{
  "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": 0.2778,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7952,
      "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": 4.671532846715332,
          "last": 21.51,
          "vwap": 21.169718496431482,
          "above_vwap": true,
          "amount": 871055567.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 4.299999999999993,
          "last": 52.15,
          "vwap": 51.33916461617881,
          "above_vwap": true,
          "amount": 5280833749.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.946428571428572,
          "last": 23.06,
          "vwap": 22.939506058994,
          "above_vwap": true,
          "amount": 12293792848.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.6224873557255872,
          "last": 77.59,
          "vwap": 77.93489072035406,
          "above_vwap": false,
          "amount": 2226842673.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.3961549665016051,
          "last": 172.33,
          "vwap": 175.30289731110278,
          "above_vwap": false,
          "amount": 1840053188.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.40318709801286934,
          "last": 103.75,
          "vwap": 105.54075638950341,
          "above_vwap": false,
          "amount": 28661745429.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.3691416535018375,
          "last": 18.73,
          "vwap": 18.784442459920996,
          "above_vwap": false,
          "amount": 611048521.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.72023958073373,
          "last": 38.98,
          "vwap": 39.25268726582034,
          "above_vwap": false,
          "amount": 400543763.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -3.8498789346246842,
          "last": 39.71,
          "vwap": 39.69515354232645,
          "above_vwap": true,
          "amount": 3201636823.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.012209227605712,
          "last": 73.91,
          "vwap": 74.75548946338546,
          "above_vwap": false,
          "amount": 11797283401.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.32407407407407,
          "last": 57.26,
          "vwap": 58.80930582712831,
          "above_vwap": false,
          "amount": 893272189.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.21030345800988,
          "last": 26.58,
          "vwap": 27.304742741313547,
          "above_vwap": false,
          "amount": 523999857.0
        }
      ]
    },
    "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": 0.2778,
        "active_up_ratio": 0.3077,
        "active_positive": 4,
        "active_positive_min": 1,
        "active_above_vwap": 3,
        "active_total": 13,
        "sample_total": 18,
        "dominant_theme": "集成电路封测",
        "dominant_theme_share": 0.7952,
        "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": 4.671532846715332,
            "last": 21.51,
            "vwap": 21.169718496431482,
            "above_vwap": true,
            "amount": 871055567.0
          },
          {
            "symbol": "SHSE.603005",
            "name": "晶方科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 5,
            "ret_pct": 4.299999999999993,
            "last": 52.15,
            "vwap": 51.33916461617881,
            "above_vwap": true,
            "amount": 5280833749.0
          },
          {
            "symbol": "SZSE.002185",
            "name": "华天科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 2,
            "ret_pct": 2.946428571428572,
            "last": 23.06,
            "vwap": 22.939506058994,
            "above_vwap": true,
            "amount": 12293792848.0
          },
          {
            "symbol": "SHSE.688362",
            "name": "甬矽电子",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 8,
            "ret_pct": 0.6224873557255872,
            "last": 77.59,
            "vwap": 77.93489072035406,
            "above_vwap": false,
            "amount": 2226842673.0
          },
          {
            "symbol": "SHSE.688372",
            "name": "伟测科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 4,
            "ret_pct": 0.3961549665016051,
            "last": 172.33,
            "vwap": 175.30289731110278,
            "above_vwap": false,
            "amount": 1840053188.0
          },
          {
            "symbol": "SHSE.600584",
            "name": "长电科技",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 1,
            "ret_pct": -0.40318709801286934,
            "last": 103.75,
            "vwap": 105.54075638950341,
            "above_vwap": false,
            "amount": 28661745429.0
          },
          {
            "symbol": "SZSE.002077",
            "name": "大港股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 7,
            "ret_pct": -1.3691416535018375,
            "last": 18.73,
            "vwap": 18.784442459920996,
            "above_vwap": false,
            "amount": 611048521.0
          },
          {
            "symbol": "SHSE.688135",
            "name": "利扬芯片",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 9,
            "ret_pct": -2.72023958073373,
            "last": 38.98,
            "vwap": 39.25268726582034,
            "above_vwap": false,
            "amount": 400543763.0
          },
          {
            "symbol": "SHSE.688403",
            "name": "汇成股份",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 0,
            "ret_pct": -3.8498789346246842,
            "last": 39.71,
            "vwap": 39.69515354232645,
            "above_vwap": true,
            "amount": 3201636823.0
          },
          {
            "symbol": "SZSE.002156",
            "name": "通富微电",
            "theme": "集成电路封测",
            "paper_scope": "active",
            "priority": 3,
            "ret_pct": -5.012209227605712,
            "last": 73.91,
            "vwap": 74.75548946338546,
            "above_vwap": false,
            "amount": 11797283401.0
          },
          {
            "symbol": "SZSE.002756",
            "name": "永兴材料",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -5.32407407407407,
            "last": 57.26,
            "vwap": 58.80930582712831,
            "above_vwap": false,
            "amount": 893272189.0
          },
          {
            "symbol": "SZSE.000762",
            "name": "西藏矿业",
            "theme": "锂",
            "paper_scope": "conditional_watch",
            "priority": 999,
            "ret_pct": -6.21030345800988,
            "last": 26.58,
            "vwap": 27.304742741313547,
            "above_vwap": false,
            "amount": 523999857.0
          }
        ]
      },
      "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": 0.2778,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7952,
      "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": 4.671532846715332,
          "last": 21.51,
          "vwap": 21.169718496431482,
          "above_vwap": true,
          "amount": 871055567.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 4.299999999999993,
          "last": 52.15,
          "vwap": 51.33916461617881,
          "above_vwap": true,
          "amount": 5280833749.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.946428571428572,
          "last": 23.06,
          "vwap": 22.939506058994,
          "above_vwap": true,
          "amount": 12293792848.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.6224873557255872,
          "last": 77.59,
          "vwap": 77.93489072035406,
          "above_vwap": false,
          "amount": 2226842673.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.3961549665016051,
          "last": 172.33,
          "vwap": 175.30289731110278,
          "above_vwap": false,
          "amount": 1840053188.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.40318709801286934,
          "last": 103.75,
          "vwap": 105.54075638950341,
          "above_vwap": false,
          "amount": 28661745429.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.3691416535018375,
          "last": 18.73,
          "vwap": 18.784442459920996,
          "above_vwap": false,
          "amount": 611048521.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.72023958073373,
          "last": 38.98,
          "vwap": 39.25268726582034,
          "above_vwap": false,
          "amount": 400543763.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -3.8498789346246842,
          "last": 39.71,
          "vwap": 39.69515354232645,
          "above_vwap": true,
          "amount": 3201636823.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.012209227605712,
          "last": 73.91,
          "vwap": 74.75548946338546,
          "above_vwap": false,
          "amount": 11797283401.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.32407407407407,
          "last": 57.26,
          "vwap": 58.80930582712831,
          "above_vwap": false,
          "amount": 893272189.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.21030345800988,
          "last": 26.58,
          "vwap": 27.304742741313547,
          "above_vwap": false,
          "amount": 523999857.0
        }
      ]
    },
    "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": 0.2778,
      "active_up_ratio": 0.3077,
      "active_positive": 4,
      "active_positive_min": 1,
      "active_above_vwap": 3,
      "active_total": 13,
      "sample_total": 18,
      "dominant_theme": "集成电路封测",
      "dominant_theme_share": 0.7952,
      "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": 4.671532846715332,
          "last": 21.51,
          "vwap": 21.169718496431482,
          "above_vwap": true,
          "amount": 871055567.0
        },
        {
          "symbol": "SHSE.603005",
          "name": "晶方科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 5,
          "ret_pct": 4.299999999999993,
          "last": 52.15,
          "vwap": 51.33916461617881,
          "above_vwap": true,
          "amount": 5280833749.0
        },
        {
          "symbol": "SZSE.002185",
          "name": "华天科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 2,
          "ret_pct": 2.946428571428572,
          "last": 23.06,
          "vwap": 22.939506058994,
          "above_vwap": true,
          "amount": 12293792848.0
        },
        {
          "symbol": "SHSE.688362",
          "name": "甬矽电子",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 8,
          "ret_pct": 0.6224873557255872,
          "last": 77.59,
          "vwap": 77.93489072035406,
          "above_vwap": false,
          "amount": 2226842673.0
        },
        {
          "symbol": "SHSE.688372",
          "name": "伟测科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 4,
          "ret_pct": 0.3961549665016051,
          "last": 172.33,
          "vwap": 175.30289731110278,
          "above_vwap": false,
          "amount": 1840053188.0
        },
        {
          "symbol": "SHSE.600584",
          "name": "长电科技",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 1,
          "ret_pct": -0.40318709801286934,
          "last": 103.75,
          "vwap": 105.54075638950341,
          "above_vwap": false,
          "amount": 28661745429.0
        },
        {
          "symbol": "SZSE.002077",
          "name": "大港股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 7,
          "ret_pct": -1.3691416535018375,
          "last": 18.73,
          "vwap": 18.784442459920996,
          "above_vwap": false,
          "amount": 611048521.0
        },
        {
          "symbol": "SHSE.688135",
          "name": "利扬芯片",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 9,
          "ret_pct": -2.72023958073373,
          "last": 38.98,
          "vwap": 39.25268726582034,
          "above_vwap": false,
          "amount": 400543763.0
        },
        {
          "symbol": "SHSE.688403",
          "name": "汇成股份",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 0,
          "ret_pct": -3.8498789346246842,
          "last": 39.71,
          "vwap": 39.69515354232645,
          "above_vwap": true,
          "amount": 3201636823.0
        },
        {
          "symbol": "SZSE.002156",
          "name": "通富微电",
          "theme": "集成电路封测",
          "paper_scope": "active",
          "priority": 3,
          "ret_pct": -5.012209227605712,
          "last": 73.91,
          "vwap": 74.75548946338546,
          "above_vwap": false,
          "amount": 11797283401.0
        },
        {
          "symbol": "SZSE.002756",
          "name": "永兴材料",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -5.32407407407407,
          "last": 57.26,
          "vwap": 58.80930582712831,
          "above_vwap": false,
          "amount": 893272189.0
        },
        {
          "symbol": "SZSE.000762",
          "name": "西藏矿业",
          "theme": "锂",
          "paper_scope": "conditional_watch",
          "priority": 999,
          "ret_pct": -6.21030345800988,
          "last": 26.58,
          "vwap": 27.304742741313547,
          "above_vwap": false,
          "amount": 523999857.0
        }
      ]
    },
    "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": "2026-06-26T13:46:54",
  "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": "2026-06-26T13:46:54",
      "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": 0.219,
        "prev_amount_yi": 0.1596,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3722,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:44",
            "open": 39.93,
            "high": 39.94,
            "low": 39.93,
            "close": 39.94,
            "amount_yi": 0.064
          },
          {
            "time": "13:45",
            "open": 39.89,
            "high": 39.89,
            "low": 39.86,
            "close": 39.86,
            "amount_yi": 0.0724
          },
          {
            "time": "13:46",
            "open": 39.76,
            "high": 39.76,
            "low": 39.71,
            "close": 39.71,
            "amount_yi": 0.0826
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 39.71,
        "ts": "2026-06-26T13:46:53",
        "prev_close": 41.3,
        "open": 40.0,
        "high": 40.77,
        "low": 38.38,
        "bid1": 39.71,
        "ask1": 39.72,
        "bid_qty1": 265,
        "ask_qty1": 132
      },
      "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": "2026-06-26T13:46:54",
      "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": 105.5408,
      "price_vs_vwap_pct": -1.6968,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 2.4722,
        "prev_amount_yi": 1.62,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.526,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "WATCH_CONFIRM",
        "bars": [
          {
            "time": "13:44",
            "open": 104.4,
            "high": 104.53,
            "low": 104.4,
            "close": 104.53,
            "amount_yi": 0.8918
          },
          {
            "time": "13:45",
            "open": 104.24,
            "high": 104.24,
            "low": 104.05,
            "close": 104.05,
            "amount_yi": 1.0952
          },
          {
            "time": "13:46",
            "open": 103.84,
            "high": 103.84,
            "low": 103.75,
            "close": 103.75,
            "amount_yi": 0.4852
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "current_position_value": 249216.0,
      "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": 103.75,
        "ts": "2026-06-26T13:46:54",
        "prev_close": 104.17,
        "open": 106.92,
        "high": 109.33,
        "low": 101.1,
        "bid1": 103.71,
        "ask1": 103.72,
        "bid_qty1": 25,
        "ask_qty1": 1
      },
      "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": "2026-06-26T13:46:54",
      "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": 4.7681,
      "intraday_vwap": 22.9395,
      "price_vs_vwap_pct": 0.5253,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 1.0128,
        "prev_amount_yi": 0.4881,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 2.075,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "BREAK_PREV_HIGH",
        "bars": [
          {
            "time": "13:44",
            "open": 23.1,
            "high": 23.15,
            "low": 23.1,
            "close": 23.15,
            "amount_yi": 0.3417
          },
          {
            "time": "13:45",
            "open": 23.16,
            "high": 23.16,
            "low": 23.13,
            "close": 23.13,
            "amount_yi": 0.4561
          },
          {
            "time": "13:46",
            "open": 23.09,
            "high": 23.09,
            "low": 23.06,
            "close": 23.06,
            "amount_yi": 0.215
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1080.47,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_entry_risk_reduced",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 23.06,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 22.4,
        "open": 21.9,
        "high": 23.86,
        "low": 21.71,
        "bid1": 23.06,
        "ask1": 23.07,
        "bid_qty1": 224,
        "ask_qty1": 165
      },
      "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": "2026-06-26T13:46:54",
      "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": 74.7555,
      "price_vs_vwap_pct": -1.131,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 3,
        "bar_count": 3,
        "min_samples": 2,
        "amount_yi": 0.77,
        "prev_amount_yi": 0.5012,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.5363,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 73.85,
            "high": 73.94,
            "low": 73.85,
            "close": 73.94,
            "amount_yi": 0.1762
          },
          {
            "time": "13:45",
            "open": 74.01,
            "high": 74.01,
            "low": 73.98,
            "close": 73.98,
            "amount_yi": 0.3054
          },
          {
            "time": "13:46",
            "open": 73.91,
            "high": 73.91,
            "low": 73.91,
            "close": 73.91,
            "amount_yi": 0.2884
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 73.91,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 77.81,
        "open": 76.0,
        "high": 77.83,
        "low": 72.1,
        "bid1": 73.9,
        "ask1": 73.91,
        "bid_qty1": 24,
        "ask_qty1": 7
      },
      "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": "2026-06-26T13:46:54",
      "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": 0.128,
        "prev_amount_yi": 0.0652,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.9632,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 172.99,
            "high": 173.11,
            "low": 172.99,
            "close": 173.11,
            "amount_yi": 0.0241
          },
          {
            "time": "13:45",
            "open": 172.89,
            "high": 172.89,
            "low": 172.6,
            "close": 172.6,
            "amount_yi": 0.0614
          },
          {
            "time": "13:46",
            "open": 172.47,
            "high": 172.47,
            "low": 172.33,
            "close": 172.33,
            "amount_yi": 0.0425
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 172.33,
        "ts": "2026-06-26T13:46:53",
        "prev_close": 171.65,
        "open": 168.88,
        "high": 180.19,
        "low": 168.35,
        "bid1": 172.26,
        "ask1": 172.32,
        "bid_qty1": 4,
        "ask_qty1": 3
      },
      "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": "2026-06-26T13:46:54",
      "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": 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": 3.2975,
      "intraday_vwap": 51.3392,
      "price_vs_vwap_pct": 1.5793,
      "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": 0.3845,
        "prev_amount_yi": 0.6868,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5598,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 52.7,
            "high": 52.7,
            "low": 52.66,
            "close": 52.66,
            "amount_yi": 0.1633
          },
          {
            "time": "13:45",
            "open": 52.55,
            "high": 52.55,
            "low": 52.46,
            "close": 52.46,
            "amount_yi": 0.1469
          },
          {
            "time": "13:46",
            "open": 52.31,
            "high": 52.31,
            "low": 52.15,
            "close": 52.15,
            "amount_yi": 0.0743
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.1,
      "target_amount": 1080.47,
      "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": 52.15,
        "ts": "2026-06-26T13:46:52",
        "prev_close": 50.0,
        "open": 49.16,
        "high": 52.77,
        "low": 48.88,
        "bid1": 52.15,
        "ask1": 52.16,
        "bid_qty1": 69,
        "ask_qty1": 31
      },
      "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": "2026-06-26T13:46:54",
      "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": 21.555,
      "price_vs_vwap_pct": -5.0336,
      "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": 0.1032,
        "prev_amount_yi": 0.1273,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.8107,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.0572
          },
          {
            "time": "13:45",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.032
          },
          {
            "time": "13:46",
            "open": 20.47,
            "high": 20.47,
            "low": 20.47,
            "close": 20.47,
            "amount_yi": 0.014
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": "2026-06-26T13:46:54",
        "prev_close": 22.74,
        "open": 22.9,
        "high": 23.36,
        "low": 20.47,
        "bid1": 0.0,
        "ask1": 20.47,
        "bid_qty1": 0,
        "ask_qty1": 223
      },
      "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": "2026-06-26T13:46:54",
      "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": 18.7844,
      "price_vs_vwap_pct": -0.2896,
      "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": 0.0407,
        "prev_amount_yi": 0.0426,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.9554,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 18.79,
            "high": 18.79,
            "low": 18.79,
            "close": 18.79,
            "amount_yi": 0.0106
          },
          {
            "time": "13:45",
            "open": 18.77,
            "high": 18.77,
            "low": 18.75,
            "close": 18.75,
            "amount_yi": 0.0165
          },
          {
            "time": "13:46",
            "open": 18.73,
            "high": 18.73,
            "low": 18.73,
            "close": 18.73,
            "amount_yi": 0.0136
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 18.73,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 18.99,
        "open": 18.97,
        "high": 19.1,
        "low": 18.41,
        "bid1": 18.72,
        "ask1": 18.73,
        "bid_qty1": 87,
        "ask_qty1": 42
      },
      "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": "2026-06-26T13:46:54",
      "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": 0.2309,
        "prev_amount_yi": 0.1771,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3038,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 77.4,
            "high": 77.46,
            "low": 77.4,
            "close": 77.46,
            "amount_yi": 0.0801
          },
          {
            "time": "13:45",
            "open": 77.46,
            "high": 77.46,
            "low": 77.41,
            "close": 77.41,
            "amount_yi": 0.087
          },
          {
            "time": "13:46",
            "open": 77.56,
            "high": 77.59,
            "low": 77.56,
            "close": 77.59,
            "amount_yi": 0.0638
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 77.59,
        "ts": "2026-06-26T13:46:53",
        "prev_close": 77.11,
        "open": 74.5,
        "high": 80.56,
        "low": 74.21,
        "bid1": 77.59,
        "ask1": 77.73,
        "bid_qty1": 8,
        "ask_qty1": 3
      },
      "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": "2026-06-26T13:46:54",
      "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": 0.0361,
        "prev_amount_yi": 0.0184,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.962,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 39.1,
            "high": 39.11,
            "low": 39.1,
            "close": 39.11,
            "amount_yi": 0.0056
          },
          {
            "time": "13:45",
            "open": 39.04,
            "high": 39.04,
            "low": 39.01,
            "close": 39.01,
            "amount_yi": 0.0098
          },
          {
            "time": "13:46",
            "open": 38.91,
            "high": 38.98,
            "low": 38.91,
            "close": 38.98,
            "amount_yi": 0.0207
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 38.98,
        "ts": "2026-06-26T13:46:54",
        "prev_close": 40.07,
        "open": 39.32,
        "high": 40.41,
        "low": 38.1,
        "bid1": 38.93,
        "ask1": 38.95,
        "bid_qty1": 10,
        "ask_qty1": 5
      },
      "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": "2026-06-26T13:46:54",
      "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": 86.5425,
      "price_vs_vwap_pct": -4.3938,
      "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": 0.1197,
        "prev_amount_yi": 0.1774,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.6747,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 83.11,
            "high": 83.11,
            "low": 83.0,
            "close": 83.0,
            "amount_yi": 0.0447
          },
          {
            "time": "13:45",
            "open": 82.85,
            "high": 82.85,
            "low": 82.75,
            "close": 82.75,
            "amount_yi": 0.0292
          },
          {
            "time": "13:46",
            "open": 82.73,
            "high": 82.74,
            "low": 82.73,
            "close": 82.74,
            "amount_yi": 0.0458
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 82.74,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 91.9,
        "open": 91.9,
        "high": 92.98,
        "low": 82.71,
        "bid1": 82.73,
        "ask1": 82.74,
        "bid_qty1": 96,
        "ask_qty1": 7
      },
      "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": "2026-06-26T13:46:54",
      "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": 44.1271,
      "price_vs_vwap_pct": -3.0074,
      "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": 0.2798,
        "prev_amount_yi": 0.3518,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.7953,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 43.19,
            "high": 43.19,
            "low": 43.11,
            "close": 43.11,
            "amount_yi": 0.1054
          },
          {
            "time": "13:45",
            "open": 43.01,
            "high": 43.01,
            "low": 42.88,
            "close": 42.88,
            "amount_yi": 0.0967
          },
          {
            "time": "13:46",
            "open": 42.84,
            "high": 42.84,
            "low": 42.8,
            "close": 42.8,
            "amount_yi": 0.0777
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 42.8,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 46.51,
        "open": 46.48,
        "high": 46.7,
        "low": 42.5,
        "bid1": 42.79,
        "ask1": 42.8,
        "bid_qty1": 14,
        "ask_qty1": 15
      },
      "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": "2026-06-26T13:46:54",
      "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": 61.5604,
      "price_vs_vwap_pct": -2.9246,
      "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": 0.1671,
        "amount_floor_yi": 0.15,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.827,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:44",
            "open": 60.02,
            "high": 60.02,
            "low": 60.0,
            "close": 60.0,
            "amount_yi": 0.058
          },
          {
            "time": "13:45",
            "open": 59.93,
            "high": 59.93,
            "low": 59.89,
            "close": 59.89,
            "amount_yi": 0.083
          },
          {
            "time": "13:46",
            "open": 59.81,
            "high": 59.81,
            "low": 59.76,
            "close": 59.76,
            "amount_yi": 0.1643
          }
        ]
      },
      "suggested_position_pct": 12.0,
      "target_position_pct": 0.2,
      "target_amount": 2160.95,
      "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": 59.76,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 64.64,
        "open": 64.1,
        "high": 65.0,
        "low": 59.52,
        "bid1": 59.75,
        "ask1": 59.76,
        "bid_qty1": 450,
        "ask_qty1": 14
      },
      "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": "TOUCHED",
      "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": "2026-06-26T13:46:54",
      "sim_reason": "trigger_touched_but_above_exec_high",
      "qty": 0,
      "prev_close": null,
      "theme": "集成电路封测",
      "decision": "conditional_plan",
      "paper_scope": "conditional_watch",
      "chase_ceiling": 21.79,
      "max_chase_pct": 1.5,
      "base_exec_high": 21.48,
      "dynamic_exec_high": null,
      "entry_zone_low": 20.84,
      "entry_zone_high": 21.48,
      "entry_risk_pct": null,
      "intraday_vwap": null,
      "price_vs_vwap_pct": null,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": false,
        "reason": "minute_energy_amount_too_low",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1335,
        "prev_amount_yi": 0.2527,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 0.5283,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:42",
            "open": 21.67,
            "high": 21.69,
            "low": 21.67,
            "close": 21.69,
            "amount_yi": 0.0167
          },
          {
            "time": "13:43",
            "open": 21.66,
            "high": 21.67,
            "low": 21.66,
            "close": 21.67,
            "amount_yi": 0.0461
          },
          {
            "time": "13:44",
            "open": 21.67,
            "high": 21.67,
            "low": 21.66,
            "close": 21.66,
            "amount_yi": 0.0112
          },
          {
            "time": "13:45",
            "open": 21.61,
            "high": 21.61,
            "low": 21.57,
            "close": 21.57,
            "amount_yi": 0.0405
          },
          {
            "time": "13:46",
            "open": 21.57,
            "high": 21.57,
            "low": 21.51,
            "close": 21.51,
            "amount_yi": 0.019
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.38,
      "current_position_value": 0.0,
      "cash_before_order": 544493.0,
      "sizing_reason": "position_sizing_no_room_or_cash",
      "sellable_qty_before_order": null,
      "t0_protection_qty_cap": null,
      "ma5": null,
      "quote": {
        "last": 21.51,
        "ts": "2026-06-26T13:46:52",
        "prev_close": 20.55,
        "open": 20.05,
        "high": 21.78,
        "low": 19.86,
        "bid1": 21.51,
        "ask1": 21.52,
        "bid_qty1": 37,
        "ask_qty1": 42
      },
      "previous_state": "TOUCHED",
      "next_state": "TOUCHED",
      "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": "2026-06-26T13:46:54",
      "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": 56.3057,
      "price_vs_vwap_pct": -3.651,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.3148,
        "prev_amount_yi": 0.2316,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.3592,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:42",
            "open": 54.43,
            "high": 54.53,
            "low": 54.43,
            "close": 54.53,
            "amount_yi": 0.0427
          },
          {
            "time": "13:43",
            "open": 54.58,
            "high": 54.58,
            "low": 54.56,
            "close": 54.56,
            "amount_yi": 0.0318
          },
          {
            "time": "13:44",
            "open": 54.63,
            "high": 54.63,
            "low": 54.47,
            "close": 54.47,
            "amount_yi": 0.0469
          },
          {
            "time": "13:45",
            "open": 54.41,
            "high": 54.41,
            "low": 54.27,
            "close": 54.27,
            "amount_yi": 0.0783
          },
          {
            "time": "13:46",
            "open": 54.25,
            "high": 54.25,
            "low": 54.25,
            "close": 54.25,
            "amount_yi": 0.1151
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.38,
      "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": 54.25,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 58.15,
        "open": 58.5,
        "high": 59.57,
        "low": 54.18,
        "bid1": 54.25,
        "ask1": 54.28,
        "bid_qty1": 8,
        "ask_qty1": 6
      },
      "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": "2026-06-26T13:46:54",
      "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": 65.4913,
      "price_vs_vwap_pct": -2.4298,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_confirmed",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.4718,
        "prev_amount_yi": 0.3585,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.316,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:42",
            "open": 64.06,
            "high": 64.15,
            "low": 64.06,
            "close": 64.15,
            "amount_yi": 0.0873
          },
          {
            "time": "13:43",
            "open": 64.19,
            "high": 64.19,
            "low": 64.12,
            "close": 64.12,
            "amount_yi": 0.0759
          },
          {
            "time": "13:44",
            "open": 64.19,
            "high": 64.19,
            "low": 64.15,
            "close": 64.15,
            "amount_yi": 0.0942
          },
          {
            "time": "13:45",
            "open": 64.15,
            "high": 64.15,
            "low": 64.0,
            "close": 64.0,
            "amount_yi": 0.0817
          },
          {
            "time": "13:46",
            "open": 63.93,
            "high": 63.93,
            "low": 63.9,
            "close": 63.9,
            "amount_yi": 0.1327
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.38,
      "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": 63.9,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 68.36,
        "open": 68.3,
        "high": 68.8,
        "low": 63.65,
        "bid1": 63.88,
        "ask1": 63.9,
        "bid_qty1": 148,
        "ask_qty1": 11
      },
      "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": "2026-06-26T13:46:54",
      "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": 27.3047,
      "price_vs_vwap_pct": -2.6541,
      "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": 0.0545,
        "prev_amount_yi": 0.047,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.1596,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:42",
            "open": 26.65,
            "high": 26.7,
            "low": 26.65,
            "close": 26.7,
            "amount_yi": 0.0054
          },
          {
            "time": "13:43",
            "open": 26.74,
            "high": 26.74,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.01
          },
          {
            "time": "13:44",
            "open": 26.72,
            "high": 26.72,
            "low": 26.7,
            "close": 26.7,
            "amount_yi": 0.0104
          },
          {
            "time": "13:45",
            "open": 26.67,
            "high": 26.67,
            "low": 26.62,
            "close": 26.62,
            "amount_yi": 0.0132
          },
          {
            "time": "13:46",
            "open": 26.59,
            "high": 26.59,
            "low": 26.58,
            "close": 26.58,
            "amount_yi": 0.0155
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.38,
      "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": 26.58,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 28.34,
        "open": 28.15,
        "high": 28.51,
        "low": 26.5,
        "bid1": 26.56,
        "ask1": 26.58,
        "bid_qty1": 74,
        "ask_qty1": 265
      },
      "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": "2026-06-26T13:46:54",
      "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": 58.8093,
      "price_vs_vwap_pct": -2.6344,
      "energy_floor_hint_yi": null,
      "minute_energy": {
        "passed": true,
        "reason": "minute_energy_accelerating",
        "window_min": 5,
        "bar_count": 5,
        "min_samples": 3,
        "amount_yi": 0.1688,
        "prev_amount_yi": 0.1063,
        "amount_floor_yi": 0.25,
        "amount_base_hint_yi": 0.5,
        "energy_ratio": 1.588,
        "ratio_min": 1.05,
        "absolute_amount_multiple_min": 1.6,
        "template_key": "VWAP_RECLAIM",
        "bars": [
          {
            "time": "13:42",
            "open": 57.49,
            "high": 57.57,
            "low": 57.49,
            "close": 57.57,
            "amount_yi": 0.0339
          },
          {
            "time": "13:43",
            "open": 57.59,
            "high": 57.59,
            "low": 57.55,
            "close": 57.55,
            "amount_yi": 0.0329
          },
          {
            "time": "13:44",
            "open": 57.6,
            "high": 57.6,
            "low": 57.5,
            "close": 57.5,
            "amount_yi": 0.0238
          },
          {
            "time": "13:45",
            "open": 57.41,
            "high": 57.41,
            "low": 57.3,
            "close": 57.3,
            "amount_yi": 0.0326
          },
          {
            "time": "13:46",
            "open": 57.28,
            "high": 57.28,
            "low": 57.26,
            "close": 57.26,
            "amount_yi": 0.0456
          }
        ]
      },
      "suggested_position_pct": 8.0,
      "target_position_pct": 0.08,
      "target_amount": 864.38,
      "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": 57.26,
        "ts": "2026-06-26T13:46:51",
        "prev_close": 60.48,
        "open": 60.41,
        "high": 61.2,
        "low": 57.0,
        "bid1": 57.23,
        "ask1": 57.26,
        "bid_qty1": 22,
        "ask_qty1": 15
      },
      "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": 535430.0,
    "total_value": 1079923.0,
    "unrealized_pnl": 88617.99999999999,
    "unrealized_pnl_pct_of_initial": 8.861799999999999,
    "realized_pnl": -8694.999999999985,
    "realized_pnl_pct_of_initial": -0.8694999999999986,
    "total_pnl": 79923.0,
    "total_pnl_pct": 7.992299999999997
  },
  "paper_positions": [
    {
      "symbol": "SHSE.600584",
      "name": "长电科技",
      "quantity": 2400,
      "sellable_qty": 2400,
      "avg_cost": 80.3,
      "last_price": 103.75,
      "market_value": 249000.0,
      "unrealized_pnl": 56280.00000000001,
      "unrealized_pnl_pct": 29.202988792029892,
      "updated_at": "2026-06-26T13:46:54",
      "prev_close": 94.7,
      "holding_days": 6,
      "position_pct_of_total": 23.057199448479196
    },
    {
      "symbol": "SZSE.300236",
      "name": "上海新阳",
      "quantity": 1800,
      "sellable_qty": 1800,
      "avg_cost": 108.54,
      "last_price": 116.63,
      "market_value": 209934.0,
      "unrealized_pnl": 14561.99999999998,
      "unrealized_pnl_pct": 7.4534733738713665,
      "updated_at": "2026-06-26T13:46:54",
      "prev_close": 114.41,
      "holding_days": 10,
      "position_pct_of_total": 19.43971931332141
    },
    {
      "symbol": "SHSE.600353",
      "name": "旭光电子",
      "quantity": 1600,
      "sellable_qty": 1600,
      "avg_cost": 36.7,
      "last_price": 47.81,
      "market_value": 76496.0,
      "unrealized_pnl": 17776.0,
      "unrealized_pnl_pct": 30.272479564032693,
      "updated_at": "2026-06-26T13:46:54",
      "prev_close": 52.9,
      "holding_days": 9,
      "position_pct_of_total": 7.08346798799544
    }
  ],
  "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
  }
}