.07,
            "high": 21.08,
            "low": 21.07,
            "close": 21.08,
            "amount_yi": 0.0478
          },
          {
            "time": "11:01",
            "open": 21.12,
            "high": 21.12,
            "low": 21.12,
            "close": 21.12,
            "amount_yi": 0.0402
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 21.12,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 21.37,
        "open": 21.17,
        "high": 21.53,
        "low": 20.8,
        "bid1": 21.1,
        "ask1": 21.12,
        "bid_qty1": 50,
        "ask_qty1": 66
      },
      "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": "2026-06-25T11:01:19",
      "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": 84.7855,
      "price_vs_vwap_pct": -2.0351,
      "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": 0.4186,
        "prev_amount_yi": 0.4188,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9995,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 83.08,
            "high": 83.08,
            "low": 83.02,
            "close": 83.02,
            "amount_yi": 0.079
          },
          {
            "time": "11:01",
            "open": 83.06,
            "high": 83.06,
            "low": 83.06,
            "close": 83.06,
            "amount_yi": 0.0318
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 83.06,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 85.6,
        "open": 85.6,
        "high": 86.8,
        "low": 82.79,
        "bid1": 83.06,
        "ask1": 83.1,
        "bid_qty1": 2,
        "ask_qty1": 19
      },
      "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": "2026-06-25T11:01:19",
      "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": 103.8938,
      "price_vs_vwap_pct": -3.2762,
      "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": 0.2669,
        "prev_amount_yi": 0.3253,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8205,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 100.27,
            "high": 100.27,
            "low": 100.25,
            "close": 100.25,
            "amount_yi": 0.0305
          },
          {
            "time": "11:01",
            "open": 100.49,
            "high": 100.49,
            "low": 100.49,
            "close": 100.49,
            "amount_yi": 0.0147
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 100.49,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 104.86,
        "open": 106.66,
        "high": 108.0,
        "low": 99.06,
        "bid1": 100.41,
        "ask1": 100.5,
        "bid_qty1": 2,
        "ask_qty1": 1
      },
      "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": "2026-06-25T11:01:19",
      "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": 44.9762,
      "price_vs_vwap_pct": -2.8375,
      "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": 0.3873,
        "prev_amount_yi": 0.4218,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9182,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 43.65,
            "high": 43.65,
            "low": 43.64,
            "close": 43.64,
            "amount_yi": 0.1178
          },
          {
            "time": "11:01",
            "open": 43.7,
            "high": 43.7,
            "low": 43.7,
            "close": 43.7,
            "amount_yi": 0.0306
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:17",
        "prev_close": 46.15,
        "open": 47.0,
        "high": 47.1,
        "low": 43.61,
        "bid1": 43.68,
        "ask1": 43.75,
        "bid_qty1": 10,
        "ask_qty1": 2
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.002185:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260624:SZSE.002185:BREAK_PREV_HIGH",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "W61",
      "status": "TOUCHED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 21.22,
      "exec_low": 21.22,
      "exec_high": 21.54,
      "invalid_price": 20.58,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-25T11:01:19",
      "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": 21.8887,
      "price_vs_vwap_pct": 1.9247,
      "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": 0.942,
        "prev_amount_yi": 1.4669,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6422,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 22.29,
            "high": 22.29,
            "low": 22.29,
            "close": 22.29,
            "amount_yi": 0.1429
          },
          {
            "time": "11:01",
            "open": 22.31,
            "high": 22.31,
            "low": 22.31,
            "close": 22.31,
            "amount_yi": 0.1515
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 22.31,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 20.98,
        "open": 21.38,
        "high": 22.65,
        "low": 20.73,
        "bid1": 22.31,
        "ask1": 22.32,
        "bid_qty1": 65,
        "ask_qty1": 213
      },
      "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": "2026-06-25T11:01:19",
      "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": 387.9792,
      "price_vs_vwap_pct": -0.3581,
      "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": 0.8889,
        "prev_amount_yi": 0.9787,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9082,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 385.7,
            "high": 385.7,
            "low": 385.18,
            "close": 385.18,
            "amount_yi": 0.1694
          },
          {
            "time": "11:01",
            "open": 386.59,
            "high": 386.59,
            "low": 386.59,
            "close": 386.59,
            "amount_yi": 0.0919
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:15",
        "prev_close": 406.0,
        "open": 394.01,
        "high": 397.9,
        "low": 378.0,
        "bid1": 386.5,
        "ask1": 386.6,
        "bid_qty1": 9,
        "ask_qty1": 4
      },
      "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": "2026-06-25T11:01:19",
      "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": 110.2241,
      "price_vs_vwap_pct": -2.0359,
      "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": 0.2991,
        "prev_amount_yi": 0.3961,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7551,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 107.76,
            "high": 107.89,
            "low": 107.76,
            "close": 107.89,
            "amount_yi": 0.0489
          },
          {
            "time": "11:01",
            "open": 107.98,
            "high": 107.98,
            "low": 107.98,
            "close": 107.98,
            "amount_yi": 0.0183
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 107.98,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 111.0,
        "open": 112.41,
        "high": 113.22,
        "low": 107.5,
        "bid1": 107.98,
        "ask1": 108.0,
        "bid_qty1": 4,
        "ask_qty1": 1
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260624:20260625:SZSE.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": "2026-06-25T11:01:19",
      "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": 12.7482,
      "price_vs_vwap_pct": 0.3279,
      "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": 0.1116,
        "prev_amount_yi": 0.1371,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.814,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 12.79,
            "high": 12.79,
            "low": 12.77,
            "close": 12.77,
            "amount_yi": 0.018
          },
          {
            "time": "11:01",
            "open": 12.79,
            "high": 12.79,
            "low": 12.79,
            "close": 12.79,
            "amount_yi": 0.0154
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 12.79,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 12.04,
        "open": 12.19,
        "high": 13.11,
        "low": 12.06,
        "bid1": 12.79,
        "ask1": 12.8,
        "bid_qty1": 1,
        "ask_qty1": 413
      },
      "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": "2026-06-25T11:01:19",
      "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": 83.987,
      "price_vs_vwap_pct": -0.5799,
      "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": 0.4758,
        "prev_amount_yi": 0.5449,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 83.25,
            "high": 83.26,
            "low": 83.25,
            "close": 83.26,
            "amount_yi": 0.0881
          },
          {
            "time": "11:01",
            "open": 83.5,
            "high": 83.5,
            "low": 83.5,
            "close": 83.5,
            "amount_yi": 0.1098
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 83.5,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 83.64,
        "open": 84.0,
        "high": 85.1,
        "low": 82.87,
        "bid1": 83.48,
        "ask1": 83.5,
        "bid_qty1": 6,
        "ask_qty1": 10
      },
      "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": "2026-06-25T11:01:19",
      "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": 862.5355,
      "price_vs_vwap_pct": -1.1635,
      "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": 1.3276,
        "prev_amount_yi": 1.3961,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9509,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 847.01,
            "high": 848.0,
            "low": 847.01,
            "close": 848.0,
            "amount_yi": 0.2338
          },
          {
            "time": "11:01",
            "open": 852.5,
            "high": 852.5,
            "low": 852.5,
            "close": 852.5,
            "amount_yi": 0.0621
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 852.5,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 810.0,
        "open": 830.0,
        "high": 890.55,
        "low": 829.19,
        "bid1": 852.99,
        "ask1": 853.0,
        "bid_qty1": 2,
        "ask_qty1": 21
      },
      "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": "2026-06-25T11:01:19",
      "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": 261.9833,
      "price_vs_vwap_pct": -1.9021,
      "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": 0.1416,
        "prev_amount_yi": 0.308,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4597,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 257.82,
            "high": 257.82,
            "low": 256.94,
            "close": 256.94,
            "amount_yi": 0.052
          },
          {
            "time": "11:01",
            "open": 257.0,
            "high": 257.0,
            "low": 257.0,
            "close": 257.0,
            "amount_yi": 0.0062
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 257.0,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 258.9,
        "open": 261.0,
        "high": 268.58,
        "low": 252.0,
        "bid1": 257.0,
        "ask1": 257.58,
        "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": "2026-06-25T11:01:19",
      "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": 65.9212,
      "price_vs_vwap_pct": -0.6996,
      "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": 0.3702,
        "prev_amount_yi": 0.4065,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9107,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 65.34,
            "high": 65.39,
            "low": 65.34,
            "close": 65.39,
            "amount_yi": 0.0781
          },
          {
            "time": "11:01",
            "open": 65.46,
            "high": 65.46,
            "low": 65.46,
            "close": 65.46,
            "amount_yi": 0.0464
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 65.46,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 66.13,
        "open": 66.0,
        "high": 67.44,
        "low": 64.88,
        "bid1": 65.46,
        "ask1": 65.5,
        "bid_qty1": 20,
        "ask_qty1": 29
      },
      "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": "2026-06-25T11:01:19",
      "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": 27.6804,
      "price_vs_vwap_pct": -1.4465,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4248,
        "prev_amount_yi": 0.3931,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0806,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 27.26,
            "high": 27.26,
            "low": 27.24,
            "close": 27.24,
            "amount_yi": 0.0939
          },
          {
            "time": "11:01",
            "open": 27.28,
            "high": 27.28,
            "low": 27.28,
            "close": 27.28,
            "amount_yi": 0.0218
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:15",
        "prev_close": 27.66,
        "open": 27.61,
        "high": 28.25,
        "low": 27.06,
        "bid1": 27.28,
        "ask1": 27.29,
        "bid_qty1": 5,
        "ask_qty1": 45
      },
      "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": "2026-06-25T11:01:19",
      "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": 171.6241,
      "price_vs_vwap_pct": -1.4124,
      "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": 0.1601,
        "prev_amount_yi": 0.2403,
        "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": "10:57",
            "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
          },
          {
            "time": "11:00",
            "open": 168.94,
            "high": 168.94,
            "low": 168.9,
            "close": 168.9,
            "amount_yi": 0.0466
          },
          {
            "time": "11:01",
            "open": 169.2,
            "high": 169.2,
            "low": 169.2,
            "close": 169.2,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 169.2,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 167.9,
        "open": 167.18,
        "high": 175.73,
        "low": 166.0,
        "bid1": 169.23,
        "ask1": 169.52,
        "bid_qty1": 3,
        "ask_qty1": 2
      },
      "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": "2026-06-25T11:01:19",
      "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": 81.4364,
      "price_vs_vwap_pct": 2.6568,
      "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": 0.0514,
        "prev_amount_yi": 0.0631,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8146,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0043
          },
          {
            "time": "11:01",
            "open": 83.6,
            "high": 83.6,
            "low": 83.6,
            "close": 83.6,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:09",
        "prev_close": 76.0,
        "open": 76.22,
        "high": 83.6,
        "low": 76.15,
        "bid1": 83.6,
        "ask1": 0.0,
        "bid_qty1": 22241,
        "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": "2026-06-25T11:01:19",
      "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": 127.7342,
      "price_vs_vwap_pct": 2.8151,
      "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": 0.0063,
        "prev_amount_yi": 0.0121,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5207,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 131.33,
            "high": 131.33,
            "low": 131.33,
            "close": 131.33,
            "amount_yi": 0.0028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:07",
        "prev_close": 119.39,
        "open": 122.5,
        "high": 131.33,
        "low": 122.5,
        "bid1": 131.33,
        "ask1": 0.0,
        "bid_qty1": 15062,
        "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": "2026-06-25T11:01:19",
      "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": 81.4187,
      "price_vs_vwap_pct": -1.4968,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.382,
        "prev_amount_yi": 0.1997,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9129,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 80.08,
            "high": 80.08,
            "low": 80.03,
            "close": 80.03,
            "amount_yi": 0.0741
          },
          {
            "time": "11:01",
            "open": 80.2,
            "high": 80.2,
            "low": 80.2,
            "close": 80.2,
            "amount_yi": 0.0298
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 80.2,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 83.85,
        "open": 83.99,
        "high": 84.56,
        "low": 79.86,
        "bid1": 80.24,
        "ask1": 80.27,
        "bid_qty1": 3,
        "ask_qty1": 16
      },
      "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": "2026-06-25T11:01:19",
      "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": 225.9864,
      "price_vs_vwap_pct": 0.183,
      "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": 0.3091,
        "prev_amount_yi": 0.5771,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5356,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 226.72,
            "high": 226.72,
            "low": 226.5,
            "close": 226.5,
            "amount_yi": 0.0691
          },
          {
            "time": "11:01",
            "open": 226.4,
            "high": 226.4,
            "low": 226.4,
            "close": 226.4,
            "amount_yi": 0.0179
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 226.4,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 227.75,
        "open": 227.77,
        "high": 234.77,
        "low": 221.2,
        "bid1": 226.4,
        "ask1": 226.41,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 122.7565,
      "price_vs_vwap_pct": -0.6163,
      "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": 0.1408,
        "prev_amount_yi": 0.1406,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0014,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 121.98,
            "high": 121.98,
            "low": 121.97,
            "close": 121.97,
            "amount_yi": 0.0179
          },
          {
            "time": "11:01",
            "open": 122.0,
            "high": 122.0,
            "low": 122.0,
            "close": 122.0,
            "amount_yi": 0.0184
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 122.0,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 121.58,
        "open": 122.3,
        "high": 124.97,
        "low": 120.0,
        "bid1": 121.99,
        "ask1": 122.12,
        "bid_qty1": 2,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 38.0998,
      "price_vs_vwap_pct": -0.4982,
      "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": 0.0647,
        "prev_amount_yi": 0.1004,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6444,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 37.9,
            "high": 37.9,
            "low": 37.9,
            "close": 37.9,
            "amount_yi": 0.0108
          },
          {
            "time": "11:01",
            "open": 37.91,
            "high": 37.91,
            "low": 37.91,
            "close": 37.91,
            "amount_yi": 0.0024
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": "2026-06-25T11:01:15",
        "prev_close": 38.1,
        "open": 38.12,
        "high": 38.64,
        "low": 37.55,
        "bid1": 37.9,
        "ask1": 37.91,
        "bid_qty1": 42,
        "ask_qty1": 33
      },
      "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": "2026-06-25T11:01:19",
      "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": 75.9435,
      "price_vs_vwap_pct": -0.5708,
      "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": 1.3399,
        "prev_amount_yi": 2.0241,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.662,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 75.44,
            "high": 75.44,
            "low": 75.38,
            "close": 75.38,
            "amount_yi": 0.3072
          },
          {
            "time": "11:01",
            "open": 75.51,
            "high": 75.51,
            "low": 75.51,
            "close": 75.51,
            "amount_yi": 0.1228
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 75.51,
        "ts": "2026-06-25T11:01:17",
        "prev_close": 76.78,
        "open": 77.59,
        "high": 77.7,
        "low": 74.85,
        "bid1": 75.49,
        "ask1": 75.5,
        "bid_qty1": 3,
        "ask_qty1": 3
      },
      "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": "2026-06-25T11:01:19",
      "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": 108.3565,
      "price_vs_vwap_pct": 4.0639,
      "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": 0.3352,
        "prev_amount_yi": 0.8249,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4064,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 112.45,
            "high": 112.45,
            "low": 112.32,
            "close": 112.32,
            "amount_yi": 0.0454
          },
          {
            "time": "11:01",
            "open": 112.76,
            "high": 112.76,
            "low": 112.76,
            "close": 112.76,
            "amount_yi": 0.0383
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 112.76,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 100.09,
        "open": 102.0,
        "high": 113.5,
        "low": 100.0,
        "bid1": 112.36,
        "ask1": 112.76,
        "bid_qty1": 2,
        "ask_qty1": 5
      },
      "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": "2026-06-25T11:01:19",
      "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": 279.9792,
      "price_vs_vwap_pct": -0.6891,
      "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": 0.0564,
        "prev_amount_yi": 0.1301,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4335,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 278.63,
            "high": 278.63,
            "low": 278.0,
            "close": 278.0,
            "amount_yi": 0.012
          },
          {
            "time": "11:01",
            "open": 278.05,
            "high": 278.05,
            "low": 278.05,
            "close": 278.05,
            "amount_yi": 0.0044
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "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": 278.05,
        "ts": "2026-06-25T11:01:15",
        "prev_close": 283.96,
        "open": 284.76,
        "high": 287.76,
        "low": 272.0,
        "bid1": 278.06,
        "ask1": 278.43,
        "bid_qty1": 2,
        "ask_qty1": 2
      },
      "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": 525370.0,
    "total_value": 1069863.0,
    "unrealized_pnl": 78557.99999999999,
    "unrealized_pnl_pct_of_initial": 7.855799999999999,
    "realized_pnl": -8694.999999999985,
    "realized_pnl_pct_of_initial": -0.8694999999999986,
    "total_pnl": 69863.0,
    "total_pnl_pct": 6.986300000000001
  },
  "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": "2026-06-25T11:01:19",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.368225651321712
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 110.33,
      "market_value": 198594.0,
      "unrealized_pnl": 3221.9999999999854,
      "unrealized_pnl_pct": 1.6491615994103537,
      "updated_at": "2026-06-25T11:01:19",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 18.56256361795856
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.98,
      "market_value": 76768.0,
      "unrealized_pnl": 18047.99999999999,
      "unrealized_pnl_pct": 30.73569482288827,
      "updated_at": "2026-06-25T11:01:19",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.17549817126118
    }
  ],
  "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": 49.2272,
      "price_vs_vwap_pct": -2.5336,
      "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": 0.7168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 48.02,
            "high": 48.02,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.0749
          },
          {
            "time": "11:01",
            "open": 47.98,
            "high": 47.98,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.0424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "current_position_value": 76800.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 47.98,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 47.98,
      "quote_ask1": 47.99,
      "quote_bid_qty1": 4,
      "quote_ask_qty1": 9,
      "quote_ts": "2026-06-25T11:01:14"
    },
    {
      "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": 49.2272,
      "price_vs_vwap_pct": -2.5336,
      "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": 0.7168,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.4992,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "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
          },
          {
            "time": "11:00",
            "open": 48.02,
            "high": 48.02,
            "low": 48.0,
            "close": 48.0,
            "amount_yi": 0.0749
          },
          {
            "time": "11:01",
            "open": 47.98,
            "high": 47.98,
            "low": 47.98,
            "close": 47.98,
            "amount_yi": 0.0424
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 855.8,
      "current_position_value": 76800.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "quote_last": 47.98,
      "quote_prev_close": 52.9,
      "quote_open": 51.6,
      "quote_high": 51.95,
      "quote_low": 47.66,
      "quote_bid1": 47.98,
      "quote_ask1": 47.99,
      "quote_bid_qty1": 4,
      "quote_ask_qty1": 9,
      "quote_ts": "2026-06-25T11:01:14"
    }
  ],
  "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
  }
}