{
  "schema_version": "local_paper_latest_signals_v1",
  "runtime_status": "PAPER_RUNNING",
  "plan_date": "20260625",
  "trade_date": "20260626",
  "trade_mode": "SIMULATION_READY",
  "allow_new_positions": true,
  "shadow_mode": false,
  "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,active_mainline_not_confirmed",
    "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": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7983,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.9910714285714457,
          "last": 23.07,
          "vwap": 22.928700520662183,
          "above_vwap": true,
          "amount": 9419637534.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.7199999999999882,
          "last": 50.86,
          "vwap": 51.26242467969988,
          "above_vwap": false,
          "amount": 3630620218.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 0.8759124087591275,
          "last": 20.73,
          "vwap": 21.145261348853914,
          "above_vwap": false,
          "amount": 566174036.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -0.27233821812994163,
          "last": 76.9,
          "vwap": 78.21479039453318,
          "above_vwap": false,
          "amount": 1534645363.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.7007775751175949,
          "last": 103.44,
          "vwap": 106.26371894497568,
          "above_vwap": false,
          "amount": 20994809864.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.7981357413341161,
          "last": 170.28,
          "vwap": 176.48963045425873,
          "above_vwap": false,
          "amount": 1344698850.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -2.2643496577145816,
          "last": 18.56,
          "vwap": 18.850329735951604,
          "above_vwap": false,
          "amount": 435619810.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.8931869228849614,
          "last": 38.51,
          "vwap": 39.53879497045679,
          "above_vwap": false,
          "amount": 263077145.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.009920634920628,
          "last": 57.45,
          "vwap": 59.424957819105586,
          "above_vwap": false,
          "amount": 626921420.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.1517290049400195,
          "last": 26.88,
          "vwap": 27.545441596282227,
          "above_vwap": false,
          "amount": 373419779.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.382631126397241,
          "last": 55.02,
          "vwap": 57.052306303451125,
          "above_vwap": false,
          "amount": 1188119984.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -5.714285714285716,
          "last": 38.94,
          "vwap": 39.86862311959193,
          "above_vwap": false,
          "amount": 2287122212.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,active_mainline_not_confirmed",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "MAINLINE_BREAK",
        "label": "主线承接断裂",
        "entry_policy": "no_official_buy",
        "official_buy_allowed": false,
        "reason": "active_mainline_not_confirmed",
        "pool_up_ratio": 0.1667,
        "active_up_ratio": 0.1538,
        "active_positive": 2,
        "active_positive_min": 1,
        "active_above_vwap": 1,
        "active_total": 13,
        "sample_total": 18,
        "dominant_theme": "集成电路封测",
        "dominant_theme_share": 0.7983,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.002185"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SZSE.002185",
            "name": "华天科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 2,
            "ret_pct": 2.9910714285714457,
            "last": 23.07,
            "vwap": 22.928700520662183,
            "above_vwap": true,
            "amount": 9419637534.0
          },
          {
            "symbol": "SHSE.603005",
            "name": "晶方科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 1.7199999999999882,
            "last": 50.86,
            "vwap": 51.26242467969988,
            "above_vwap": false,
            "amount": 3630620218.0
          },
          {
            "symbol": "SHSE.688352",
            "name": "颀中科技",
            "theme": "集成电路封测",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 0.8759124087591275,
            "last": 20.73,
            "vwap": 21.145261348853914,
            "above_vwap": false,
            "amount": 566174036.0
          },
          {
            "symbol": "SHSE.688362",
            "name": "甬矽电子",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 8,
            "ret_pct": -0.27233821812994163,
            "last": 76.9,
            "vwap": 78.21479039453318,
            "above_vwap": false,
            "amount": 1534645363.0
          },
          {
            "symbol": "SHSE.600584",
            "name": "长电科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": -0.7007775751175949,
            "last": 103.44,
            "vwap": 106.26371894497568,
            "above_vwap": false,
            "amount": 20994809864.0
          },
          {
            "symbol": "SHSE.688372",
            "name": "伟测科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": -0.7981357413341161,
            "last": 170.28,
            "vwap": 176.48963045425873,
            "above_vwap": false,
            "amount": 1344698850.0
          },
          {
            "symbol": "SZSE.002077",
            "name": "大港股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 7,
            "ret_pct": -2.2643496577145816,
            "last": 18.56,
            "vwap": 18.850329735951604,
            "above_vwap": false,
            "amount": 435619810.0
          },
          {
            "symbol": "SHSE.688135",
            "name": "利扬芯片",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": -3.8931869228849614,
            "last": 38.51,
            "vwap": 39.53879497045679,
            "above_vwap": false,
            "amount": 263077145.0
          },
          {
            "symbol": "SZSE.002756",
            "name": "永兴材料",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.009920634920628,
            "last": 57.45,
            "vwap": 59.424957819105586,
            "above_vwap": false,
            "amount": 626921420.0
          },
          {
            "symbol": "SZSE.000762",
            "name": "西藏矿业",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.1517290049400195,
            "last": 26.88,
            "vwap": 27.545441596282227,
            "above_vwap": false,
            "amount": 373419779.0
          },
          {
            "symbol": "SZSE.002738",
            "name": "中矿资源",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.382631126397241,
            "last": 55.02,
            "vwap": 57.052306303451125,
            "above_vwap": false,
            "amount": 1188119984.0
          },
          {
            "symbol": "SHSE.688403",
            "name": "汇成股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 0,
            "ret_pct": -5.714285714285716,
            "last": 38.94,
            "vwap": 39.86862311959193,
            "above_vwap": false,
            "amount": 2287122212.0
          }
        ]
      },
      "style_code": "MAINLINE_BREAK",
      "style_label": "主线承接断裂",
      "entry_policy": "no_official_buy"
    }
  },
  "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,active_mainline_not_confirmed",
    "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": [],
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7983,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.9910714285714457,
          "last": 23.07,
          "vwap": 22.928700520662183,
          "above_vwap": true,
          "amount": 9419637534.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.7199999999999882,
          "last": 50.86,
          "vwap": 51.26242467969988,
          "above_vwap": false,
          "amount": 3630620218.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 0.8759124087591275,
          "last": 20.73,
          "vwap": 21.145261348853914,
          "above_vwap": false,
          "amount": 566174036.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -0.27233821812994163,
          "last": 76.9,
          "vwap": 78.21479039453318,
          "above_vwap": false,
          "amount": 1534645363.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.7007775751175949,
          "last": 103.44,
          "vwap": 106.26371894497568,
          "above_vwap": false,
          "amount": 20994809864.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.7981357413341161,
          "last": 170.28,
          "vwap": 176.48963045425873,
          "above_vwap": false,
          "amount": 1344698850.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -2.2643496577145816,
          "last": 18.56,
          "vwap": 18.850329735951604,
          "above_vwap": false,
          "amount": 435619810.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.8931869228849614,
          "last": 38.51,
          "vwap": 39.53879497045679,
          "above_vwap": false,
          "amount": 263077145.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.009920634920628,
          "last": 57.45,
          "vwap": 59.424957819105586,
          "above_vwap": false,
          "amount": 626921420.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.1517290049400195,
          "last": 26.88,
          "vwap": 27.545441596282227,
          "above_vwap": false,
          "amount": 373419779.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.382631126397241,
          "last": 55.02,
          "vwap": 57.052306303451125,
          "above_vwap": false,
          "amount": 1188119984.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -5.714285714285716,
          "last": 38.94,
          "vwap": 39.86862311959193,
          "above_vwap": false,
          "amount": 2287122212.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,active_mainline_not_confirmed",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "MAINLINE_BREAK",
      "label": "主线承接断裂",
      "entry_policy": "no_official_buy",
      "official_buy_allowed": false,
      "reason": "active_mainline_not_confirmed",
      "pool_up_ratio": 0.1667,
      "active_up_ratio": 0.1538,
      "active_positive": 2,
      "active_positive_min": 1,
      "active_above_vwap": 1,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7983,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.9910714285714457,
          "last": 23.07,
          "vwap": 22.928700520662183,
          "above_vwap": true,
          "amount": 9419637534.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.7199999999999882,
          "last": 50.86,
          "vwap": 51.26242467969988,
          "above_vwap": false,
          "amount": 3630620218.0
        },
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 0.8759124087591275,
          "last": 20.73,
          "vwap": 21.145261348853914,
          "above_vwap": false,
          "amount": 566174036.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": -0.27233821812994163,
          "last": 76.9,
          "vwap": 78.21479039453318,
          "above_vwap": false,
          "amount": 1534645363.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.7007775751175949,
          "last": 103.44,
          "vwap": 106.26371894497568,
          "above_vwap": false,
          "amount": 20994809864.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.7981357413341161,
          "last": 170.28,
          "vwap": 176.48963045425873,
          "above_vwap": false,
          "amount": 1344698850.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -2.2643496577145816,
          "last": 18.56,
          "vwap": 18.850329735951604,
          "above_vwap": false,
          "amount": 435619810.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -3.8931869228849614,
          "last": 38.51,
          "vwap": 39.53879497045679,
          "above_vwap": false,
          "amount": 263077145.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.009920634920628,
          "last": 57.45,
          "vwap": 59.424957819105586,
          "above_vwap": false,
          "amount": 626921420.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.1517290049400195,
          "last": 26.88,
          "vwap": 27.545441596282227,
          "above_vwap": false,
          "amount": 373419779.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.382631126397241,
          "last": 55.02,
          "vwap": 57.052306303451125,
          "above_vwap": false,
          "amount": 1188119984.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -5.714285714285716,
          "last": 38.94,
          "vwap": 39.86862311959193,
          "above_vwap": false,
          "amount": 2287122212.0
        }
      ]
    },
    "style_code": "MAINLINE_BREAK",
    "style_label": "主线承接断裂",
    "entry_policy": "no_official_buy"
  },
  "quote_source": "public_http_tencent:20/20",
  "quote_stale_lock": false,
  "generated_at": "2026-06-26T10:54:43",
  "signals": [
    {
      "event_id": "20260625:20260626:SHSE.688403:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260625:SHSE.688403:BREAK_PREV_HIGH",
      "symbol": "SHSE.688403",
      "name": "汇成股份",
      "side": "BUY",
      "priority": "P0",
      "status": "CANCELLED",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 43.3,
      "exec_low": 43.3,
      "exec_high": 44.6,
      "invalid_price": 42.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 44.6,
      "max_chase_pct": 3.0,
      "base_exec_high": 44.6,
      "dynamic_exec_high": null,
      "entry_zone_low": 42.65,
      "entry_zone_high": 43.95,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_absolute_amount_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4548,
        "prev_amount_yi": 0.5191,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8761,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:52",
            "open": 39.0,
            "high": 39.03,
            "low": 39.0,
            "close": 39.03,
            "amount_yi": 0.2809
          },
          {
            "time": "10:53",
            "open": 39.01,
            "high": 39.01,
            "low": 38.99,
            "close": 38.99,
            "amount_yi": 0.0762
          },
          {
            "time": "10:54",
            "open": 38.96,
            "high": 38.96,
            "low": 38.94,
            "close": 38.94,
            "amount_yi": 0.0977
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 38.94,
        "ts": "2026-06-26T10:54:41",
        "prev_close": 41.3,
        "open": 40.0,
        "high": 40.77,
        "low": 38.88,
        "bid1": 38.92,
        "ask1": 38.94,
        "bid_qty1": 25,
        "ask_qty1": 5
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.600584:WATCH_CONFIRM:BUY",
      "plan_id": "20260625:SHSE.600584:WATCH_CONFIRM",
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "side": "BUY",
      "priority": "P1",
      "status": "NEAR_TRIGGER",
      "template_key": "WATCH_CONFIRM",
      "trigger_price": 104.17,
      "exec_low": 104.17,
      "exec_high": 107.3,
      "invalid_price": 101.04,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "near_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 107.3,
      "max_chase_pct": 3.0,
      "base_exec_high": 107.3,
      "dynamic_exec_high": null,
      "entry_zone_low": 102.61,
      "entry_zone_high": 105.73,
      "entry_risk_pct": null,
      "intraday_vwap": 106.2637,
      "price_vs_vwap_pct": -2.6573,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 4.9263,
        "prev_amount_yi": 3.2994,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4931,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "10:52",
            "open": 103.95,
            "high": 103.95,
            "low": 103.95,
            "close": 103.95,
            "amount_yi": 1.9842
          },
          {
            "time": "10:53",
            "open": 103.65,
            "high": 103.87,
            "low": 103.65,
            "close": 103.87,
            "amount_yi": 2.0382
          },
          {
            "time": "10:54",
            "open": 103.63,
            "high": 103.63,
            "low": 103.44,
            "close": 103.44,
            "amount_yi": 0.9039
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "current_position_value": 248712.0,
      "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": 103.44,
        "ts": "2026-06-26T10:54:42",
        "prev_close": 104.17,
        "open": 106.92,
        "high": 109.33,
        "low": 103.25,
        "bid1": 103.29,
        "ask1": 103.44,
        "bid_qty1": 1,
        "ask_qty1": 137
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002185:BREAK_PREV_HIGH:BUY",
      "plan_id": "20260625:SZSE.002185:BREAK_PREV_HIGH",
      "symbol": "SZSE.002185",
      "name": "华天科技",
      "side": "BUY",
      "priority": "P2",
      "status": "OBSERVE",
      "template_key": "BREAK_PREV_HIGH",
      "trigger_price": 22.65,
      "exec_low": 22.65,
      "exec_high": 23.33,
      "invalid_price": 21.97,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "official_entry_blocked_intraday_mainline_break",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 23.33,
      "max_chase_pct": 3.0,
      "base_exec_high": 23.33,
      "dynamic_exec_high": null,
      "entry_zone_low": 22.31,
      "entry_zone_high": 22.99,
      "entry_risk_pct": 4.8506,
      "intraday_vwap": 22.9287,
      "price_vs_vwap_pct": 0.6163,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.8373,
        "prev_amount_yi": 1.094,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6794,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "10:52",
            "open": 23.17,
            "high": 23.23,
            "low": 23.17,
            "close": 23.23,
            "amount_yi": 0.7675
          },
          {
            "time": "10:53",
            "open": 23.2,
            "high": 23.2,
            "low": 23.15,
            "close": 23.15,
            "amount_yi": 0.5494
          },
          {
            "time": "10:54",
            "open": 23.08,
            "high": 23.08,
            "low": 23.07,
            "close": 23.07,
            "amount_yi": 0.5204
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1076.01,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.07,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 22.4,
        "open": 21.9,
        "high": 23.86,
        "low": 21.71,
        "bid1": 23.07,
        "ask1": 23.09,
        "bid_qty1": 436,
        "ask_qty1": 1
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": false,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002156:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002156:VWAP_RECLAIM",
      "symbol": "SZSE.002156",
      "name": "通富微电",
      "side": "BUY",
      "priority": "P3",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 79.38,
      "exec_low": 80.57,
      "exec_high": 81.76,
      "invalid_price": 77.0,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 81.76,
      "max_chase_pct": 3.0,
      "base_exec_high": 81.76,
      "dynamic_exec_high": null,
      "entry_zone_low": 78.19,
      "entry_zone_high": 80.57,
      "entry_risk_pct": null,
      "intraday_vwap": 75.3385,
      "price_vs_vwap_pct": -2.8651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.0915,
        "prev_amount_yi": 1.2243,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7083,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 73.32,
            "high": 73.32,
            "low": 73.27,
            "close": 73.27,
            "amount_yi": 0.8395
          },
          {
            "time": "10:53",
            "open": 73.21,
            "high": 73.21,
            "low": 73.15,
            "close": 73.15,
            "amount_yi": 0.5195
          },
          {
            "time": "10:54",
            "open": 73.2,
            "high": 73.2,
            "low": 73.18,
            "close": 73.18,
            "amount_yi": 0.7325
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 73.18,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 77.81,
        "open": 76.0,
        "high": 77.83,
        "low": 73.13,
        "bid1": 73.18,
        "ask1": 73.19,
        "bid_qty1": 47,
        "ask_qty1": 202
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.688372:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.688372:VWAP_RECLAIM",
      "symbol": "SHSE.688372",
      "name": "伟测科技",
      "side": "BUY",
      "priority": "P4",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 175.6,
      "exec_low": 178.23,
      "exec_high": 180.87,
      "invalid_price": 170.33,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 180.87,
      "max_chase_pct": 3.0,
      "base_exec_high": 180.87,
      "dynamic_exec_high": null,
      "entry_zone_low": 172.97,
      "entry_zone_high": 178.23,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "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": 0.1494,
        "prev_amount_yi": 0.2748,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5437,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 171.22,
            "high": 171.22,
            "low": 170.81,
            "close": 170.81,
            "amount_yi": 0.0454
          },
          {
            "time": "10:53",
            "open": 170.7,
            "high": 170.8,
            "low": 170.7,
            "close": 170.8,
            "amount_yi": 0.0424
          },
          {
            "time": "10:54",
            "open": 170.35,
            "high": 170.35,
            "low": 170.28,
            "close": 170.28,
            "amount_yi": 0.0616
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 170.28,
        "ts": "2026-06-26T10:54:41",
        "prev_close": 171.65,
        "open": 168.88,
        "high": 180.19,
        "low": 168.35,
        "bid1": 170.26,
        "ask1": 170.28,
        "bid_qty1": 6,
        "ask_qty1": 30
      },
      "previous_state": "OBSERVE",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.603005:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.603005:VWAP_RECLAIM",
      "symbol": "SHSE.603005",
      "name": "晶方科技",
      "side": "BUY",
      "priority": "P5",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 52.0,
      "exec_low": 52.78,
      "exec_high": 53.56,
      "invalid_price": 50.44,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 53.56,
      "max_chase_pct": 3.0,
      "base_exec_high": 53.56,
      "dynamic_exec_high": null,
      "entry_zone_low": 51.22,
      "entry_zone_high": 52.78,
      "entry_risk_pct": null,
      "intraday_vwap": 51.2624,
      "price_vs_vwap_pct": -0.785,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0416,
        "prev_amount_yi": 0.7261,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4345,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 51.24,
            "high": 51.42,
            "low": 51.24,
            "close": 51.42,
            "amount_yi": 0.3649
          },
          {
            "time": "10:53",
            "open": 51.35,
            "high": 51.35,
            "low": 51.21,
            "close": 51.21,
            "amount_yi": 0.2781
          },
          {
            "time": "10:54",
            "open": 51.0,
            "high": 51.0,
            "low": 50.86,
            "close": 50.86,
            "amount_yi": 0.3986
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 50.86,
        "ts": "2026-06-26T10:54:40",
        "prev_close": 50.0,
        "open": 49.16,
        "high": 52.5,
        "low": 48.88,
        "bid1": 50.82,
        "ask1": 50.86,
        "bid_qty1": 91,
        "ask_qty1": 64
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.603399:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.603399:VWAP_RECLAIM",
      "symbol": "SHSE.603399",
      "name": "永杉锂业",
      "side": "BUY",
      "priority": "P6",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 24.21,
      "exec_low": 24.57,
      "exec_high": 24.94,
      "invalid_price": 23.48,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 24.94,
      "max_chase_pct": 3.0,
      "base_exec_high": 24.94,
      "dynamic_exec_high": null,
      "entry_zone_low": 23.85,
      "entry_zone_high": 24.57,
      "entry_risk_pct": null,
      "intraday_vwap": 21.849,
      "price_vs_vwap_pct": -5.5334,
      "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": 0.1519,
        "prev_amount_yi": 0.3353,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 20.65,
            "high": 20.65,
            "low": 20.61,
            "close": 20.61,
            "amount_yi": 0.0649
          },
          {
            "time": "10:53",
            "open": 20.62,
            "high": 20.62,
            "low": 20.6,
            "close": 20.6,
            "amount_yi": 0.0437
          },
          {
            "time": "10:54",
            "open": 20.63,
            "high": 20.64,
            "low": 20.63,
            "close": 20.64,
            "amount_yi": 0.0433
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 20.64,
        "ts": "2026-06-26T10:54:42",
        "prev_close": 22.74,
        "open": 22.9,
        "high": 23.36,
        "low": 20.5,
        "bid1": 20.63,
        "ask1": 20.64,
        "bid_qty1": 162,
        "ask_qty1": 19
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002077:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002077:VWAP_RECLAIM",
      "symbol": "SZSE.002077",
      "name": "大港股份",
      "side": "BUY",
      "priority": "P7",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 19.2,
      "exec_low": 19.49,
      "exec_high": 19.78,
      "invalid_price": 18.62,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 19.78,
      "max_chase_pct": 3.0,
      "base_exec_high": 19.78,
      "dynamic_exec_high": null,
      "entry_zone_low": 18.91,
      "entry_zone_high": 19.49,
      "entry_risk_pct": null,
      "intraday_vwap": 18.8503,
      "price_vs_vwap_pct": -1.54,
      "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": 0.1133,
        "prev_amount_yi": 0.174,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6511,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 18.6,
            "high": 18.6,
            "low": 18.6,
            "close": 18.6,
            "amount_yi": 0.0472
          },
          {
            "time": "10:53",
            "open": 18.59,
            "high": 18.59,
            "low": 18.59,
            "close": 18.59,
            "amount_yi": 0.0423
          },
          {
            "time": "10:54",
            "open": 18.58,
            "high": 18.58,
            "low": 18.56,
            "close": 18.56,
            "amount_yi": 0.0238
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 18.56,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 18.99,
        "open": 18.97,
        "high": 19.1,
        "low": 18.53,
        "bid1": 18.54,
        "ask1": 18.56,
        "bid_qty1": 39,
        "ask_qty1": 59
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.688362:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.688362:VWAP_RECLAIM",
      "symbol": "SHSE.688362",
      "name": "甬矽电子",
      "side": "BUY",
      "priority": "P8",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 79.5,
      "exec_low": 80.69,
      "exec_high": 81.89,
      "invalid_price": 77.11,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 81.89,
      "max_chase_pct": 3.0,
      "base_exec_high": 81.89,
      "dynamic_exec_high": null,
      "entry_zone_low": 78.31,
      "entry_zone_high": 80.69,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4002,
        "prev_amount_yi": 0.3486,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.148,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 77.2,
            "high": 77.3,
            "low": 77.2,
            "close": 77.3,
            "amount_yi": 0.2228
          },
          {
            "time": "10:53",
            "open": 77.1,
            "high": 77.16,
            "low": 77.1,
            "close": 77.16,
            "amount_yi": 0.0968
          },
          {
            "time": "10:54",
            "open": 77.1,
            "high": 77.1,
            "low": 76.9,
            "close": 76.9,
            "amount_yi": 0.0806
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 76.9,
        "ts": "2026-06-26T10:54:41",
        "prev_close": 77.11,
        "open": 74.5,
        "high": 80.56,
        "low": 74.21,
        "bid1": 76.9,
        "ask1": 76.91,
        "bid_qty1": 44,
        "ask_qty1": 12
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.688135:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.688135:VWAP_RECLAIM",
      "symbol": "SHSE.688135",
      "name": "利扬芯片",
      "side": "BUY",
      "priority": "P9",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 41.0,
      "exec_low": 41.61,
      "exec_high": 42.23,
      "invalid_price": 39.77,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 42.23,
      "max_chase_pct": 3.0,
      "base_exec_high": 42.23,
      "dynamic_exec_high": null,
      "entry_zone_low": 40.38,
      "entry_zone_high": 41.61,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1328,
        "prev_amount_yi": 0.096,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3833,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 38.57,
            "high": 38.6,
            "low": 38.57,
            "close": 38.6,
            "amount_yi": 0.0835
          },
          {
            "time": "10:53",
            "open": 38.57,
            "high": 38.59,
            "low": 38.57,
            "close": 38.59,
            "amount_yi": 0.0269
          },
          {
            "time": "10:54",
            "open": 38.59,
            "high": 38.59,
            "low": 38.51,
            "close": 38.51,
            "amount_yi": 0.0224
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 38.51,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 40.07,
        "open": 39.32,
        "high": 40.41,
        "low": 38.51,
        "bid1": 38.51,
        "ask1": 38.52,
        "bid_qty1": 1,
        "ask_qty1": 16
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002192:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002192:VWAP_RECLAIM",
      "symbol": "SZSE.002192",
      "name": "融捷股份",
      "side": "BUY",
      "priority": "P10",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 98.04,
      "exec_low": 99.51,
      "exec_high": 100.98,
      "invalid_price": 95.1,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 100.98,
      "max_chase_pct": 3.0,
      "base_exec_high": 100.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 96.57,
      "entry_zone_high": 99.51,
      "entry_risk_pct": null,
      "intraday_vwap": 88.0966,
      "price_vs_vwap_pct": -4.3323,
      "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": 0.3429,
        "prev_amount_yi": 0.5733,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5981,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 84.12,
            "high": 84.14,
            "low": 84.12,
            "close": 84.14,
            "amount_yi": 0.0863
          },
          {
            "time": "10:53",
            "open": 84.18,
            "high": 84.26,
            "low": 84.18,
            "close": 84.26,
            "amount_yi": 0.1565
          },
          {
            "time": "10:54",
            "open": 84.51,
            "high": 84.51,
            "low": 84.28,
            "close": 84.28,
            "amount_yi": 0.1001
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 84.28,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 91.9,
        "open": 91.9,
        "high": 92.98,
        "low": 83.8,
        "bid1": 84.26,
        "ask1": 84.28,
        "bid_qty1": 26,
        "ask_qty1": 8
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002240:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002240:VWAP_RECLAIM",
      "symbol": "SZSE.002240",
      "name": "盛新锂能",
      "side": "BUY",
      "priority": "P11",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 49.5,
      "exec_low": 50.24,
      "exec_high": 50.98,
      "invalid_price": 48.02,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 50.98,
      "max_chase_pct": 3.0,
      "base_exec_high": 50.98,
      "dynamic_exec_high": null,
      "entry_zone_low": 48.76,
      "entry_zone_high": 50.24,
      "entry_risk_pct": null,
      "intraday_vwap": 44.8042,
      "price_vs_vwap_pct": -3.4242,
      "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": 0.2521,
        "prev_amount_yi": 0.3688,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6836,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 43.23,
            "high": 43.28,
            "low": 43.23,
            "close": 43.28,
            "amount_yi": 0.0897
          },
          {
            "time": "10:53",
            "open": 43.29,
            "high": 43.31,
            "low": 43.29,
            "close": 43.31,
            "amount_yi": 0.064
          },
          {
            "time": "10:54",
            "open": 43.25,
            "high": 43.27,
            "low": 43.25,
            "close": 43.27,
            "amount_yi": 0.0984
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 43.27,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 46.51,
        "open": 46.48,
        "high": 46.7,
        "low": 43.11,
        "bid1": 43.26,
        "ask1": 43.27,
        "bid_qty1": 18,
        "ask_qty1": 17
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002466:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002466:VWAP_RECLAIM",
      "symbol": "SZSE.002466",
      "name": "天齐锂业",
      "side": "BUY",
      "priority": "P12",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 67.44,
      "exec_low": 68.45,
      "exec_high": 69.46,
      "invalid_price": 65.42,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "active_plan",
      "paper_scope": "active",
      "chase_ceiling": 69.46,
      "max_chase_pct": 3.0,
      "base_exec_high": 69.46,
      "dynamic_exec_high": null,
      "entry_zone_low": 66.43,
      "entry_zone_high": 68.45,
      "entry_risk_pct": null,
      "intraday_vwap": 62.0704,
      "price_vs_vwap_pct": -2.8684,
      "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": 0.7402,
        "prev_amount_yi": 0.9997,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7404,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:52",
            "open": 60.09,
            "high": 60.22,
            "low": 60.09,
            "close": 60.22,
            "amount_yi": 0.3299
          },
          {
            "time": "10:53",
            "open": 60.29,
            "high": 60.29,
            "low": 60.29,
            "close": 60.29,
            "amount_yi": 0.2335
          },
          {
            "time": "10:54",
            "open": 60.32,
            "high": 60.32,
            "low": 60.29,
            "close": 60.29,
            "amount_yi": 0.1768
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2152.01,
      "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": 60.29,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 64.64,
        "open": 64.1,
        "high": 65.0,
        "low": 59.94,
        "bid1": 60.26,
        "ask1": 60.29,
        "bid_qty1": 916,
        "ask_qty1": 77
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SHSE.688352:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SHSE.688352:VWAP_RECLAIM",
      "symbol": "SHSE.688352",
      "name": "颀中科技",
      "side": "BUY",
      "priority": "W0",
      "status": "OBSERVE",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 21.16,
      "exec_low": 21.48,
      "exec_high": 21.48,
      "invalid_price": 20.53,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "waiting_trigger",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.84,
      "entry_zone_high": 21.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1665,
        "prev_amount_yi": 0.1074,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5503,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 20.83,
            "high": 20.84,
            "low": 20.83,
            "close": 20.84,
            "amount_yi": 0.0344
          },
          {
            "time": "10:51",
            "open": 20.81,
            "high": 20.81,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.0252
          },
          {
            "time": "10:52",
            "open": 20.74,
            "high": 20.76,
            "low": 20.74,
            "close": 20.76,
            "amount_yi": 0.0432
          },
          {
            "time": "10:53",
            "open": 20.78,
            "high": 20.78,
            "low": 20.75,
            "close": 20.75,
            "amount_yi": 0.035
          },
          {
            "time": "10:54",
            "open": 20.72,
            "high": 20.73,
            "low": 20.72,
            "close": 20.73,
            "amount_yi": 0.0287
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.8,
      "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": 20.73,
        "ts": "2026-06-26T10:54:40",
        "prev_close": 20.55,
        "open": 20.05,
        "high": 21.76,
        "low": 19.86,
        "bid1": 20.72,
        "ask1": 20.73,
        "bid_qty1": 107,
        "ask_qty1": 43
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002738:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002738:VWAP_RECLAIM",
      "symbol": "SZSE.002738",
      "name": "中矿资源",
      "side": "BUY",
      "priority": "W1",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 60.25,
      "exec_low": 61.15,
      "exec_high": 61.15,
      "invalid_price": 58.44,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 62.06,
      "max_chase_pct": 1.5,
      "base_exec_high": 61.15,
      "dynamic_exec_high": null,
      "entry_zone_low": 59.35,
      "entry_zone_high": 61.15,
      "entry_risk_pct": null,
      "intraday_vwap": 57.0523,
      "price_vs_vwap_pct": -3.5622,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.5118,
        "prev_amount_yi": 0.398,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2859,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 55.2,
            "high": 55.28,
            "low": 55.2,
            "close": 55.28,
            "amount_yi": 0.0612
          },
          {
            "time": "10:51",
            "open": 55.29,
            "high": 55.29,
            "low": 55.2,
            "close": 55.2,
            "amount_yi": 0.0607
          },
          {
            "time": "10:52",
            "open": 55.17,
            "high": 55.17,
            "low": 55.16,
            "close": 55.16,
            "amount_yi": 0.0446
          },
          {
            "time": "10:53",
            "open": 55.16,
            "high": 55.16,
            "low": 55.1,
            "close": 55.1,
            "amount_yi": 0.0915
          },
          {
            "time": "10:54",
            "open": 55.09,
            "high": 55.09,
            "low": 55.02,
            "close": 55.02,
            "amount_yi": 0.2538
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.8,
      "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": 55.02,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 58.15,
        "open": 58.5,
        "high": 59.57,
        "low": 54.97,
        "bid1": 54.98,
        "ask1": 55.02,
        "bid_qty1": 34,
        "ask_qty1": 35
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002460:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002460:VWAP_RECLAIM",
      "symbol": "SZSE.002460",
      "name": "赣锋锂业",
      "side": "BUY",
      "priority": "W2",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 72.19,
      "exec_low": 73.27,
      "exec_high": 73.27,
      "invalid_price": 70.02,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 74.36,
      "max_chase_pct": 1.5,
      "base_exec_high": 73.27,
      "dynamic_exec_high": null,
      "entry_zone_low": 71.11,
      "entry_zone_high": 73.27,
      "entry_risk_pct": null,
      "intraday_vwap": 66.0134,
      "price_vs_vwap_pct": -2.8228,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.7972,
        "prev_amount_yi": 0.5321,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4982,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 64.23,
            "high": 64.23,
            "low": 64.2,
            "close": 64.2,
            "amount_yi": 0.2423
          },
          {
            "time": "10:51",
            "open": 64.28,
            "high": 64.28,
            "low": 64.2,
            "close": 64.2,
            "amount_yi": 0.231
          },
          {
            "time": "10:52",
            "open": 64.21,
            "high": 64.27,
            "low": 64.21,
            "close": 64.27,
            "amount_yi": 0.1175
          },
          {
            "time": "10:53",
            "open": 64.22,
            "high": 64.22,
            "low": 64.18,
            "close": 64.18,
            "amount_yi": 0.1027
          },
          {
            "time": "10:54",
            "open": 64.2,
            "high": 64.2,
            "low": 64.15,
            "close": 64.15,
            "amount_yi": 0.1037
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.8,
      "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": 64.15,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 68.36,
        "open": 68.3,
        "high": 68.8,
        "low": 64.0,
        "bid1": 64.15,
        "ask1": 64.16,
        "bid_qty1": 113,
        "ask_qty1": 39
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.000762:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.000762:VWAP_RECLAIM",
      "symbol": "SZSE.000762",
      "name": "西藏矿业",
      "side": "BUY",
      "priority": "W3",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 30.03,
      "exec_low": 30.48,
      "exec_high": 30.48,
      "invalid_price": 29.13,
      "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": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 30.93,
      "max_chase_pct": 1.5,
      "base_exec_high": 30.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 29.58,
      "entry_zone_high": 30.48,
      "entry_risk_pct": null,
      "intraday_vwap": 27.5454,
      "price_vs_vwap_pct": -2.4156,
      "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": 0.1128,
        "prev_amount_yi": 0.0869,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.298,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 26.85,
            "high": 26.86,
            "low": 26.85,
            "close": 26.86,
            "amount_yi": 0.0429
          },
          {
            "time": "10:51",
            "open": 26.88,
            "high": 26.9,
            "low": 26.88,
            "close": 26.9,
            "amount_yi": 0.0206
          },
          {
            "time": "10:52",
            "open": 26.9,
            "high": 26.9,
            "low": 26.9,
            "close": 26.9,
            "amount_yi": 0.0205
          },
          {
            "time": "10:53",
            "open": 26.86,
            "high": 26.86,
            "low": 26.84,
            "close": 26.84,
            "amount_yi": 0.0173
          },
          {
            "time": "10:54",
            "open": 26.88,
            "high": 26.88,
            "low": 26.88,
            "close": 26.88,
            "amount_yi": 0.0115
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.8,
      "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": 26.88,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 28.34,
        "open": 28.15,
        "high": 28.51,
        "low": 26.83,
        "bid1": 26.85,
        "ask1": 26.88,
        "bid_qty1": 19,
        "ask_qty1": 146
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    },
    {
      "event_id": "20260625:20260626:SZSE.002756:VWAP_RECLAIM:BUY",
      "plan_id": "20260625:SZSE.002756:VWAP_RECLAIM",
      "symbol": "SZSE.002756",
      "name": "永兴材料",
      "side": "BUY",
      "priority": "W4",
      "status": "CANCELLED",
      "template_key": "VWAP_RECLAIM",
      "trigger_price": 64.86,
      "exec_low": 65.83,
      "exec_high": 65.83,
      "invalid_price": 62.91,
      "confirm_rule": "price_reaches_trigger_and_rules_pass",
      "cancel_rule": "invalid_price_break_or_quote_stale_or_exec_high_exceeded",
      "stale_after_sec": 20,
      "created_at": "2026-06-26T10:54:43",
      "sim_reason": "invalid_price_broken",
      "qty": 0,
      "prev_close": null,
      "theme": "锂",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 66.81,
      "max_chase_pct": 1.5,
      "base_exec_high": 65.83,
      "dynamic_exec_high": null,
      "entry_zone_low": 63.89,
      "entry_zone_high": 65.83,
      "entry_risk_pct": null,
      "intraday_vwap": 59.425,
      "price_vs_vwap_pct": -3.3235,
      "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": 0.2016,
        "prev_amount_yi": 0.2552,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.79,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "10:50",
            "open": 57.71,
            "high": 57.77,
            "low": 57.71,
            "close": 57.77,
            "amount_yi": 0.0264
          },
          {
            "time": "10:51",
            "open": 57.74,
            "high": 57.74,
            "low": 57.69,
            "close": 57.69,
            "amount_yi": 0.0286
          },
          {
            "time": "10:52",
            "open": 57.67,
            "high": 57.67,
            "low": 57.67,
            "close": 57.67,
            "amount_yi": 0.0378
          },
          {
            "time": "10:53",
            "open": 57.67,
            "high": 57.67,
            "low": 57.57,
            "close": 57.57,
            "amount_yi": 0.0391
          },
          {
            "time": "10:54",
            "open": 57.51,
            "high": 57.51,
            "low": 57.45,
            "close": 57.45,
            "amount_yi": 0.0697
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 860.8,
      "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": 57.45,
        "ts": "2026-06-26T10:54:39",
        "prev_close": 60.48,
        "open": 60.41,
        "high": 61.2,
        "low": 57.45,
        "bid1": 57.45,
        "ask1": 57.46,
        "bid_qty1": 5,
        "ask_qty1": 47
      },
      "previous_state": "CANCELLED",
      "next_state": "CANCELLED",
      "vwap_pullback_seen": true,
      "quote_stale_lock": false
    }
  ],
  "paper_account": {
    "initial_capital": 1000000.0,
    "cash": 544493.0,
    "market_value": 531128.0,
    "total_value": 1075621.0,
    "unrealized_pnl": 84315.99999999997,
    "unrealized_pnl_pct_of_initial": 8.431599999999998,
    "realized_pnl": -8694.99999999997,
    "realized_pnl_pct_of_initial": -0.869499999999997,
    "total_pnl": 75621.0,
    "total_pnl_pct": 7.562099999999994
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 103.44,
      "market_value": 248256.0,
      "unrealized_pnl": 55536.0,
      "unrealized_pnl_pct": 28.816936488169365,
      "updated_at": "2026-06-26T10:54:43",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.080248526200215
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 114.6,
      "market_value": 206280.0,
      "unrealized_pnl": 10907.999999999978,
      "unrealized_pnl_pct": 5.583195135433927,
      "updated_at": "2026-06-26T10:54:43",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.177758708690142
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.87,
      "market_value": 76592.0,
      "unrealized_pnl": 17871.999999999993,
      "unrealized_pnl_pct": 30.435967302452305,
      "updated_at": "2026-06-26T10:54:43",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.120723749350375
    }
  ],
  "paper_orders": [],
  "orders_this_tick": [],
  "position_risk_events": [],
  "qfq_position_adjustments": [],
  "risk_orders_this_tick": [],
  "position_add_signals": [],
  "position_add_orders_this_tick": [],
  "position_sizing": {
    "enabled": true,
    "active_target_pct": 0.15,
    "position_add_target_pct": 0.08,
    "shadow_active_target_pct": 10.0,
    "watch_target_pct": 0.08,
    "max_single_position_pct": 0.2,
    "max_shadow_single_position_pct": 20.0,
    "max_total_position_pct": 0.45,
    "max_shadow_total_position_pct": 0.45,
    "base_max_total_position_pct": 0.9,
    "base_max_shadow_total_position_pct": 45.0,
    "dynamic_total_position_sizing_enabled": true,
    "dynamic_total_cap_regime": "DEFENSIVE",
    "dynamic_total_cap_reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "当日主线承接断裂，正式买入关闭，仅保留风控与观察",
      "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,active_mainline_not_confirmed"
      }
    },
    "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": 18,
    "active_plan_contracts": 13,
    "watch_candidate_contracts": 5,
    "watch_only_contracts": 0,
    "actionable": 0,
    "filled_orders": 0,
    "filled_official_orders": 0,
    "position_add_signals": 0,
    "position_add_filled": 0,
    "filled_watch_orders": 0,
    "filled_shadow_orders": 0,
    "shadow_filled_orders": 0,
    "rejected_orders": 0,
    "unfilled_orders": 0,
    "risk_exit_signals": 0,
    "risk_exit_orders": 0,
    "risk_exit_filled": 0,
    "risk_exit_blocked_t1": 0,
    "qfq_position_adjustments": 0,
    "preopen_sector_flow_passed": false,
    "preopen_strong_themes": 0
  }
}