{
  "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": 0.2222,
      "active_up_ratio": 0.2308,
      "active_positive": 3,
      "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": 0.7951,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.649635036496357,
          "last": 21.3,
          "vwap": 21.087738991771452,
          "above_vwap": true,
          "amount": 683468108.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.4553571428571397,
          "last": 22.95,
          "vwap": 22.939390784414893,
          "above_vwap": true,
          "amount": 11026139332.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.6199999999999992,
          "last": 50.81,
          "vwap": 51.180228469805286,
          "above_vwap": false,
          "amount": 4285146517.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.4538970302165657,
          "last": 77.46,
          "vwap": 77.99659981589969,
          "above_vwap": false,
          "amount": 1903266321.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.21119324181626542,
          "last": 103.95,
          "vwap": 105.85509589789557,
          "above_vwap": false,
          "amount": 24953761617.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.22720652490534343,
          "last": 171.26,
          "vwap": 175.6979281466286,
          "above_vwap": false,
          "amount": 1611303034.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.4744602422327446,
          "last": 18.71,
          "vwap": 18.789150835661847,
          "above_vwap": false,
          "amount": 541306041.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.620414275018712,
          "last": 39.02,
          "vwap": 39.293698681866665,
          "above_vwap": false,
          "amount": 348790202.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.9272486772486745,
          "last": 57.5,
          "vwap": 59.069257853892665,
          "above_vwap": false,
          "amount": 758118483.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.7868736767819335,
          "last": 26.7,
          "vwap": 27.414111967712312,
          "above_vwap": false,
          "amount": 453736450.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.915735167669811,
          "last": 54.71,
          "vwap": 56.672596442404135,
          "above_vwap": false,
          "amount": 1429560578.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -6.004842615012096,
          "last": 38.82,
          "vwap": 39.728295019273276,
          "above_vwap": false,
          "amount": 2764161042.0
        }
      ]
    },
    "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": 0.2222,
        "active_up_ratio": 0.2308,
        "active_positive": 3,
        "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": 0.7951,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.002185"
        ],
        "clustered_core_priority_ceiling": 8,
        "position_cap_pct": null,
        "sample_rows": [
          {
            "symbol": "SHSE.688352",
            "name": "颀中科技",
            "theme": "集成电路封测",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": 3.649635036496357,
            "last": 21.3,
            "vwap": 21.087738991771452,
            "above_vwap": true,
            "amount": 683468108.0
          },
          {
            "symbol": "SZSE.002185",
            "name": "华天科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 2,
            "ret_pct": 2.4553571428571397,
            "last": 22.95,
            "vwap": 22.939390784414893,
            "above_vwap": true,
            "amount": 11026139332.0
          },
          {
            "symbol": "SHSE.603005",
            "name": "晶方科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 1.6199999999999992,
            "last": 50.81,
            "vwap": 51.180228469805286,
            "above_vwap": false,
            "amount": 4285146517.0
          },
          {
            "symbol": "SHSE.688362",
            "name": "甬矽电子",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 8,
            "ret_pct": 0.4538970302165657,
            "last": 77.46,
            "vwap": 77.99659981589969,
            "above_vwap": false,
            "amount": 1903266321.0
          },
          {
            "symbol": "SHSE.600584",
            "name": "长电科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": -0.21119324181626542,
            "last": 103.95,
            "vwap": 105.85509589789557,
            "above_vwap": false,
            "amount": 24953761617.0
          },
          {
            "symbol": "SHSE.688372",
            "name": "伟测科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": -0.22720652490534343,
            "last": 171.26,
            "vwap": 175.6979281466286,
            "above_vwap": false,
            "amount": 1611303034.0
          },
          {
            "symbol": "SZSE.002077",
            "name": "大港股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 7,
            "ret_pct": -1.4744602422327446,
            "last": 18.71,
            "vwap": 18.789150835661847,
            "above_vwap": false,
            "amount": 541306041.0
          },
          {
            "symbol": "SHSE.688135",
            "name": "利扬芯片",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": -2.620414275018712,
            "last": 39.02,
            "vwap": 39.293698681866665,
            "above_vwap": false,
            "amount": 348790202.0
          },
          {
            "symbol": "SZSE.002756",
            "name": "永兴材料",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -4.9272486772486745,
            "last": 57.5,
            "vwap": 59.069257853892665,
            "above_vwap": false,
            "amount": 758118483.0
          },
          {
            "symbol": "SZSE.000762",
            "name": "西藏矿业",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.7868736767819335,
            "last": 26.7,
            "vwap": 27.414111967712312,
            "above_vwap": false,
            "amount": 453736450.0
          },
          {
            "symbol": "SZSE.002738",
            "name": "中矿资源",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.915735167669811,
            "last": 54.71,
            "vwap": 56.672596442404135,
            "above_vwap": false,
            "amount": 1429560578.0
          },
          {
            "symbol": "SHSE.688403",
            "name": "汇成股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 0,
            "ret_pct": -6.004842615012096,
            "last": 38.82,
            "vwap": 39.728295019273276,
            "above_vwap": false,
            "amount": 2764161042.0
          }
        ]
      },
      "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": 0.2222,
      "active_up_ratio": 0.2308,
      "active_positive": 3,
      "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": 0.7951,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.649635036496357,
          "last": 21.3,
          "vwap": 21.087738991771452,
          "above_vwap": true,
          "amount": 683468108.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.4553571428571397,
          "last": 22.95,
          "vwap": 22.939390784414893,
          "above_vwap": true,
          "amount": 11026139332.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.6199999999999992,
          "last": 50.81,
          "vwap": 51.180228469805286,
          "above_vwap": false,
          "amount": 4285146517.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.4538970302165657,
          "last": 77.46,
          "vwap": 77.99659981589969,
          "above_vwap": false,
          "amount": 1903266321.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.21119324181626542,
          "last": 103.95,
          "vwap": 105.85509589789557,
          "above_vwap": false,
          "amount": 24953761617.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.22720652490534343,
          "last": 171.26,
          "vwap": 175.6979281466286,
          "above_vwap": false,
          "amount": 1611303034.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.4744602422327446,
          "last": 18.71,
          "vwap": 18.789150835661847,
          "above_vwap": false,
          "amount": 541306041.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.620414275018712,
          "last": 39.02,
          "vwap": 39.293698681866665,
          "above_vwap": false,
          "amount": 348790202.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.9272486772486745,
          "last": 57.5,
          "vwap": 59.069257853892665,
          "above_vwap": false,
          "amount": 758118483.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.7868736767819335,
          "last": 26.7,
          "vwap": 27.414111967712312,
          "above_vwap": false,
          "amount": 453736450.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.915735167669811,
          "last": 54.71,
          "vwap": 56.672596442404135,
          "above_vwap": false,
          "amount": 1429560578.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -6.004842615012096,
          "last": 38.82,
          "vwap": 39.728295019273276,
          "above_vwap": false,
          "amount": 2764161042.0
        }
      ]
    },
    "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": 0.2222,
      "active_up_ratio": 0.2308,
      "active_positive": 3,
      "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": 0.7951,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185"
      ],
      "clustered_core_priority_ceiling": 8,
      "position_cap_pct": null,
      "sample_rows": [
        {
          "symbol": "SHSE.688352",
          "name": "颀中科技",
          "theme": "集成电路封测",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": 3.649635036496357,
          "last": 21.3,
          "vwap": 21.087738991771452,
          "above_vwap": true,
          "amount": 683468108.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.4553571428571397,
          "last": 22.95,
          "vwap": 22.939390784414893,
          "above_vwap": true,
          "amount": 11026139332.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 1.6199999999999992,
          "last": 50.81,
          "vwap": 51.180228469805286,
          "above_vwap": false,
          "amount": 4285146517.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.4538970302165657,
          "last": 77.46,
          "vwap": 77.99659981589969,
          "above_vwap": false,
          "amount": 1903266321.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.21119324181626542,
          "last": 103.95,
          "vwap": 105.85509589789557,
          "above_vwap": false,
          "amount": 24953761617.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": -0.22720652490534343,
          "last": 171.26,
          "vwap": 175.6979281466286,
          "above_vwap": false,
          "amount": 1611303034.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.4744602422327446,
          "last": 18.71,
          "vwap": 18.789150835661847,
          "above_vwap": false,
          "amount": 541306041.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.620414275018712,
          "last": 39.02,
          "vwap": 39.293698681866665,
          "above_vwap": false,
          "amount": 348790202.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.9272486772486745,
          "last": 57.5,
          "vwap": 59.069257853892665,
          "above_vwap": false,
          "amount": 758118483.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.7868736767819335,
          "last": 26.7,
          "vwap": 27.414111967712312,
          "above_vwap": false,
          "amount": 453736450.0
        },
        {
          "symbol": "SZSE.002738",
          "name": "中矿资源",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.915735167669811,
          "last": 54.71,
          "vwap": 56.672596442404135,
          "above_vwap": false,
          "amount": 1429560578.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -6.004842615012096,
          "last": 38.82,
          "vwap": 39.728295019273276,
          "above_vwap": false,
          "amount": 2764161042.0
        }
      ]
    },
    "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": "2026-06-26T13:01:56",
  "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": "2026-06-26T13:01:56",
      "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_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3207,
        "prev_amount_yi": 0.2259,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4197,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:30",
            "open": 39.32,
            "high": 39.32,
            "low": 39.32,
            "close": 39.32,
            "amount_yi": 0.0353
          },
          {
            "time": "13:00",
            "open": 39.32,
            "high": 39.32,
            "low": 39.12,
            "close": 39.12,
            "amount_yi": 0.1801
          },
          {
            "time": "13:01",
            "open": 38.93,
            "high": 38.93,
            "low": 38.82,
            "close": 38.82,
            "amount_yi": 0.1053
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 38.82,
        "ts": "2026-06-26T13:01:53",
        "prev_close": 41.3,
        "open": 40.0,
        "high": 40.77,
        "low": 38.38,
        "bid1": 38.81,
        "ask1": 38.82,
        "bid_qty1": 11,
        "ask_qty1": 1
      },
      "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": "2026-06-26T13:01:56",
      "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": 105.8551,
      "price_vs_vwap_pct": -1.7997,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 3.0219,
        "prev_amount_yi": 1.4086,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.1453,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "11:30",
            "open": 104.88,
            "high": 104.88,
            "low": 104.88,
            "close": 104.88,
            "amount_yi": 0.5167
          },
          {
            "time": "13:00",
            "open": 105.0,
            "high": 105.0,
            "low": 104.21,
            "close": 104.21,
            "amount_yi": 1.8043
          },
          {
            "time": "13:01",
            "open": 103.94,
            "high": 103.95,
            "low": 103.94,
            "close": 103.95,
            "amount_yi": 0.7009
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "current_position_value": 249456.0,
      "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": 103.95,
        "ts": "2026-06-26T13:01:53",
        "prev_close": 104.17,
        "open": 106.92,
        "high": 109.33,
        "low": 102.2,
        "bid1": 103.83,
        "ask1": 103.94,
        "bid_qty1": 8,
        "ask_qty1": 18
      },
      "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": "2026-06-26T13:01:56",
      "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": 4.1867,
      "intraday_vwap": 22.9394,
      "price_vs_vwap_pct": 0.0462,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0671,
        "prev_amount_yi": 0.7911,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3489,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "11:30",
            "open": 23.1,
            "high": 23.1,
            "low": 23.1,
            "close": 23.1,
            "amount_yi": 0.1232
          },
          {
            "time": "13:00",
            "open": 23.09,
            "high": 23.09,
            "low": 22.97,
            "close": 22.97,
            "amount_yi": 0.6991
          },
          {
            "time": "13:01",
            "open": 22.89,
            "high": 22.95,
            "low": 22.89,
            "close": 22.95,
            "amount_yi": 0.2448
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1077.12,
      "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": 22.95,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 22.4,
        "open": 21.9,
        "high": 23.86,
        "low": 21.71,
        "bid1": 22.92,
        "ask1": 22.93,
        "bid_qty1": 190,
        "ask_qty1": 3
      },
      "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": "2026-06-26T13:01:56",
      "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": 74.9022,
      "price_vs_vwap_pct": -2.9802,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.1765,
        "prev_amount_yi": 0.523,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2495,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 73.02,
            "high": 73.02,
            "low": 73.02,
            "close": 73.02,
            "amount_yi": 0.1326
          },
          {
            "time": "13:00",
            "open": 73.19,
            "high": 73.19,
            "low": 72.95,
            "close": 72.95,
            "amount_yi": 0.8511
          },
          {
            "time": "13:01",
            "open": 72.75,
            "high": 72.75,
            "low": 72.67,
            "close": 72.67,
            "amount_yi": 0.1928
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 72.67,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 77.81,
        "open": 76.0,
        "high": 77.83,
        "low": 72.1,
        "bid1": 72.67,
        "ask1": 72.68,
        "bid_qty1": 1,
        "ask_qty1": 126
      },
      "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": "OBSERVE",
      "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": "2026-06-26T13:01:56",
      "sim_reason": "waiting_trigger",
      "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": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.2135,
        "prev_amount_yi": 0.1424,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4993,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 172.78,
            "high": 172.78,
            "low": 172.78,
            "close": 172.78,
            "amount_yi": 0.02
          },
          {
            "time": "13:00",
            "open": 172.66,
            "high": 172.66,
            "low": 171.73,
            "close": 171.73,
            "amount_yi": 0.1547
          },
          {
            "time": "13:01",
            "open": 171.71,
            "high": 171.71,
            "low": 171.26,
            "close": 171.26,
            "amount_yi": 0.0388
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 171.26,
        "ts": "2026-06-26T13:01:56",
        "prev_close": 171.65,
        "open": 168.88,
        "high": 180.19,
        "low": 168.35,
        "bid1": 171.26,
        "ask1": 171.58,
        "bid_qty1": 5,
        "ask_qty1": 11
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-26T13:01:56",
      "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": 51.1802,
      "price_vs_vwap_pct": -0.7233,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3581,
        "prev_amount_yi": 0.2358,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5187,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 50.7,
            "high": 50.7,
            "low": 50.7,
            "close": 50.7,
            "amount_yi": 0.0423
          },
          {
            "time": "13:00",
            "open": 50.7,
            "high": 50.98,
            "low": 50.7,
            "close": 50.98,
            "amount_yi": 0.1574
          },
          {
            "time": "13:01",
            "open": 50.81,
            "high": 50.81,
            "low": 50.81,
            "close": 50.81,
            "amount_yi": 0.1584
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 50.81,
        "ts": "2026-06-26T13:01:56",
        "prev_close": 50.0,
        "open": 49.16,
        "high": 52.5,
        "low": 48.88,
        "bid1": 50.81,
        "ask1": 50.82,
        "bid_qty1": 8,
        "ask_qty1": 7
      },
      "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": "2026-06-26T13:01:56",
      "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": 21.6489,
      "price_vs_vwap_pct": -5.4455,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4855,
        "prev_amount_yi": 0.1282,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.7871,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 20.48,
            "high": 20.48,
            "low": 20.48,
            "close": 20.48,
            "amount_yi": 0.0323
          },
          {
            "time": "13:00",
            "open": 20.48,
            "high": 20.48,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.3892
          },
          {
            "time": "13:01",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.064
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 20.47,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 22.74,
        "open": 22.9,
        "high": 23.36,
        "low": 20.47,
        "bid1": 20.47,
        "ask1": 20.48,
        "bid_qty1": 456,
        "ask_qty1": 284
      },
      "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": "OBSERVE",
      "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": "2026-06-26T13:01:56",
      "sim_reason": "waiting_trigger",
      "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": 18.7892,
      "price_vs_vwap_pct": -0.4215,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1077,
        "prev_amount_yi": 0.0276,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.9022,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 18.62,
            "high": 18.62,
            "low": 18.62,
            "close": 18.62,
            "amount_yi": 0.0144
          },
          {
            "time": "13:00",
            "open": 18.65,
            "high": 18.65,
            "low": 18.64,
            "close": 18.64,
            "amount_yi": 0.0626
          },
          {
            "time": "13:01",
            "open": 18.64,
            "high": 18.71,
            "low": 18.64,
            "close": 18.71,
            "amount_yi": 0.0307
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 18.71,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 18.99,
        "open": 18.97,
        "high": 19.1,
        "low": 18.41,
        "bid1": 18.69,
        "ask1": 18.7,
        "bid_qty1": 4,
        "ask_qty1": 17
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "OBSERVE",
      "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": "2026-06-26T13:01:56",
      "sim_reason": "waiting_trigger",
      "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": 0.2072,
        "prev_amount_yi": 0.114,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8175,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 78.36,
            "high": 78.36,
            "low": 78.36,
            "close": 78.36,
            "amount_yi": 0.0222
          },
          {
            "time": "13:00",
            "open": 78.08,
            "high": 78.08,
            "low": 77.9,
            "close": 77.9,
            "amount_yi": 0.1292
          },
          {
            "time": "13:01",
            "open": 77.5,
            "high": 77.5,
            "low": 77.46,
            "close": 77.46,
            "amount_yi": 0.0558
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 77.46,
        "ts": "2026-06-26T13:01:53",
        "prev_close": 77.11,
        "open": 74.5,
        "high": 80.56,
        "low": 74.21,
        "bid1": 77.49,
        "ask1": 77.57,
        "bid_qty1": 8,
        "ask_qty1": 10
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-26T13:01:56",
      "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": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.0552,
        "prev_amount_yi": 0.0272,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.0294,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 38.94,
            "high": 38.94,
            "low": 38.94,
            "close": 38.94,
            "amount_yi": 0.0055
          },
          {
            "time": "13:00",
            "open": 38.9,
            "high": 38.9,
            "low": 38.86,
            "close": 38.86,
            "amount_yi": 0.0228
          },
          {
            "time": "13:01",
            "open": 38.91,
            "high": 39.02,
            "low": 38.91,
            "close": 39.02,
            "amount_yi": 0.0269
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 39.02,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 40.07,
        "open": 39.32,
        "high": 40.41,
        "low": 38.1,
        "bid1": 38.95,
        "ask1": 39.02,
        "bid_qty1": 8,
        "ask_qty1": 0
      },
      "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": "2026-06-26T13:01:56",
      "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": 87.1696,
      "price_vs_vwap_pct": -4.7374,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3285,
        "prev_amount_yi": 0.2015,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6303,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 83.61,
            "high": 83.61,
            "low": 83.61,
            "close": 83.61,
            "amount_yi": 0.0395
          },
          {
            "time": "13:00",
            "open": 83.43,
            "high": 83.43,
            "low": 83.11,
            "close": 83.11,
            "amount_yi": 0.1821
          },
          {
            "time": "13:01",
            "open": 83.02,
            "high": 83.04,
            "low": 83.02,
            "close": 83.04,
            "amount_yi": 0.1069
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 83.04,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 91.9,
        "open": 91.9,
        "high": 92.98,
        "low": 82.71,
        "bid1": 83.02,
        "ask1": 83.04,
        "bid_qty1": 27,
        "ask_qty1": 4
      },
      "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": "2026-06-26T13:01:56",
      "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": 44.4026,
      "price_vs_vwap_pct": -3.7444,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.4614,
        "prev_amount_yi": 0.3114,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4817,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 42.89,
            "high": 42.89,
            "low": 42.89,
            "close": 42.89,
            "amount_yi": 0.0351
          },
          {
            "time": "13:00",
            "open": 42.75,
            "high": 42.84,
            "low": 42.75,
            "close": 42.84,
            "amount_yi": 0.3104
          },
          {
            "time": "13:01",
            "open": 42.72,
            "high": 42.74,
            "low": 42.72,
            "close": 42.74,
            "amount_yi": 0.1159
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 42.74,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 46.51,
        "open": 46.48,
        "high": 46.7,
        "low": 42.64,
        "bid1": 42.72,
        "ask1": 42.74,
        "bid_qty1": 7,
        "ask_qty1": 4
      },
      "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": "2026-06-26T13:01:56",
      "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": 61.7512,
      "price_vs_vwap_pct": -2.9978,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.472,
        "prev_amount_yi": 0.1817,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.5977,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:30",
            "open": 60.13,
            "high": 60.13,
            "low": 60.13,
            "close": 60.13,
            "amount_yi": 0.0438
          },
          {
            "time": "13:00",
            "open": 60.13,
            "high": 60.13,
            "low": 60.07,
            "close": 60.07,
            "amount_yi": 0.307
          },
          {
            "time": "13:01",
            "open": 60.0,
            "high": 60.0,
            "low": 59.9,
            "close": 59.9,
            "amount_yi": 0.1212
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2154.25,
      "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": 59.9,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 64.64,
        "open": 64.1,
        "high": 65.0,
        "low": 59.52,
        "bid1": 59.9,
        "ask1": 59.91,
        "bid_qty1": 31,
        "ask_qty1": 62
      },
      "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": "2026-06-26T13:01:56",
      "sim_reason": "position_sizing_entry_risk_reduced",
      "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": 3.6603,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.2548,
        "prev_amount_yi": 0.07,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 3.64,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:28",
            "open": 20.83,
            "high": 20.83,
            "low": 20.82,
            "close": 20.82,
            "amount_yi": 0.028
          },
          {
            "time": "11:29",
            "open": 20.83,
            "high": 20.91,
            "low": 20.83,
            "close": 20.91,
            "amount_yi": 0.0088
          },
          {
            "time": "11:30",
            "open": 20.92,
            "high": 20.92,
            "low": 20.92,
            "close": 20.92,
            "amount_yi": 0.004
          },
          {
            "time": "13:00",
            "open": 20.91,
            "high": 21.21,
            "low": 20.91,
            "close": 21.21,
            "amount_yi": 0.1339
          },
          {
            "time": "13:01",
            "open": 21.14,
            "high": 21.3,
            "low": 21.14,
            "close": 21.3,
            "amount_yi": 0.0801
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 430.85,
      "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": 21.3,
        "ts": "2026-06-26T13:01:55",
        "prev_close": 20.55,
        "open": 20.05,
        "high": 21.76,
        "low": 19.86,
        "bid1": 21.3,
        "ask1": 21.31,
        "bid_qty1": 46,
        "ask_qty1": 19
      },
      "previous_state": "NEAR_TRIGGER",
      "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": "2026-06-26T13:01:56",
      "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": 56.6726,
      "price_vs_vwap_pct": -3.463,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3918,
        "prev_amount_yi": 0.3399,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1527,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:28",
            "open": 54.69,
            "high": 54.69,
            "low": 54.69,
            "close": 54.69,
            "amount_yi": 0.0377
          },
          {
            "time": "11:29",
            "open": 54.7,
            "high": 54.83,
            "low": 54.7,
            "close": 54.83,
            "amount_yi": 0.0773
          },
          {
            "time": "11:30",
            "open": 54.71,
            "high": 54.71,
            "low": 54.71,
            "close": 54.71,
            "amount_yi": 0.0186
          },
          {
            "time": "13:00",
            "open": 54.86,
            "high": 54.86,
            "low": 54.82,
            "close": 54.82,
            "amount_yi": 0.2056
          },
          {
            "time": "13:01",
            "open": 54.75,
            "high": 54.75,
            "low": 54.71,
            "close": 54.71,
            "amount_yi": 0.0526
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 861.7,
      "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": 54.71,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 58.15,
        "open": 58.5,
        "high": 59.57,
        "low": 54.36,
        "bid1": 54.7,
        "ask1": 54.72,
        "bid_qty1": 17,
        "ask_qty1": 32
      },
      "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": "2026-06-26T13:01:56",
      "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": 65.6924,
      "price_vs_vwap_pct": -2.7133,
      "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": 0.5035,
        "prev_amount_yi": 0.7232,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:28",
            "open": 63.86,
            "high": 63.92,
            "low": 63.86,
            "close": 63.92,
            "amount_yi": 0.0989
          },
          {
            "time": "11:29",
            "open": 63.97,
            "high": 64.03,
            "low": 63.97,
            "close": 64.03,
            "amount_yi": 0.0541
          },
          {
            "time": "11:30",
            "open": 64.0,
            "high": 64.0,
            "low": 64.0,
            "close": 64.0,
            "amount_yi": 0.0421
          },
          {
            "time": "13:00",
            "open": 64.14,
            "high": 64.14,
            "low": 64.07,
            "close": 64.07,
            "amount_yi": 0.2056
          },
          {
            "time": "13:01",
            "open": 63.9,
            "high": 63.91,
            "low": 63.9,
            "close": 63.91,
            "amount_yi": 0.1028
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 861.7,
      "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": 63.91,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 68.36,
        "open": 68.3,
        "high": 68.8,
        "low": 63.65,
        "bid1": 63.92,
        "ask1": 63.93,
        "bid_qty1": 20,
        "ask_qty1": 7
      },
      "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": "2026-06-26T13:01:56",
      "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": 27.4141,
      "price_vs_vwap_pct": -2.6049,
      "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": 0.0953,
        "prev_amount_yi": 0.1302,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.732,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:28",
            "open": 26.71,
            "high": 26.73,
            "low": 26.71,
            "close": 26.73,
            "amount_yi": 0.0114
          },
          {
            "time": "11:29",
            "open": 26.75,
            "high": 26.79,
            "low": 26.75,
            "close": 26.79,
            "amount_yi": 0.0087
          },
          {
            "time": "11:30",
            "open": 26.77,
            "high": 26.77,
            "low": 26.77,
            "close": 26.77,
            "amount_yi": 0.0049
          },
          {
            "time": "13:00",
            "open": 26.83,
            "high": 26.83,
            "low": 26.71,
            "close": 26.71,
            "amount_yi": 0.0543
          },
          {
            "time": "13:01",
            "open": 26.68,
            "high": 26.7,
            "low": 26.68,
            "close": 26.7,
            "amount_yi": 0.016
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 861.7,
      "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": 26.7,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 28.34,
        "open": 28.15,
        "high": 28.51,
        "low": 26.61,
        "bid1": 26.68,
        "ask1": 26.7,
        "bid_qty1": 85,
        "ask_qty1": 22
      },
      "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": "2026-06-26T13:01:56",
      "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": 59.0693,
      "price_vs_vwap_pct": -2.6567,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1684,
        "prev_amount_yi": 0.1219,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3815,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "11:28",
            "open": 57.25,
            "high": 57.3,
            "low": 57.25,
            "close": 57.3,
            "amount_yi": 0.0253
          },
          {
            "time": "11:29",
            "open": 57.32,
            "high": 57.36,
            "low": 57.32,
            "close": 57.36,
            "amount_yi": 0.0174
          },
          {
            "time": "11:30",
            "open": 57.29,
            "high": 57.29,
            "low": 57.29,
            "close": 57.29,
            "amount_yi": 0.006
          },
          {
            "time": "13:00",
            "open": 57.68,
            "high": 57.68,
            "low": 57.63,
            "close": 57.63,
            "amount_yi": 0.0673
          },
          {
            "time": "13:01",
            "open": 57.59,
            "high": 57.59,
            "low": 57.5,
            "close": 57.5,
            "amount_yi": 0.0524
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 861.7,
      "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": 57.5,
        "ts": "2026-06-26T13:01:54",
        "prev_close": 60.48,
        "open": 60.41,
        "high": 61.2,
        "low": 57.11,
        "bid1": 57.48,
        "ask1": 57.5,
        "bid_qty1": 8,
        "ask_qty1": 1
      },
      "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": 531312.0,
    "total_value": 1075805.0,
    "unrealized_pnl": 84500.00000000001,
    "unrealized_pnl_pct_of_initial": 8.450000000000003,
    "realized_pnl": -8695.000000000015,
    "realized_pnl_pct_of_initial": -0.8695000000000015,
    "total_pnl": 75805.0,
    "total_pnl_pct": 7.58049999999999
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 103.95,
      "market_value": 249480.0,
      "unrealized_pnl": 56760.000000000015,
      "unrealized_pnl_pct": 29.452054794520556,
      "updated_at": "2026-06-26T13:01:56",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.19007626846873
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 114.68,
      "market_value": 206424.0,
      "unrealized_pnl": 11052.000000000002,
      "unrealized_pnl_pct": 5.656900681776311,
      "updated_at": "2026-06-26T13:01:56",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.18786397163055
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.13,
      "market_value": 75408.0,
      "unrealized_pnl": 16688.0,
      "unrealized_pnl_pct": 28.419618528610346,
      "updated_at": "2026-06-26T13:01:56",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.009448738386603
    }
  ],
  "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
  }
}