{
  "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,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.3333,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7937,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185",
        "SHSE.603005"
      ],
      "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": 4.136253041362514,
          "last": 21.4,
          "vwap": 21.11988343145695,
          "above_vwap": true,
          "amount": 768681326.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.5800000000000054,
          "last": 51.79,
          "vwap": 51.18751712340337,
          "above_vwap": true,
          "amount": 4545277483.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 3.303571428571428,
          "last": 23.14,
          "vwap": 22.938500089656806,
          "above_vwap": true,
          "amount": 11461983128.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.7651407080793815,
          "last": 77.7,
          "vwap": 78.00610323356926,
          "above_vwap": false,
          "amount": 1993533725.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 0.5663818757799755,
          "last": 104.76,
          "vwap": 105.79728271679309,
          "above_vwap": false,
          "amount": 25904200180.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.1631226332653668,
          "last": 171.93,
          "vwap": 175.55876502855384,
          "above_vwap": false,
          "amount": 1667121833.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.316482359136384,
          "last": 18.74,
          "vwap": 18.786878656475572,
          "above_vwap": false,
          "amount": 565819454.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.5205889693037165,
          "last": 39.06,
          "vwap": 39.27673589095082,
          "above_vwap": false,
          "amount": 366836308.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.79418886198546,
          "last": 39.32,
          "vwap": 39.70275710172978,
          "above_vwap": false,
          "amount": 2888857253.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.794973544973546,
          "last": 57.58,
          "vwap": 58.966086057035085,
          "above_vwap": false,
          "amount": 806614781.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.5905410615602165,
          "last": 73.46,
          "vwap": 74.83841549623385,
          "above_vwap": false,
          "amount": 11019664812.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.1397318278052175,
          "last": 26.6,
          "vwap": 27.364101965539316,
          "above_vwap": false,
          "amount": 482951772.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait",
    "gate_source": "intraday_market_repair",
    "preopen_sector_flow_gate": {
      "enabled": true,
      "passed": false,
      "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
      "intraday_style_gate": {
        "enabled": true,
        "style_code": "WAIT_CONFIRM",
        "label": "盘中风格未确认",
        "entry_policy": "wait",
        "official_buy_allowed": false,
        "reason": "wait_for_intraday_style_confirmation",
        "pool_up_ratio": 0.3333,
        "active_up_ratio": 0.3846,
        "active_positive": 5,
        "active_positive_min": 1,
        "active_above_vwap": 2,
        "active_total": 13,
        "sample_total": 18,
        "dominant_theme": "集成电路封测",
        "dominant_theme_share": 0.7937,
        "dominant_theme_basis": "amount",
        "official_symbol_whitelist": [
          "SZSE.002185",
          "SHSE.603005"
        ],
        "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": 4.136253041362514,
            "last": 21.4,
            "vwap": 21.11988343145695,
            "above_vwap": true,
            "amount": 768681326.0
          },
          {
            "symbol": "SHSE.603005",
            "name": "晶方科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 3.5800000000000054,
            "last": 51.79,
            "vwap": 51.18751712340337,
            "above_vwap": true,
            "amount": 4545277483.0
          },
          {
            "symbol": "SZSE.002185",
            "name": "华天科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 2,
            "ret_pct": 3.303571428571428,
            "last": 23.14,
            "vwap": 22.938500089656806,
            "above_vwap": true,
            "amount": 11461983128.0
          },
          {
            "symbol": "SHSE.688362",
            "name": "甬矽电子",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 8,
            "ret_pct": 0.7651407080793815,
            "last": 77.7,
            "vwap": 78.00610323356926,
            "above_vwap": false,
            "amount": 1993533725.0
          },
          {
            "symbol": "SHSE.600584",
            "name": "长电科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": 0.5663818757799755,
            "last": 104.76,
            "vwap": 105.79728271679309,
            "above_vwap": false,
            "amount": 25904200180.0
          },
          {
            "symbol": "SHSE.688372",
            "name": "伟测科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 0.1631226332653668,
            "last": 171.93,
            "vwap": 175.55876502855384,
            "above_vwap": false,
            "amount": 1667121833.0
          },
          {
            "symbol": "SZSE.002077",
            "name": "大港股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 7,
            "ret_pct": -1.316482359136384,
            "last": 18.74,
            "vwap": 18.786878656475572,
            "above_vwap": false,
            "amount": 565819454.0
          },
          {
            "symbol": "SHSE.688135",
            "name": "利扬芯片",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": -2.5205889693037165,
            "last": 39.06,
            "vwap": 39.27673589095082,
            "above_vwap": false,
            "amount": 366836308.0
          },
          {
            "symbol": "SHSE.688403",
            "name": "汇成股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 0,
            "ret_pct": -4.79418886198546,
            "last": 39.32,
            "vwap": 39.70275710172978,
            "above_vwap": false,
            "amount": 2888857253.0
          },
          {
            "symbol": "SZSE.002756",
            "name": "永兴材料",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -4.794973544973546,
            "last": 57.58,
            "vwap": 58.966086057035085,
            "above_vwap": false,
            "amount": 806614781.0
          },
          {
            "symbol": "SZSE.002156",
            "name": "通富微电",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 3,
            "ret_pct": -5.5905410615602165,
            "last": 73.46,
            "vwap": 74.83841549623385,
            "above_vwap": false,
            "amount": 11019664812.0
          },
          {
            "symbol": "SZSE.000762",
            "name": "西藏矿业",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -6.1397318278052175,
            "last": 26.6,
            "vwap": 27.364101965539316,
            "above_vwap": false,
            "amount": 482951772.0
          }
        ]
      },
      "style_code": "WAIT_CONFIRM",
      "style_label": "盘中风格未确认",
      "entry_policy": "wait"
    }
  },
  "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,wait_for_intraday_style_confirmation",
    "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": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.3333,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7937,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185",
        "SHSE.603005"
      ],
      "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": 4.136253041362514,
          "last": 21.4,
          "vwap": 21.11988343145695,
          "above_vwap": true,
          "amount": 768681326.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.5800000000000054,
          "last": 51.79,
          "vwap": 51.18751712340337,
          "above_vwap": true,
          "amount": 4545277483.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 3.303571428571428,
          "last": 23.14,
          "vwap": 22.938500089656806,
          "above_vwap": true,
          "amount": 11461983128.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.7651407080793815,
          "last": 77.7,
          "vwap": 78.00610323356926,
          "above_vwap": false,
          "amount": 1993533725.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 0.5663818757799755,
          "last": 104.76,
          "vwap": 105.79728271679309,
          "above_vwap": false,
          "amount": 25904200180.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.1631226332653668,
          "last": 171.93,
          "vwap": 175.55876502855384,
          "above_vwap": false,
          "amount": 1667121833.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.316482359136384,
          "last": 18.74,
          "vwap": 18.786878656475572,
          "above_vwap": false,
          "amount": 565819454.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.5205889693037165,
          "last": 39.06,
          "vwap": 39.27673589095082,
          "above_vwap": false,
          "amount": 366836308.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.79418886198546,
          "last": 39.32,
          "vwap": 39.70275710172978,
          "above_vwap": false,
          "amount": 2888857253.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.794973544973546,
          "last": 57.58,
          "vwap": 58.966086057035085,
          "above_vwap": false,
          "amount": 806614781.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.5905410615602165,
          "last": 73.46,
          "vwap": 74.83841549623385,
          "above_vwap": false,
          "amount": 11019664812.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.1397318278052175,
          "last": 26.6,
          "vwap": 27.364101965539316,
          "above_vwap": false,
          "amount": 482951772.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "preopen_sector_flow_gate": {
    "enabled": true,
    "passed": false,
    "reason": "expired_after_09:45,wait_for_intraday_style_confirmation",
    "intraday_style_gate": {
      "enabled": true,
      "style_code": "WAIT_CONFIRM",
      "label": "盘中风格未确认",
      "entry_policy": "wait",
      "official_buy_allowed": false,
      "reason": "wait_for_intraday_style_confirmation",
      "pool_up_ratio": 0.3333,
      "active_up_ratio": 0.3846,
      "active_positive": 5,
      "active_positive_min": 1,
      "active_above_vwap": 2,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7937,
      "dominant_theme_basis": "amount",
      "official_symbol_whitelist": [
        "SZSE.002185",
        "SHSE.603005"
      ],
      "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": 4.136253041362514,
          "last": 21.4,
          "vwap": 21.11988343145695,
          "above_vwap": true,
          "amount": 768681326.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 3.5800000000000054,
          "last": 51.79,
          "vwap": 51.18751712340337,
          "above_vwap": true,
          "amount": 4545277483.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 3.303571428571428,
          "last": 23.14,
          "vwap": 22.938500089656806,
          "above_vwap": true,
          "amount": 11461983128.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.7651407080793815,
          "last": 77.7,
          "vwap": 78.00610323356926,
          "above_vwap": false,
          "amount": 1993533725.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": 0.5663818757799755,
          "last": 104.76,
          "vwap": 105.79728271679309,
          "above_vwap": false,
          "amount": 25904200180.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.1631226332653668,
          "last": 171.93,
          "vwap": 175.55876502855384,
          "above_vwap": false,
          "amount": 1667121833.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.316482359136384,
          "last": 18.74,
          "vwap": 18.786878656475572,
          "above_vwap": false,
          "amount": 565819454.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.5205889693037165,
          "last": 39.06,
          "vwap": 39.27673589095082,
          "above_vwap": false,
          "amount": 366836308.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -4.79418886198546,
          "last": 39.32,
          "vwap": 39.70275710172978,
          "above_vwap": false,
          "amount": 2888857253.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -4.794973544973546,
          "last": 57.58,
          "vwap": 58.966086057035085,
          "above_vwap": false,
          "amount": 806614781.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.5905410615602165,
          "last": 73.46,
          "vwap": 74.83841549623385,
          "above_vwap": false,
          "amount": 11019664812.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.1397318278052175,
          "last": 26.6,
          "vwap": 27.364101965539316,
          "above_vwap": false,
          "amount": 482951772.0
        }
      ]
    },
    "style_code": "WAIT_CONFIRM",
    "style_label": "盘中风格未确认",
    "entry_policy": "wait"
  },
  "quote_source": "public_http_tencent:20/20",
  "quote_stale_lock": false,
  "generated_at": "2026-06-26T13:17:38",
  "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": "2026-06-26T13:17:38",
      "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": 0.3116,
        "prev_amount_yi": 0.298,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0456,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:15",
            "open": 39.38,
            "high": 39.42,
            "low": 39.38,
            "close": 39.42,
            "amount_yi": 0.2241
          },
          {
            "time": "13:16",
            "open": 39.41,
            "high": 39.41,
            "low": 39.3,
            "close": 39.3,
            "amount_yi": 0.0441
          },
          {
            "time": "13:17",
            "open": 39.32,
            "high": 39.32,
            "low": 39.32,
            "close": 39.32,
            "amount_yi": 0.0434
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 39.32,
        "ts": "2026-06-26T13:17:35",
        "prev_close": 41.3,
        "open": 40.0,
        "high": 40.77,
        "low": 38.38,
        "bid1": 39.3,
        "ask1": 39.32,
        "bid_qty1": 6,
        "ask_qty1": 3
      },
      "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": "OBSERVE",
      "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": "2026-06-26T13:17:38",
      "sim_reason": "official_entry_wait_intraday_style_confirm",
      "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": 3.551,
      "intraday_vwap": 105.7973,
      "price_vs_vwap_pct": -0.9805,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.3711,
        "prev_amount_yi": 1.1912,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9905,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:15",
            "open": 104.31,
            "high": 104.5,
            "low": 104.31,
            "close": 104.5,
            "amount_yi": 0.7088
          },
          {
            "time": "13:16",
            "open": 104.79,
            "high": 104.79,
            "low": 104.7,
            "close": 104.7,
            "amount_yi": 0.8218
          },
          {
            "time": "13:17",
            "open": 104.71,
            "high": 104.76,
            "low": 104.71,
            "close": 104.76,
            "amount_yi": 0.8405
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1080.5,
      "current_position_value": 251304.0,
      "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": 104.76,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 104.17,
        "open": 106.92,
        "high": 109.33,
        "low": 102.2,
        "bid1": 104.74,
        "ask1": 104.76,
        "bid_qty1": 1,
        "ask_qty1": 293
      },
      "previous_state": "OBSERVE",
      "next_state": "OBSERVE",
      "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": "2026-06-26T13:17:38",
      "sim_reason": "entry_risk_too_wide_over_5pct",
      "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": 5.0562,
      "intraday_vwap": 22.9385,
      "price_vs_vwap_pct": 0.8784,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0858,
        "prev_amount_yi": 0.7436,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4602,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:15",
            "open": 22.94,
            "high": 22.99,
            "low": 22.94,
            "close": 22.99,
            "amount_yi": 0.2958
          },
          {
            "time": "13:16",
            "open": 23.01,
            "high": 23.03,
            "low": 23.01,
            "close": 23.03,
            "amount_yi": 0.3211
          },
          {
            "time": "13:17",
            "open": 23.05,
            "high": 23.14,
            "low": 23.05,
            "close": 23.14,
            "amount_yi": 0.4689
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": null,
      "target_amount": null,
      "current_position_value": null,
      "cash_before_order": null,
      "sizing_reason": "entry_risk_too_wide_over_5pct",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.14,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 22.4,
        "open": 21.9,
        "high": 23.86,
        "low": 21.71,
        "bid1": 23.12,
        "ask1": 23.14,
        "bid_qty1": 18,
        "ask_qty1": 2
      },
      "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": "2026-06-26T13:17:38",
      "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": 74.8384,
      "price_vs_vwap_pct": -1.8418,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9276,
        "prev_amount_yi": 0.537,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7274,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 73.39,
            "high": 73.39,
            "low": 73.35,
            "close": 73.35,
            "amount_yi": 0.3465
          },
          {
            "time": "13:16",
            "open": 73.35,
            "high": 73.36,
            "low": 73.35,
            "close": 73.36,
            "amount_yi": 0.2902
          },
          {
            "time": "13:17",
            "open": 73.41,
            "high": 73.46,
            "low": 73.41,
            "close": 73.46,
            "amount_yi": 0.2909
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 73.46,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 77.81,
        "open": 76.0,
        "high": 77.83,
        "low": 72.1,
        "bid1": 73.46,
        "ask1": 73.47,
        "bid_qty1": 129,
        "ask_qty1": 9
      },
      "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": "2026-06-26T13:17:38",
      "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_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1237,
        "prev_amount_yi": 0.0661,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.8714,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 171.06,
            "high": 171.53,
            "low": 171.06,
            "close": 171.53,
            "amount_yi": 0.0541
          },
          {
            "time": "13:16",
            "open": 171.8,
            "high": 171.8,
            "low": 171.44,
            "close": 171.44,
            "amount_yi": 0.038
          },
          {
            "time": "13:17",
            "open": 171.96,
            "high": 171.96,
            "low": 171.93,
            "close": 171.93,
            "amount_yi": 0.0316
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 171.93,
        "ts": "2026-06-26T13:17:35",
        "prev_close": 171.65,
        "open": 168.88,
        "high": 180.19,
        "low": 168.35,
        "bid1": 171.8,
        "ask1": 171.92,
        "bid_qty1": 2,
        "ask_qty1": 7
      },
      "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": "NEAR_TRIGGER",
      "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": "2026-06-26T13:17:38",
      "sim_reason": "near_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": 51.1875,
      "price_vs_vwap_pct": 1.177,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.9582,
        "prev_amount_yi": 0.4271,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.2435,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 51.33,
            "high": 51.89,
            "low": 51.33,
            "close": 51.89,
            "amount_yi": 0.2515
          },
          {
            "time": "13:16",
            "open": 52.12,
            "high": 52.12,
            "low": 51.8,
            "close": 51.8,
            "amount_yi": 0.5626
          },
          {
            "time": "13:17",
            "open": 51.78,
            "high": 51.79,
            "low": 51.78,
            "close": 51.79,
            "amount_yi": 0.1441
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 51.79,
        "ts": "2026-06-26T13:17:34",
        "prev_close": 50.0,
        "open": 49.16,
        "high": 52.5,
        "low": 48.88,
        "bid1": 51.79,
        "ask1": 51.8,
        "bid_qty1": 32,
        "ask_qty1": 23
      },
      "previous_state": "NEAR_TRIGGER",
      "next_state": "NEAR_TRIGGER",
      "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": "2026-06-26T13:17:38",
      "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": 21.6104,
      "price_vs_vwap_pct": -5.2771,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.1223,
        "prev_amount_yi": 0.0903,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3544,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0488
          },
          {
            "time": "13:16",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0398
          },
          {
            "time": "13:17",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0337
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": "2026-06-26T13:17:36",
        "prev_close": 22.74,
        "open": 22.9,
        "high": 23.36,
        "low": 20.47,
        "bid1": 0.0,
        "ask1": 20.47,
        "bid_qty1": 0,
        "ask_qty1": 151
      },
      "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": "2026-06-26T13:17:38",
      "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": 18.7869,
      "price_vs_vwap_pct": -0.2496,
      "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": 0.0524,
        "prev_amount_yi": 0.0314,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.6688,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 18.72,
            "high": 18.76,
            "low": 18.72,
            "close": 18.76,
            "amount_yi": 0.0209
          },
          {
            "time": "13:16",
            "open": 18.77,
            "high": 18.77,
            "low": 18.77,
            "close": 18.77,
            "amount_yi": 0.0164
          },
          {
            "time": "13:17",
            "open": 18.77,
            "high": 18.77,
            "low": 18.74,
            "close": 18.74,
            "amount_yi": 0.0151
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 18.74,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 18.99,
        "open": 18.97,
        "high": 19.1,
        "low": 18.41,
        "bid1": 18.74,
        "ask1": 18.75,
        "bid_qty1": 48,
        "ask_qty1": 8
      },
      "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": "2026-06-26T13:17:38",
      "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": 0.2107,
        "prev_amount_yi": 0.1187,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.7751,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 77.92,
            "high": 77.92,
            "low": 77.88,
            "close": 77.88,
            "amount_yi": 0.0514
          },
          {
            "time": "13:16",
            "open": 77.97,
            "high": 77.97,
            "low": 77.78,
            "close": 77.78,
            "amount_yi": 0.1095
          },
          {
            "time": "13:17",
            "open": 77.94,
            "high": 77.94,
            "low": 77.7,
            "close": 77.7,
            "amount_yi": 0.0498
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 77.7,
        "ts": "2026-06-26T13:17:35",
        "prev_close": 77.11,
        "open": 74.5,
        "high": 80.56,
        "low": 74.21,
        "bid1": 77.66,
        "ask1": 77.69,
        "bid_qty1": 54,
        "ask_qty1": 2
      },
      "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": "2026-06-26T13:17:38",
      "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": 0.0676,
        "prev_amount_yi": 0.024,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.8167,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 38.89,
            "high": 39.03,
            "low": 38.89,
            "close": 39.03,
            "amount_yi": 0.015
          },
          {
            "time": "13:16",
            "open": 39.0,
            "high": 39.0,
            "low": 39.0,
            "close": 39.0,
            "amount_yi": 0.0437
          },
          {
            "time": "13:17",
            "open": 39.01,
            "high": 39.06,
            "low": 39.01,
            "close": 39.06,
            "amount_yi": 0.0089
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 39.06,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 40.07,
        "open": 39.32,
        "high": 40.41,
        "low": 38.1,
        "bid1": 39.03,
        "ask1": 39.06,
        "bid_qty1": 4,
        "ask_qty1": 117
      },
      "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": "2026-06-26T13:17:38",
      "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": 86.9468,
      "price_vs_vwap_pct": -4.2518,
      "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": 0.1292,
        "prev_amount_yi": 0.1733,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7455,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 82.9,
            "high": 82.94,
            "low": 82.9,
            "close": 82.94,
            "amount_yi": 0.0344
          },
          {
            "time": "13:16",
            "open": 82.99,
            "high": 83.05,
            "low": 82.99,
            "close": 83.05,
            "amount_yi": 0.0298
          },
          {
            "time": "13:17",
            "open": 83.15,
            "high": 83.25,
            "low": 83.15,
            "close": 83.25,
            "amount_yi": 0.065
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 83.25,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 91.9,
        "open": 91.9,
        "high": 92.98,
        "low": 82.71,
        "bid1": 83.25,
        "ask1": 83.31,
        "bid_qty1": 33,
        "ask_qty1": 5
      },
      "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": "2026-06-26T13:17:38",
      "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": 44.2818,
      "price_vs_vwap_pct": -3.6399,
      "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": 0.2539,
        "prev_amount_yi": 0.4148,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6121,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 42.56,
            "high": 42.6,
            "low": 42.56,
            "close": 42.6,
            "amount_yi": 0.0788
          },
          {
            "time": "13:16",
            "open": 42.66,
            "high": 42.68,
            "low": 42.66,
            "close": 42.68,
            "amount_yi": 0.081
          },
          {
            "time": "13:17",
            "open": 42.65,
            "high": 42.67,
            "low": 42.65,
            "close": 42.67,
            "amount_yi": 0.0941
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 42.67,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 46.51,
        "open": 46.48,
        "high": 46.7,
        "low": 42.5,
        "bid1": 42.63,
        "ask1": 42.67,
        "bid_qty1": 45,
        "ask_qty1": 6
      },
      "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": "2026-06-26T13:17:38",
      "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": 61.6817,
      "price_vs_vwap_pct": -2.5481,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.3053,
        "prev_amount_yi": 0.2061,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.4813,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:15",
            "open": 59.96,
            "high": 60.0,
            "low": 59.96,
            "close": 60.0,
            "amount_yi": 0.0529
          },
          {
            "time": "13:16",
            "open": 60.07,
            "high": 60.15,
            "low": 60.07,
            "close": 60.15,
            "amount_yi": 0.1048
          },
          {
            "time": "13:17",
            "open": 60.17,
            "high": 60.17,
            "low": 60.11,
            "close": 60.11,
            "amount_yi": 0.1476
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2161.0,
      "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": 60.11,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 64.64,
        "open": 64.1,
        "high": 65.0,
        "low": 59.52,
        "bid1": 60.11,
        "ask1": 60.12,
        "bid_qty1": 44,
        "ask_qty1": 5
      },
      "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": "2026-06-26T13:17:38",
      "sim_reason": "minute_energy_amount_too_low",
      "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": 4.0654,
      "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": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1771,
        "prev_amount_yi": 0.294,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6024,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:13",
            "open": 21.4,
            "high": 21.4,
            "low": 21.35,
            "close": 21.35,
            "amount_yi": 0.0567
          },
          {
            "time": "13:14",
            "open": 21.27,
            "high": 21.27,
            "low": 21.27,
            "close": 21.27,
            "amount_yi": 0.0362
          },
          {
            "time": "13:15",
            "open": 21.32,
            "high": 21.41,
            "low": 21.32,
            "close": 21.41,
            "amount_yi": 0.0161
          },
          {
            "time": "13:16",
            "open": 21.39,
            "high": 21.39,
            "low": 21.39,
            "close": 21.39,
            "amount_yi": 0.0491
          },
          {
            "time": "13:17",
            "open": 21.41,
            "high": 21.41,
            "low": 21.4,
            "close": 21.4,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.04,
      "target_amount": 432.2,
      "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": 21.4,
        "ts": "2026-06-26T13:17:34",
        "prev_close": 20.55,
        "open": 20.05,
        "high": 21.76,
        "low": 19.86,
        "bid1": 21.39,
        "ask1": 21.4,
        "bid_qty1": 108,
        "ask_qty1": 0
      },
      "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": "2026-06-26T13:17:38",
      "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": 56.5429,
      "price_vs_vwap_pct": -3.7899,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3224,
        "prev_amount_yi": 0.2654,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.2148,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:13",
            "open": 54.45,
            "high": 54.45,
            "low": 54.43,
            "close": 54.43,
            "amount_yi": 0.0751
          },
          {
            "time": "13:14",
            "open": 54.42,
            "high": 54.42,
            "low": 54.42,
            "close": 54.42,
            "amount_yi": 0.0114
          },
          {
            "time": "13:15",
            "open": 54.44,
            "high": 54.58,
            "low": 54.44,
            "close": 54.58,
            "amount_yi": 0.1085
          },
          {
            "time": "13:16",
            "open": 54.55,
            "high": 54.55,
            "low": 54.54,
            "close": 54.54,
            "amount_yi": 0.0688
          },
          {
            "time": "13:17",
            "open": 54.49,
            "high": 54.49,
            "low": 54.4,
            "close": 54.4,
            "amount_yi": 0.0586
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.4,
      "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": 54.4,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 58.15,
        "open": 58.5,
        "high": 59.57,
        "low": 54.29,
        "bid1": 54.41,
        "ask1": 54.42,
        "bid_qty1": 1,
        "ask_qty1": 22
      },
      "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": "2026-06-26T13:17:38",
      "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": 65.6047,
      "price_vs_vwap_pct": -2.446,
      "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": 0.4541,
        "prev_amount_yi": 0.4458,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.0186,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:13",
            "open": 63.84,
            "high": 63.84,
            "low": 63.8,
            "close": 63.8,
            "amount_yi": 0.092
          },
          {
            "time": "13:14",
            "open": 63.78,
            "high": 63.78,
            "low": 63.78,
            "close": 63.78,
            "amount_yi": 0.0236
          },
          {
            "time": "13:15",
            "open": 63.83,
            "high": 63.96,
            "low": 63.83,
            "close": 63.96,
            "amount_yi": 0.0949
          },
          {
            "time": "13:16",
            "open": 63.99,
            "high": 64.07,
            "low": 63.99,
            "close": 64.07,
            "amount_yi": 0.1228
          },
          {
            "time": "13:17",
            "open": 64.03,
            "high": 64.03,
            "low": 64.0,
            "close": 64.0,
            "amount_yi": 0.1208
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.4,
      "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": 64.0,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 68.36,
        "open": 68.3,
        "high": 68.8,
        "low": 63.65,
        "bid1": 63.98,
        "ask1": 64.0,
        "bid_qty1": 16,
        "ask_qty1": 5
      },
      "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": "2026-06-26T13:17:38",
      "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": 27.3641,
      "price_vs_vwap_pct": -2.7923,
      "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": 0.0866,
        "prev_amount_yi": 0.1176,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7364,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:13",
            "open": 26.57,
            "high": 26.59,
            "low": 26.57,
            "close": 26.59,
            "amount_yi": 0.042
          },
          {
            "time": "13:14",
            "open": 26.55,
            "high": 26.55,
            "low": 26.55,
            "close": 26.55,
            "amount_yi": 0.0066
          },
          {
            "time": "13:15",
            "open": 26.57,
            "high": 26.59,
            "low": 26.57,
            "close": 26.59,
            "amount_yi": 0.0096
          },
          {
            "time": "13:16",
            "open": 26.61,
            "high": 26.62,
            "low": 26.61,
            "close": 26.62,
            "amount_yi": 0.0093
          },
          {
            "time": "13:17",
            "open": 26.63,
            "high": 26.63,
            "low": 26.6,
            "close": 26.6,
            "amount_yi": 0.0191
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.4,
      "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": 26.6,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 28.34,
        "open": 28.15,
        "high": 28.51,
        "low": 26.5,
        "bid1": 26.6,
        "ask1": 26.61,
        "bid_qty1": 6,
        "ask_qty1": 18
      },
      "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": "2026-06-26T13:17:38",
      "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": 58.9661,
      "price_vs_vwap_pct": -2.3507,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1722,
        "prev_amount_yi": 0.1242,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3865,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:13",
            "open": 57.36,
            "high": 57.37,
            "low": 57.36,
            "close": 57.37,
            "amount_yi": 0.0116
          },
          {
            "time": "13:14",
            "open": 57.34,
            "high": 57.34,
            "low": 57.34,
            "close": 57.34,
            "amount_yi": 0.0081
          },
          {
            "time": "13:15",
            "open": 57.41,
            "high": 57.5,
            "low": 57.41,
            "close": 57.5,
            "amount_yi": 0.0105
          },
          {
            "time": "13:16",
            "open": 57.51,
            "high": 57.54,
            "low": 57.51,
            "close": 57.54,
            "amount_yi": 0.1224
          },
          {
            "time": "13:17",
            "open": 57.57,
            "high": 57.58,
            "low": 57.57,
            "close": 57.58,
            "amount_yi": 0.0196
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.4,
      "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": 57.58,
        "ts": "2026-06-26T13:17:36",
        "prev_close": 60.48,
        "open": 60.41,
        "high": 61.2,
        "low": 57.11,
        "bid1": 57.54,
        "ask1": 57.55,
        "bid_qty1": 42,
        "ask_qty1": 2
      },
      "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": 537062.0,
    "total_value": 1081555.0,
    "unrealized_pnl": 90250.00000000001,
    "unrealized_pnl_pct_of_initial": 9.025,
    "realized_pnl": -8695.000000000015,
    "realized_pnl_pct_of_initial": -0.8695000000000015,
    "total_pnl": 81555.0,
    "total_pnl_pct": 8.155500000000004
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 104.76,
      "market_value": 251424.0,
      "unrealized_pnl": 58704.00000000002,
      "unrealized_pnl_pct": 30.460772104607734,
      "updated_at": "2026-06-26T13:17:38",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.24652930271692
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 116.67,
      "market_value": 210006.0,
      "unrealized_pnl": 14633.999999999993,
      "unrealized_pnl_pct": 7.49032614704257,
      "updated_at": "2026-06-26T13:17:38",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.41704305375131
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.27,
      "market_value": 75632.0,
      "unrealized_pnl": 16912.0,
      "unrealized_pnl_pct": 28.80108991825614,
      "updated_at": "2026-06-26T13:17:38",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 6.992894489878
    }
  ],
  "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": "行情样本缺失或陈旧，总仓降到防守档",
    "dynamic_total_cap": {
      "enabled": true,
      "regime": "DEFENSIVE",
      "reason": "行情样本缺失或陈旧，总仓降到防守档",
      "base_total_position_pct": 0.9,
      "base_shadow_total_position_pct": 45.0,
      "effective_total_position_pct": 0.45,
      "effective_shadow_total_position_pct": 0.45,
      "defensive_total_position_pct": 0.45,
      "warm_total_position_pct": 0.7,
      "hot_total_position_pct": 0.9,
      "defensive_shadow_total_position_pct": 25.0,
      "warm_shadow_total_position_pct": 55.0,
      "hot_shadow_total_position_pct": 65.0,
      "checks": {
        "pool_up_ratio": 0.0,
        "active_up_ratio": 0.0,
        "active_above_vwap": 0,
        "active_positive_min": 1,
        "active_total": 0,
        "sample_total": 0,
        "market_gate_passed": false,
        "market_gate_reason": "no_signal_pool_quotes,no_active_quotes,signal_pool_breadth_not_repaired,active_leaders_not_positive_enough,active_leaders_not_above_vwap,wait_for_intraday_style_confirmation"
      }
    },
    "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
  }
}